/// <inheritdoc />
public void LookupSecurities(Security criteria, IMessageAdapter adapter = null, MessageOfflineModes offlineMode = MessageOfflineModes.None)
{
if (criteria == null)
{
throw new ArgumentNullException(nameof(criteria));
}
var boardCode = criteria.Board?.Code;
var securityCode = criteria.Code;
if (!criteria.Id.IsEmpty())
{
var id = SecurityIdGenerator.Split(criteria.Id);
if (boardCode.IsEmpty())
{
boardCode = GetBoardCode(id.BoardCode);
}
if (securityCode.IsEmpty())
{
securityCode = id.SecurityCode;
}
}
var msg = criteria.ToLookupMessage(criteria.ExternalId.ToSecurityId(securityCode, boardCode));
msg.Adapter = adapter;
msg.OfflineMode = offlineMode;
LookupSecurities(msg);
}
private void MainWindow_OnLoaded(object sender, RoutedEventArgs e)
{
Year.ItemsSource = Competition.AllYears;
Year.SelectedItem = Competition.AllYears.Last();
var ns = typeof(IIndicator).Namespace;
var rendererTypes = typeof(Chart).Assembly
.GetTypes()
.Where(t => !t.IsAbstract && typeof(BaseChartIndicatorPainter).IsAssignableFrom(t))
.ToDictionary(t => t.Name);
var indicators = typeof(IIndicator).Assembly
.GetTypes()
.Where(t => t.Namespace == ns && !t.IsAbstract && typeof(IIndicator).IsAssignableFrom(t))
.Select(t => new IndicatorType(t, rendererTypes.TryGetValue(t.Name + "Painter")));
Chart.IndicatorTypes.AddRange(indicators);
const string finamSecurities = "finam.csv";
if (File.Exists(finamSecurities))
{
var idGen = new SecurityIdGenerator();
var securities = File.ReadAllLines(finamSecurities).Select(line =>
{
var cells = line.SplitByComma();
var idParts = idGen.Split(cells[0]);
return new Security
{
Id = cells[0],
Code = idParts.Item1,
Board = ExchangeBoard.GetOrCreateBoard(idParts.Item2),
ExtensionInfo = new Dictionary<object, object>
{
{ FinamHistorySource.MarketIdField, cells[1].To<long>() },
{ FinamHistorySource.SecurityIdField, cells[2].To<long>() },
}
};
});
foreach (var security in securities)
{
_securityProvider.Securities.Add(security);
_securityStorage.Save(security);
}
}
else
{
_finamHistorySource.Refresh(_securityStorage, new Security(), s => { }, () => false);
var securities = _securityStorage.LookupAll().ToArray();
foreach (var security in securities)
_securityProvider.Securities.Add(security);
File.WriteAllLines(finamSecurities, securities.Where(s => !s.Id.Contains(',')).Select(s => "{0},{1},{2}"
.Put(s.Id, s.ExtensionInfo[FinamHistorySource.MarketIdField], s.ExtensionInfo[FinamHistorySource.SecurityIdField])));
}
if (File.Exists(_settingsFile))
{
var settings = CultureInfo.InvariantCulture.DoInCulture(() => new XmlSerializer<SettingsStorage>().Deserialize(_settingsFile).Load<Settings>());
Year.SelectedItem = settings.Year;
Trader.Text = settings.Trader;
From.Value = settings.From;
To.Value = settings.To;
Security1.Text = settings.Security1;
Security2.Text = settings.Security2;
Security3.Text = settings.Security3;
Security4.Text = settings.Security4;
TimeFrame.SelectedItem = settings.TimeFrame;
}
else
{
Trader.Text = "Vasya";
Security1.Text = "RIZ5@FORTS";
//Trader.Text = "iZotov";
//Security1.Text = "SPZ5@FORTS";
//Security2.Text = "SIZ5@FORTS";
//From.Value = new DateTime(2014, 09, 16);
}
}
private void Sync_Click(object sender, RoutedEventArgs e)
{
if (_token != null)
{
StopSync();
return;
}
Sync.Content = LocalizedStrings.Str2890;
_token = new CancellationTokenSource();
Task.Factory.StartNew(() =>
{
var securityPaths = new List<string>();
foreach (var dir in DriveCache.Instance.AllDrives
.OfType<LocalMarketDataDrive>()
.Select(drive => drive.Path)
.Distinct())
{
foreach (var letterDir in InteropHelper.GetDirectories(dir))
{
if (_token.IsCancellationRequested)
break;
var name = Path.GetFileName(letterDir);
if (name == null || name.Length != 1)
continue;
securityPaths.AddRange(InteropHelper.GetDirectories(letterDir));
}
if (_token.IsCancellationRequested)
break;
}
if (_token.IsCancellationRequested)
return;
var iterCount =
securityPaths.Count + // кол-во проходов по директории для создания инструмента
DriveCache.Instance.AllDrives.Count() * (EntityRegistry.Securities.Count + securityPaths.Count); // кол-во сбросов кэша дат
this.GuiSync(() => Progress.Maximum = iterCount);
var logSource = ConfigManager.GetService<LogManager>().Application;
var securityIdGenerator = new SecurityIdGenerator();
var securities = EntityRegistry.Securities.ToDictionary(s => s.Id, s => new KeyValuePair<Security, bool>(s, true), StringComparer.InvariantCultureIgnoreCase);
foreach (var securityPath in securityPaths)
{
if (_token.IsCancellationRequested)
break;
var securityId = Path.GetFileName(securityPath).FolderNameToSecurityId();
var isNew = false;
var security = securities.TryGetValue(securityId).Key;
if (security == null)
{
var firstDataFile =
Directory.EnumerateDirectories(securityPath)
