/********************************************************
* CLASS CONSTRUCTOR
*********************************************************/
/// <summary>
/// Initialise the Algorithm
/// </summary>
public QCAlgorithm()
{
//Initialise the Algorithm Helper Classes:
//- Note - ideally these wouldn't be here, but because of the DLL we need to make the classes shared across
// the Worker & Algorithm, limiting ability to do anything else.
Securities = new SecurityManager();
Transacions = new SecurityTransactionManager(Securities);
Portfolio = new SecurityPortfolioManager(Securities, Transacions);
//Initialise Data Manager
DataManager = new DataManager();
//Initialise Error and Order Holders:
Errors = new List<string>();
//Initialise Algorithm RunMode to Automatic:
_runMode = RunMode.Automatic;
//Initialise to unlocked:
_locked = false;
//Initialise Start and End Dates:
_startDate = new DateTime();
_endDate = new DateTime();
}
public void FundsAreSettledImmediately()
{
var securities = new SecurityManager(TimeKeeper);
var transactions = new SecurityTransactionManager(securities);
var portfolio = new SecurityPortfolioManager(securities, transactions);
var model = new ImmediateSettlementModel();
var config = CreateTradeBarConfig();
var security = new Security(SecurityExchangeHoursTests.CreateUsEquitySecurityExchangeHours(), config);
portfolio.SetCash(1000);
Assert.AreEqual(1000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
var timeUtc = Noon.ConvertToUtc(TimeZones.NewYork);
model.ApplyFunds(portfolio, security, timeUtc, "USD", 1000);
Assert.AreEqual(2000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
model.ApplyFunds(portfolio, security, timeUtc, "USD", -500);
Assert.AreEqual(1500, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
model.ApplyFunds(portfolio, security, timeUtc, "USD", 1000);
Assert.AreEqual(2500, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
}
/// <summary>
/// Initialise the transaction manager for holding and processing orders.
/// </summary>
public SecurityTransactionManager(SecurityManager security)
{
//Private reference for processing transactions
_securities = security;
//Internal storage for transaction records:
_transactionRecord = new Dictionary<DateTime, decimal>();
}
public void SecurityManager_CreateMockX509Certificate_Will_Create_Mock_Certificate_Test()
{
SecurityManager manager = new SecurityManager();
MockX509Certificate cert = manager.CreateMockX509Certificate();
Confirm.Different(null, cert.PrivateKey);
Confirm.Different(null, cert.PublicKey);
}
/// <summary>
/// Define an enumerable Date Range:
/// </summary>
/// <param name="securities">Securities we have in portfolio</param>
/// <param name="from">start date</param>
/// <param name="thru">end date</param>
/// <returns>Enumerable Date Range:</returns>
public static IEnumerable<DateTime> EachTradeableDay(SecurityManager securities, DateTime from, DateTime thru)
{
for (var day = from.Date; day.Date <= thru.Date; day = day.AddDays(1)) {
if (Time.TradableDate(securities, day)) {
yield return day;
}
}
}
/// <summary>
/// Initializes a new instance of the <see cref="ScheduleManager"/> class
/// </summary>
/// <param name="securities">Securities manager containing the algorithm's securities</param>
/// <param name="timeZone">The algorithm's time zone</param>
public ScheduleManager(SecurityManager securities, DateTimeZone timeZone)
{
_securities = securities;
DateRules = new DateRules(securities);
TimeRules = new TimeRules(securities, timeZone);
// used for storing any events before the event schedule is set
_preInitializedEvents = new List<ScheduledEvent>();
}
public void SellOnThursdaySettleOnTuesday()
{
var securities = new SecurityManager(TimeKeeper);
var transactions = new SecurityTransactionManager(securities);
var portfolio = new SecurityPortfolioManager(securities, transactions);
// settlement at T+3, 8:00 AM
var model = new DelayedSettlementModel(3, TimeSpan.FromHours(8));
var config = CreateTradeBarConfig(Symbols.SPY);
var security = new Security(SecurityExchangeHoursTests.CreateUsEquitySecurityExchangeHours(), config, new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency));
portfolio.SetCash(3000);
Assert.AreEqual(3000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
// Sell on Thursday
var timeUtc = Noon.AddDays(3).ConvertToUtc(TimeZones.NewYork);
model.ApplyFunds(portfolio, security, timeUtc, "USD", 1000);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(3000, portfolio.Cash);
Assert.AreEqual(1000, portfolio.UnsettledCash);
// Friday, still unsettled
timeUtc = timeUtc.AddDays(1);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(3000, portfolio.Cash);
Assert.AreEqual(1000, portfolio.UnsettledCash);
// Saturday, still unsettled
timeUtc = timeUtc.AddDays(1);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(3000, portfolio.Cash);
Assert.AreEqual(1000, portfolio.UnsettledCash);
// Sunday, still unsettled
timeUtc = timeUtc.AddDays(1);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(3000, portfolio.Cash);
Assert.AreEqual(1000, portfolio.UnsettledCash);
// Monday, still unsettled
timeUtc = timeUtc.AddDays(1);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(3000, portfolio.Cash);
Assert.AreEqual(1000, portfolio.UnsettledCash);
// Tuesday at 7:55 AM, still unsettled
timeUtc = timeUtc.AddDays(1).AddHours(-4).AddMinutes(-5);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(3000, portfolio.Cash);
Assert.AreEqual(1000, portfolio.UnsettledCash);
// Tuesday at 8 AM, now settled
timeUtc = timeUtc.AddMinutes(5);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(4000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
}
/********************************************************
* CLASS CONSTRUCTOR
*********************************************************/
/// <summary>
/// Initialise the Algorithm Transaction Class
/// </summary>
public SecurityTransactionManager(SecurityManager security)
{
//Private reference for processing transactions
this.Securities = security;
//Initialise the Order Caches:
this.ProcessedOrders = new Dictionary<int, Order>();
this.OutstandingOrders = new Dictionary<int, Order>();
}
/********************************************************
* CLASS CONSTRUCTOR
*********************************************************/
/// <summary>
/// Initialise the Algorithm Transaction Class
/// </summary>
public SecurityTransactionManager(SecurityManager security)
{
//Private reference for processing transactions
this.Securities = security;
//Initialise the Order Cache -- Its a mirror of the TransactionHandler.
this._orders = new ConcurrentDictionary<int, Order>();
//Temporary Holding Queue of Orders to be Processed.
this.OrderQueue = new ConcurrentQueue<Order>();
}
public void TestCashFills()
{
// this test asserts the portfolio behaves according to the Test_Cash algo, see TestData\CashTestingStrategy.csv
// also "https://www.dropbox.com/s/oiliumoyqqj1ovl/2013-cash.csv?dl=1"
const string fillsFile = "TestData\\test_cash_fills.xml";
const string equityFile = "TestData\\test_cash_equity.xml";
var fills = XDocument.Load(fillsFile).Descendants("OrderEvent").Select(x => new OrderEvent(
x.Get<int>("OrderId"),
SymbolMap[x.Get<string>("Symbol")],
DateTime.MinValue,
x.Get<OrderStatus>("Status"),
x.Get<int>("FillQuantity") < 0 ? OrderDirection.Sell
: x.Get<int>("FillQuantity") > 0 ? OrderDirection.Buy
: OrderDirection.Hold,
x.Get<decimal>("FillPrice"),
x.Get<int>("FillQuantity"),
0m)
).ToList();
var equity = XDocument.Load(equityFile).Descendants("decimal")
.Select(x => decimal.Parse(x.Value, CultureInfo.InvariantCulture))
.ToList();
Assert.AreEqual(fills.Count + 1, equity.Count);
// we're going to process fills and very our equity after each fill
var subscriptions = new SubscriptionManager(TimeKeeper);
var securities = new SecurityManager(TimeKeeper);
var security = new Security(SecurityExchangeHours, subscriptions.Add(CASH, Resolution.Daily, TimeZones.NewYork, TimeZones.NewYork), new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency));
security.SetLeverage(10m);
securities.Add(CASH, security);
var transactions = new SecurityTransactionManager(securities);
var portfolio = new SecurityPortfolioManager(securities, transactions);
portfolio.SetCash(equity[0]);
for (int i = 0; i < fills.Count; i++)
{
// before processing the fill we must deduct the cost
var fill = fills[i];
var time = DateTime.Today.AddDays(i);
TimeKeeper.SetUtcDateTime(time.ConvertToUtc(TimeZones.NewYork));
// the value of 'CASH' increments for each fill, the original test algo did this monthly
// the time doesn't really matter though
security.SetMarketPrice(new IndicatorDataPoint(CASH, time, i + 1));
portfolio.ProcessFill(fill);
Assert.AreEqual(equity[i + 1], portfolio.TotalPortfolioValue, "Failed on " + i);
}
}
public void EnsureCurrencyDataFeedAddsSubscription()
{
const int quantity = 100;
const decimal conversionRate = 1 / 100m;
var cash = new Cash("JPY", quantity, conversionRate);
var subscriptions = new SubscriptionManager(TimeKeeper);
var abcConfig = subscriptions.Add(Symbols.SPY, Resolution.Minute, TimeZone, TimeZone);
var securities = new SecurityManager(TimeKeeper);
securities.Add(Symbols.SPY, new Security(SecurityExchangeHours, abcConfig, 1m));
cash.EnsureCurrencyDataFeed(securities, subscriptions, MarketHoursDatabase.AlwaysOpen);
Assert.AreEqual(1, subscriptions.Subscriptions.Count(x => x.Symbol == Symbols.USDJPY));
Assert.AreEqual(1, securities.Values.Count(x => x.Symbol == Symbols.USDJPY));
}
/// <summary>
/// Initialise the transaction manager for holding and processing orders.
