Beispiel #1
0
        protected void debugMarketSimulationMaofSecsBook(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();

                MarketSimulation.OrderPair[] bids = marketSimulationMaof.GetOrderQueue(id, JQuant.TransactionType.BUY);
                MarketSimulation.OrderPair[] asks = marketSimulationMaof.GetOrderQueue(id, JQuant.TransactionType.SELL);

                values.Add(id);
                values.Add(option.GetName());
                values.Add(OrderBook2String(bids, 9));
                values.Add(OrderBook2String(asks, 9));

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