.SelectMany(d => Directory.EnumerateFiles(d, "*.bin")
.Concat(Directory.EnumerateFiles(d, "*.csv"))
.OrderBy(f => Path.GetExtension(f).CompareIgnoreCase(".bin") ? 0 : 1))
.FirstOrDefault();
if (firstDataFile != null)
{
var info = securityIdGenerator.Split(securityId);
decimal priceStep;
if (Path.GetExtension(firstDataFile).CompareIgnoreCase(".bin"))
{
try
{
priceStep = File.ReadAllBytes(firstDataFile).Range(6, 16).To<decimal>();
}
catch (Exception ex)
{
throw new InvalidOperationException(LocalizedStrings.Str2929Params.Put(firstDataFile), ex);
}
}
else
priceStep = 0.01m;
security = new Security
{
Id = securityId,
PriceStep = priceStep,
Name = info.Item1,
Code = info.Item1,
Board = ExchangeBoard.GetOrCreateBoard(info.Item2),
ExtensionInfo = new Dictionary<object, object>()
};
securities.Add(securityId, new KeyValuePair<Security, bool>(security, false));
isNew = true;
}
}
this.GuiSync(() =>
{
Progress.Value++;
if (isNew)
Logs.Messages.Add(new LogMessage(logSource, TimeHelper.Now, LogLevels.Info, LocalizedStrings.Str2930Params.Put(security)));
});
}
EntityRegistry.Securities.AddRange(securities.Values.Where(p => !p.Value).Select(p => p.Key));
if (_token.IsCancellationRequested)
return;
var dataTypes = new[]
{
Tuple.Create(typeof(ExecutionMessage), (object)ExecutionTypes.Tick),
Tuple.Create(typeof(ExecutionMessage), (object)ExecutionTypes.OrderLog),
Tuple.Create(typeof(ExecutionMessage), (object)ExecutionTypes.Order),
Tuple.Create(typeof(ExecutionMessage), (object)ExecutionTypes.Trade),
Tuple.Create(typeof(QuoteChangeMessage), (object)null),
Tuple.Create(typeof(Level1ChangeMessage), (object)null),
Tuple.Create(typeof(NewsMessage), (object)null)
};
var formats = Enumerator.GetValues<StorageFormats>().ToArray();
foreach (var drive in DriveCache.Instance.AllDrives)
{
foreach (var security in EntityRegistry.Securities)
{
foreach (var dataType in dataTypes)
{
foreach (var format in formats)
{
if (_token.IsCancellationRequested)
break;
var secId = security.ToSecurityId();
drive
.GetStorageDrive(secId, dataType.Item1, dataType.Item2, format)
.ClearDatesCache();
foreach (var candleType in drive.GetCandleTypes(security.ToSecurityId(), format))
{
drive
.GetStorageDrive(secId, candleType.Item1, candleType.Item2, format)
.ClearDatesCache();
}
}
}
if (_token.IsCancellationRequested)
break;
this.GuiSync(() =>
{
Progress.Value++;
Logs.Messages.Add(new LogMessage(logSource, TimeHelper.Now, LogLevels.Info,
LocalizedStrings.Str2931Params.Put(security, drive.Path)));
});
}
if (_token.IsCancellationRequested)
break;
}
}, _token.Token)
.ContinueWithExceptionHandling(this, res =>
{
Sync.Content = LocalizedStrings.Str2932;
Sync.IsEnabled = true;
Progress.Value = 0;
_token = null;
});
}
private void StartEmulation()
{
if (_connector != null && _connector.State != EmulationStates.Stopped)
throw new InvalidOperationException(LocalizedStrings.Str3015);
if (Strategy == null)
throw new InvalidOperationException("Strategy not selected.");
var strategy = (EmulationDiagramStrategy)Strategy;
if (strategy.DataPath.IsEmpty() || !Directory.Exists(strategy.DataPath))
throw new InvalidOperationException(LocalizedStrings.Str3014);
strategy
.Composition
.Parameters
.ForEach(p =>
{
if (p.Type == typeof(Security) && p.Value == null)
throw new InvalidOperationException(LocalizedStrings.Str1380);
});
strategy.Reset();
Reset();
var securityId = "empty@empty";
var secGen = new SecurityIdGenerator();
var secIdParts = secGen.Split(securityId);
var secCode = secIdParts.SecurityCode;
var board = ExchangeBoard.GetOrCreateBoard(secIdParts.BoardCode);
var timeFrame = strategy.CandlesTimeFrame;
var useCandles = strategy.MarketDataSource == MarketDataSource.Candles;
// create test security
var security = new Security
{
Id = securityId, // sec id has the same name as folder with historical data
Code = secCode,
Board = board,
};
// storage to historical data
var storageRegistry = new StorageRegistry
{
// set historical path
DefaultDrive = new LocalMarketDataDrive(strategy.DataPath)
};
var startTime = strategy.StartDate.ChangeKind(DateTimeKind.Utc);
var stopTime = strategy.StopDate.ChangeKind(DateTimeKind.Utc);
// ProgressBar refresh step
var progressStep = ((stopTime - startTime).Ticks / 100).To<TimeSpan>();
// set ProgressBar bounds
TicksAndDepthsProgress.Value = 0;
TicksAndDepthsProgress.Maximum = 100;
// test portfolio
var portfolio = new Portfolio
{
Name = "test account",
BeginValue = 1000000,
};
var securityProvider = ConfigManager.GetService<ISecurityProvider>();
// create backtesting connector
_connector = new HistoryEmulationConnector(securityProvider, new[] { portfolio }, new StorageRegistry())
{
EmulationAdapter =
{
Emulator =
{
Settings =
{
// match order if historical price touched our limit order price.
