public RoundTripList(LiveTester tester):base()
{
this.tester = tester;
this.lastNotUpdatedIndex = -1;
this.lastOpenRoundTripDate = DateTime.MaxValue;
this.Connect();
this.list = new ArrayList();
this.openRoundTrips = new OpenRoundTripList();
}
internal void ztfTe4jp4()
{
this.isActive = true;
this.global.Clear();
this.stops.Clear();
this.activeStops.Clear();
// if (this.JEmpWIimOt != null)
// this.JEmpWIimOt((object) this, EventArgs.Empty);
this.triggers.Clear();
// if (this.DGvp78okLv != null)
// this.DGvp78okLv((object) this, EventArgs.Empty);
this.activeInstruments.Clear();
if (this.metaStrategyBase.MetaStrategyMode == MetaStrategyMode.Simulation || this.metaStrategyBase.MetaStrategyMode == MetaStrategyMode.Live && this.metaStrategyBase.ResetPortfolio)
{
this.portfolio.Clear();
this.portfolios.Clear();
this.testers.Clear();
this.tester.FriendlyTesters.Clear();
}
this.portfolio.TransactionAdded += new TransactionEventHandler(this.wFewIKaO9);
this.portfolio.PositionOpened += new PositionEventHandler(this.tqpmkcdnl);
this.portfolio.PositionChanged += new PositionEventHandler(this.qmsfx90ud);
this.portfolio.PositionClosed += new PositionEventHandler(this.iIIeZBW7d);
this.portfolio.ValueChanged += new PositionEventHandler(this.zqRghd2Zu);
this.portfolio.Monitored = true;
this.orders.Clear();
this.marketManager.Instruments.Clear();
this.marketManager.jcIApP7GcT.Clear();
if (this.metaStrategyBase.MetaStrategyMode == MetaStrategyMode.Live)
{
this.marketManager.OM26eKMfqS = this.marketDataProvider;
this.marketManager.TOY6zSGlVT = this.executionProvider;
}
this.marketManager.Init();
this.tester.Disconnect();
this.tester.Connect();
this.tester.Reset();
if (this.statisticsPerInstrumentEnabled)
{
foreach (LiveTester liveTester in this.testers.Values)
{
liveTester.Connect();
liveTester.Reset();
}
}
foreach (Instrument key in (FIXGroupList) this.marketManager.Instruments)
{
key.Reset();
BarSeries barSeries = this.Bars[key];
this.activeStops[key] = new List<StopBase>();
if (this.statisticsPerInstrumentEnabled && !this.portfolios.ContainsKey(key))
{
Portfolio portfolio = new Portfolio();
portfolio.Name = string.Format("dfs", (object) this.name, (object) key.Symbol);
if (this.metaStrategyBase.MetaStrategyMode == MetaStrategyMode.Live && !this.metaStrategyBase.ResetPortfolio)
portfolio.Account.Deposit(this.portfolio.GetAccountValue(), this.portfolio.Account.Currency, Clock.Now,"");
LiveTester liveTester = new LiveTester(portfolio);
liveTester.FollowChanges = true;
this.portfolios.Add(key, portfolio);
this.testers.Add(key, liveTester);
this.tester.FriendlyTesters.Add(key, liveTester);
}
}
this.barSliceManager.InstrumentsCount = this.marketManager.Instruments.Count;
this.barSliceManager.Clear();
this.OnInit();
this.reportManager.Tester = this.tester;
if (this.MetaStrategyBase.dBEWaCEkLk)
return;
this.reportManager.Init();
}
protected StrategyBase(string name, string description)
{
this.metaStrategyBase = (MetaStrategyBase) null;
this.name = name;
this.description = description;
this.isEnabled = true;
this.isActive = true;
this.ReportManager = StrategyComponentManager.GetComponent("getcom", (object) this) as ReportManager;
this.MarketManager = StrategyComponentManager.GetComponent("getcom", (object) this) as MarketManager;
this.portfolio = PortfolioManager.Portfolios[name];
if (this.portfolio == null)
this.portfolio = new Portfolio(name);
this.tester = new LiveTester(this.portfolio);
this.stops = new StopList();
this.triggers = new TriggerList();
this.marketDataProvider = (IMarketDataProvider) null;
this.executionProvider = (IExecutionProvider) null;
this.newsProvider = (INewsProvider) null;
this.executionService = (IExecutionService) null;
this.orders = new OrderTable();
