private void Boxes_SelectedIndexChanged(object sender, EventArgs e)
{
// make sure something is selected
if (_availresponses.SelectedIndex == -1)
{
return;
}
// get selected response
string resname = (string)_availresponses.SelectedItem;
// load it into working response
_workingres = ResponseLoader.FromDLL(resname, Properties.Settings.Default.boxdll);
// handle all the outgoing events from the response
_workingres.SendOrder += new OrderDelegate(workingres_SendOrder);
_workingres.SendDebug += new DebugFullDelegate(workingres_GotDebug);
_workingres.SendCancel += new UIntDelegate(workingres_CancelOrderSource);
// save the dll that contains the class for use with skins
string dll = string.Empty;
// if we don't have this class, add it
if (!_class2dll.TryGetValue(resname, out dll))
{
_class2dll.Add(resname, Properties.Settings.Default.boxdll);
}
else // otherwise replace current dll as providing this class
{
_class2dll[resname] = Properties.Settings.Default.boxdll;
}
}
public static decimal GetMinAdvance(string dll, string rn, string name)
{
// load repsonse
var r = ResponseLoader.FromDLL(rn, dll);
// ensure valid
if (!r.isValid)
{
return(0);
}
// get all the public global properties
foreach (var pi in r.GetType().GetProperties())
{
if (pi.Name != name)
{
continue;
}
var pt = pi.PropertyType;
if (pt == typeof(int))
{
return(1);
}
else
{
return(.01m);
}
}
return(0);
}
public static List <string> GetOptimizeable(string dll, string rn)
{
List <string> op = new List <string>();
// load repsonse
var r = ResponseLoader.FromDLL(rn, dll);
// ensure valid
if (!r.isValid)
{
return(op);
}
// get all the public global properties
foreach (var pi in r.GetType().GetProperties())
{
var pt = pi.PropertyType;
if ((pt == typeof(int)) || (pt == typeof(decimal)))
{
if (pi.CanWrite && pi.GetAccessors(false)[0].IsPublic)
{
op.Add(pi.Name);
}
}
}
var tmp = op.ToArray();
Array.Sort(tmp);
return(new List <string>(tmp));
}
bool SetResponse(string name)
{
// dll must exist, otherwise quit
if (DllName == "")
{
return(false);
}
// response must exist in dll, otherwise quit
if (!Util.GetResponseList(DllName).Contains(name))
{
return(false);
}
_resp = name;
_response = ResponseLoader.FromDLL(_resp, DllName);
bool r = _response.isValid;
if (r)
{
D("loaded response: " + name);
}
else
{
D("invalid response: " + name + " " + _response.FullName);
}
return(r);
}
public static bool isNameInt(string dll, string rn, string name)
{
// load repsonse
var r = ResponseLoader.FromDLL(rn, dll);
// ensure valid
if (!r.isValid)
{
return(false);
}
// get all the public global properties
foreach (var pi in r.GetType().GetProperties())
{
if (pi.Name != name)
{
continue;
}
var pt = pi.PropertyType;
if (pt == typeof(int))
{
return(true);
}
return(false);
}
return(false);
}
public Response GetFreshResponseInstance()
{
var freshResponse = ResponseLoader.FromDLL(ResponseName, ResponsePath);
PlottingUtilities.CopyParameters(SelectedResponse, freshResponse);
return(freshResponse);
}
private void boxlist_SelectedIndexChanged(object sender, EventArgs e)
{
string rname = string.Empty;
try
{
args.Response = ResponseLoader.FromDLL(CurrentResponse, args.DllName);
}
catch (Exception ex)
{
status("Response failed to load, quitting... (" + ex.Message + (ex.InnerException != null ? ex.InnerException.Message.ToString() : "") + ")");
}
if ((args == null) || (args.Response == null) || !args.Response.isValid)
{
