Beispiel #1
0
        protected void debugMarketSimulationMaofSecsMaof(IWrite iWrite, string cmdName, object[] cmdArguments)
        {
            int[] ids = marketSimulationMaof.GetSecurities();               //get the list of securities

            System.Collections.ArrayList names = new System.Collections.ArrayList();
            names.Add("Id");
            names.Add("Name");
            names.Add("Bid:PriceVolume");
            names.Add("Ask:PriceVolume");

            int[] columns = JQuant.ArrayUtils.CreateInitializedArray(6, names.Count);
            columns[0] = 10;
            columns[1] = 16;
            columns[2] = 30;
            columns[3] = 30;

            CommandLineInterface.printTableHeader(iWrite, names, columns);

            System.Array.Sort(ids);

            foreach (int id in ids)
            {
                MarketSimulationMaof.Option  option = marketSimulationMaof.GetOption(id);
                System.Collections.ArrayList values = new System.Collections.ArrayList();

                values.Add(id);
                values.Add(option.GetName());
                values.Add(OrderBook2String(option.GetBookBid(), 9));
                values.Add(OrderBook2String(option.GetBookAsk(), 9));

                CommandLineInterface.printValues(iWrite, values, columns);
            }
        }
Beispiel #2
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        protected void debugProducerShowCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
        {
            System.Collections.ArrayList names;
            System.Collections.ArrayList values;
            int entry      = 0;
            int columnSize = 12;

            bool isEmpty = true;

            iWrite.WriteLine();

            foreach (IResourceProducer producer in Resources.Producers)
            {
                producer.GetEventCounters(out names, out values);
                isEmpty = false;

                if (entry == 0)
                {
                    names.Insert(0, "Name");
                    CommandLineInterface.printTableHeader((JQuant.IWrite) this, names, columnSize);
                }
                values.Insert(0, OutputUtils.FormatField(producer.Name, columnSize));
                CommandLineInterface.printValues((JQuant.IWrite) this, values, columnSize);

                entry++;
            }
            if (isEmpty)
            {
                iWrite.WriteLine("No producers");
            }
        }
Beispiel #3
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        protected void debugPrintResourcesNameAndStats(IWrite iWrite, System.Collections.ArrayList list)
        {
            int entry      = 0;
            int columnSize = 8;

            bool isEmpty = true;

            iWrite.WriteLine();

            foreach (INamedResource resNamed in list)
            {
                isEmpty = false;

                IResourceStatistics resStat = (IResourceStatistics)resNamed;

                System.Collections.ArrayList names;
                System.Collections.ArrayList values;
                resStat.GetEventCounters(out names, out values);

                if (entry == 0)
                {
                    names.Insert(0, "Name");
                    CommandLineInterface.printTableHeader(iWrite, names, columnSize);
                }
                values.Insert(0, OutputUtils.FormatField(resNamed.Name, columnSize));
                CommandLineInterface.printValues(iWrite, values, columnSize);

                entry++;
            }
            if (isEmpty)
            {
                System.Console.WriteLine("Table is empty - no resources registered");
            }
        }
Beispiel #4
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        protected void debugMarketSimulationMaofStatCore(IWrite iWrite, string cmdName, object[] cmdArguments)
        {
            int columnSize = 8;

            System.Collections.ArrayList names;
            System.Collections.ArrayList values;
            marketSimulationMaof.GetEventCounters(out names, out values);

            CommandLineInterface.printTableHeader(iWrite, names, columnSize);
            CommandLineInterface.printValues(iWrite, values, columnSize);
        }
Beispiel #5
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        protected void debugHttpStat(IWrite iWrite, string cmdName, object[] cmdArguments)
        {
            IResourceStatistics resStat = JQuantHttp.Http.GetIResourceStatistics();

            System.Collections.ArrayList names;
            System.Collections.ArrayList values;
            resStat.GetEventCounters(out names, out values);

            int columnSize = 8;

