public Replay()
{
if (Properties.Settings.Default.TLClientAddress== string.Empty)
tl = new TLServer_WM() ;
else
tl = new TLServer_IP(Properties.Settings.Default.TLClientAddress, Properties.Settings.Default.TLClientPort);
TrackEnabled = Util.TrackUsage();
Program = PROGRAM;
InitializeComponent();
tl.newProviderName = Providers.TradeLink;
tl.newSendOrderRequest += new OrderDelegateStatus(tl_gotSrvFillRequest);
tl.newOrderCancelRequest += new LongDelegate(tl_OrderCancelRequest);
tl.newAcctRequest += new StringDelegate(tl_gotSrvAcctRequest);
tl.newPosList += new PositionArrayDelegate(tl_gotSrvPosList);
tl.newFeatureRequest+=new MessageArrayDelegate(GetFeatures);
tl.newUnknownRequest += new UnknownMessageDelegate(tl_newUnknownRequest);
h.GotTick += new TickDelegate(h_GotTick);
SimBroker.UseBidAskFills = Properties.Settings.Default.UseBidAskFills;
SimBroker.GotOrder += new OrderDelegate(SimBroker_GotOrder);
SimBroker.GotFill += new FillDelegate(SimBroker_GotFill);
SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);
h.GotDebug+=new DebugDelegate(_dw.GotDebug);
// setup playback
_playback = new Playback(h);
_playback.RunWorkerCompleted += new RunWorkerCompletedEventHandler(_playback_RunWorkerCompleted);
_playback.ProgressChanged += new ProgressChangedEventHandler(_playback_ProgressChanged);
status(Util.TLSIdentity());
// setup our special book used to hold bids and offers from historical sources
// (this is for determining top of book between historical sources and our own orders)
HISTBOOK.Execute = false; // make sure our special book is never executed by simulator
HISTBOOK.Notify = false; // don't notify
}
public Replay()
{
InitializeComponent();
tl.newSendOrderRequest += new OrderDelegate(tl_gotSrvFillRequest);
tl.newDayHighRequest += new DecimalStringDelegate(tl_DayHighRequest);
tl.newDayLowRequest += new DecimalStringDelegate(tl_DayLowRequest);
tl.newOrderCancelRequest += new UIntDelegate(tl_OrderCancelRequest);
tl.newAcctRequest += new StringDelegate(tl_gotSrvAcctRequest);
tl.newPosList += new PositionArrayDelegate(tl_gotSrvPosList);
tl.newFeatureRequest+=new MessageArrayDelegate(GetFeatures);
h.GotTick += new TickDelegate(h_GotTick);
h.SimBroker.GotOrder += new OrderDelegate(SimBroker_GotOrder);
h.SimBroker.GotFill += new FillDelegate(SimBroker_GotFill);
h.SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);
h.CacheWait = 500;
// setup playback
_playback = new Playback(h);
_playback.RunWorkerCompleted += new RunWorkerCompletedEventHandler(_playback_RunWorkerCompleted);
_playback.ProgressChanged += new ProgressChangedEventHandler(_playback_ProgressChanged);
status(Util.TLSIdentity());
// setup our special book used to hold bids and offers from historical sources
// (this is for determining top of book between historical sources and our own orders)
HISTBOOK.Execute = false; // make sure our special book is never executed by simulator
HISTBOOK.Notify = false; // don't notify
}
public Replay()
{
if (Properties.Settings.Default.TLClientAddress == string.Empty)
{
tl = new TLServer_WM();
}
else
{
tl = new TLServer_IP(Properties.Settings.Default.TLClientAddress, Properties.Settings.Default.TLClientPort);
}
TrackEnabled = Util.TrackUsage();
Program = PROGRAM;
InitializeComponent();
tl.newProviderName = Providers.TradeLink;
tl.newSendOrderRequest += new OrderDelegateStatus(tl_gotSrvFillRequest);
tl.newOrderCancelRequest += new LongDelegate(tl_OrderCancelRequest);
tl.newAcctRequest += new StringDelegate(tl_gotSrvAcctRequest);
tl.newPosList += new PositionArrayDelegate(tl_gotSrvPosList);
tl.newFeatureRequest += new MessageArrayDelegate(GetFeatures);