// It is terned off, and price should go through limit order price level
// (more "severe" test mode)
MatchOnTouch = false,
}
}
},
UseExternalCandleSource = useCandles,
HistoryMessageAdapter =
{
StorageRegistry = storageRegistry,
// set history range
StartDate = startTime,
StopDate = stopTime,
},
// set market time freq as time frame
MarketTimeChangedInterval = timeFrame,
};
//((ILogSource)_connector).LogLevel = DebugLogCheckBox.IsChecked == true ? LogLevels.Debug : LogLevels.Info;
ConfigManager.GetService<LogManager>().Sources.Add(_connector);
var candleManager = new CandleManager(_connector);
strategy.Volume = 1;
strategy.Portfolio = portfolio;
strategy.Security = security;
strategy.Connector = _connector;
//LogLevel = DebugLogCheckBox.IsChecked == true ? LogLevels.Debug : LogLevels.Info,
// by default interval is 1 min,
// it is excessively for time range with several months
strategy.UnrealizedPnLInterval = ((stopTime - startTime).Ticks / 1000).To<TimeSpan>();
strategy.SetCandleManager(candleManager);
_connector.NewSecurity += s =>
{
var level1Info = new Level1ChangeMessage
{
SecurityId = s.ToSecurityId(),
ServerTime = startTime,
}
.TryAdd(Level1Fields.PriceStep, secIdParts.SecurityCode == "RIZ2" ? 10m : 1)
.TryAdd(Level1Fields.StepPrice, 6m)
.TryAdd(Level1Fields.MinPrice, 10m)
.TryAdd(Level1Fields.MaxPrice, 1000000m)
.TryAdd(Level1Fields.MarginBuy, 10000m)
.TryAdd(Level1Fields.MarginSell, 10000m);
// fill level1 values
_connector.SendInMessage(level1Info);
//_connector.RegisterMarketDepth(security);
//if (!useCandles)
// _connector.RegisterTrades(s);
};
var nextTime = startTime + progressStep;
// handle historical time for update ProgressBar
_connector.MarketTimeChanged += d =>
{
if (_connector.CurrentTime < nextTime && _connector.CurrentTime < stopTime)
return;
var steps = (_connector.CurrentTime - startTime).Ticks / progressStep.Ticks + 1;
nextTime = startTime + (steps * progressStep.Ticks).To<TimeSpan>();
this.GuiAsync(() => TicksAndDepthsProgress.Value = steps);
};
_connector.LookupSecuritiesResult += (ss) =>
{
if (strategy.ProcessState != ProcessStates.Stopped)
return;
// start strategy before emulation started
strategy.Start();
// start historical data loading when connection established successfully and all data subscribed
_connector.Start();
};
_connector.StateChanged += () =>
{
switch (_connector.State)
{
case EmulationStates.Stopped:
strategy.Stop();
this.GuiAsync(() =>
{
if (_connector.IsFinished)
TicksAndDepthsProgress.Value = TicksAndDepthsProgress.Maximum;
});
break;
case EmulationStates.Started:
break;
}
};
TicksAndDepthsProgress.Value = 0;
DiagramDebuggerControl.Debugger.IsEnabled = true;
// raise NewSecurities and NewPortfolio for full fill strategy properties
_connector.Connect();
// 1 cent commission for trade
_connector.SendInMessage(new CommissionRuleMessage
{
Rule = new CommissionPerTradeRule
{
Value = 0.01m
}
});
}
private void OkClick(object sender, RoutedEventArgs e)
{
var volumeStep = VolumeStep.Value;
var priceStep = PriceStep.Value;
var decimals = Decimals.Value;
var type = TypeCtrl.SelectedType;
if (Securities == null)
{
if (Code.Text.IsEmpty())
{
ShowError(LocalizedStrings.Str2923);
return;
}
if (decimals == null)
{
ShowError(LocalizedStrings.DecimalsNotFilled);
return;
}
if (priceStep == null || priceStep == 0)
{
ShowError(LocalizedStrings.Str2925);
return;
}
if (volumeStep == null || volumeStep == 0)
{
ShowError(LocalizedStrings.Str2924);
return;
}
if (ExchangeCtrl.SelectedBoard == null)
{
ShowError(LocalizedStrings.Str2926);
return;
}
var security = Security;
security.Code = Code.Text;
if (!SecName.Text.IsEmpty())
security.Name = SecName.Text;
security.VolumeStep = volumeStep;
security.PriceStep = priceStep;
security.Decimals = decimals;
security.Board = ExchangeCtrl.SelectedBoard;
security.Type = TypeCtrl.SelectedType;
if (security.Id.IsEmpty())
{
var id = new SecurityIdGenerator().GenerateId(security.Code, security.Board);
var isExist = _entityRegistry.Securities.ReadById(id) != null;
if (isExist)
{
new MessageBoxBuilder()
.Text(LocalizedStrings.Str2927Params.Put(id))
.Owner(this)
.Warning()
.Show();
return;
}
security.Id = id;
security.ExtensionInfo = new Dictionary<object, object>();
}
_entityRegistry.Securities.Save(security);
}
else
{
if (priceStep == 0)
{
ShowError(LocalizedStrings.Str2925);
return;
}
if (volumeStep == 0)
{
ShowError(LocalizedStrings.Str2924);
return;
}
foreach (var security in Securities)
{
if (volumeStep != null)
security.VolumeStep = volumeStep.Value;
if (priceStep != null)
security.PriceStep = priceStep.Value;
if (decimals != null)
security.Decimals = decimals.Value;
if (type != null)
security.Type = type.Value;
_entityRegistry.Securities.Save(security);
}
}
DialogResult = true;
}
private void ExecutedSaveSecurityCommand(object sender, ExecutedRoutedEventArgs e)
{
var entityRegistry = ConfigManager.GetService<IEntityRegistry>();
var security = (Security)PropertyGrid.SelectedObject;
if (_isNew)
{
var mbBuilder = new MessageBoxBuilder()
.Owner(this)
.Error();
if (security.Code.IsEmpty())
{
mbBuilder.Text(LocalizedStrings.Str2923).Show();
return;
}
if (security.Board == null)
{
mbBuilder.Text(LocalizedStrings.Str2926).Show();
return;
}
if (security.PriceStep == null || security.PriceStep == 0)
{
mbBuilder.Text(LocalizedStrings.Str2925).Show();
return;
}
if (security.VolumeStep == null || security.VolumeStep == 0)
{
mbBuilder.Text(LocalizedStrings.Str2924).Show();
return;
}
var id = new SecurityIdGenerator().GenerateId(security.Code, security.Board);