            CommandLineInterface.printTableHeader(iWrite, names, columnSize);
            CommandLineInterface.printValues(iWrite, values, columnSize);
        }
Beispiel #6
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 public void printList()
 {
     int[] list = marketSimulationMaof.WatchList();
     for (int i = 0; i < list.Length; i++)
     {
         int id = list[i];
         MarketSimulationMaof.Option option = marketSimulationMaof.GetOption(id);
         string optionName = option.GetName();
         System.Collections.ArrayList values = new System.Collections.ArrayList();
         values.Add(id);
         values.Add(optionName);
         CommandLineInterface.printValues(iWrite, values, this.columns);
     }
 }
Beispiel #7
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            public void printLegend()
            {
                System.Collections.ArrayList values = new System.Collections.ArrayList();

                values.Add("Tick");
                values.Add("Id");
                values.Add("Name");
                values.Add("LastTradeSize");
                values.Add("DayVolume");
                values.Add("Bids");
                values.Add("Asks");

                CommandLineInterface.printValues(iWrite, values, this.columns);
            }
Beispiel #8
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        /// <summary>
        /// This method do two things
        /// - get list of securities from the MarketSimulationMaof
        /// For every security ask MarketSimulation.Core what the Core thinks about it.
        /// </summary>
        protected void debugMarketSimulationMaofSecsCore(IWrite iWrite, string cmdName, object[] cmdArguments)
        {
            int[] ids = marketSimulationMaof.GetSecurities();               //get the list of securities

            System.Collections.ArrayList names = new System.Collections.ArrayList();
            names.Add("Id");
            names.Add("Name");
            names.Add("CoreId");
            names.Add("Bid:PriceVolume");
            names.Add("Ask:PriceVolume");
            names.Add("LastTrade");
            names.Add("LastTradeSize");
            names.Add("DayVolume");

            int[] columns = JQuant.ArrayUtils.CreateInitializedArray(6, names.Count);
            columns[0] = 9;
            columns[1] = 12;
            columns[2] = 9;
            columns[3] = 30;
            columns[4] = 30;

            CommandLineInterface.printTableHeader(iWrite, names, columns);

            System.Array.Sort(ids);

            foreach (int id in ids)
            {
                // i need MarketSimulationMaof.Option to show the name of the option
                // currently I take care only of options
                MarketSimulationMaof.Option option = marketSimulationMaof.GetOption(id);
                // get information kept in the MrketSimulation.Core
                MarketSimulation.MarketData  md     = marketSimulationMaof.GetSecurity(id);
                System.Collections.ArrayList values = new System.Collections.ArrayList();

                values.Add(id);
                values.Add(option.GetName());
                values.Add(md.id);
                values.Add(OrderBook2String(md.bid, 9));
                values.Add(OrderBook2String(md.ask, 9));
                values.Add(md.lastTrade);
                values.Add(md.lastTradeSize);
                values.Add(md.dayVolume);

                CommandLineInterface.printValues(iWrite, values, columns);
            }
        }
Beispiel #9
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        /// <summary>
        /// this guy is called by Main() and will never be called by anybody else
        /// Use static property instance to access methods of the class
        /// </summary>
        protected Program()
        {
            cli = new CommandLineInterface("JQuant");
            LoadCommandLineInterface();

#if WITHGUI
            // tricky part - i need output console before main form is initialized
            consoleOut = new JQuantForms.ConsoleOutDummy();

            // now the rest of the GUI controls
            Thread guiThread = new Thread(this.InitGUI);
            guiThread.Priority = ThreadPriority.Lowest;
            guiThread.Start();
#endif
#if WITHHTTP
            StartHttp();
#endif
        }
Beispiel #10
0
        /// <summary>
        /// this guy is called by Main() and will never be called by anybody else
        /// Use static property instance to access methods of the class
        /// </summary>
        protected Program()
        {
            cli = new CommandLineInterface("JQuant");
            LoadCommandLineInterface();

            #if WITHGUI
            // tricky part - i need output console before main form is initialized
            consoleOut = new JQuantForms.ConsoleOutDummy();