/// </summary>
public SecurityTransactionManager(SecurityManager security)
{
//Private reference for processing transactions
_securities = security;
//Initialise the Order Cache -- Its a mirror of the TransactionHandler.
_orders = new ConcurrentDictionary<int, Order>();
//Temporary Holding Queue of Orders to be Processed.
_orderQueue = new ConcurrentQueue<Order>();
// Internal order events storage.
_orderEvents = new ConcurrentDictionary<int, List<OrderEvent>>();
//Interal storage for transaction records:
_transactionRecord = new Dictionary<DateTime, decimal>();
}
private AdminServer()
{
_disposed = false;
_isRunning = false;
_securityManager = new SecurityManager();
_gameServerManager = new GameServerManager();
_connectionManager = new ConnectionManager();
_messageEngine = new MessageEngine();
_gameServerMonitor = new GameServerMonitor();
_automationManager = new AutomationManager();
_strategyManager = new StrategyManager();
_scheduledTaskManager = new ScheduledTaskManager();
_FTPClient = new FTPClient();
_batchTaskManager = new BatchTaskManager();
_paysysManager = new PaysysManager();
_ibShopManager = new IBShopManager();
}
public void NotifiesWhenSecurityAddedViaIndexer()
{
var timeKeeper = new TimeKeeper(new DateTime(2015, 12, 07));
var manager = new SecurityManager(timeKeeper);
var security = new Security(SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork), CreateTradeBarConfig(), new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency));
manager.CollectionChanged += (sender, args) =>
{
if (args.NewItems.OfType<object>().Single() != security)
{
Assert.Fail("Expected args.NewItems to have exactly one element equal to security");
}
else
{
Assert.IsTrue(args.Action == NotifyCollectionChangedAction.Add);
Assert.Pass();
}
};
manager[security.Symbol] = security;
}
public void NotifiesWhenSecurityRemoved()
{
var timeKeeper = new TimeKeeper(new DateTime(2015, 12, 07));
var manager = new SecurityManager(timeKeeper);
var security = new Security(SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork), CreateTradeBarConfig());
manager.Add(security.Symbol, security);
manager.CollectionChanged += (sender, args) =>
{
if (args.OldItems.OfType<object>().Single() != security)
{
Assert.Fail("Expected args.NewItems to have exactly one element equal to security");
}
else
{
Assert.IsTrue(args.Action == NotifyCollectionChangedAction.Remove);
Assert.Pass();
}
};
manager.Remove(security.Symbol);
}
/// <summary>
/// Initializes a new instance of the <see cref="DateRules"/> helper class
/// </summary>
/// <param name="securities">The security manager</param>
public DateRules(SecurityManager securities)
{
_securities = securities;
}
/// <summary>
/// Get the benchmark for this model
/// </summary>
/// <param name="securities">SecurityService to create the security with if needed</param>
/// <returns>The benchmark for this brokerage</returns>
public override IBenchmark GetBenchmark(SecurityManager securities)
{
var symbol = Symbol.Create("BTCUSD", SecurityType.Crypto, Market.Binance);
return(SecurityBenchmark.CreateInstance(securities, symbol));
}
public ModuleController(SecurityManager securityManager, IFilterService filterService)
{
_securityManager = securityManager;
_filterService = filterService;
}
private static async Task ExecuteInternalAsync(BrokeredMessage message, ICollector <BrokeredMessage> response)
{
// We'll always need a response message, so create it now and populate it below.
var responseMessage = new BrokeredMessage();
// We'll create the app domain in the outer scope so we can unload it when we are finished (if it was created).
AppDomain sandboxDomain = null;
try
{
var requestId = (int)message.Properties["RequestId"];
// Set correlation id of response message using the correlation ID of the request message.
responseMessage.CorrelationId = message.CorrelationId;
responseMessage.Properties["RequestId"] = requestId;
// The request will also load the associated route, so we'll use that feature
// to reduce the number of SQL calls we make.
var request = await Program.RequestRepository.GetRequestByIdAsync(requestId).TraceTimeAsync("Load Request");
var route = request.Route;
var routeSettings = route.RouteSettings.ToArray();
var routePackages = route.RoutePackages.ToArray();
// Trace the incoming request URI.
Trace.TraceInformation("Trace 'Request Uri' - {0}", request.Uri);
try
{
var ev = new Evidence();
ev.AddHostEvidence(new Zone(SecurityZone.Internet));
var assemblyType = typeof(ExecutionSandbox);
var assemblyPath = Path.GetDirectoryName(assemblyType.Assembly.Location);
var sandboxPermissionSet = TraceUtility.TraceTime("Create Sandbox Permission Set",
() => SecurityManager.GetStandardSandbox(ev));
// Exit with an error code if for some reason we can't get the sandbox permission set.
if (sandboxPermissionSet == null)
{
throw new EntryPointException("Unable to load the sandbox environment, please contact Subroute.io for help with this error.");
}
// We'll create a new folder to hold an empty config file we create, and by
// doing this, it prevents the user from gaining access to our configuration
// file and the settings within, such as connection strings, infrastructure
// and other sensitive information we don't want them to have. Plus it will
// allow us to change any configuration settings that are specific to their
// application domain, such as default settings and other infrastructure.
// We must ensure that we have at least the root configuration XML tag in
// the configuration file we create or various dependencies will fail
// such as XmlSerializer and DataContractSerializer.
var directories = TraceUtility.TraceTime("Setup Filesystem",
() => SetupFilesystem(route, routeSettings));
TraceUtility.TraceTime("Reconfigure Appropriate Permission Sets", () =>
{
// Remove access to UI components since we are in a headless environment.
sandboxPermissionSet.RemovePermission(typeof(UIPermission));
// Remove access to the File System Dialog since we are headless.
sandboxPermissionSet.RemovePermission(typeof(FileDialogPermission));
// Add the ability to use reflection for invocation and serialization.
sandboxPermissionSet.AddPermission(new ReflectionPermission(PermissionState.Unrestricted));
// Add the ability to make web requests.
sandboxPermissionSet.AddPermission(new WebPermission(PermissionState.Unrestricted));
// Add the ability to use the XmlSerializer and the DataContractSerializer.
sandboxPermissionSet.AddPermission(new SecurityPermission(SecurityPermissionFlag.SerializationFormatter));
// Add permission to access the nuget package directory so that assemblies can be loaded.
sandboxPermissionSet.AddPermission(new FileIOPermission(FileIOPermissionAccess.PathDiscovery | FileIOPermissionAccess.Read, Settings.NugetPackageDirectory));
// Add permission to read execution temp directory.
sandboxPermissionSet.AddPermission(new FileIOPermission(FileIOPermissionAccess.Read, new[] { directories.RootDirectory }));
});
TraceUtility.TraceTime("Create AppDomain", () =>
{
var appDomainSetup = new AppDomainSetup {
ApplicationBase = assemblyPath, ConfigurationFile = directories.ConfigFile
};
sandboxDomain = AppDomain.CreateDomain("Sandboxed", ev, appDomainSetup, sandboxPermissionSet);
});
// The ExecutionSandbox is a MarshalByRef type that allows us to dynamically
// load their assemblies via a byte array and execute methods inside of
// their app domain from our full-trust app domain. It's the bridge that
// crosses the app domain boundary.
var executionSandbox = TraceUtility.TraceTime("Create ExecutionSandbox Instance",
() => (ExecutionSandbox)sandboxDomain.CreateInstance(
assemblyType.Assembly.FullName,
assemblyType.FullName,
false,
BindingFlags.Public | BindingFlags.Instance,
null, null, null, null)
.Unwrap());
// Prepare packages by locating the proper assemblies for the current framework and ensure
// they have been downloaded to the packages folder and return their paths.
executionSandbox.SetReferences(await PreparePackagesAsync(routePackages).TraceTimeAsync("Prepare Packages"));
// To properly load assemblies into the dynamic partial trust assembly, we have to override
// the AssemblyResolve method which is only called when an assembly load attempt is made
// and fails. We can't use a closure here because to do that, the entire class ExecutionMethods
// would have to be serailized across the app domain boundry. So we'll add a string array property
// to the ExecutionSandbox class so we can access the references from in the app domain boundry.