if (entityRegistry.Securities.ReadById(id) != null)
{
mbBuilder.Text(LocalizedStrings.Str2927Params.Put(id)).Show();
return;
}
security.Id = id;
}
else
{
security.CopyTo(SecurityPicker.SelectedSecurity);
security = SecurityPicker.SelectedSecurity;
}
entityRegistry.Securities.Save(security);
_isNew = false;
_changed = false;
}
private void StartBtnClick(object sender, RoutedEventArgs e)
{
InitChart();
if (HistoryPath.Folder.IsEmpty() || !Directory.Exists(HistoryPath.Folder))
{
MessageBox.Show(this, LocalizedStrings.Str3014);
return;
}
if (_connectors.Any(t => t.State != EmulationStates.Stopped))
{
MessageBox.Show(this, LocalizedStrings.Str3015);
return;
}
var secGen = new SecurityIdGenerator();
var id = secGen.Split(SecId.Text);
//if (secIdParts.Length != 2)
//{
// MessageBox.Show(this, LocalizedStrings.Str3016);
// return;
//}
var timeFrame = TimeSpan.FromMinutes(TimeFrame.SelectedIndex == 0 ? 1 : 5);
var secCode = id.SecurityCode;
var board = ExchangeBoard.GetOrCreateBoard(id.BoardCode);
// create test security
var security = new Security
{
Id = SecId.Text, // sec id has the same name as folder with historical data
Code = secCode,
Board = board,
};
if (FinamCandlesCheckBox.IsChecked == true)
{
_finamHistorySource.Refresh(new FinamSecurityStorage(security), security, s => {}, () => false);
}
// create backtesting modes
var settings = new[]
{
Tuple.Create(
TicksCheckBox,
TicksProgress,
TicksParameterGrid,
// ticks
new EmulationInfo {UseTicks = true, CurveColor = Colors.DarkGreen, StrategyName = LocalizedStrings.Ticks}),
Tuple.Create(
TicksAndDepthsCheckBox,
TicksAndDepthsProgress,
TicksAndDepthsParameterGrid,
// ticks + order book
new EmulationInfo {UseTicks = true, UseMarketDepth = true, CurveColor = Colors.Red, StrategyName = LocalizedStrings.XamlStr757}),
Tuple.Create(
DepthsCheckBox,
DepthsProgress,
DepthsParameterGrid,
// order book
new EmulationInfo {UseMarketDepth = true, CurveColor = Colors.OrangeRed, StrategyName = LocalizedStrings.MarketDepths}),
Tuple.Create(
CandlesCheckBox,
CandlesProgress,
CandlesParameterGrid,
// candles
new EmulationInfo {UseCandleTimeFrame = timeFrame, CurveColor = Colors.DarkBlue, StrategyName = LocalizedStrings.Candles}),
Tuple.Create(
CandlesAndDepthsCheckBox,
CandlesAndDepthsProgress,
CandlesAndDepthsParameterGrid,
// candles + orderbook
new EmulationInfo {UseMarketDepth = true, UseCandleTimeFrame = timeFrame, CurveColor = Colors.Cyan, StrategyName = LocalizedStrings.XamlStr635}),
Tuple.Create(
OrderLogCheckBox,
OrderLogProgress,
OrderLogParameterGrid,
// order log
new EmulationInfo {UseOrderLog = true, CurveColor = Colors.CornflowerBlue, StrategyName = LocalizedStrings.OrderLog}),
Tuple.Create(
Level1CheckBox,
Level1Progress,
Level1ParameterGrid,
// order log
new EmulationInfo {UseLevel1 = true, CurveColor = Colors.Aquamarine, StrategyName = LocalizedStrings.Level1}),
Tuple.Create(
FinamCandlesCheckBox,
FinamCandlesProgress,
FinamCandlesParameterGrid,
// candles
new EmulationInfo {UseCandleTimeFrame = timeFrame, HistorySource = d => _finamHistorySource.GetCandles(security, timeFrame, d.Date, d.Date), CurveColor = Colors.DarkBlue, StrategyName = LocalizedStrings.FinamCandles}),
Tuple.Create(
YahooCandlesCheckBox,
YahooCandlesProgress,
YahooCandlesParameterGrid,
// candles
new EmulationInfo {UseCandleTimeFrame = timeFrame, HistorySource = d => new YahooHistorySource().GetCandles(security, timeFrame, d.Date, d.Date), CurveColor = Colors.DarkBlue, StrategyName = LocalizedStrings.YahooCandles}),
};
// storage to historical data
var storageRegistry = new StorageRegistry
{
// set historical path
DefaultDrive = new LocalMarketDataDrive(HistoryPath.Folder)
};
var startTime = ((DateTime)From.Value).ChangeKind(DateTimeKind.Utc);
var stopTime = ((DateTime)To.Value).ChangeKind(DateTimeKind.Utc);
// (ru only) ОЛ необходимо загружать с 18.45 пред дня, чтобы стаканы строились правильно
if (OrderLogCheckBox.IsChecked == true)
startTime = startTime.Subtract(TimeSpan.FromDays(1)).AddHours(18).AddMinutes(45).AddTicks(1).ApplyTimeZone(TimeHelper.Moscow).UtcDateTime;
// ProgressBar refresh step
var progressStep = ((stopTime - startTime).Ticks / 100).To<TimeSpan>();
// set ProgressBar bounds
_progressBars.ForEach(p =>
{
p.Value = 0;
p.Maximum = 100;
});
var logManager = new LogManager();
var fileLogListener = new FileLogListener("sample.log");
logManager.Listeners.Add(fileLogListener);
//logManager.Listeners.Add(new DebugLogListener()); // for track logs in output window in Vusial Studio (poor performance).
var generateDepths = GenDepthsCheckBox.IsChecked == true;
var maxDepth = MaxDepth.Text.To<int>();
var maxVolume = MaxVolume.Text.To<int>();
var secId = security.ToSecurityId();
foreach (var set in settings)
{
if (set.Item1.IsChecked == false)
continue;
var progressBar = set.Item2;
var statistic = set.Item3;
var emulationInfo = set.Item4;
var level1Info = new Level1ChangeMessage
{
SecurityId = secId,
ServerTime = startTime,
}
.TryAdd(Level1Fields.PriceStep, secCode == "RIZ2" ? 10m : 1)
.TryAdd(Level1Fields.StepPrice, 6m)
.TryAdd(Level1Fields.MinPrice, 10m)
.TryAdd(Level1Fields.MaxPrice, 1000000m)
.TryAdd(Level1Fields.MarginBuy, 10000m)
.TryAdd(Level1Fields.MarginSell, 10000m);
// test portfolio
var portfolio = new Portfolio
{
Name = "test account",
BeginValue = 1000000,
};
// create backtesting connector
var connector = new HistoryEmulationConnector(
new[] { security },
new[] { portfolio })
{
EmulationAdapter =
{
Emulator =
{
Settings =
{
// match order if historical price touched our limit order price.