status("Response did not load or loaded in a shutdown state. " + rname);
return;
}
args.ResponseName = args.Response.FullName;
_boundonce = false;
bindresponseevents();
if (!resetonrun.Checked)
{
resetresponse();
}
// update optimizeable params
updateoptimize();
}
bool SetResponse(string name)
{
// dll must exist, otherwise quit
if (DllName == "")
{
return(false);
}
// response must exist in dll, otherwise quit
if (!ResponseLoader.GetResponseList(DllName).Contains(name))
{
return(false);
}
_resp = name;
try
{
_response = ResponseLoader.FromDLL(_resp, DllName);
}
catch (Exception ex)
{
D(ex.Message + ex.StackTrace);
}
bool r = _response.isValid;
if (r)
{
D("loaded response: " + name);
}
else
{
D("invalid response: " + name + " " + _response.FullName);
}
return(r);
}
void resetresponse(string click)
{
if (!isValid)
{
// should never happen
return;
}
// confirm
string extra = isResponseEnabled ? Environment.NewLine + "(Recommend turning off response first, currently ON)" : string.Empty;
if (System.Windows.Forms.MessageBox.Show("Are you sure you want to reset: " + response.Name + "?" + extra, "Confirm " + response.Name + " Reset", System.Windows.Forms.MessageBoxButtons.YesNoCancel) != System.Windows.Forms.DialogResult.Yes)
{
status("User canceled " + response.Name + " reset.");
return;
}
try
{
ResponseLoader.SendSimulationHints(ref response, Util.ToTLDate(), Util.ToTLTime(), getallsymbols().ToArray(), debug);
response.Reset();
status(response.Name + " was reset by user.");
debug(response.FullName + " was reset by user.");
}
catch (Exception ex)
{
status(response.Name + " error during Reset, see debugs.");
debug(response.FullName + " got an error in user code on Reset, err: " + ex.Message + ex.StackTrace);
}
}
public static ResponseModelView LoadResponseView(string name, string dll, DebugDelegate d)
{
_d = d;
var rmv = new ResponseModelView();
// verify file exists
if (string.IsNullOrWhiteSpace(dll))
{
sdebug("No dll provided, user can specifiy new dll in response view.");
return(rmv);
}
if (string.IsNullOrWhiteSpace(name))
{
sdebug("Responses not being used.");
return(rmv);
}
if (!System.IO.File.Exists(dll))
{
sdebug("Dll no longer exists at: " + dll + ", user can specifiy new dll in response view.");
return(rmv);
}
// load response
var r = ResponseLoader.FromDLL(name, dll, d);
if ((r == null) || !r.isValid)
{
sdebug("Unable to load response: " + name + " from: " + dll);
return(rmv);
}
var inds = ResponseLoader.GetIndicators(dll, name, d);
rmv = new ResponseModelView(inds);
rmv.response = r;
// update it
rmv._rdll = dll;
// bind it
rmv.bind(inds);
// get any user settable values
rmv.settablenames = ResponseLoader.GetSettableList(dll, name, d);
if (rmv.isValid)
{
sdebug("Loaded response: " + name + " from: " + dll);
}
else
{
sdebug("Response missing sym/symbol indicator: " + name + " in: " + dll);
rmv = new ResponseModelView();
}
return(rmv);
}
private void boxlist_SelectedIndexChanged(object sender, EventArgs e)
{
try
{
args.Response = ResponseLoader.FromDLL((string)reslist.SelectedItem, WinGauntlet.Properties.Settings.Default.boxdll);
}
catch (Exception ex) { status("Response failed to load, quitting... (" + ex.Message + (ex.InnerException != null ? ex.InnerException.Message.ToString() : "") + ")"); }
if (!args.Response.isValid)
{
status("Response did not load or loaded in a shutdown state. " + args.Response.Name + " " + args.Response.FullName); return;
}