// Just remember this event is executed inside the partial trust domain.
sandboxDomain.AssemblyResolve += (sender, args) =>
{
var name = new AssemblyName(args.Name);
var path = ExecutionSandbox.References.FirstOrDefault(r => Path.GetFileNameWithoutExtension(r) == name.Name);
return(path == null ? null : Assembly.LoadFrom(path));
};
// Build the ExecutionRequest object that represents the incoming request
// which holds the payload, headers, method, etc. The class is serialized
// so it can cross the app domain boundary. So it's serialized in our
// full-trust host app domain, and deserialized and reinstantiated in
// the sandbox app domain.
var uri = new Uri(request.Uri, UriKind.Absolute);
var executionRequest = TraceUtility.TraceTime("Create RouteRequest Instance",
() => new RouteRequest(uri, request.Method)
{
IpAddress = request.IpAddress,
Headers = HeaderHelpers.DeserializeHeaders(request.RequestHeaders),
Body = request.RequestPayload
});
try
{
// The ExecutionSandbox we'll attempt to locate the best method to execute
// based on the incoming request method (GET, POST, DELETE, etc.) and
// will pass the ExecutionRequest we created above. In return, we receive
// an instance of ExecutionResponse that has been serialized like the request
// and deserialized in our full-trust host domain.
var executionResponse = TraceUtility.TraceTime("Load and Execute Request",
() => executionSandbox.Execute(route.Assembly, executionRequest));
// We'll use the data that comes back from the response to fill out the
// remainder of the database request record which will return the status
// code, message, payload, and headers. Then we update the database.
request.CompletedOn = DateTimeOffset.UtcNow;
request.StatusCode = (int)executionResponse.StatusCode;
request.StatusMessage = executionResponse.StatusMessage;
request.ResponsePayload = executionResponse.Body;
request.ResponseHeaders = RouteResponse.SerializeHeaders(executionResponse.Headers);
await Program.RequestRepository.UpdateRequestAsync(request).TraceTimeAsync("Update Request Record");
// We'll pass back a small bit of data indiciating to the subscribers of
// the response topic listening for our specific correlation ID that indicates
// the route code was executed successfully and to handle it as such.
responseMessage.Properties["Result"] = (int)ExecutionResult.Success;
responseMessage.Properties["Message"] = "Completed Successfully";
// Create the response message and send it on its way.
response.Add(responseMessage);
}
catch (TargetInvocationException invokationException)
{
// These exceptions can occur when we encounter a permission exception where
// the user doesn't have permission to execute a particular block of code.
if (invokationException.InnerException is SecurityException securityException)
{
throw new RoutePermissionException(GetPermissionErrorMessage(securityException), invokationException);
}
// Check for BadRequestException, we need to wrap it with the core exception.
// These exceptions can occur when query string parsing fails, and since the
// user's code doesn't have access to the core exceptions, we'll need to wrap
// it instead manually.
if (invokationException.InnerException is Common.BadRequestException badRequestException)
{
throw new Core.Exceptions.BadRequestException(badRequestException.Message, badRequestException);
}
// Otherwise it is most likely a custom user exception.
throw new CodeException(invokationException.InnerException?.Message ?? "Route raised a custom exception.", invokationException.InnerException);
}
catch (EntryPointException entryPointException)
{
// These exceptions occur when an entry point could not be located.
// Since we don't have a reference to core in the common library.
// We'll instead wrap this exception in a core
// exception to apply a status code.
throw new RouteEntryPointException(entryPointException.Message, entryPointException);
}
catch (SecurityException securityException)
{
// These exceptions can occur when we encounter a permission exception where
// the user doesn't have permission to execute a particular block of code.
throw new RoutePermissionException(GetPermissionErrorMessage(securityException), securityException);
}
catch (Common.BadRequestException badRequestException)
{
// These exceptions can occur when query string parsing fails, and since the
// user's code doesn't have access to the core exceptions, we'll need to wrap
// it instead manually.
throw new Core.Exceptions.BadRequestException(badRequestException.Message, badRequestException);
}
catch (AggregateException asyncException) // Captures async and task exceptions.
{
// These exceptions occur when an entry point could not be located.
// Since we don't have a reference to core in the common library.
// We'll instead wrap this exception in a core
// exception to apply a status code.
if (asyncException.InnerException is EntryPointException entryPointException)
{
throw new RouteEntryPointException(entryPointException.Message, entryPointException);
}
// These exceptions can occur when we encounter a permission exception where
// the user doesn't have permission to execute a particular block of code.
if (asyncException.InnerException is SecurityException securityException)
{
throw new RoutePermissionException(GetPermissionErrorMessage(securityException), securityException);
}
// These exceptions can occur when query string parsing fails, and since the
// user's code doesn't have access to the core exceptions, we'll need to wrap
// it instead manually.
if (asyncException.InnerException is SecurityException badRequestException)
{
throw new Core.Exceptions.BadRequestException(badRequestException.Message, badRequestException);
}
// These are all other exceptions that occur during the execution of
// a route. These exceptions are raised by the users code.
throw new RouteException(asyncException.InnerException?.Message ?? asyncException.Message, asyncException.InnerException);
}
catch (Exception routeException)
{
// These are all other exceptions that occur during the execution of
// a route. These exceptions are raised by the users code.
throw new RouteException(routeException.Message, routeException);
}
}
catch (Exception appDomainException)
{
// This exception relates to exceptions configuring the AppDomain and we'll still notify the
// user, we just won't give them specific information that could reveal our infrastructure
// unless an IStatusCodeException was thrown, meaning it's a public exception.
var statusCode = 500;
var statusMessage = "An unexpected exception has occurred. Please contact Subroute.io regarding this error.";
var statusCodeException = appDomainException as IStatusCodeException;
string stackTrace = null;
if (statusCodeException != null)
{
statusCode = (int)statusCodeException.StatusCode;
statusMessage = appDomainException.Message;
if (appDomainException is CodeException)
{
stackTrace = appDomainException.ToString();
}
}
request.CompletedOn = DateTimeOffset.UtcNow;
request.StatusCode = statusCode;
request.ResponsePayload = PayloadHelpers.CreateErrorPayload(statusMessage, stackTrace);
request.ResponseHeaders = HeaderHelpers.GetDefaultHeaders();
await Program.RequestRepository.UpdateRequestAsync(request).TraceTimeAsync("Update Request Record (Error)");
responseMessage.Properties["Result"] = (int)ExecutionResult.Failed;
responseMessage.Properties["Message"] = appDomainException.Message;
// Create the response message and send it on its way.
response.Add(responseMessage);
}
}
catch (Exception fatalException)
{
// These exceptions are absolutely fatal. We'll have to notify the waiting thread
// via the service bus message, because we're unable to load a related request.
responseMessage.Properties["Result"] = (int)ExecutionResult.Fatal;
responseMessage.Properties["Message"] = fatalException.Message;
// Create the response message and send it on its way.
response.Add(responseMessage);
}
finally
{
// Unload the users app domain to recover all memory used by it.
if (sandboxDomain != null)
{
TraceUtility.TraceTime("Unload AppDomain",
() => AppDomain.Unload(sandboxDomain));
}
}
}
/// <summary>
/// Handles the Load event of the Page control.
/// </summary>
/// <param name="sender">The source of the event.</param>
/// <param name="e">The <see cref="System.EventArgs"/> instance containing the event data.</param>