tl.newUnknownRequest += new UnknownMessageDelegate(tl_newUnknownRequest);
h.GotTick += new TickDelegate(h_GotTick);
SimBroker.UseBidAskFills = Properties.Settings.Default.UseBidAskFills;
SimBroker.GotOrder += new OrderDelegate(SimBroker_GotOrder);
SimBroker.GotFill += new FillDelegate(SimBroker_GotFill);
SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);
h.GotDebug += new DebugDelegate(_dw.GotDebug);
// setup playback
_playback = new Playback(h);
_playback.RunWorkerCompleted += new RunWorkerCompletedEventHandler(_playback_RunWorkerCompleted);
_playback.ProgressChanged += new ProgressChangedEventHandler(_playback_ProgressChanged);
status(Util.TLSIdentity());
// setup our special book used to hold bids and offers from historical sources
// (this is for determining top of book between historical sources and our own orders)
HISTBOOK.Execute = false; // make sure our special book is never executed by simulator
HISTBOOK.Notify = false; // don't notify
}
private void playbut_Click(object sender, EventArgs e)
{
if (!Directory.Exists(tickfolder))
{
status("Tick folder " + tickfolder + " doesn't exist, stopping.");
return;
}
highs = new Dictionary <string, decimal>();
lows = new Dictionary <string, decimal>();
TickFileFilter tff = new TickFileFilter();
tff.DateFilter(Util.ToTLDate(monthCalendar1.SelectionEnd), DateMatchType.Day | DateMatchType.Month | DateMatchType.Year);
h.FileFilter = tff;
_playback = new Playback(h);
_playback.RunWorkerCompleted += new RunWorkerCompletedEventHandler(_playback_RunWorkerCompleted);
_playback.ProgressChanged += new ProgressChangedEventHandler(_playback_ProgressChanged);
_playback.RunWorkerAsync(new PlayBackArgs((int)trackBar1.Value / 5, daystartpicker.Value));
status("Playback started...");
playbut.Enabled = false;
stopbut.Enabled = true;
trackBar1.Enabled = false;
}
private void playbut_Click(object sender, EventArgs e)
{
status("preparing simulation");
if (_playback.IsBusy)
{
status("simulation already in progress");
return;
}
// setup simulation (portfolio realistic)
h = new MultiSimImpl(tickfolder,FileFilter);
// bind events
h.GotTick += new TickDelegate(h_GotTick);
h.GotDebug += new DebugDelegate(_dw.GotDebug);
// setup playback
_playback = new Playback(h);
_playback.RunWorkerCompleted += new RunWorkerCompletedEventHandler(_playback_RunWorkerCompleted);
_playback.ProgressChanged += new ProgressChangedEventHandler(_playback_ProgressChanged);
// clear highs and lows
highs = new Dictionary<string, decimal>();
lows = new Dictionary<string, decimal>();
// start playback
var delayscale = (int)((double)trackBar1.Value / 5);
_playback.RunWorkerAsync(new PlayBackArgs(delayscale));
// notify user
status("Playback started...");
// update user interface options
playbut.Enabled = false;
stopbut.Enabled = true;
trackBar1.Enabled = false;
}
private void playbut_Click(object sender, EventArgs e)
{
if (!Directory.Exists(tickfolder))
{
status("Tick folder " + tickfolder + " doesn't exist, stopping.");
return;
}
highs = new Dictionary<string, decimal>();
lows = new Dictionary<string, decimal>();
TickFileFilter tff = new TickFileFilter();
tff.DateFilter(Util.ToTLDate(monthCalendar1.SelectionEnd),DateMatchType.Day|DateMatchType.Month|DateMatchType.Year);
h.FileFilter = tff;
_playback = new Playback(h);
_playback.RunWorkerCompleted += new RunWorkerCompletedEventHandler(_playback_RunWorkerCompleted);
_playback.ProgressChanged+=new ProgressChangedEventHandler(_playback_ProgressChanged);
_playback.RunWorkerAsync(new PlayBackArgs((int)trackBar1.Value/5,daystartpicker.Value));
status("Playback started...");
playbut.Enabled = false;
stopbut.Enabled = true;
trackBar1.Enabled = false;
}