// It is terned off, and price should go through limit order price level
// (more "severe" test mode)
MatchOnTouch = false,
}
}
},
UseExternalCandleSource = emulationInfo.UseCandleTimeFrame != null,
CreateDepthFromOrdersLog = emulationInfo.UseOrderLog,
CreateTradesFromOrdersLog = emulationInfo.UseOrderLog,
HistoryMessageAdapter =
{
StorageRegistry = storageRegistry,
// set history range
StartDate = startTime,
StopDate = stopTime,
OrderLogMarketDepthBuilders =
{
{
secId,
LocalizedStrings.ActiveLanguage == Languages.Russian
? (IOrderLogMarketDepthBuilder)new PlazaOrderLogMarketDepthBuilder(secId)
: new ItchOrderLogMarketDepthBuilder(secId)
}
}
},
// set market time freq as time frame
MarketTimeChangedInterval = timeFrame,
};
((ILogSource)connector).LogLevel = DebugLogCheckBox.IsChecked == true ? LogLevels.Debug : LogLevels.Info;
logManager.Sources.Add(connector);
var candleManager = emulationInfo.UseCandleTimeFrame == null
? new CandleManager(new TradeCandleBuilderSourceEx(connector))
: new CandleManager(connector);
var series = new CandleSeries(typeof(TimeFrameCandle), security, timeFrame);
_shortMa = new SimpleMovingAverage { Length = 10 };
_shortElem = new ChartIndicatorElement
{
Color = Colors.Coral,
ShowAxisMarker = false,
FullTitle = _shortMa.ToString()
};
_bufferedChart.AddElement(_area, _shortElem);
_longMa = new SimpleMovingAverage { Length = 80 };
_longElem = new ChartIndicatorElement
{
ShowAxisMarker = false,
FullTitle = _longMa.ToString()
};
_bufferedChart.AddElement(_area, _longElem);
// create strategy based on 80 5-min и 10 5-min
var strategy = new SmaStrategy(_bufferedChart, _candlesElem, _tradesElem, _shortMa, _shortElem, _longMa, _longElem, candleManager, series)
{
Volume = 1,
Portfolio = portfolio,
Security = security,
Connector = connector,
LogLevel = DebugLogCheckBox.IsChecked == true ? LogLevels.Debug : LogLevels.Info,
// by default interval is 1 min,
// it is excessively for time range with several months
UnrealizedPnLInterval = ((stopTime - startTime).Ticks / 1000).To<TimeSpan>()
};
logManager.Sources.Add(strategy);
connector.NewSecurities += securities =>
{
if (securities.All(s => s != security))
return;
// fill level1 values
connector.SendInMessage(level1Info);
if (emulationInfo.HistorySource != null)
{
if (emulationInfo.UseCandleTimeFrame != null)
{
connector.RegisterHistorySource(security, MarketDataTypes.CandleTimeFrame, emulationInfo.UseCandleTimeFrame.Value, emulationInfo.HistorySource);
}
if (emulationInfo.UseTicks)
{
connector.RegisterHistorySource(security, MarketDataTypes.Trades, null, emulationInfo.HistorySource);
}
if (emulationInfo.UseLevel1)
{
connector.RegisterHistorySource(security, MarketDataTypes.Level1, null, emulationInfo.HistorySource);
}
if (emulationInfo.UseMarketDepth)
{
connector.RegisterHistorySource(security, MarketDataTypes.MarketDepth, null, emulationInfo.HistorySource);
}
}
else
{
if (emulationInfo.UseMarketDepth)
{
connector.RegisterMarketDepth(security);
if (
// if order book will be generated
generateDepths ||
// of backtesting will be on candles
emulationInfo.UseCandleTimeFrame != TimeSpan.Zero
)
{
// if no have order book historical data, but strategy is required,
// use generator based on last prices
connector.RegisterMarketDepth(new TrendMarketDepthGenerator(connector.GetSecurityId(security))
{
Interval = TimeSpan.FromSeconds(1), // order book freq refresh is 1 sec
MaxAsksDepth = maxDepth,
MaxBidsDepth = maxDepth,
UseTradeVolume = true,
MaxVolume = maxVolume,
MinSpreadStepCount = 2, // min spread generation is 2 pips
MaxSpreadStepCount = 5, // max spread generation size (prevent extremely size)
MaxPriceStepCount = 3 // pips size,
});
}
}
if (emulationInfo.UseOrderLog)
{
connector.RegisterOrderLog(security);
}
if (emulationInfo.UseTicks)
{
connector.RegisterTrades(security);
}
if (emulationInfo.UseLevel1)
{
connector.RegisterSecurity(security);
}
}
// start strategy before emulation started
strategy.Start();
candleManager.Start(series);
// start historical data loading when connection established successfully and all data subscribed
connector.Start();
};
// fill parameters panel
statistic.Parameters.Clear();
statistic.Parameters.AddRange(strategy.StatisticManager.Parameters);
var pnlCurve = Curve.CreateCurve(LocalizedStrings.PnL + " " + emulationInfo.StrategyName, emulationInfo.CurveColor, EquityCurveChartStyles.Area);
var unrealizedPnLCurve = Curve.CreateCurve(LocalizedStrings.PnLUnreal + emulationInfo.StrategyName, Colors.Black);
var commissionCurve = Curve.CreateCurve(LocalizedStrings.Str159 + " " + emulationInfo.StrategyName, Colors.Red, EquityCurveChartStyles.DashedLine);
var posItems = PositionCurve.CreateCurve(emulationInfo.StrategyName, emulationInfo.CurveColor);
strategy.PnLChanged += () =>
{
var pnl = new EquityData
{
Time = strategy.CurrentTime,
Value = strategy.PnL - strategy.Commission ?? 0
};
var unrealizedPnL = new EquityData
{
Time = strategy.CurrentTime,
Value = strategy.PnLManager.UnrealizedPnL
};
var commission = new EquityData
{
Time = strategy.CurrentTime,
Value = strategy.Commission ?? 0
};
pnlCurve.Add(pnl);
unrealizedPnLCurve.Add(unrealizedPnL);
commissionCurve.Add(commission);
};
strategy.PositionChanged += () => posItems.Add(new EquityData { Time = strategy.CurrentTime, Value = strategy.Position });
var nextTime = startTime + progressStep;
// handle historical time for update ProgressBar
connector.MarketTimeChanged += d =>
{
if (connector.CurrentTime < nextTime && connector.CurrentTime < stopTime)
return;
var steps = (connector.CurrentTime - startTime).Ticks / progressStep.Ticks + 1;
nextTime = startTime + (steps * progressStep.Ticks).To<TimeSpan>();
this.GuiAsync(() => progressBar.Value = steps);
};
connector.StateChanged += () =>
{
if (connector.State == EmulationStates.Stopped)
{
candleManager.Stop(series);
strategy.Stop();
