public void VirtualIds()
{
const int BOX1ID = 22;
const int BOX2ID = 23;
const int ATTEMPTS = 1000;
// store ids
List<long> b1 = new List<long>(ATTEMPTS);
List<long> b2 = new List<long>(ATTEMPTS);
// create a new tracker with virtual id represent my book
it = new IdTracker(BOX1ID);
// create a second tracker with unique id
IdTracker it2 = new IdTracker(BOX2ID);
// make sure consequetive assignments don't match
Assert.AreNotEqual(it.AssignId, it.AssignId);
// make sure checks of ids do match
Assert.AreEqual(it.NextId, it.NextId);
// assign 1000 ids to make sure we overlap with tracker2 initial id
for (int i = 0; i < ATTEMPTS; i++)
{
b1.Add(it.AssignId);
}
// assign 1000 ids to make sure we overlap with tracker1 assignments
for (int i = 0; i < ATTEMPTS; i++)
{
b2.Add(it2.AssignId);
}
bool overlap = false;
// test for id overlap
for (int i = 0; i < ATTEMPTS; i++)
for (int j = 0; j < ATTEMPTS; j++)
overlap |= (b1[i] == b2[j]);
Assert.IsFalse(overlap, "ids overlapped");
}
public override void Reset()
{
// we do this in reset so we can pickup the response id and keep our orders unique
_idt = new IdTracker(ID);
// prompt for parameters if specified
ParamPrompt.Popup(this, true, !_prompt);
}
public void Basics()
{
// create new tracker
it = new IdTracker();
// make sure consequetive assignments don't match
Assert.AreNotEqual(it.AssignId, it.AssignId);
// make sure checks of ids do match
Assert.AreEqual(it.NextId, it.NextId);
}
public override void Reset()
{
idt = new IdTracker(ID);
tt = new TIFTracker(idt);
tt.SendCancelEvent += new LongDelegate(sendcancel);
tt.SendDebugEvent += new DebugDelegate(D);
tt.SendOrderEvent += new OrderDelegate(sendorder);
tt.DefaultTif = 3;
}
public LatencyTracker(string logpath, IdTracker idt)
{
if (logpath != null)
{
try
{
_logit = true;
_logpath = logpath;
}
catch
{
_log = null;
_logit = false;
}
}
_idt = idt;
}
public void NamedIds()
{
IdTracker idt = new IdTracker();
idt.SendDebugEvent+=new TradeLink.API.DebugDelegate(Console.WriteLine);
idt.isMagicIdOnMaxName = false;
const string sym = "TST";
// get an id
string id1 = "my market entry";
string id2 = "my limit entry";
string id3 = "my exit";
var entry = new MarketOrder(sym, 100, idt[id1]);
var lmt = new LimitOrder(sym, 100, 11, idt[id2]);
var exit = new StopOrder(sym, 100, 9, idt[id3]);
// verify they are unique
Assert.AreNotEqual(entry.id, lmt.id, "entry market and limit should not match");
Assert.AreNotEqual(exit.id, lmt.id, "exit and entry limit should not match");
// make sure they always return the same value
var c1 = idt[id1];
var c2 = idt[id2];
var c3 = idt[id3];
Assert.AreEqual(c1, entry.id, id1 + " id changed");
Assert.AreEqual(c2, lmt.id, id2 + " id changed");
Assert.AreEqual(c3, exit.id, id3+" id changed");
// test resetting
idt[id3] = 0;
var newc3 = idt[id3];
Assert.AreNotEqual(newc3, c3, id3 + " did not change after a reset");
// request it again, should be same
var newc3compare = idt[id3];
Assert.AreEqual(newc3, newc3compare, id3 + " changed after a read request");
}
public OffsetTracker(IdTracker tracker)
{
_ids = tracker;
}
public PapertradeTracker(IdTracker idt)
{
_idt = idt;
}
public OCOTracker(IdTracker idt) : this("OcoTracker", 100, idt)
{
}
public OCOTracker(string name, int estsymbols, IdTracker idt) : base(estsymbols, name)
{
_idt = idt;
}
public OCOTracker(string name, IdTracker idt) : base(name, OCOGroup.EmptyGroup())
{
_idt = idt;
}
public OffsetTracker(IdTracker tracker)
{
_ids = tracker;
}
/// <summary>
/// creates a trail tracker from an existing position tracker component
/// </summary>
/// <param name="pt"></param>
public TrailTracker(PositionTracker pt, IdTracker id)
{
_pt = pt;
_id = id;
}
public OversellTracker(PositionTracker pt, IdTracker idt)
{
_pt = pt;
_idt = idt;
}
/// <summary>
/// creates a trail tracker from an existing position tracker component
/// </summary>
/// <param name="pt"></param>
public TrailTracker(PositionTracker pt, IdTracker id)