this.global = new Hashtable();
this.activeInstruments = new InstrumentList();
this.barSliceManager = new BarSliceManager();
this.componentTypeList = new List<ComponentType>();
this.componentTypeList.Add(ComponentType.MarketManager);
this.componentTypeList.Add(ComponentType.ReportManager);
this.activeStops = new Dictionary<Instrument, List<StopBase>>();
this.portfolios = new Dictionary<Instrument, Portfolio>();
this.testers = new Dictionary<Instrument, LiveTester>();
this.statisticsPerInstrumentEnabled = false;
}
public void Start(bool doStep)
{
DataManager.ClearDataArrays();
this.drawingPrimitives.Clear();
this.wH2We9sYJA.Clear();
this.vXRWgwkIPm.Clear();
this.DKMWNa8OX5.Clear();
// this.wufWtLkISI.EHNjIxPXeI();
// this.ftRWdJyyOv.CRrjLvZRte();
// this.XY4Ww3QE51.WlPpnQStx6();
this.sbiWzb0PxN.Clear();
this.EdxRkK8EdT.Clear();
// this.J37WmrcrSi.PICjBUA7Ya();
// this.zVLWf0C4Mc.G7CjuFqKCk();
if (this.metaStrategyMode == MetaStrategyMode.Simulation)
{
this.simulationManager.Requests.Clear();
this.simulationManager.Init();
Clock.ClockMode = ClockMode.Simulation;
Clock.SetDateTime(this.simulationManager.EntryDate);
foreach (string request in (CollectionBase) this.simulationManager.StaticRequests)
this.simulationManager.SendMarketDataRequest(request);
this.simulator.Intervals.Clear();
this.simulator.Intervals.Add(this.simulationManager.EntryDate, this.simulationManager.ExitDate);
this.simulator.SimulationMode = this.simulationManager.Mode;
this.simulator.SpeedMultiplier = this.simulationManager.SpeedMultiplier;
this.simulator.Step = this.simulationManager.Step;
OrderManager.RemoveOrders(11104, (object)MetaStrategyBase.FIX_MODES[this.metaStrategyMode]);
OrderManager.OCA.Clear();
OrderManager.SellSide.RemoveOrders(11104, (object)MetaStrategyBase.FIX_MODES[this.metaStrategyMode]);
}
if (this.metaStrategyMode == MetaStrategyMode.Simulation || this.metaStrategyMode == MetaStrategyMode.Live && this.resetPortfolio)
{
this.portfolio.Clear();
this.portfolios.Clear();
this.testers.Clear();
this.tester.FriendlyTesters.Clear();
}
this.tester.Disconnect();
this.tester.Connect();
this.tester.Reset();
bool flag = this.portfolio.Account.Transactions.Count == 0;
if (flag)
this.portfolio.Account.Deposit(this.simulationManager.Cash, this.simulationManager.Currency, Clock.Now, "");
this.portfolio.TransactionAdded += new TransactionEventHandler(this.zYSWMuDaZ6);
this.portfolio.PositionOpened += new PositionEventHandler(this.DBwWbS3fHQ);
this.portfolio.PositionChanged += new PositionEventHandler(this.dHgWygCawL);
this.portfolio.PositionClosed += new PositionEventHandler(this.fBgWGZmneO);
this.portfolio.ValueChanged += new PositionEventHandler(this.lrZWS42MFZ);
this.portfolio.Monitored = true;
this.optimizationManager.Init();
if (!this.isOptimizing)
{
this.reportManager.Tester = this.tester;
this.reportManager.Init();
}
this.metaMoneyManager.Init();
this.OnInit();
foreach (StrategyBase strategyBase in this.strategies)
{
if (strategyBase.IsEnabled)
strategyBase.ztfTe4jp4();
}
if (flag)
this.OnMoneyAllocation();
if (this.statisticsPerInstrumentEnabled)
{
foreach (LiveTester liveTester in this.testers.Values)
{
liveTester.Connect();
liveTester.Reset();
}
foreach (StrategyBase strategyBase in this.strategies)
{
if (strategyBase.IsEnabled)
{
foreach (Instrument key in (FIXGroupList) strategyBase.MarketManager.Instruments)
{
if (!this.portfolios.ContainsKey(key))
{
Portfolio portfolio = new Portfolio();
portfolio.Name = string.Format("dfds", (object)this.name, (object)key.Symbol);
LiveTester liveTester = new LiveTester(portfolio);
liveTester.FollowChanges = true;
this.portfolios.Add(key, portfolio);
this.testers.Add(key, liveTester);
this.tester.FriendlyTesters.Add(key, liveTester);