protected void Page_Load(object sender, EventArgs e)
{
SecurityManager.CheckRolePermission("order:admin:taxes:mng:import");
}
/// <summary>
/// Initializes a new instance of the <see cref="SineHistoryProvider"/> class
/// </summary>
/// <param name="securities">Collection of securities that a history request can return</param>
public SineHistoryProvider(SecurityManager securities)
{
_securities = securities;
}
private void cmdDELETE_Click(object sender, EventArgs e)
{
try
{
DateTime tglmemo = ((DateTime)dataGridHeader.SelectedCells[0].OwningRow.Cells["TglMPR"].Value).Date;
DateTime tglserver = GlobalVar.DateTimeOfServer.Date;
switch (selectedGrid)
{
case enumSelectedGrid.HeaderSelected:
if (dataGridHeader.SelectedCells.Count == 0)
{
MessageBox.Show(Messages.Error.RowNotSelected);
}
if (tipeLokasi == "G")
{
MessageBox.Show("Anda tidak punya wewenang hapus data");
return;
}
if (bool.Parse(dataGridHeader.SelectedCells[0].OwningRow.Cells["isClosed"].Value.ToString()) == true)
{
MessageBox.Show("Tidak bisa hapus data sudah di audit");
return;
}
//if (dataGridHeader.SelectedCells[0].OwningRow.Cells["TglGudang"].Value.ToString() != "")
//{
// MessageBox.Show("Sudah dibuat nota retur. Tidak bisa di hapus...!!!");
// return;
//}
if (tglmemo != tglserver)
{
MessageBox.Show("Tidak bisa hapus record. Tanggal server beda dengan Tanggal Memo");
return;
}
if (dataGridDetail.Rows.Count > 0)
{
MessageBox.Show("Hapus detail dulu...!");
return;
}
if (!SecurityManager.IsManager())
{
MessageBox.Show("Hapus hanya dapat dilakukan oleh manager");
return;
}
//GlobalVar.LastClosingDate = (DateTime)dataGridHeader.SelectedCells[0].OwningRow.Cells["TglMPR"].Value;
//if ((DateTime)dataGridHeader.SelectedCells[0].OwningRow.Cells["TglMPR"].Value <= GlobalVar.LastClosingDate)
//{
// throw new Exception(String.Format(Messages.Error.AlreadyClosingPJT, GlobalVar.LastClosingDate));
//}
if (MessageBox.Show("Hapus record ini?", "DELETE", MessageBoxButtons.YesNo, MessageBoxIcon.Question) == DialogResult.Yes)
{
Guid rowID = (Guid)dataGridHeader.SelectedCells[0].OwningRow.Cells["HeaderRowID"].Value;
try
{
this.Cursor = Cursors.WaitCursor;
using (Database db = new Database())
{
DataTable dt = new DataTable();
db.Commands.Add(db.CreateCommand("usp_ReturPenjualan_DELETE")); //cek heri
db.Commands[0].Parameters.Add(new Parameter("@rowID", SqlDbType.UniqueIdentifier, rowID));
db.Commands[0].ExecuteNonQuery();
}
MessageBox.Show("Record telah dihapus");
this.RefreshDataReturJual();
}
catch (Exception ex)
{
Error.LogError(ex);
}
finally
{
this.Cursor = Cursors.Default;
}
}
break;
case enumSelectedGrid.DetailSelected:
if (dataGridDetail.SelectedCells.Count == 0)
{
MessageBox.Show(Messages.Error.RowNotSelected);
return;
}
if (tipeLokasi == "G")
{
MessageBox.Show("Anda tidak punya wewenang hapus data");
return;
}
if (bool.Parse(dataGridHeader.SelectedCells[0].OwningRow.Cells["isClosed"].Value.ToString()) == true)
{
MessageBox.Show("Tidak bisa hapus data sudah di audit");
return;
}
//if (dataGridHeader.SelectedCells[0].OwningRow.Cells["TglGudang"].Value.ToString() != "")
//{
// MessageBox.Show("Sudah dibuat nota retur. Tidak bisa di hapus...!!!");
// return;
//}
bool link = (bool)(dataGridDetail.SelectedCells[0].OwningRow.Cells["DetailSyncFlag"].Value);
if (link)
{
MessageBox.Show("Sudah Link ke Piutang, tidak bisa dihapus");
return;
}
if (tglmemo != tglserver)
{
MessageBox.Show("Tidak bisa hapus record. Tanggal server beda dengan Tanggal Memo");
return;
}
if (!SecurityManager.IsManager())
{
MessageBox.Show("Hapus hanya dapat dilakukan oleh manager");
return;
}
GlobalVar.LastClosingDate = (DateTime)dataGridHeader.SelectedCells[0].OwningRow.Cells["TglMPR"].Value;
if ((DateTime)dataGridHeader.SelectedCells[0].OwningRow.Cells["TglMPR"].Value <= GlobalVar.LastClosingDate)
{
throw new Exception(String.Format(Messages.Error.AlreadyClosingPJT, GlobalVar.LastClosingDate));
}
if (MessageBox.Show("Hapus record ini?", "DELETE", MessageBoxButtons.YesNo, MessageBoxIcon.Question) == DialogResult.Yes)
{
Guid rowID = (Guid)dataGridDetail.SelectedCells[0].OwningRow.Cells["DetailRowID"].Value;
string kodeRetur = dataGridDetail.SelectedCells[0].OwningRow.Cells["KodeRetur"].Value.ToString();
string type_usp_DELETE;
if (kodeRetur == "1")
{
type_usp_DELETE = "usp_ReturPenjualanDetail_DELETE"; //cek heri
}
else
{
type_usp_DELETE = "usp_ReturPenjualanTarikanDetail_DELETE"; //cek heri
}
try
{
this.Cursor = Cursors.WaitCursor;
using (Database db = new Database())
{
db.Commands.Add(db.CreateCommand(type_usp_DELETE));
db.Commands[0].Parameters.Add(new Parameter("@rowID", SqlDbType.UniqueIdentifier, rowID));
db.Commands[0].ExecuteNonQuery();
}
MessageBox.Show("Record telah dihapus");
this.RefreshDataReturJualDetail();
}
catch (Exception ex)
{
Error.LogError(ex);
}
finally
{
this.Cursor = Cursors.Default;
}
}
break;
}
}
catch (Exception ex)
{
Error.LogError(ex);
}
}
protected async Task <bool> HasAccessAsync(string securityKey)
{
bool result = await SecurityManager.HasAccessAsync(securityKey);
return(result);
}
protected bool HasAccess(string securityKey)
{
return(SecurityManager.HasAccess(securityKey));
}
protected void Application_BeginRequest(object sender, EventArgs e)
{
var context = new HttpContextWrapper(HttpContext.Current);
SecurityManager.PutOnCorrectTenant(context);
}
public static IEnumerable <string> EnumerateFileSystemEntries(string path)
{
Path.Validate(path); // no need for EnumerateCheck since we supply valid arguments
SecurityManager.EnsureElevatedPermissions(); // this is a no-op outside moonlight
return(EnumerateKind(path, "*", SearchOption.TopDirectoryOnly, FileAttributes.Normal | FileAttributes.Directory));
}
public void Start()
{
var entMan = new EntityManager();
var relMan = new EntityRelationManager();
var recMan = new RecordManager();
var storeSystemSettings = DbContext.Current.SettingsRepository.Read();
var systemSettings = new SystemSettings(storeSystemSettings);
//Open scope with a user we will use for the operations further ahead
var user = new SecurityManager().GetUser(SystemIds.FirstUserId);
using (SecurityContext.OpenScope(user))
{
//Create transaction
using (var connection = DbContext.Current.CreateConnection())
{
try
{
connection.BeginTransaction();
//Here we need to initialize or update the environment based on the plugin requirements.
//The default place for the plugin data is the "plugin_data" entity -> the "data" text field, which is used to store stringified JSON
//containing the plugin settings or version
#region << 1.Get the current ERP database version and checks for other plugin dependencies >>
if (systemSettings.Version > 0)
{
//Do something if database version is not what you expect
}
//This plugin needs the webvella-crm plugin to be installed, so we will check this here
var installedPlugins = new PluginService().Plugins;
var corePluginFound = false;
foreach (var plugin in installedPlugins)
{
if (plugin.Name == "webvella-core")
{
corePluginFound = true;
break;
}
}
if (!corePluginFound)
{
throw new Exception("'webvella-core' plugin is required for the 'webvella-crm' to operate");
}
#endregion
#region << 2.Get the current plugin settings from the database >>
var currentPluginSettings = new PluginSettings();
QueryObject pluginDataQueryObject = EntityQuery.QueryEQ("name", WEBVELLA_CRM_PLUGIN_NAME);
var pluginDataQuery = new EntityQuery("plugin_data", "*", pluginDataQueryObject);
var pluginDataQueryResponse = recMan.Find(pluginDataQuery);
if (!pluginDataQueryResponse.Success)
{
throw new Exception("plugin 'webvella-project' failed to get its settings due to: " + pluginDataQueryResponse.Message);
}
if (pluginDataQueryResponse.Object == null || !pluginDataQueryResponse.Object.Data.Any() || pluginDataQueryResponse.Object.Data[0]["data"] == DBNull.Value)
{
//plugin was not installed
currentPluginSettings.Version = 20160429;
{
string json = JsonConvert.SerializeObject(currentPluginSettings);
var settingsEntityRecord = new EntityRecord();
settingsEntityRecord["id"] = WEBVELLA_CRM_PLUGIN_ID;
settingsEntityRecord["name"] = WEBVELLA_CRM_PLUGIN_NAME;
settingsEntityRecord["data"] = json;
var settingsSaveReponse = recMan.CreateRecord("plugin_data", settingsEntityRecord);
if (!settingsSaveReponse.Success)
{