logManager.Dispose();
_connectors.Clear();
SetIsEnabled(false);
this.GuiAsync(() =>
{
if (connector.IsFinished)
{
progressBar.Value = progressBar.Maximum;
MessageBox.Show(this, LocalizedStrings.Str3024.Put(DateTime.Now - _startEmulationTime));
}
else
MessageBox.Show(this, LocalizedStrings.cancelled);
});
}
else if (connector.State == EmulationStates.Started)
{
SetIsEnabled(true);
}
};
if (ShowDepth.IsChecked == true)
{
MarketDepth.UpdateFormat(security);
connector.NewMessage += message =>
{
var quoteMsg = message as QuoteChangeMessage;
if (quoteMsg != null)
MarketDepth.UpdateDepth(quoteMsg);
};
}
_connectors.Add(connector);
progressBar.Value = 0;
}
_startEmulationTime = DateTime.Now;
// start emulation
foreach (var connector in _connectors)
{
// raise NewSecurities and NewPortfolio for full fill strategy properties
connector.Connect();
// 1 cent commission for trade
connector.SendInMessage(new CommissionRuleMessage
{
Rule = new CommissionPerTradeRule { Value = 0.01m }
});
}
TabControl.Items.Cast<TabItem>().First(i => i.Visibility == Visibility.Visible).IsSelected = true;
}
private void StartEmulation()
{
if (_connector != null && _connector.State != EmulationStates.Stopped)
throw new InvalidOperationException(LocalizedStrings.Str3015);
if (Strategy == null)
throw new InvalidOperationException("Strategy not selected.");
var strategy = (EmulationDiagramStrategy)Strategy;
var settings = strategy.EmulationSettings;
if (settings.MarketDataSettings == null)
throw new InvalidOperationException(LocalizedStrings.Str3014);
new SetDefaultEmulationSettingsCommand(settings).Process(this);
strategy
.Composition
.Parameters
.ForEach(p =>
{
if (p.Type == typeof(Security) && p.Value == null)
throw new InvalidOperationException(LocalizedStrings.Str1380);
});
strategy.Reset();
Reset();
var securityId = "empty@empty";
var secGen = new SecurityIdGenerator();
var secIdParts = secGen.Split(securityId);
var secCode = secIdParts.SecurityCode;
var board = ExchangeBoard.GetOrCreateBoard(secIdParts.BoardCode);
var timeFrame = settings.CandlesTimeFrame;
var useCandles = settings.MarketDataSource == MarketDataSource.Candles;
// create test security
var security = new Security
{
Id = securityId, // sec id has the same name as folder with historical data
Code = secCode,
Board = board,
};
// storage to historical data
var storageRegistry = new StudioStorageRegistry
{
MarketDataSettings = settings.MarketDataSettings
};
var startTime = settings.StartDate.ChangeKind(DateTimeKind.Utc);
var stopTime = settings.StopDate.ChangeKind(DateTimeKind.Utc);
// ProgressBar refresh step
var progressStep = ((stopTime - startTime).Ticks / 100).To<TimeSpan>();
// set ProgressBar bounds
TicksAndDepthsProgress.Value = 0;
TicksAndDepthsProgress.Maximum = 100;
// test portfolio
var portfolio = new Portfolio
{
Name = "test account",
BeginValue = 1000000,
};
var securityProvider = ConfigManager.GetService<ISecurityProvider>();
// create backtesting connector
_connector = new HistoryEmulationConnector(securityProvider, new[] { portfolio }, new StorageRegistry())
{
EmulationAdapter =
{
Emulator =
{
Settings =
{
// match order if historical price touched our limit order price.
// It is terned off, and price should go through limit order price level
// (more "severe" test mode)
MatchOnTouch = settings.MatchOnTouch,
IsSupportAtomicReRegister = settings.IsSupportAtomicReRegister,
Latency = settings.EmulatoinLatency,
}
}
},
UseExternalCandleSource = useCandles,
HistoryMessageAdapter =
{
StorageRegistry = storageRegistry,
StorageFormat = settings.StorageFormat,
// set history range
StartDate = startTime,
StopDate = stopTime,
},
// set market time freq as time frame
MarketTimeChangedInterval = timeFrame,
};
((ILogSource)_connector).LogLevel = settings.DebugLog ? LogLevels.Debug : LogLevels.Info;
ConfigManager.GetService<LogManager>().Sources.Add(_connector);
strategy.Volume = 1;
strategy.Portfolio = portfolio;
strategy.Security = security;
strategy.Connector = _connector;
strategy.LogLevel = settings.DebugLog ? LogLevels.Debug : LogLevels.Info;
// by default interval is 1 min,
// it is excessively for time range with several months
strategy.UnrealizedPnLInterval = ((stopTime - startTime).Ticks / 1000).To<TimeSpan>();
strategy.SetCandleManager(new CandleManager(_connector));
_connector.NewSecurity += s =>
{
//TODO send real level1 message
var level1Info = new Level1ChangeMessage
{
SecurityId = s.ToSecurityId(),
ServerTime = startTime,
}
.TryAdd(Level1Fields.PriceStep, secIdParts.SecurityCode == "RIZ2" ? 10m : 1)
.TryAdd(Level1Fields.StepPrice, 6m)
.TryAdd(Level1Fields.MinPrice, 10m)
.TryAdd(Level1Fields.MaxPrice, 1000000m)
.TryAdd(Level1Fields.MarginBuy, 10000m)
.TryAdd(Level1Fields.MarginSell, 10000m);
// fill level1 values
_connector.SendInMessage(level1Info);
if (settings.UseMarketDepths)
{
_connector.RegisterMarketDepth(security);
if (
// if order book will be generated
settings.GenerateDepths ||
// of backtesting will be on candles
useCandles
)
{
// if no have order book historical data, but strategy is required,
// use generator based on last prices
_connector.RegisterMarketDepth(new TrendMarketDepthGenerator(_connector.GetSecurityId(s))
{
Interval = TimeSpan.FromSeconds(1), // order book freq refresh is 1 sec
MaxAsksDepth = settings.MaxDepths,
MaxBidsDepth = settings.MaxDepths,
UseTradeVolume = true,
MaxVolume = settings.MaxVolume,
MinSpreadStepCount = 2, // min spread generation is 2 pips
MaxSpreadStepCount = 5, // max spread generation size (prevent extremely size)
MaxPriceStepCount = 3 // pips size,
});
}
}
};
var nextTime = startTime + progressStep;
// handle historical time for update ProgressBar
_connector.MarketTimeChanged += d =>
{
if (_connector.CurrentTime < nextTime && _connector.CurrentTime < stopTime)
return;
var steps = (_connector.CurrentTime - startTime).Ticks / progressStep.Ticks + 1;