portfolio.Account.Deposit(this.portfolio.GetAccountValue(), this.portfolio.Account.Currency, Clock.Now, "fdsdfs");
}
}
}
}
}
foreach (StrategyBase strategyBase in this.strategies)
{
if (strategyBase.IsEnabled)
{
switch (this.metaStrategyMode)
{
case MetaStrategyMode.Simulation:
// this.XY4Ww3QE51.opTpuIsCq8(ProviderManager.ExecutionSimulator);
// this.wufWtLkISI.q4hj9rUKgj((IProvider) ProviderManager.MarketDataSimulator);
// this.wufWtLkISI.q4hj9rUKgj((IProvider) ProviderManager.ExecutionSimulator);
this.fkKW08cp5Q((IProvider)ProviderManager.MarketDataSimulator, strategyBase);
this.fkKW08cp5Q((IProvider)ProviderManager.ExecutionSimulator, strategyBase);
break;
case MetaStrategyMode.Live:
using (Dictionary<Instrument, IExecutionProvider>.ValueCollection.Enumerator enumerator = strategyBase.MarketManager.UyiAAd6ITD.Values.GetEnumerator())
{
while (enumerator.MoveNext())
{
IExecutionProvider current = enumerator.Current;
this.fkKW08cp5Q((IProvider)current, strategyBase);
// this.XY4Ww3QE51.opTpuIsCq8(current);
// this.wufWtLkISI.q4hj9rUKgj((IProvider) current);
}
break;
}
}
foreach (KeyValuePair<Instrument, IMarketDataProvider> keyValuePair in strategyBase.MarketManager.jcIApP7GcT)
{
Instrument key = keyValuePair.Key;
switch (this.metaStrategyMode)
{
case MetaStrategyMode.Simulation:
foreach (string str in (CollectionBase) this.simulationManager.Requests)
// this.ftRWdJyyOv.s8pj3BZbXy(ProviderManager.MarketDataSimulator, key, str);
this.gKXWX8nbQ1(ProviderManager.MarketDataSimulator, key, strategyBase);
continue;
case MetaStrategyMode.Live:
IMarketDataProvider marketDataProvider = keyValuePair.Value;
// this.ftRWdJyyOv.s8pj3BZbXy(marketDataProvider, key, (string) null);
// this.wufWtLkISI.q4hj9rUKgj((IProvider) marketDataProvider);
this.fkKW08cp5Q((IProvider)marketDataProvider, strategyBase);
this.gKXWX8nbQ1(marketDataProvider, key, strategyBase);
continue;
default:
continue;
}
}
}
}
// this.wufWtLkISI.qGIjh9udFb(this.a0bRpgOve7 * 1000);
// this.ftRWdJyyOv.ONMjs3DrA4();
// this.XY4Ww3QE51.W2BpYr8f5G();
if (this.executionServicesEnabled)
{
foreach (StrategyBase strategyBase in this.strategies)
{
switch (this.metaStrategyMode)
{
case MetaStrategyMode.Simulation:
this.FYDWx9TtsR(ServiceManager.ExecutionSimulator, strategyBase);
continue;
case MetaStrategyMode.Live:
if (strategyBase.ExecutionService != null)
{
this.FYDWx9TtsR((IService)strategyBase.ExecutionService, strategyBase);
continue;
}
else
continue;
default:
continue;
}
}
// this.J37WmrcrSi.D3Cjbhc7hR();
// this.zVLWf0C4Mc.alJjoPx37X();
}
this.isRunning = true;
switch (this.metaStrategyMode)
{
case MetaStrategyMode.Simulation:
if (doStep)
{
this.simulator.DoStep(false);
while (this.isRunning)
Thread.Sleep(1);
break;
}
else
{
this.simulator.Start(true);
break;
}
case MetaStrategyMode.Live:
this.Y5hW7EWwMM();
while (this.isRunning)
Thread.Sleep(1);
break;
}
}
protected MetaStrategyBase(string name)
{
this.name = name;
this.strategies = new StrategyList();
this.SimulationManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as SimulationManager;
this.OptimizationManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as OptimizationManager;
this.ReportManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as ReportManager;
this.MetaMoneyManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as MetaMoneyManager;
this.portfolio = PortfolioManager.Portfolios[name];
if (this.portfolio == null)
this.portfolio = new Portfolio(name);
this.resetPortfolio = true;
this.tester = new LiveTester(this.portfolio);
this.tester.FollowChanges = true;
this.optimizer = (Optimizer)new BruteForce((IOptimizable)this);
this.optimizer.BestObjectiveReceived += new EventHandler(this.OnBestObjectiveReceived);
this.optimizerType = EOptimizerType.BruteForce;
