/// <summary>
/// Reset the simulation
/// </summary>
public void Reset()
{
_inited = false;
_tickfiles = new string[0];
Workers.Clear();
_nextticktime = STARTSIM;
_broker.Reset();
_executions = 0;
_availticks = 0;
_tickcount = 0;
}
/// <summary>
/// Reset the simulation
/// </summary>
public void Reset()
{
orderok = true;
simstart = 0;
simend = 0;
_inited = false;
_tickfiles = new string[0];
dates.Clear();
secs.Clear();
_nextticktime = STARTSIM;
_broker.Reset();
_executions = 0;
_availticks = 0;
_tickcount = 0;
}
public void Go()
{
SimBroker.Reset();
if (responseengine != null)
{
responseengine.Reset();
}
if (myhistsim != null)
{
myhistsim.Reset();
myhistsim.PlayTo(MultiSimImpl.ENDSIM);
}
else
{
debug("No simulation defined on gauntlet engine.");
}
}
public void MultiFire()
{
// setup trail tracker
TrailTracker tt = new TrailTracker();
tt.VerboseDebugging = true;
tt.SendOrder += new OrderDelegate(tt_SendOrder);
tt.SendDebug += new DebugDelegate(tt_SendDebug);
// set 15c trailing stop
tt.DefaultTrail = new OffsetInfo(0, .15m,0,.5m);
// verify it's set
Assert.AreEqual(.15m, tt.DefaultTrail.StopDist);
// get feed
Tick[] tape = MultiFireSampleData();
// test broker
Broker b = new Broker();
b.Reset();
// get fills over to trail tracker
b.GotFill += new FillDelegate(tt.Adjust);
// take initial position
b.SendOrderStatus(new MarketOrder(SYM, 400));
// get orders from trail tracker
tt.SendOrder += new OrderDelegate(b.SendOrder);
// no orders to start
oc = 0;
// iterate through feed
for (int i = 0; i < tape.Length; i++)
{
Tick k = tape[i];
// set a date and time
k.date = 20070926;
k.time = 95500;
// execute orders, nothing to do on first two ticks
b.Execute(k);
// pass every tick to tracker
tt.newTick(k);
}
// get position
Position p = b.GetOpenPosition(SYM);
// verify position is flat
Assert.AreEqual(200,p.UnsignedSize, "position is not flat: " + p.ToString());
// one retrace sent at the end
Assert.AreEqual(1, oc,"too many fires");
}