throw new Exception("plugin 'webvella-project' failed to save its settings in the database due to: " + pluginDataQueryResponse.Message);
}
}
}
else
{
string json = (string)((List <EntityRecord>)pluginDataQueryResponse.Object.Data)[0]["data"];
currentPluginSettings = JsonConvert.DeserializeObject <PluginSettings>(json);
}
#endregion
#region << 3. Run methods based on the current installed version of the plugin >>
if (currentPluginSettings.Version < 20160430)
{
currentPluginSettings.Version = 20160430;
#region << Create CRM admin area >>
//The areas are the main object for navigation for the user. You can attach entities and URLs later to them
{
var area = new EntityRecord();
area["id"] = CRM_ADMIN_AREA_ID;
area["name"] = "crm_admin";
area["label"] = "CRM Admin";
area["icon_name"] = "users";
area["color"] = "pink";
area["folder"] = "Admin";
area["weight"] = 100;
var areaRoles = new List <Guid>();
areaRoles.Add(SystemIds.AdministratorRoleId);
area["roles"] = JsonConvert.SerializeObject(areaRoles);
var createAreaResult = recMan.CreateRecord("area", area);
if (!createAreaResult.Success)
{
throw new Exception("System error 10060. Area create with name : project_admin. Message:" + createAreaResult.Message);
}
}
#endregion
#region << wv_customer >>
{
#region << entity >>
{
InputEntity entity = new InputEntity();
entity.Id = CUSTOMER_ENTITY_ID;
entity.Name = CUSTOMER_ENTITY_NAME;
entity.Label = "Customer";
entity.LabelPlural = "Customers";
entity.System = true;
entity.IconName = "building-o";
entity.Weight = 2;
entity.RecordPermissions = new RecordPermissions();
entity.RecordPermissions.CanCreate = new List <Guid>();
entity.RecordPermissions.CanRead = new List <Guid>();
entity.RecordPermissions.CanUpdate = new List <Guid>();
entity.RecordPermissions.CanDelete = new List <Guid>();
//Create
entity.RecordPermissions.CanCreate.Add(SystemIds.AdministratorRoleId);
entity.RecordPermissions.CanCreate.Add(SystemIds.RegularRoleId);
//READ
entity.RecordPermissions.CanRead.Add(SystemIds.AdministratorRoleId);
entity.RecordPermissions.CanRead.Add(SystemIds.RegularRoleId);
//UPDATE
entity.RecordPermissions.CanUpdate.Add(SystemIds.AdministratorRoleId);
entity.RecordPermissions.CanUpdate.Add(SystemIds.RegularRoleId);
{
var response = entMan.CreateEntity(entity);
if (!response.Success)
{
throw new Exception("System error 10050. Entity: " + CUSTOMER_ENTITY_NAME + " Field: entity creation" + " Message:" + response.Message);
}
}
}
#endregion
#region << name >>
{
InputTextField textboxField = new InputTextField();
textboxField.Id = new Guid("7fb95d0f-ab59-421d-974d-ab357e28a1f9");
textboxField.Name = "name";
textboxField.Label = "Name";
textboxField.PlaceholderText = "";
textboxField.Description = "";
textboxField.HelpText = "";
textboxField.Required = true;
textboxField.Unique = false;
textboxField.Searchable = true;
textboxField.Auditable = false;
textboxField.System = true;
textboxField.DefaultValue = string.Empty;
textboxField.MaxLength = null;
textboxField.EnableSecurity = true;
textboxField.Permissions = new FieldPermissions();
textboxField.Permissions.CanRead = new List <Guid>();
textboxField.Permissions.CanUpdate = new List <Guid>();
//READ
textboxField.Permissions.CanRead.Add(SystemIds.AdministratorRoleId);
textboxField.Permissions.CanRead.Add(SystemIds.RegularRoleId);
//UPDATE
textboxField.Permissions.CanUpdate.Add(SystemIds.AdministratorRoleId);
{
var response = entMan.CreateField(CUSTOMER_ENTITY_ID, textboxField, false);
if (!response.Success)
{
throw new Exception("System error 10060. Entity: " + CUSTOMER_ENTITY_NAME + " Field: name" + " Message:" + response.Message);
}
}
}
#endregion
}
#endregion
#region << View name: admin_details >>
{
var createViewEntity = entMan.ReadEntity(CUSTOMER_ENTITY_ID).Object;
var createViewInput = new InputRecordView();
var viewRegion = new InputRecordViewRegion();
var viewSection = new InputRecordViewSection();
var viewRow = new InputRecordViewRow();
var viewColumn = new InputRecordViewColumn();
var viewItem = new InputRecordViewFieldItem();
#region << details >>
createViewInput.Id = new Guid("3a0e1319-5357-49ec-9e85-8d9be2363fcf");
createViewInput.Type = "hidden";
createViewInput.Name = "admin_details";
createViewInput.Label = "Details";
createViewInput.Default = false;
createViewInput.System = false;
createViewInput.Weight = 15;
createViewInput.CssClass = null;
createViewInput.IconName = "building-o";
createViewInput.DynamicHtmlTemplate = null;
createViewInput.DataSourceUrl = null;
createViewInput.ServiceCode = null;
createViewInput.Regions = new List <InputRecordViewRegion>();
#endregion
#region << Header Region >>
viewRegion = new InputRecordViewRegion();
viewRegion.Name = "header";
viewRegion.Label = "Header";
viewRegion.Render = true;
viewRegion.Weight = 1;
viewRegion.CssClass = "";
viewRegion.Sections = new List <InputRecordViewSection>();
#region << Section >>
viewSection = new InputRecordViewSection();
viewSection.Id = Guid.NewGuid();
viewSection.Name = "details";
viewSection.Label = "Details";
viewSection.ShowLabel = false;
viewSection.CssClass = "";
viewSection.Collapsed = false;
viewSection.TabOrder = "left-right";
viewSection.Weight = 1;
viewSection.Rows = new List <InputRecordViewRow>();
#region << Row >>
viewRow = new InputRecordViewRow();
viewRow.Id = Guid.NewGuid();
viewRow.Weight = 1;
viewRow.Columns = new List <InputRecordViewColumn>();
#region << Column 1 >>
viewColumn = new InputRecordViewColumn();
viewColumn.GridColCount = 12;
viewColumn.Items = new List <InputRecordViewItemBase>();
#region << name >>
{
viewItem = new InputRecordViewFieldItem();
viewItem.EntityId = CUSTOMER_ENTITY_ID;
viewItem.EntityName = CUSTOMER_ENTITY_NAME;
viewItem.FieldId = createViewEntity.Fields.Single(x => x.Name == "name").Id;
viewItem.FieldName = "name";
viewItem.Type = "field";
viewColumn.Items.Add(viewItem);
}
#endregion
//Save column
viewRow.Columns.Add(viewColumn);
#endregion
//Save row
viewSection.Rows.Add(viewRow);
#endregion
//Save section
viewRegion.Sections.Add(viewSection);
#endregion
//Save region
createViewInput.Regions.Add(viewRegion);
#endregion
#region << relation options >>
createViewInput.RelationOptions = new List <EntityRelationOptionsItem>();
#endregion
#region << Sidebar >>
createViewInput.Sidebar = new InputRecordViewSidebar();
createViewInput.Sidebar.CssClass = "";
createViewInput.Sidebar.Render = true;
createViewInput.Sidebar.Render = true;
createViewInput.Sidebar.Items = new List <InputRecordViewSidebarItemBase>();
#endregion
#region << action items >>
createViewInput.ActionItems = new List <ActionItem>();
var actionItem = new ActionItem();
{
actionItem = new ActionItem();
actionItem.Name = "wv_record_delete";
actionItem.Menu = "page-title-dropdown";
actionItem.Weight = 1;
actionItem.Template = "" +
@"<a href=""javascript:void(0)"" confirmed-click=""ngCtrl.deleteRecord(ngCtrl)"" ng-confirm-click=""Are you sure?""
ng-if=""::ngCtrl.userHasRecordPermissions('canDelete')"">
<i class=""fa fa-trash go-red""></i> Delete Record
</a>" ;
createViewInput.ActionItems.Add(actionItem);
}
{
actionItem = new ActionItem();
actionItem.Name = "wv_back_button";
actionItem.Menu = "sidebar-top";
actionItem.Weight = 1;
actionItem.Template = "" +
@"<a class=""back clearfix"" href=""javascript:void(0)"" ng-click=""sidebarData.goBack()""><i class=""fa fa-fw fa-arrow-left""></i> <span class=""text"">Back</span></a>";
createViewInput.ActionItems.Add(actionItem);
}
#endregion
{
var response = entMan.CreateRecordView(CUSTOMER_ENTITY_ID, createViewInput);
if (!response.Success)
{
throw new Exception("System error 10060. Entity: " + CUSTOMER_ENTITY_NAME + " Updated view: admin_details" + " Message:" + response.Message);
}
}
}
#endregion
#region << View name: admin_create >>
{
var createViewEntity = entMan.ReadEntity(CUSTOMER_ENTITY_ID).Object;
var createViewInput = new InputRecordView();
var viewRegion = new InputRecordViewRegion();
var viewSection = new InputRecordViewSection();
var viewRow = new InputRecordViewRow();
var viewColumn = new InputRecordViewColumn();
var viewItem = new InputRecordViewFieldItem();
#region << details >>
createViewInput.Id = new Guid("93043954-ae70-41a3-b4b7-665531a23a76");
createViewInput.Type = "create";
createViewInput.Name = "admin_create";
createViewInput.Label = "Create customer";
createViewInput.Default = false;
createViewInput.System = false;