args.ResponseName = args.Response.FullName;
_boundonce = false;
bindresponseevents();
}
private void Boxes_SelectedIndexChanged(object sender, EventArgs e)
{
// make sure something is selected
if (_availresponses.SelectedIndex == -1)
{
return;
}
// get selected response
string resname = (string)_availresponses.SelectedItem;
// load it into working response
Response tmp = new InvalidResponse();
try
{
tmp = ResponseLoader.FromDLL(resname, Properties.Settings.Default.boxdll);
}
catch (Exception ex)
{
// log it
bigexceptiondump(ex);
// unselect response
_availresponses.SelectedIndex = -1;
return;
}
// add it
int idx = addresponse(tmp);
// make sure it worked
if (idx == -1)
{
return;
}
// save the dll that contains the class for use with skins
string dll = string.Empty;
// if we don't have this class, add it
if (!_class2dll.TryGetValue(resname, out dll))
{
_class2dll.Add(resname, Properties.Settings.Default.boxdll);
}
else // otherwise replace current dll as providing this class
{
_class2dll[resname] = Properties.Settings.Default.boxdll;
}
// unselect response
_availresponses.SelectedIndex = -1;
}
private bool loadfile(string path)
{
string f = path;
bool success = false;
if (isResponse(f))
{
responsedll = f;
List <string> l = ResponseLoader.GetResponseList(responsedll);
if (System.IO.File.Exists(f) && (l.Count > 0))
{
if (!isRecentResLib(f))
{
reslist.DropDownItems.Add(f);
}
}
status("Found " + l.Count + " responses. ");
_rl = new ResponseList(l);
_rl.ResponseSelected += new DebugDelegate(loadboxname);
if (_rl.ShowDialog() != DialogResult.OK)
{
status("no response was selected.");
}
success = true;
}
else if (isTIK(f))
{
if (System.IO.File.Exists(f))
{
if (!isRecentTickfile(f) && SecurityImpl.SecurityFromFileName(f).isValid)
{
recent.DropDownItems.Add(f);
}
}
epffiles.Add(f);
success = loadsim();
}
else if (isSkin(f))
{
loadskin(f);
}
hasprereq();
return(success);
}
private void button2_Click(object sender, EventArgs e)
{
// response library selection
OpenFileDialog of = new OpenFileDialog();
of.CheckPathExists = true;
of.CheckFileExists = true;
of.DefaultExt = ".dll";
of.Filter = "Response DLL|*.dll";
of.Multiselect = false;
if (of.ShowDialog() == DialogResult.OK)
{
args.DllName = of.FileName;
UpdateResponses(ResponseLoader.GetResponseList(of.FileName));
}
}
void runopt()
{
isRunning = true;
while (isNextAvail)
{
gauntletArgs ga = new gauntletArgs(DLL, RNAME, SIM);
ga.value = NextParam;
ga.id = id;
Response r = ResponseLoader.FromDLL(ga.response, ga.dll);
if (changeVars(ref r, ga.value))
{
//GauntletEngine ge = new GauntletEngine(r, ga.hsim);
//Thread.SpinWait(1000);
//debugControl1.GotDebug("Starting a Gauntlet instance");
debug("Started Gauntlet Engine: " + ga.id);
Go();
List <Trade> trades = SimBroker.GetTradeList();
Results results = Results.ResultsFromTradeList(trades, 0, .01m, new DebugDelegate(debug));
GauntletOptimizationResults gor = new GauntletOptimizationResults();
gor.parameter = ga.value;
gor.results = results;
gor.resultsCalculated = true;
allResults.Add(gor);
decimal rv = 0;
getresult(results, out rv);
debug("optimize " + ga.id + " finished. Used: " + gor.parameter + " -> " + OptimizeDecisionsName + ": " + rv + " trades: " + gor.results.Trades + " SimsRemaining: " + OptimizeRemain);
progress(id, OptimizeCount);
}
else
{
debug("Unable to start gauntlet engine: " + ga.id + " with: " + ga.value);
}
}
debug("All optimization runs complete, computing optimum...");