            // now the rest of the GUI controls
            Thread guiThread = new Thread(this.InitGUI);
            guiThread.Priority = ThreadPriority.Lowest;
            guiThread.Start();
            #endif
            #if WITHHTTP
            StartHttp();
            #endif
        }
Beispiel #11
0
        protected void algoStat(IWrite iWrite, string cmdName, object[] cmdArguments)
        {
            if (algoMachine == null)
            {
                iWrite.WriteLine("No algo started");
                return;
            }

            IResourceStatistics resStat = algoMachine;

            System.Collections.ArrayList names;
            System.Collections.ArrayList values;
            resStat.GetEventCounters(out names, out values);

            int columnSize = 8;

            CommandLineInterface.printTableHeader(iWrite, names, columnSize);
            CommandLineInterface.printValues(iWrite, values, columnSize);
        }
Beispiel #12
0
            /// <summary>
            /// called by MarketSimulation when a change is in the status of the security
            /// </summary>
            public void callback(MarketSimulation.MarketData md)
            {
                int id = md.id;

                MarketSimulationMaof.Option option = marketSimulationMaof.GetOption(id);
                string optionName = option.GetName();

                // print everything out - name, bids, asks
                MarketSimulation.OrderPair[] bids = md.bid;
                MarketSimulation.OrderPair[] asks = md.ask;

                System.Collections.ArrayList values = new System.Collections.ArrayList();

                values.Add(md.tick);
                values.Add(id);
                values.Add(optionName);
                values.Add(md.lastTrade);
                values.Add(md.dayVolume);
                values.Add(OrderBook2String(bids, 9));
                values.Add(OrderBook2String(asks, 9));

                CommandLineInterface.printValues(iWrite, values, this.columns);
            }
Beispiel #13
0
        protected void debugMarketSimulationMaofStatBook(IWrite iWrite, string cmdName, object[] cmdArguments)
        {
            int[] ids       = marketSimulationMaof.GetSecurities();         //get the list of securities
            int[] columns   = new int[0];
            bool  firstLoop = true;

            System.Collections.ArrayList names = new System.Collections.ArrayList();
            names.Add("Name");

            System.Array.Sort(ids);

            foreach (int id in ids)
            {
                MarketSimulationMaof.Option  option = marketSimulationMaof.GetOption(id);
                System.Collections.ArrayList values = new System.Collections.ArrayList();


                JQuant.IResourceStatistics   bids = marketSimulationMaof.GetOrderBook(id, JQuant.TransactionType.BUY);
                System.Collections.ArrayList bidValues;
                System.Collections.ArrayList bidNames;
                bids.GetEventCounters(out bidNames, out bidValues);

                JQuant.IResourceStatistics   asks = marketSimulationMaof.GetOrderBook(id, JQuant.TransactionType.SELL);
                System.Collections.ArrayList askValues;
                System.Collections.ArrayList askNames;
                asks.GetEventCounters(out askNames, out askValues);

                // print table header if this is first loop
                if (firstLoop)
                {
                    firstLoop = false;
                    for (int i = 0; i < bidNames.Count; i++)
                    {
                        names.Add(bidNames[i]);
                    }
                    for (int i = 0; i < askNames.Count; i++)
                    {
                        names.Add(askNames[i]);
                    }
                    columns    = JQuant.ArrayUtils.CreateInitializedArray(6, names.Count);
                    columns[0] = 16;
                    columns[1] = 10;
                    columns[2] = 6;
                    columns[3] = 6;
                    columns[4] = 6;
                    columns[5] = 10;
                    columns[6] = 6;
                    columns[7] = 6;
                    columns[8] = 6;
                    CommandLineInterface.printTableHeader(iWrite, names, columns);
                }

                values.Add(option.GetName());
                for (int i = 0; i < bidValues.Count; i++)
                {
                    values.Add(bidValues[i]);
                }
                for (int i = 0; i < askValues.Count; i++)
                {
                    values.Add(askValues[i]);
                }

                CommandLineInterface.printValues(iWrite, values, columns);
            }
        }