createViewInput.Weight = 25;
createViewInput.CssClass = null;
createViewInput.IconName = "building-o";
createViewInput.DynamicHtmlTemplate = null;
createViewInput.DataSourceUrl = null;
createViewInput.ServiceCode = null;
createViewInput.Regions = new List <InputRecordViewRegion>();
#endregion
#region << Header Region >>
viewRegion = new InputRecordViewRegion();
viewRegion.Name = "header";
viewRegion.Label = "Header";
viewRegion.Render = true;
viewRegion.Weight = 1;
viewRegion.CssClass = "";
viewRegion.Sections = new List <InputRecordViewSection>();
#region << Section >>
viewSection = new InputRecordViewSection();
viewSection.Id = Guid.NewGuid();
viewSection.Name = "details";
viewSection.Label = "Details";
viewSection.ShowLabel = false;
viewSection.CssClass = "";
viewSection.Collapsed = false;
viewSection.TabOrder = "left-right";
viewSection.Weight = 1;
viewSection.Rows = new List <InputRecordViewRow>();
#region << Row >>
viewRow = new InputRecordViewRow();
viewRow.Id = Guid.NewGuid();
viewRow.Weight = 1;
viewRow.Columns = new List <InputRecordViewColumn>();
#region << Column 1 >>
viewColumn = new InputRecordViewColumn();
viewColumn.GridColCount = 12;
viewColumn.Items = new List <InputRecordViewItemBase>();
#region << name >>
{
viewItem = new InputRecordViewFieldItem();
viewItem.EntityId = CUSTOMER_ENTITY_ID;
viewItem.EntityName = CUSTOMER_ENTITY_NAME;
viewItem.FieldId = createViewEntity.Fields.Single(x => x.Name == "name").Id;
viewItem.FieldName = "name";
viewItem.Type = "field";
viewColumn.Items.Add(viewItem);
}
#endregion
//Save column
viewRow.Columns.Add(viewColumn);
#endregion
//Save row
viewSection.Rows.Add(viewRow);
#endregion
//Save section
viewRegion.Sections.Add(viewSection);
#endregion
//Save region
createViewInput.Regions.Add(viewRegion);
#endregion
#region << relation options >>
createViewInput.RelationOptions = new List <EntityRelationOptionsItem>();
#endregion
#region << Sidebar >>
createViewInput.Sidebar = new InputRecordViewSidebar();
createViewInput.Sidebar.CssClass = "";
createViewInput.Sidebar.Render = true;
createViewInput.Sidebar.Render = true;
createViewInput.Sidebar.Items = new List <InputRecordViewSidebarItemBase>();
#endregion
#region << action items >>
createViewInput.ActionItems = new List <ActionItem>();
var actionItem = new ActionItem();
{
actionItem = new ActionItem();
actionItem.Name = "wv_create_and_list";
actionItem.Menu = "create-bottom";
actionItem.Weight = 1;
actionItem.Template = "" +
@"<a class=""btn btn-primary"" ng-click='ngCtrl.create(""default"")' ng-if=""ngCtrl.createViewRegion != null"">Create</a>";
createViewInput.ActionItems.Add(actionItem);
}
{
actionItem = new ActionItem();
actionItem.Name = "wv_create_and_details";
actionItem.Menu = "create-bottom";
actionItem.Weight = 2;
actionItem.Template = "" +
@"<a class=""btn btn-default btn-outline"" ng-click='ngCtrl.create(""details"")' ng-if=""ngCtrl.createViewRegion != null"">Create & Details</a>";
createViewInput.ActionItems.Add(actionItem);
}
{
actionItem = new ActionItem();
actionItem.Name = "wv_create_cancel";
actionItem.Menu = "create-bottom";
actionItem.Weight = 3;
actionItem.Template = "" +
@"<a class=""btn btn-default btn-outline"" ng-click=""ngCtrl.cancel()"">Cancel</a>";
createViewInput.ActionItems.Add(actionItem);
}
{
actionItem = new ActionItem();
actionItem.Name = "wv_back_button";
actionItem.Menu = "sidebar-top";
actionItem.Weight = 1;
actionItem.Template = "" +
@"<a class=""back clearfix"" href=""javascript:void(0)"" ng-click=""sidebarData.goBack()""><i class=""fa fa-fw fa-arrow-left""></i> <span class=""text"">Back</span></a>";
createViewInput.ActionItems.Add(actionItem);
}
#endregion
{
var response = entMan.CreateRecordView(CUSTOMER_ENTITY_ID, createViewInput);
if (!response.Success)
{
throw new Exception("System error 10060. Entity: " + CUSTOMER_ENTITY_NAME + " Updated view: admin_create" + " Message:" + response.Message);
}
}
}
#endregion
#region << List name: admin >>
{
var createListEntity = entMan.ReadEntity(CUSTOMER_ENTITY_ID).Object;
var createListInput = new InputRecordList();
var listItem = new InputRecordListFieldItem();
var listSort = new InputRecordListSort();
var listQuery = new InputRecordListQuery();
#region << details >>
createListInput.Id = new Guid("ff15f200-8e68-4683-8576-4c8244405ca9");
createListInput.Type = "hidden";
createListInput.Name = "admin";
createListInput.Label = "Customers";
createListInput.Weight = 11;
createListInput.Default = false;
createListInput.System = true;
createListInput.CssClass = null;
createListInput.IconName = "building-o";
createListInput.VisibleColumnsCount = 7;
createListInput.ColumnWidthsCSV = null;
createListInput.PageSize = 10;
createListInput.DynamicHtmlTemplate = null;
createListInput.DataSourceUrl = null;
createListInput.ServiceCode = null;
#endregion
#region << action items >>
createListInput.ActionItems = new List <ActionItem>();
var actionItem = new ActionItem();
{
actionItem = new ActionItem();
actionItem.Name = "wv_record_details";
actionItem.Menu = "record-row";
actionItem.Weight = 1;
actionItem.Template = "" +
@"<a class=""btn btn-default btn-outline"" ng-href=""{{::ngCtrl.getRecordDetailsUrl(record, ngCtrl)}}"">
<i class=""fa fa-fw fa-eye""></i>
</a>" ;
createListInput.ActionItems.Add(actionItem);
}
{
actionItem = new ActionItem();
actionItem.Name = "wv_create_record";
actionItem.Menu = "page-title";
actionItem.Weight = 1;
actionItem.Template = "" +
@"<a class=""btn btn-default btn-outline hidden-xs"" ng-show=""::ngCtrl.userHasRecordPermissions('canCreate')""
ng-href=""{{::ngCtrl.getRecordCreateUrl(ngCtrl)}}"">
<i class=""fa fa-fw fa-plus""></i> Add New
</a>";
createListInput.ActionItems.Add(actionItem);
}
#endregion
#region << Columns >>
createListInput.Columns = new List <InputRecordListItemBase>();
#region << name >>
{
var fieldName = "name";
listItem = new InputRecordListFieldItem();
listItem.EntityId = CUSTOMER_ENTITY_ID;
listItem.EntityName = CUSTOMER_ENTITY_NAME;
listItem.FieldId = createListEntity.Fields.Single(x => x.Name == fieldName).Id;
listItem.FieldName = fieldName;
listItem.Type = "field";
createListInput.Columns.Add(listItem);
}
#endregion
#endregion
#region << relation options >>
createListInput.RelationOptions = new List <EntityRelationOptionsItem>();
#endregion
#region << query >>
listQuery = new InputRecordListQuery();
#endregion
#region << Sort >>
listSort = new InputRecordListSort();
#endregion
{
var response = entMan.CreateRecordList(CUSTOMER_ENTITY_ID, createListInput);
if (!response.Success)
{
throw new Exception("System error 10060. Entity: " + CUSTOMER_ENTITY_NAME + " Updated List: admin" + " Message:" + response.Message);
}
}
}
#endregion
#region << area add subscription: CRM Admin -> Customer >>
{
var updatedAreaId = CRM_ADMIN_AREA_ID;
var updateAreaResult = Helpers.UpsertEntityAsAreaSubscription(entMan, recMan, updatedAreaId, CUSTOMER_ENTITY_NAME, "admin_details", "admin_create", "admin");
if (!updateAreaResult.Success)
{
throw new Exception("System error 10060. Area update with id : " + updatedAreaId + " Message:" + updateAreaResult.Message);
}
}
#endregion
#region << customer lookup list >>
{
var updateListEntity = entMan.ReadEntity(CUSTOMER_ENTITY_ID).Object;
var updateList = updateListEntity.RecordLists.Single(x => x.Name == "lookup");
var updateListInput = new InputRecordList();
var listItem = new InputRecordListFieldItem();
var listSort = new InputRecordListSort();
var listQuery = new InputRecordListQuery();
//Convert recordList to recordListInput
updateListInput = updateList.DynamicMapTo <InputRecordList>();
//General list details
//updateListInput.IconName = "";
//Fields
#region << name >>
listItem = new InputRecordListFieldItem();
listItem.EntityId = CUSTOMER_ENTITY_ID;
listItem.EntityName = "customer";
listItem.FieldId = updateListEntity.Fields.Single(x => x.Name == "name").Id;
listItem.FieldName = "name";
listItem.Type = "field";
updateListInput.Columns.Add(listItem);
#endregion
//Query
#region << query descr >>
listQuery = new InputRecordListQuery();
#endregion
//Sort
#region << Sort >>
listSort = new InputRecordListSort();
listSort.FieldName = "name";
listSort.SortType = "ascending";
updateListInput.Sorts.Add(listSort);
#endregion
{
var responseObject = entMan.UpdateRecordList(CUSTOMER_ENTITY_ID, updateListInput);
if (!responseObject.Success)