var sorted = calculateBest(allResults);
// unbind
UnbindEvents();
if (SendOptimizationCompleteEvent != null)
{
SendOptimizationCompleteEvent(sorted);
}
isRunning = false;
}
private void BacktestingComboBox_SelectionChanged(object sender, System.Windows.Controls.SelectionChangedEventArgs e)
{
if (_initializationModelsUnbound ||
_reportModelsUnbound ||
_responseModelsUnbound)
{
return;
}
UnbindResponseModels();
_backtestingConfigurationModel.ResponseName = _backtestingResponseLibraryList.SelectedResponse;
_backtestingConfigurationModel.ResponsePath = _backtestingResponseLibraryList.FileName;
if (_backtestingConfigurationModel.ResponseName != ResponseLibraryList._header &&
_backtestingConfigurationModel.ResponseName != null)
{
_backtestingConfigurationModel.SelectedResponse = ResponseLoader.FromDLL(_backtestingConfigurationModel.ResponseName, _backtestingConfigurationModel.ResponsePath);
}
BindResponseModels();
}
public Gauntlet()
{
TrackEnabled = Util.TrackUsage();
Program = PROGRAM;
InitializeComponent();
Text += " " + Util.TLVersion();
debug(Util.TLSIdentity());
args.GotDebug += new DebugDelegate(args_GotDebug);
args.ParseArgs(Environment.GetCommandLineArgs());
FormClosing += new FormClosingEventHandler(Gauntlet_FormClosing);
debug(RunTracker.CountNewGetPrettyRuns(PROGRAM, Util.PROGRAM));
bw.WorkerSupportsCancellation = true;
bw.RunWorkerCompleted += new RunWorkerCompletedEventHandler(bw_RunWorkerCompleted);
bw.DoWork += new DoWorkEventHandler(bw_DoWork);
getsymwork.WorkerSupportsCancellation = true;
getsymwork.DoWork += new DoWorkEventHandler(getsymwork_DoWork);
getsymwork.RunWorkerCompleted += new RunWorkerCompletedEventHandler(getsymwork_RunWorkerCompleted);
getsymwork.RunWorkerAsync();
getsymwork.RunWorkerCompleted += new RunWorkerCompletedEventHandler(getsymwork_RunWorkerCompleted);
if (args.isUnattended)
{
ordersincsv.Checked = true;
if (args.HideWindow)
{
this.ShowInTaskbar = false; this.WindowState = FormWindowState.Minimized;
}
//ShowWindow(System.Diagnostics.Process.GetCurrentProcess().MainWindowHandle, SW_MINIMIZE);
bindresponseevents();
queuebut_Click(null, null);
}
else
{
status("wait while tickdata is loaded...");
UpdateResponses(ResponseLoader.GetResponseList(args.DllName));
}
_optdecision.Items.Clear();
_optdecision.Items.AddRange(Optimize.GetDecideable().ToArray());
if (_optdecision.Items.Count > 0)
{
_optdecision.Text = "NetPL";
}
}
void loadboxname(string name)
{
try
{
myres = ResponseLoader.FromDLL(name, responsedll);
}
catch (Exception ex)
{
debug(ex.Message + ex.StackTrace);
status("Error loading response");
myres = null;
return;
}
if ((myres != null) && (myres.FullName == name))
{
resname = name;
myres.SendTicketEvent += new TicketDelegate(myres_SendTicketEvent);
myres.SendDebugEvent += new DebugFullDelegate(myres_GotDebug);
myres.SendCancelEvent += new LongSourceDelegate(myres_CancelOrderSource);
myres.SendOrderEvent += new OrderSourceDelegate(myres_SendOrder);
myres.SendIndicatorsEvent += new ResponseStringDel(myres_SendIndicators);
myres.SendMessageEvent += new MessageDelegate(myres_SendMessage);
myres.SendBasketEvent += new BasketDelegate(myres_SendBasket);
myres.SendChartLabelEvent += new ChartLabelDelegate(myres_SendChartLabel);
status(resname + " is current response.");
updatetitle();
igridinit();
myres.ID = 0;
try
{
myres.Reset();
}
catch (Exception ex)
{
debug("An error occured inside your response Reset method: ");