nextTime = startTime + (steps * progressStep.Ticks).To<TimeSpan>();
this.GuiAsync(() => TicksAndDepthsProgress.Value = steps);
};
_connector.LookupSecuritiesResult += (ss) =>
{
if (strategy.ProcessState != ProcessStates.Stopped)
return;
// start strategy before emulation started
strategy.Start();
// start historical data loading when connection established successfully and all data subscribed
_connector.Start();
};
_connector.StateChanged += () =>
{
switch (_connector.State)
{
case EmulationStates.Stopped:
strategy.Stop();
this.GuiAsync(() =>
{
if (_connector.IsFinished)
TicksAndDepthsProgress.Value = TicksAndDepthsProgress.Maximum;
});
break;
case EmulationStates.Started:
break;
}
};
_connector.Disconnected += () =>
{
this.GuiAsync(() => _connector.Dispose());
};
TicksAndDepthsProgress.Value = 0;
DiagramDebuggerControl.Debugger.IsEnabled = true;
// raise NewSecurities and NewPortfolio for full fill strategy properties
_connector.Connect();
// 1 cent commission for trade
_connector.SendInMessage(new CommissionRuleMessage
{
Rule = new CommissionPerTradeRule
{
Value = 0.01m
}
});
}
private void LoadData()
{
_candle = null;
_lastPrice = 0m;
_allCandles.Clear();
var id = new SecurityIdGenerator().Split(SecurityId.Text);
_security = new Security
{
Id = SecurityId.Text,
PriceStep = 5,
Board = ExchangeBoard.GetBoard(id.BoardCode)
};
Chart.Reset(new IChartElement[] { _candleElement1 });
var storage = new StorageRegistry();
var maxDays = 2;
BusyIndicator.IsBusy = true;
var path = HistoryPath.Folder;
Task.Factory.StartNew(() =>
{
var date = DateTime.MinValue;
foreach (var tick in storage.GetTickMessageStorage(_security, new LocalMarketDataDrive(path)).Load())
{
AppendTick(_security, tick);
_lastTime = tick.ServerTime;
if (date != tick.ServerTime.Date)
{
date = tick.ServerTime.Date;
this.GuiAsync(() =>
{
BusyIndicator.BusyContent = date.ToString();
});
maxDays--;
if (maxDays == 0)
break;
}
}
})
.ContinueWith(t =>
{
if (t.Exception != null)
Error(t.Exception.Message);
BusyIndicator.IsBusy = false;
}, TaskScheduler.FromCurrentSynchronizationContext());
}
private void StartButtonOnClick(object sender, RoutedEventArgs e)
{
_logManager.Sources.Clear();
_bufferedChart.ClearAreas();
Curve.Clear();
PositionCurve.Clear();
if (HistoryPathTextBox.Text.IsEmpty() || !Directory.Exists(HistoryPathTextBox.Text))
{
MessageBox.Show("Wrong path.");
return;
}
if (_connector != null && _connector.State != EmulationStates.Stopped)
{
MessageBox.Show("Already launched.");
return;
}
if (Composition == null)
{
MessageBox.Show("No strategy selected.");
return;
}
var secGen = new SecurityIdGenerator();
var secIdParts = secGen.Split(SecusityTextBox.Text);
var secCode = secIdParts.SecurityCode;
var board = ExchangeBoard.GetOrCreateBoard(secIdParts.BoardCode);
var timeFrame = (TimeSpan)TimeFrameComboBox.SelectedItem;
var useCandles = (string)MarketDataTypeComboBox.SelectedItem != "Ticks";
// create test security
var security = new Security
{
Id = SecusityTextBox.Text, // sec id has the same name as folder with historical data
Code = secCode,
Board = board,
};
// storage to historical data
var storageRegistry = new StorageRegistry
{
// set historical path
DefaultDrive = new LocalMarketDataDrive(HistoryPathTextBox.Text)
};
var startTime = ((DateTime)FromDatePicker.Value).ChangeKind(DateTimeKind.Utc);
var stopTime = ((DateTime)ToDatePicke.Value).ChangeKind(DateTimeKind.Utc);
// ProgressBar refresh step
var progressStep = ((stopTime - startTime).Ticks / 100).To<TimeSpan>();
// set ProgressBar bounds
TicksAndDepthsProgress.Value = 0;
TicksAndDepthsProgress.Maximum = 100;
var level1Info = new Level1ChangeMessage
{
SecurityId = security.ToSecurityId(),
ServerTime = startTime,
}
.TryAdd(Level1Fields.PriceStep, secIdParts.SecurityCode == "RIZ2" ? 10m : 1)
.TryAdd(Level1Fields.StepPrice, 6m)
.TryAdd(Level1Fields.MinPrice, 10m)
.TryAdd(Level1Fields.MaxPrice, 1000000m)
.TryAdd(Level1Fields.MarginBuy, 10000m)
.TryAdd(Level1Fields.MarginSell, 10000m);
// test portfolio
var portfolio = new Portfolio
{
Name = "test account",
BeginValue = 1000000,
};
// create backtesting connector
_connector = new HistoryEmulationConnector(
new[] { security },
new[] { portfolio })
{
EmulationAdapter =
{
Emulator =
{
Settings =
{
// match order if historical price touched our limit order price.
// It is terned off, and price should go through limit order price level
// (more "severe" test mode)
MatchOnTouch = false,
}
}
},
UseExternalCandleSource = useCandles,
HistoryMessageAdapter =
{
StorageRegistry = storageRegistry,
// set history range
StartDate = startTime,
StopDate = stopTime,
},
// set market time freq as time frame
MarketTimeChangedInterval = timeFrame,
};
//((ILogSource)_connector).LogLevel = DebugLogCheckBox.IsChecked == true ? LogLevels.Debug : LogLevels.Info;
_logManager.Sources.Add(_connector);
var candleManager = !useCandles
? new CandleManager(new TradeCandleBuilderSourceEx(_connector))
: new CandleManager(_connector);
// create strategy based on 80 5-min и 10 5-min
var strategy = new DiagramStrategy
{
Volume = 1,
Portfolio = portfolio,
Security = security,
Connector = _connector,
//LogLevel = DebugLogCheckBox.IsChecked == true ? LogLevels.Debug : LogLevels.Info,
Composition = Composition,
// by default interval is 1 min,
// it is excessively for time range with several months
UnrealizedPnLInterval = ((stopTime - startTime).Ticks / 1000).To<TimeSpan>()
};
strategy.SetChart(_bufferedChart);
strategy.SetCandleManager(candleManager);
_logManager.Sources.Add(strategy);
strategy.OrderRegistering += OnStrategyOrderRegistering;
strategy.OrderReRegistering += OnStrategyOrderReRegistering;
strategy.OrderRegisterFailed += OnStrategyOrderRegisterFailed;
strategy.StopOrderRegistering += OnStrategyOrderRegistering;