{
throw new Exception("System error 10060. Entity: " + "user" + " Updated List: list_name" + " Message:" + responseObject.Message);
}
}
}
#endregion
if (createSampleRecords)
{
#region << Create Sample Customer >>
{
var sampleRecord = new EntityRecord();
sampleRecord["id"] = new Guid("fb06213f-7632-495b-bb8d-ed5ff07dc515");
sampleRecord["name"] = "Buckley Miller & Wright";
var createSampleRecordResult = recMan.CreateRecord(CUSTOMER_ENTITY_NAME, sampleRecord);
if (!createSampleRecordResult.Success)
{
throw new Exception("System error 10060. Create sample record. Message:" + createSampleRecordResult.Message);
}
}
#endregion
#region << Create Sample Customer User >>
{
var sampleRecord = new EntityRecord();
sampleRecord["id"] = new Guid("307fe376-a1c6-495e-a7c0-2a78797565f2");
sampleRecord["first_name"] = "Sample";
sampleRecord["last_name"] = "Customer";
sampleRecord["username"] = "******";
sampleRecord["email"] = "*****@*****.**";
sampleRecord["password"] = "******";
sampleRecord["enabled"] = true;
sampleRecord["verified"] = true;
sampleRecord["image"] = "/plugins/webvella-core/assets/avatar-deep-purple.png";
var createSampleRecordResult = recMan.CreateRecord(SystemIds.UserEntityId, sampleRecord);
if (!createSampleRecordResult.Success)
{
throw new Exception("System error 10060. Create sample customer record. Message:" + createSampleRecordResult.Message);
}
}
#endregion
#region << Create Sample User Role>>
{
var sampleRecord = new EntityRecord();
sampleRecord["id"] = new Guid("27745245-09bd-4adb-8831-3870bcae46fe");
sampleRecord["name"] = "crm_customer";
sampleRecord["description"] = "Sample Customer role for CRM application";
var createSampleRecordResult = recMan.CreateRecord(SystemIds.RoleEntityId, sampleRecord);
if (!createSampleRecordResult.Success)
{
throw new Exception("System error 10060. Create sample role record. Message:" + createSampleRecordResult.Message);
}
}
#endregion
#region << Create relation between sample customer and role >>
{
var createRelationNtoNResponse = recMan.CreateRelationManyToManyRecord(new Guid("0c4b119e-1d7b-4b40-8d2c-9e447cc656ab"), new Guid("27745245-09bd-4adb-8831-3870bcae46fe"), new Guid("307fe376-a1c6-495e-a7c0-2a78797565f2"));
if (!createRelationNtoNResponse.Success)
{
throw new Exception("Could not create item image relation" + createRelationNtoNResponse.Message);
}
}
#endregion
#region << Create relation between sample customer and regular role >>
{
var createRelationNtoNResponse = recMan.CreateRelationManyToManyRecord(new Guid("0c4b119e-1d7b-4b40-8d2c-9e447cc656ab"), new Guid("f16ec6db-626d-4c27-8de0-3e7ce542c55f"), new Guid("307fe376-a1c6-495e-a7c0-2a78797565f2"));
if (!createRelationNtoNResponse.Success)
{
throw new Exception("Could not create item image relation" + createRelationNtoNResponse.Message);
}
}
#endregion
}
}
#endregion
#region << 4. Save needed changes to the plugin setting data >>
{
string json = JsonConvert.SerializeObject(currentPluginSettings);
var settingsEntityRecord = new EntityRecord();
settingsEntityRecord["id"] = WEBVELLA_CRM_PLUGIN_ID;
settingsEntityRecord["name"] = WEBVELLA_CRM_PLUGIN_NAME;
settingsEntityRecord["data"] = json;
var settingsUpdateReponse = recMan.UpdateRecord("plugin_data", settingsEntityRecord);
if (!settingsUpdateReponse.Success)
{
throw new Exception("plugin 'webvella-project' failed to update its settings in the database due to: " + pluginDataQueryResponse.Message);
}
}
#endregion
connection.CommitTransaction();
}
catch (Exception ex)
{
connection.RollbackTransaction();
throw ex;
}
}
}
}
public void EnsureCurrencyDataFeedDoesNotMarkIsCurrencyDataFeedForExistantSubscriptions()
{
const int quantity = 100;
const decimal conversionRate = 1 / 100m;
var cash = new Cash("JPY", quantity, conversionRate);
var cashBook = new CashBook();
cashBook.Add("JPY", cash);
var subscriptions = new SubscriptionManager(TimeKeeper);
var securities = new SecurityManager(TimeKeeper);
securities.Add(Symbols.USDJPY, new Security(SecurityExchangeHours, subscriptions.Add(Symbols.USDJPY, Resolution.Minute, TimeZone, TimeZone), new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency)));
cash.EnsureCurrencyDataFeed(securities, subscriptions, MarketHoursDatabase.AlwaysOpen, SymbolPropertiesDatabase.FromDataFolder(), MarketMap, cashBook);
var config = subscriptions.Subscriptions.Single(x => x.Symbol == Symbols.USDJPY);
Assert.IsFalse(config.IsInternalFeed);
}
public void UpdateModifiesConversionRate()
{
const int quantity = 100;
const decimal conversionRate = 1 / 100m;
var cash = new Cash("GBP", quantity, conversionRate);
var cashBook = new CashBook();
cashBook.Add("GBP", cash);
var subscriptions = new SubscriptionManager(TimeKeeper);
var securities = new SecurityManager(TimeKeeper);
securities.Add(Symbols.GBPUSD, new Security(SecurityExchangeHours, subscriptions.Add(Symbols.GBPUSD, Resolution.Minute, TimeZone, TimeZone), new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency)));
// we need to get subscription index
cash.EnsureCurrencyDataFeed(securities, subscriptions, MarketHoursDatabase.AlwaysOpen, SymbolPropertiesDatabase.FromDataFolder(), MarketMap, cashBook);
var last = 1.5m;
cash.Update(new Tick(DateTime.Now, Symbols.GBPUSD, last, last * 1.009m, last * 0.009m));
// jpy is inverted, so compare on the inverse
Assert.AreEqual(last, cash.ConversionRate);
}
public void ForexCashFills()
{
// this test asserts the portfolio behaves according to the Test_Cash algo, but for a Forex security,
// see TestData\CashTestingStrategy.csv; also "https://www.dropbox.com/s/oiliumoyqqj1ovl/2013-cash.csv?dl=1"
const string fillsFile = "TestData\\test_forex_fills.xml";
const string equityFile = "TestData\\test_forex_equity.xml";
const string mchQuantityFile = "TestData\\test_forex_fills_mch_quantity.xml";
const string jwbQuantityFile = "TestData\\test_forex_fills_jwb_quantity.xml";
var fills = XDocument.Load(fillsFile).Descendants("OrderEvent").Select(x => new OrderEvent(
x.Get<int>("OrderId"),
SymbolMap[x.Get<string>("Symbol")],
DateTime.MinValue,
x.Get<OrderStatus>("Status"),
x.Get<int>("FillQuantity") < 0 ? OrderDirection.Sell
: x.Get<int>("FillQuantity") > 0 ? OrderDirection.Buy
: OrderDirection.Hold,
x.Get<decimal>("FillPrice"),
x.Get<int>("FillQuantity"),
0)
).ToList();
var equity = XDocument.Load(equityFile).Descendants("decimal")
.Select(x => decimal.Parse(x.Value, CultureInfo.InvariantCulture))
.ToList();
var mchQuantity = XDocument.Load(mchQuantityFile).Descendants("decimal")
.Select(x => decimal.Parse(x.Value, CultureInfo.InvariantCulture))
.ToList();
var jwbQuantity = XDocument.Load(jwbQuantityFile).Descendants("decimal")
.Select(x => decimal.Parse(x.Value, CultureInfo.InvariantCulture))
.ToList();
Assert.AreEqual(fills.Count + 1, equity.Count);
// we're going to process fills and very our equity after each fill
var subscriptions = new SubscriptionManager(TimeKeeper);
var securities = new SecurityManager(TimeKeeper);
var transactions = new SecurityTransactionManager(securities);
var portfolio = new SecurityPortfolioManager(securities, transactions);
portfolio.SetCash(equity[0]);
portfolio.CashBook.Add("MCH", mchQuantity[0], 0);
portfolio.CashBook.Add("JWB", jwbQuantity[0], 0);
var jwbCash = portfolio.CashBook["JWB"];
var mchCash = portfolio.CashBook["MCH"];
var usdCash = portfolio.CashBook["USD"];
var mchJwbSecurity = new QuantConnect.Securities.Forex.Forex(SecurityExchangeHours, jwbCash, subscriptions.Add(MCHJWB, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork), SymbolProperties.GetDefault(jwbCash.Symbol));
mchJwbSecurity.SetLeverage(10m);
var mchUsdSecurity = new QuantConnect.Securities.Forex.Forex(SecurityExchangeHours, usdCash, subscriptions.Add(MCHUSD, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork), SymbolProperties.GetDefault(usdCash.Symbol));
mchUsdSecurity.SetLeverage(10m);
var usdJwbSecurity = new QuantConnect.Securities.Forex.Forex(SecurityExchangeHours, mchCash, subscriptions.Add(USDJWB, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork), SymbolProperties.GetDefault(mchCash.Symbol));
usdJwbSecurity.SetLeverage(10m);
// no fee model
mchJwbSecurity.TransactionModel = new SecurityTransactionModel();
mchUsdSecurity.TransactionModel = new SecurityTransactionModel();
usdJwbSecurity.TransactionModel = new SecurityTransactionModel();
securities.Add(mchJwbSecurity);