debug(ex.Message + ex.StackTrace);
}
}
else
{
status("Response did not load.");
}
hasprereq();
}
private void ResponseComboBox_SelectionChanged(object sender, System.Windows.Controls.SelectionChangedEventArgs e)
{
if (_initializationModelsUnbound ||
_responseModelsUnbound)
{
return;
}
UnbindResponseModels();
var responseName = _optimizationResponseLibraryList.SelectedResponse;
var fileName = _optimizationResponseLibraryList.FileName;
if (responseName != ResponseLibraryList._header)
{
_optimizationConfigurationModel.SelectedResponse = ResponseLoader.FromDLL(responseName, fileName);
}
_optimizationConfigurationModel.PopulateAdjustableProperties();
BindResponseModels();
}
private void boxlist_SelectedIndexChanged(object sender, EventArgs e)
{
string rname = string.Empty;
try
{
rname = (string)reslist.SelectedItem;
args.Response = ResponseLoader.FromDLL(rname, args.DllName);
}
catch (Exception ex) { status("Response failed to load, quitting... (" + ex.Message + (ex.InnerException != null ? ex.InnerException.Message.ToString() : "") + ")"); }
if ((args == null) || (args.Response == null) || !args.Response.isValid)
{
status("Response did not load or loaded in a shutdown state. " + rname); return;
}
args.ResponseName = args.Response.FullName;
_boundonce = false;
bindresponseevents();
args.Response.Reset();
}
void loadboxname(string name)
{
if ((resname != string.Empty) && (name != resname))
{
reset(false);
}
try
{
myres = ResponseLoader.FromDLL(name, responsedll);
}
catch (Exception ex)
{
debug(ex.Message + ex.StackTrace);
status("Error loading response");
myres = null;
return;
}
if ((myres != null) && (myres.FullName == name))
{
resname = name;
status(resname + " is current response.");
bindresponseevents();
updatetitle();
myres.ID = 0;
try
{
myres.Reset();
igridinit();
}
catch (Exception ex)
{
debug("An error occured inside your response Reset method: ");
debug(ex.Message + ex.StackTrace);
}
}
else
{
status("Response did not load.");
}
hasprereq();
}
void resetresponse()
{
// test if response is valid
if ((args.Response == null) || !args.Response.isValid)
{
return;
}
// notify
debug("Resetting response: " + args.Response.FullName);
// do work
try {
var r = args.Response;
int date = 0;
string[] syms = new string[0];
if (getsimhints(args.Folder, args.Filter, ref date, ref syms))
{
ResponseLoader.SendSimulationHints(ref r, date, 0, syms, debug);
}
args.Response.Reset();
}
catch (Exception ex) { debug("on reset, response threw exception: " + ex.Message); }
}
void loadboxname(string name)
{
try
{
myres = ResponseLoader.FromDLL(name, responsedll);
}
catch (Exception ex) { debug(ex.Message); debug("Error, quitting..."); return; }
if ((myres != null) && (myres.FullName == name))
{
myres.SendDebug += new DebugFullDelegate(myres_GotDebug);
myres.SendCancel += new UIntDelegate(myres_CancelOrderSource);
myres.SendOrder += new OrderDelegate(myres_SendOrder);
myres.SendIndicators += new StringParamDelegate(myres_SendIndicators);
h.SimBroker.GotOrder += new OrderDelegate(myres.GotOrder);
h.SimBroker.GotFill += new FillDelegate(myres.GotFill);
h.GotTick += new TickDelegate(myres.GotTick);
status(resname + " is current response.");
updatetitle();
}
else
{
status("Response did not load.");
}
}
public Optimize(string dll, string response, HistSim sim) : base(ResponseLoader.FromDLL(response, dll), sim)
{
Dll = dll;
ResponseName = response;
}
