private IDataFeed RunDataFeed(IAlgorithm algorithm, out FuncDataQueueHandler dataQueueHandler, ITimeProvider timeProvider = null, Func <FuncDataQueueHandler, IEnumerable <BaseData> > getNextTicksFunction = null)
{
getNextTicksFunction = getNextTicksFunction ?? (fdqh => fdqh.Subscriptions.Select(symbol => new Tick(DateTime.Now, symbol, 1, 2)
{
Quantity = 1
}));
// job is used to send into DataQueueHandler
var job = new LiveNodePacket();
// result handler is used due to dependency in SubscriptionDataReader
var resultHandler = new ConsoleResultHandler(); // new ResultHandlerStub();
dataQueueHandler = new FuncDataQueueHandler(getNextTicksFunction);
var feed = new TestableLiveTradingDataFeed(dataQueueHandler, timeProvider);
feed.Initialize(algorithm, job, resultHandler, new LocalDiskMapFileProvider());
var feedThreadStarted = new ManualResetEvent(false);
Task.Factory.StartNew(() =>
{
feedThreadStarted.Set();
feed.Run();
});
// wait for feed.Run to actually begin
feedThreadStarted.WaitOne();
return(feed);
}
/// <summary>
/// Get an instance of the data feed handler we're requesting for this work.
/// </summary>
/// <param name="job">Algorithm Node Packet</param>
/// <returns>Class Matching IResultHandler Inteface</returns>
private static IResultHandler GetResultHandler(AlgorithmNodePacket job)
{
var rh = default(IResultHandler);
if (IsLocal)
{
return(new ConsoleResultHandler(job));
}
switch (job.ResultEndpoint)
{
//Local backtesting and live trading result handler route messages to the local console.
case ResultHandlerEndpoint.Console:
Log.Trace("Engine.GetResultHandler(): Selected Console Output.");
rh = new ConsoleResultHandler((BacktestNodePacket)job);
break;
// Backtesting route messages to user browser.
case ResultHandlerEndpoint.Backtesting:
Log.Trace("Engine.GetResultHandler(): Selected Backtesting API Result Endpoint.");
rh = new BacktestingResultHandler((BacktestNodePacket)job);
break;
// Live trading route messages to user's browser.
case ResultHandlerEndpoint.LiveTrading:
Log.Trace("Engine.GetResultHandler(): Selected Live Trading API Result Endpoint.");
rh = new LiveTradingResultHandler((LiveNodePacket)job);
break;
}
return(rh);
}
private void CreateAndAddConsoleResultHandlerToEventAggregator(ILogger logger)
{
if (_consoleResultHandler == null)
{
_consoleResultHandler = new ConsoleResultHandler(logger);
_eventSubscriptionManager.AddListener(_consoleResultHandler);
}
}
private static BenchmarkResultHandler CreateResultHandler(BenchmarkOptions options)
{
BenchmarkResultHandler handler = new ConsoleResultHandler(options.DisplayRawData);
if (options.XmlFile != null)
{
var xmlHandler = new XmlResultHandler(options.XmlFile);
handler = new CompositeResultHandler(new[] { handler, xmlHandler });
}
return(handler);
}
public void EmitsData()
{
var algorithm = new AlgorithmStub(forex: new List <string> {
"EURUSD"
});
// job is used to send into DataQueueHandler
var job = new LiveNodePacket();
// result handler is used due to dependency in SubscriptionDataReader
var resultHandler = new ConsoleResultHandler();
var lastTime = DateTime.MinValue;
var timeProvider = new RealTimeProvider();
var dataQueueHandler = new FuncDataQueueHandler(fdqh =>
{
var time = timeProvider.GetUtcNow().ConvertFromUtc(TimeZones.EasternStandard);
if (time == lastTime)
{
return(Enumerable.Empty <BaseData>());
}
lastTime = time;
return(Enumerable.Range(0, 9).Select(x => new Tick(time.AddMilliseconds(x * 100), Symbols.EURUSD, 1.3m, 1.2m, 1.3m)));
});
var feed = new TestableLiveTradingDataFeed(dataQueueHandler, timeProvider);
var mapFileProvider = new LocalDiskMapFileProvider();
feed.Initialize(algorithm, job, resultHandler, mapFileProvider, new LocalDiskFactorFileProvider(mapFileProvider));
var feedThreadStarted = new ManualResetEvent(false);
Task.Factory.StartNew(() =>
{
feedThreadStarted.Set();
feed.Run();
});
// wait for feed.Run to actually begin
feedThreadStarted.WaitOne();
var emittedData = false;
ConsumeBridge(feed, TimeSpan.FromSeconds(10), true, ts =>
{
if (ts.Slice.Count != 0)
{
emittedData = true;
Console.WriteLine("HasData: " + ts.Slice.Bars[Symbols.EURUSD].EndTime);
Console.WriteLine();
}
});
Assert.IsTrue(emittedData);
}
public decimal Run(ConfigVars vars)
{
foreach (KeyValuePair <string, object> kvp in vars.vars)
{
Config.Set(kvp.Key, kvp.Value.ToString());
}
LaunchLean();
ConsoleResultHandler resultshandler = (ConsoleResultHandler)_resultshandler;
var sharpe_ratio = 0.0m;
var ratio = resultshandler.FinalStatistics ["Sharpe Ratio"];
Decimal.TryParse(ratio, out sharpe_ratio);
return(sharpe_ratio);
}
private static void Main()
{
var container = new Container(x =>
{
x.Scan(s =>
{
s.Assembly("StackWarden.Core");
s.Assembly("StackWarden.Monitoring");
s.LookForRegistries();
});
});
var monitorFactory = container.GetInstance <CompositeMonitorFactory>();
var monitors = monitorFactory.Build().ToArray();
#if DEBUG
Console.WriteLine($"Configured {monitors.Count()} monitors.");
Console.WriteLine(string.Join(Environment.NewLine, monitors.Select(x => x.Name)));
var consoleResultHandler = new ConsoleResultHandler();
foreach (var currentMonitor in monitors)
{
currentMonitor.Updated += consoleResultHandler.Handle;
currentMonitor.Start();
}
Console.ReadKey();
foreach (var currentMonitor in monitors)
{
currentMonitor.Stop();
}
#else
var services = new ServiceBase[]
{
new StackWardenServerService(LogManager.GetLogger(typeof(StackWardenServerService)), monitors.ToArray())
};
ServiceBase.Run(services);
#endif
}
public ConsoleResultHandlerTests()
{
_loggerMock = new Mock <ILogger <ConsoleResultHandler> >();
_resultHandler = new ConsoleResultHandler(_loggerMock.Object);
}