{
_pt = pt;
_id = id;
}
public PapertradeTracker(IdTracker idt)
{
_idt = idt;
}
public TIFTracker(IdTracker id)
{
_idt = id;
}
public RejectTracker(IdTracker idt)
{
_idt = idt;
NewTxt += new TextIdxDelegate(RejectTracker_NewTxt);
}
public TIFTracker_Ticks(IdTracker id)
{
_idt = id;
NewTxt += new TextIdxDelegate(TIFTracker_Ticks_NewTxt);
}
public void SymbolNamedIds()
{
IdTracker idt = new IdTracker();
idt.isMagicIdOnMaxName = false;
idt.SendDebugEvent += new TradeLink.API.DebugDelegate(Console.WriteLine);
const string sym = "TST";
const string sym2 = "BST";
// get an id
string id1 = "my market entry";
var entry = new MarketOrder(sym, 100, idt[sym,id1]);
var entry2 = new MarketOrder(sym, 100, idt[sym2, id1]);
// verify they are unique
Assert.AreNotEqual(entry.id, entry2.id, "different symbol entries should not match");
// make sure they always return the same value
var c1 = idt[sym,id1];
var c1_2 = idt[sym2,id1];
Assert.AreEqual(c1, entry.id, id1 + " id changed");
// test resetting
idt[sym,id1] = 0;
var newc1 = idt[sym,id1];
Assert.AreNotEqual(newc1, c1, id1 + " did not change after a reset");
// request it again, should be same
var newc1compare = idt[sym,id1];
Assert.AreEqual(newc1, newc1compare, id1 + " changed after a read request");
// test fetching idname from id
Assert.AreEqual(idt.idname(sym,id1), idt.getidname(newc1compare));
Assert.AreEqual(IdTracker.UNKNOWN_IDNAME, idt.getidname(2));
}
public OffsetTracker(IdTracker tracker) : base("OFFSET")
{
_ids = tracker;
}
public void MaxNamedAssigns()
{
IdTracker idt = new IdTracker();
// set defaults
idt.MaxNamedAssigns = 1;
idt.isMagicIdOnMaxName = true;
idt.SendDebugEvent += new TradeLink.API.DebugDelegate(Console.WriteLine);
const string sym = "TST";
// get an id
string id1 = "my market entry";
//var newc1 = idt[sym, id1];
var entry = new MarketOrder(sym, 100, idt[sym, id1]);
// verify # of assigns
Assert.AreEqual(1, idt.AssignCount(id1, sym), "wrong assignment count 1");
// request it again, should be zero
var newc1compare = idt[sym, id1];
Assert.AreEqual(idt.MagicId, newc1compare, id1 + " was not an invalid id (#1)");
// verify # of assigns
Assert.AreEqual(1, idt.AssignCount(id1, sym), "wrong assignment count 2");
// override it
Assert.AreEqual(entry.id, idt[sym, id1, false], "override failed");
Assert.AreNotEqual(idt.MagicId, idt[sym, id1, false], "override failed");
// change default fires
idt.MaxNamedAssigns = 2;
// fire again
newc1compare = idt[sym, id1];
// verify # of assigns
Assert.AreEqual(2, idt.AssignCount(id1, sym), "wrong assignment count 3");
Assert.AreNotEqual(entry.id, newc1compare, " was not unique");
Assert.AreNotEqual(idt.MagicId, newc1compare, " should not be magic id");
// fire again to hit the max
var denied = idt[sym, id1];
// verify # of assigns
Assert.AreEqual(2, idt.AssignCount(id1, sym), "wrong assignment count 4");
Assert.AreEqual(idt.MagicId, denied, id1 + " was not an invalid id (#2)");
// change default
idt.isMagicIdOnMaxName = false;
var final = idt[sym, id1];
Assert.AreEqual(2, idt.AssignCount(id1, sym), "wrong assignment count 5");
Assert.AreEqual(final, newc1compare, id1 + " changed after a read request");
// reset it to get a new id
idt.Reset(sym, id1);
var resetfinal = idt[sym,id1];
var resetfinaloverride = idt[sym, id1, false];
Assert.AreNotEqual(idt.MagicId, resetfinal, "no id after reset");
Assert.AreNotEqual(idt.MagicId, resetfinaloverride, "no overriden id after reset");
Assert.AreNotEqual(final, resetfinal, "no change in id after reset");
Assert.AreNotEqual(resetfinaloverride, resetfinal, "no change in overriden id after reset");
}
public OversellTracker(PositionTracker pt, IdTracker idt)
{
_pt = pt;
_idt = idt;
}
public TIFTracker(IdTracker id)
{
_idt = id;
}
public LatencyTracker(string logpath, IdTracker idt)
{
if (logpath != null)
{
try
{
_logit = true;
_logpath = logpath;
}
catch
{
_log = null;
_logit = false;
}
}
_idt = idt;
}