public ProviderManager(Framework framework, IDataSimulator dataSimulator = null, IExecutionSimulator executionSimulator = null)
{
this.framework = framework;
this.providers = new ProviderList();
this.settings = new ProviderManagerSettings();
this.LoadSettings();
if (dataSimulator == null)
{
this.dataSimulator = new DataSimulator(framework);
}
else
{
this.dataSimulator = dataSimulator;
}
this.AddProvider(this.dataSimulator);
if (executionSimulator == null)
{
this.executionSimulator = new ExecutionSimulator(framework);
}
else
{
this.executionSimulator = executionSimulator;
}
this.AddProvider(this.executionSimulator);
}
public ProviderManager(Framework framework, IDataSimulator dataSimulator = null, IExecutionSimulator executionSimulator = null)
{
this.framework = framework;
this.providers = new ProviderList();
this.settings = new ProviderManagerSettings();
this.LoadSettings();
if (dataSimulator == null)
{
this.dataSimulator = new DataSimulator(framework);
}
else
{
this.dataSimulator = dataSimulator;
}
this.AddProvider(this.dataSimulator);
if (executionSimulator == null)
{
this.executionSimulator = new ExecutionSimulator(framework);
}
else
{
this.executionSimulator = executionSimulator;
}
this.AddProvider(this.executionSimulator);
}
public static void UseBarOptimize(this IDataSimulator simulator, Instrument instrument, long inputBarSize, params long[] barSizes)
{
var framework = ((DataSimulator)simulator).GetFramework();
var dm = framework.DataManager;
var inputBars = GetTimeBars(dm, instrument, inputBarSize, simulator.DateTime1, simulator.DateTime2);
if (inputBars.Count == 0)
{
return;
}
foreach (var size in barSizes)
{
simulator.BarFilter.Add(BarType.Time, size);
if (size == inputBarSize)
{
continue;
}
var bars = GetTimeBars(dm, instrument, size, simulator.DateTime1, simulator.DateTime2);
if (bars.Count == 0)
{
bars = inputBars.TimeCompress(instrument, size);
dm.Save(bars);
}
}
globalOptimizeBarFilter = barSizes;
framework.EventManager.Filter = new QBOptimizeBarFilter(framework);
simulator.SubscribeBar = true;
simulator.SubscribeAsk = false;
simulator.SubscribeBid = false;
simulator.SubscribeTrade = false;
simulator.SubscribeQuote = false;
simulator.SubscribeLevelII = false;
}
public ProviderManager(Framework framework, IDataSimulator dataSimulator = null, IExecutionSimulator executionSimulator = null)
{
this.framework = framework;
this.dataSimulator = dataSimulator ?? new DataSimulator(framework);
AddProvider(this.dataSimulator);
this.executionSimulator = executionSimulator ?? new ExecutionSimulator(framework);
AddProvider(this.executionSimulator);
}
public ProviderManager(Framework framework, IDataSimulator dataSimulator = null, IExecutionSimulator executionSimulator = null)
{
this.framework = framework;
this.dataSimulator = dataSimulator ?? new DataSimulator(framework);
AddProvider(this.dataSimulator);
this.executionSimulator = executionSimulator ?? new ExecutionSimulator(framework);
AddProvider(this.executionSimulator);
}
public static void UseBarBacktest(this IDataSimulator simulator, Instrument inst, long inputBarSize, params long[] barSizes)
{
var framework = ((DataSimulator)simulator).GetFramework();
var dm = framework.DataManager;
var inputBars = GetTimeBars(dm, inst, inputBarSize, simulator.DateTime1, simulator.DateTime2);
if (inputBars.Count == 0)
{
return;
}
UseBarBacktest(simulator, inst, inputBars, barSizes);
}
public static void UseBarBacktest(this IDataSimulator simulator, Instrument instrument, BarSeries inputBars, params long[] barSizes)
{
var framework = ((DataSimulator)simulator).GetFramework();
framework.EventManager.Dispatcher.SimulatorStop += DispatcherSimulatorStop;
var dm = framework.DataManager;
if (simulator.DateTime1 == DateTime.MinValue)
{
simulator.DateTime1 = inputBars.First.OpenDateTime;
simulator.DateTime2 = inputBars.Last.CloseDateTime;
}
var list = new List <BarSeries>();
foreach (var size in barSizes)
{
if (BarInSimulator(simulator, instrument, size))
{
continue;
}
if (size == inputBars.First.Size)
{
list.Add(inputBars);
}
else
{
var bars = GetTimeBars(dm, instrument, size, simulator.DateTime1, simulator.DateTime2);
if (bars.Count == 0)
{
bars = inputBars.TimeCompress(instrument, size);
}
list.Add(bars);
}
}
if (list.Count == 0)
{
return;
}
simulator.Series.AddRange(list);
simulator.SubscribeBar = false;
simulator.SubscribeBarSlice = false;
simulator.SubscribeAsk = false;
simulator.SubscribeBid = false;
simulator.SubscribeTrade = false;
simulator.SubscribeQuote = false;
simulator.SubscribeLevelII = false;
}
private static bool BarInSimulator(IDataSimulator simulator, Instrument inst, long barSize)
{
foreach (var series in simulator.Series)
{
if (series.Count == 0)
{
continue;
}
if (series[0].TypeId == DataObjectType.Bar)
{
var bar = (Bar)series[0];
if (bar.InstrumentId == inst.Id && bar.Size == barSize)
{
return(true);
}
}
}
return(false);
}
public void SetDataSimulator(string name)
{
this.dataSimulator = (this.GetProvider(name) as IDataSimulator);
}
public void SetDataSimulator(int id) => this.dataSimulator = GetProvider(id) as IDataSimulator;
public void SetDataSimulator(string name) => this.dataSimulator = GetProvider(name) as IDataSimulator;
public void SetDataSimulator(int id)
{
this.dataSimulator = (this.GetProvider(id) as IDataSimulator);
}
public void SetDataSimulator(string name)
{
this.dataSimulator = (this.GetProvider(name) as IDataSimulator);
}
public void SetDataSimulator(string name) => this.dataSimulator = GetProvider(name) as IDataSimulator;
public ProviderManager(Framework framework, IDataSimulator dataSimulator = null, IExecutionSimulator executionSimulator = null)
{
throw new System.NotImplementedException();
}
public void SetDataSimulator(int id)
{
this.dataSimulator = (this.GetProvider(id) as IDataSimulator);
}
public void SetDataSimulator(int id) => this.dataSimulator = GetProvider(id) as IDataSimulator;