// this.wufWtLkISI = new J8EmIiFmOtaja37OfO(this);
// this.ftRWdJyyOv = new cLHjLO4PpuI7TxofSw(this);
// this.XY4Ww3QE51 = new TGZcynM7UfxwdxKdmx(this);
// this.J37WmrcrSi = new FZ0WAbPUwn6OHn5Upr(this);
// this.zVLWf0C4Mc = new ALxag60bMZlMBTZjqL(this);
this.wH2We9sYJA = new Dictionary<IProvider, List<StrategyBase>>();
this.vXRWgwkIPm = new Dictionary<IMarketDataProvider, Dictionary<Instrument, List<StrategyBase>>>();
this.DKMWNa8OX5 = new Dictionary<SingleOrder, StrategyBase>();
this.sbiWzb0PxN = new Dictionary<IService, List<StrategyBase>>();
this.EdxRkK8EdT = new Dictionary<IExecutionService, List<StrategyBase>>();
this.maxConnectionTime = 10;
this.simulator = (ProviderManager.MarketDataSimulator as SimulationDataProvider).Simulator;
this.simulator.StateChanged += new EventHandler(this.md8Wiw2OiW);
this.isRunning = false;
this.isOptimizing = false;
this.optimizationParemeters = new ArrayList();
this.drawingPrimitives = new Hashtable();
this.portfolioStopList = new StopList();
this.portfolios = new Dictionary<Instrument, Portfolio>();
this.testers = new Dictionary<Instrument, LiveTester>();
this.executionServicesEnabled = false;
this.componentTypeList = new List<ComponentType>();
this.componentTypeList.Add(ComponentType.SimulationManager);
this.componentTypeList.Add(ComponentType.MetaMoneyManager);
this.componentTypeList.Add(ComponentType.OptimizationManager);
this.componentTypeList.Add(ComponentType.ReportManager);
}
public TradeDays(string name, LiveTester tester)
: base(name) {
this.tester = tester;
}
public TradeDays(string name, LiveTester tester, string format)
: base(name, format)
{
this.tester = tester;
}
public PerformanceTrackerList(LiveTester tester):base()
{
this.muZcYBahg = tester;
lock (tester)
this.hmtJ5q6yp();
}
public TesterSettings(LiveTester tester):base()
{
this.fNyFvVvOo = tester;
this.FXUR2afwm();
}
public void EnableTester()
{
this.tester = new LiveTester(this.portfolio);
this.tester.TimeInterval = this.testerPeriod;
this.tester.DisableComponents();
if (!this.testerEnabled)
{
this.tester.AllowRoundTrips = false;
}
else
{
this.tester.Disconnect();
this.tester.Connect();
this.tester.Reset();
this.tester.FollowChanges = true;
this.tester.AllowRoundTrips = true;
this.AddTesterComponents();
}
}
public static TesterItem LoadComponent(LiveTester tester, string fileName)
{
StreamReader streamReader = new StreamReader(fileName);
string str1 = streamReader.ReadLine();
TesterItem component = TesterComponentManager.GetComponent(str1.Remove(0, str1.IndexOf("fddf") + 3));
string str2;
while ((str2 = streamReader.ReadLine()) != null)
TesterComponentManager.zWD3jRjZ4(tester, component, str2, fileName);
streamReader.Close();
return component;
}
public void PrepareTester()
{
bool flag = (bool) this.sampleStrategy.GetType().GetField("ReportEnabled", BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.GetField | BindingFlags.SetField).GetValue((object) this.sampleStrategy);
TimeIntervalSize timeIntervalSize = (TimeIntervalSize) this.sampleStrategy.GetType().GetField("TestingPeriod", BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.GetField | BindingFlags.SetField).GetValue((object) this.sampleStrategy);
this.tester = new LiveTester(this.sq_Portfolio);
this.tester.TimeInterval = timeIntervalSize;
this.tester.DisableComponents();
if (!flag)
{
this.tester.AllowRoundTrips = false;
}
else
{
this.tester.Disconnect();
this.tester.Connect();
this.tester.Reset();
this.tester.FollowChanges = true;
this.tester.AllowRoundTrips = true;
this.AddTesterComponents();
}
}
public FinalWealth(string name, LiveTester tester)
: base(name, "")
{
this.tester = tester;
}
public FinalWealth(string name, LiveTester tester, string format)
: base(name, format) {
this.tester = tester;
}