public void testCanRunOneBar()
{
var args = arguments(O.list(SYMBOL), LIVE_SYSTEM, RunMode.RIGHTEDGE, typeof(ExampleSymbolSystem));
var simulator = makeSimulator(args);
O.zeroTo(6, i => {
simulator.nextBar();
noOrders(simulator);
});
simulator.nextBar();
hasOrders(simulator); // entry
simulator.nextBar();
noOrders(simulator);
hasPosition(simulator);
simulator.nextBar();
hasOrders(simulator); // exit
simulator.writeCurveFiles(curvesDirectory);
var written = curvesDirectory.file(LIVE_SYSTEM.liveMarket(SYMBOL.name).fileName() + ".bin");
AreEqual(9 * 3 * 8, written.size());
}
void assignAppender(string market)
{
var file = tempDir.file(details.siv().sviName("_") + "_" + market + ".csv");
if (!reuseExistingFiles)
{
file.deleteIfExists();
}
appendersByMarket[market] = file.appender();
}
public string metricsFilePath(Siv siv, string marketName)
{
var d = new QDirectory(join(@"\", list(stoDir(), stoId(), "Metrics")));
d.createIfMissing();
return(d.file(siv.sviName("_") + "_" + marketName + ".csv").path());
}
public string curveFilePath(Siv siv, string marketName)
{
var d = new QDirectory(join(@"\", list(stoDir(), stoId(), "CurvesBin", siv.sviName("_") + "_" + marketName)));
d.createIfMissing();
return(d.file("run_" + runNumber() + ".bin").path());
}
public static void Main(string[] args)
{
var arguments = Arguments.arguments(args, jStrings("prefix", "dir"));
var dir = new QDirectory(arguments.@string("dir"));
var rep = Tag.parse(dir.file("group.xml").text());
Groups.GROUPS.load(rep.child("group"), arguments.@string("prefix"));
Db.commit();
}
static void writeGroupXml(QDirectory outputDirectory, Group group, DateTime start, DateTime end)
{
var groupXml = Group.asXml(group);
groupXml.add("asOf", ymdHuman(now()));
groupXml.add("runDate", ymdHuman(reallyNow()));
groupXml.add("start", ymdHuman(start));
groupXml.add("end", ymdHuman(end));
outputDirectory.file("group.xml").create(groupXml.longXml());
}
public void setLogFile(QDirectory dir)
{
dir.createIfMissing();
switch (runMode())
{
case RunMode.LIVE:
LogC.setOut("System", dir.file("Q_" + liveSystem().name() + ".log").path(), true);
break;
case RunMode.RIGHTEDGE:
LogC.setOut("System", dir.file("Q.log").path(), true);
break;
case RunMode.STO:
LogC.setOut("System", dir.file("Q_" + siv().name() + ".log").path(), true);
break;
default:
Bomb.toss("unhandled run mode setting log file!");
break;
}
}
public void writeCurveFile(Collectible collectible, LiveSystem liveSystem, QDirectory directory)
{
CurveFiles.writeOne(directory.file(liveSystem.fileName(collectible.name) + ".bin").path(), dates_, pnl_, positions_);
}