strategy.StopOrderReRegistering += OnStrategyOrderReRegistering;
strategy.StopOrderRegisterFailed += OnStrategyOrderRegisterFailed;
strategy.NewMyTrades += OnStrategyNewMyTrade;
var pnlCurve = Curve.CreateCurve(LocalizedStrings.PnL + " " + strategy.Name, Colors.DarkGreen, EquityCurveChartStyles.Area);
var unrealizedPnLCurve = Curve.CreateCurve(LocalizedStrings.PnLUnreal + strategy.Name, Colors.Black);
var commissionCurve = Curve.CreateCurve(LocalizedStrings.Str159 + " " + strategy.Name, Colors.Red, EquityCurveChartStyles.DashedLine);
strategy.PnLChanged += () =>
{
var pnl = new EquityData
{
Time = strategy.CurrentTime,
Value = strategy.PnL - strategy.Commission ?? 0
};
var unrealizedPnL = new EquityData
{
Time = strategy.CurrentTime,
Value = strategy.PnLManager.UnrealizedPnL
};
var commission = new EquityData
{
Time = strategy.CurrentTime,
Value = strategy.Commission ?? 0
};
pnlCurve.Add(pnl);
unrealizedPnLCurve.Add(unrealizedPnL);
commissionCurve.Add(commission);
};
var posItems = PositionCurve.CreateCurve(strategy.Name, Colors.DarkGreen);
strategy.PositionChanged += () => posItems.Add(new EquityData { Time = strategy.CurrentTime, Value = strategy.Position });
_connector.NewSecurities += securities =>
{
if (securities.All(s => s != security))
return;
// fill level1 values
_connector.SendInMessage(level1Info);
//_connector.RegisterMarketDepth(security);
if (!useCandles)
_connector.RegisterTrades(security);
// start strategy before emulation started
strategy.Start();
// start historical data loading when connection established successfully and all data subscribed
_connector.Start();
};
var nextTime = startTime + progressStep;
// handle historical time for update ProgressBar
_connector.MarketTimeChanged += d =>
{
if (_connector.CurrentTime < nextTime && _connector.CurrentTime < stopTime)
return;
var steps = (_connector.CurrentTime - startTime).Ticks / progressStep.Ticks + 1;
nextTime = startTime + (steps * progressStep.Ticks).To<TimeSpan>();
this.GuiAsync(() => TicksAndDepthsProgress.Value = steps);
};
_connector.StateChanged += () =>
{
switch (_connector.State)
{
case EmulationStates.Stopped:
strategy.Stop();
SetIsEnabled(false);
this.GuiAsync(() =>
{
if (_connector.IsFinished)
{
TicksAndDepthsProgress.Value = TicksAndDepthsProgress.Maximum;
MessageBox.Show("Done.");
}
else
MessageBox.Show("Cancelled.");
});
break;
case EmulationStates.Started:
SetIsEnabled(true);
break;
}
};
TicksAndDepthsProgress.Value = 0;
// raise NewSecurities and NewPortfolio for full fill strategy properties
_connector.Connect();
// 1 cent commission for trade
_connector.SendInMessage(new CommissionRuleMessage
{
Rule = new CommissionPerTradeRule { Value = 0.01m }
});
}
private void MainWindow_OnLoaded(object sender, RoutedEventArgs e)
{
Year.ItemsSource = Competition.AllYears;
Year.SelectedItem = Competition.AllYears.Last();
Directory.CreateDirectory(_settingsDir);
var ns = typeof(IIndicator).Namespace;
var rendererTypes = typeof(Chart).Assembly
.GetTypes()
.Where(t => !t.IsAbstract && typeof(BaseChartIndicatorPainter).IsAssignableFrom(t))
.ToDictionary(t => t.Name);
var indicators = typeof(IIndicator).Assembly
.GetTypes()
.Where(t => t.Namespace == ns && !t.IsAbstract && typeof(IIndicator).IsAssignableFrom(t))
.Select(t => new IndicatorType(t, rendererTypes.TryGetValue(t.Name + "Painter")));
Chart.IndicatorTypes.AddRange(indicators);
var finamSecurities = Path.Combine(_settingsDir, "finam2.csv");
BusyIndicator.BusyContent = "Обновление инструментов...";
BusyIndicator.IsBusy = true;
Task.Factory.StartNew(() =>
{
File.Delete("finam.csv");
if (File.Exists(finamSecurities))
{
CultureInfo.InvariantCulture.DoInCulture(() =>
{
var idGen = new SecurityIdGenerator();
var securities = File.ReadAllLines(finamSecurities).Select(line =>
{
var cells = line.SplitByComma();
var idParts = idGen.Split(cells[0]);
return new Security
{
Id = cells[0],
Code = idParts.Item1,
Board = ExchangeBoard.GetOrCreateBoard(idParts.Item2),
ExtensionInfo = new Dictionary<object, object>
{
{ FinamHistorySource.MarketIdField, cells[1].To<long>() },
{ FinamHistorySource.SecurityIdField, cells[2].To<long>() },
},
PriceStep = cells[3].To<decimal?>(),
Decimals = cells[4].To<int?>(),
Currency = cells[5].To<CurrencyTypes?>(),
};
});
foreach (var security in securities)
{
_securityProvider.Securities.Add(security);
_securityStorage.Save(security);
}
});
}
else
{
_finamHistorySource.Refresh(_securityStorage, new Security(), s => { }, () => false);
var securities = _securityStorage.LookupAll().ToArray();
foreach (var security in securities)
_securityProvider.Securities.Add(security);
File.WriteAllLines(finamSecurities, securities.Where(s => !s.Id.Contains(',')).Select(s => "{0},{1},{2},{3},{4},{5}"
.Put(s.Id, s.ExtensionInfo[FinamHistorySource.MarketIdField], s.ExtensionInfo[FinamHistorySource.SecurityIdField], s.PriceStep, s.Decimals, s.Currency)));
}
})
.ContinueWith(res =>
{
BusyIndicator.IsBusy = false;
if (res.Exception != null)
{
new MessageBoxBuilder()
.Error()
.Owner(this)
.Text(res.Exception.ToString())
.Show();
}
if (File.Exists(_settingsFile))
{
var settings = CultureInfo.InvariantCulture.DoInCulture(() => new XmlSerializer<SettingsStorage>().Deserialize(_settingsFile).Load<Settings>());
Year.SelectedItem = settings.Year;
Trader.Text = settings.Trader;
From.Value = settings.From;
To.Value = settings.To;
Security1.Text = settings.Security1;
Security2.Text = settings.Security2;
Security3.Text = settings.Security3;
Security4.Text = settings.Security4;
TimeFrame.SelectedItem = settings.TimeFrame;
Apart.IsChecked = settings.Apart;
}
else
{
Trader.Text = "Vasya";
Security1.Text = "RIZ5@FORTS";
//Trader.Text = "iZotov";
//Security1.Text = "SPZ5@FORTS";
//Security2.Text = "SIZ5@FORTS";
//From.Value = new DateTime(2014, 09, 16);
Apart.IsChecked = true;
}
}, TaskScheduler.FromCurrentSynchronizationContext());
}