securities.Add(usdJwbSecurity);
securities.Add(mchUsdSecurity);
portfolio.CashBook.EnsureCurrencyDataFeeds(securities, subscriptions, MarketHoursDatabase.FromDataFolder(), SymbolPropertiesDatabase.FromDataFolder(), DefaultBrokerageModel.DefaultMarketMap);
for (int i = 0; i < fills.Count; i++)
{
// before processing the fill we must deduct the cost
var fill = fills[i];
var time = DateTime.Today.AddDays(i);
// the value of 'MCJWB' increments for each fill, the original test algo did this monthly
// the time doesn't really matter though
decimal mchJwb = i + 1;
decimal mchUsd = (i + 1)/(i + 2m);
decimal usdJwb = i + 2;
Assert.AreEqual((double)mchJwb, (double)(mchUsd*usdJwb), 1e-10);
//Console.WriteLine("Step: " + i + " -- MCHJWB: " + mchJwb);
jwbCash.Update(new IndicatorDataPoint(MCHJWB, time, mchJwb));
usdCash.Update(new IndicatorDataPoint(MCHUSD, time, mchUsd));
mchCash.Update(new IndicatorDataPoint(JWBUSD, time, usdJwb));
var updateData = new Dictionary<Security, BaseData>
{
{mchJwbSecurity, new IndicatorDataPoint(MCHJWB, time, mchJwb)},
{mchUsdSecurity, new IndicatorDataPoint(MCHUSD, time, mchUsd)},
{usdJwbSecurity, new IndicatorDataPoint(JWBUSD, time, usdJwb)}
};
foreach (var kvp in updateData)
{
kvp.Key.SetMarketPrice(kvp.Value);
}
portfolio.ProcessFill(fill);
//Console.WriteLine("-----------------------");
//Console.WriteLine(fill);
//Console.WriteLine("Post step: " + i);
//foreach (var cash in portfolio.CashBook)
//{
// Console.WriteLine(cash.Value);
//}
//Console.WriteLine("CashValue: " + portfolio.CashBook.TotalValueInAccountCurrency);
Console.WriteLine(i + 1 + " " + portfolio.TotalPortfolioValue.ToString("C"));
//Assert.AreEqual((double) equity[i + 1], (double)portfolio.TotalPortfolioValue, 2e-2);
Assert.AreEqual((double) mchQuantity[i + 1], (double)portfolio.CashBook["MCH"].Amount);
Assert.AreEqual((double) jwbQuantity[i + 1], (double)portfolio.CashBook["JWB"].Amount);
//Console.WriteLine();
//Console.WriteLine();
}
}
public void MarginComputesProperlyWithMultipleSecurities()
{
var securities = new SecurityManager(TimeKeeper);
var transactions = new SecurityTransactionManager(securities);
var orderProcessor = new OrderProcessor();
transactions.SetOrderProcessor(orderProcessor);
var portfolio = new SecurityPortfolioManager(securities, transactions);
portfolio.CashBook["USD"].SetAmount(1000);
portfolio.CashBook.Add("EUR", 1000, 1.1m);
portfolio.CashBook.Add("GBP", -1000, 2.0m);
var eurCash = portfolio.CashBook["EUR"];
var gbpCash = portfolio.CashBook["GBP"];
var usdCash = portfolio.CashBook["USD"];
var time = DateTime.Now;
var config1 = CreateTradeBarDataConfig(SecurityType.Equity, Symbols.AAPL);
securities.Add(new Security(SecurityExchangeHours, config1, new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency)));
securities[Symbols.AAPL].SetLeverage(2m);
securities[Symbols.AAPL].Holdings.SetHoldings(100, 100);
securities[Symbols.AAPL].SetMarketPrice(new TradeBar{Time = time, Value = 100});
//Console.WriteLine("AAPL TMU: " + securities[Symbols.AAPL].MarginModel.GetMaintenanceMargin(securities[Symbols.AAPL]));
//Console.WriteLine("AAPL Value: " + securities[Symbols.AAPL].Holdings.HoldingsValue);
//Console.WriteLine();
var config2 = CreateTradeBarDataConfig(SecurityType.Forex, Symbols.EURUSD);
securities.Add(new QuantConnect.Securities.Forex.Forex(SecurityExchangeHours, usdCash, config2, SymbolProperties.GetDefault(CashBook.AccountCurrency)));
securities[Symbols.EURUSD].SetLeverage(100m);
securities[Symbols.EURUSD].Holdings.SetHoldings(1.1m, 1000);
securities[Symbols.EURUSD].SetMarketPrice(new TradeBar { Time = time, Value = 1.1m });
//Console.WriteLine("EURUSD TMU: " + securities[Symbols.EURUSD].MarginModel.GetMaintenanceMargin(securities[Symbols.EURUSD]));
//Console.WriteLine("EURUSD Value: " + securities[Symbols.EURUSD].Holdings.HoldingsValue);
//Console.WriteLine();
var config3 = CreateTradeBarDataConfig(SecurityType.Forex, Symbols.EURGBP);
securities.Add(new QuantConnect.Securities.Forex.Forex(SecurityExchangeHours, gbpCash, config3, SymbolProperties.GetDefault(gbpCash.Symbol)));
securities[Symbols.EURGBP].SetLeverage(100m);
securities[Symbols.EURGBP].Holdings.SetHoldings(1m, 1000);
securities[Symbols.EURGBP].SetMarketPrice(new TradeBar { Time = time, Value = 1m });
//Console.WriteLine("EURGBP TMU: " + securities[Symbols.EURGBP].MarginModel.GetMaintenanceMargin(securities[Symbols.EURGBP]));
//Console.WriteLine("EURGBP Value: " + securities[Symbols.EURGBP].Holdings.HoldingsValue);
//Console.WriteLine();
//Console.WriteLine(portfolio.CashBook["USD"]);
//Console.WriteLine(portfolio.CashBook["EUR"]);
//Console.WriteLine(portfolio.CashBook["GBP"]);
//Console.WriteLine("CashBook: " + portfolio.CashBook.TotalValueInAccountCurrency);
//Console.WriteLine();
//Console.WriteLine("Total Margin Used: " + portfolio.TotalMarginUsed);
//Console.WriteLine("Total Free Margin: " + portfolio.MarginRemaining);
//Console.WriteLine("Total Portfolio Value: " + portfolio.TotalPortfolioValue);
var acceptedOrder = new MarketOrder(Symbols.AAPL, 101, DateTime.Now) { Price = 100 };
orderProcessor.AddOrder(acceptedOrder);
var request = new SubmitOrderRequest(OrderType.Market, acceptedOrder.SecurityType, acceptedOrder.Symbol, acceptedOrder.Quantity, 0, 0, acceptedOrder.Time, null);
request.SetOrderId(0);
orderProcessor.AddTicket(new OrderTicket(null, request));
var sufficientCapital = transactions.GetSufficientCapitalForOrder(portfolio, acceptedOrder);
Assert.IsTrue(sufficientCapital);
var rejectedOrder = new MarketOrder(Symbols.AAPL, 102, DateTime.Now) { Price = 100 };
sufficientCapital = transactions.GetSufficientCapitalForOrder(portfolio, rejectedOrder);
Assert.IsFalse(sufficientCapital);
}
public void ForexFillUpdatesCashCorrectly()
{
var securities = new SecurityManager(TimeKeeper);
var transactions = new SecurityTransactionManager(securities);
var portfolio = new SecurityPortfolioManager(securities, transactions);
portfolio.SetCash(1000);
portfolio.CashBook.Add("EUR", 0, 1.1000m);
securities.Add(Symbols.EURUSD, new QuantConnect.Securities.Forex.Forex(SecurityExchangeHours, portfolio.CashBook["USD"], CreateTradeBarDataConfig(SecurityType.Forex, Symbols.EURUSD), SymbolProperties.GetDefault(CashBook.AccountCurrency)));
var security = securities[Symbols.EURUSD];
Assert.AreEqual(0, security.Holdings.Quantity);
Assert.AreEqual(1000, portfolio.Cash);
var orderFee = security.FeeModel.GetOrderFee(security, new MarketOrder(Symbols.EURUSD, 100, DateTime.MinValue));
var fill = new OrderEvent(1, Symbols.EURUSD, DateTime.MinValue, OrderStatus.Filled, OrderDirection.Buy, 1.1000m, 100, orderFee);
portfolio.ProcessFill(fill);
Assert.AreEqual(100, security.Holdings.Quantity);
Assert.AreEqual(998, portfolio.Cash);
Assert.AreEqual(100, portfolio.CashBook["EUR"].Amount);
Assert.AreEqual(888, portfolio.CashBook["USD"].Amount);
}
static bool ProcessInstruction(string[] args, ref int i)
{
for (; i < args.Length; i++)
{
switch (args [i])
{
case "-q":
case "-quiet":
PolicyChangesConfirmation = false;
break;
case "-f":
case "-force":
forcePolicyChanges = true;
break;
case "-?":
case "/?":
case "-h":
case "-help":
Help();
break;
case "-a":
case "-all":
policyLevelDefault = false;
Levels.Clear();
Levels.Add(Enterprise);
Levels.Add(Machine);
Levels.Add(User);
break;
case "-ca":
case "-customall":
policyLevelDefault = false;
Levels.Clear();
Levels.Add(Enterprise);
Levels.Add(Machine);
Levels.Add(SecurityManager.LoadPolicyLevelFromFile(args [++i], PolicyLevelType.User));
break;
case "-cu":
case "-customuser":
policyLevelDefault = false;
Levels.Clear();
Levels.Add(SecurityManager.LoadPolicyLevelFromFile(args [++i], PolicyLevelType.User));
break;
case "-en":
case "-entreprise":
policyLevelDefault = false;
Levels.Clear();
Levels.Add(Enterprise);
break;
case "-m":
case "-machine":
policyLevelDefault = false;
Levels.Clear();
Levels.Add(Machine);
break;
case "-u":
case "-user":
policyLevelDefault = false;
Levels.Clear();
Levels.Add(User);
break;
case "-lg":
case "-listgroups":
ListCodeGroups();
break;
case "-ld":
case "-listdescription":
ListDescriptions();
break;
case "-lp":
case "-listpset":
ListPermissionSets();
break;
case "-lf":
case "-listfulltrust":
ListFullTrust();
break;
case "-l":
case "-list":
ListCodeGroups();
Console.WriteLine();
ListPermissionSets();
Console.WriteLine();
ListFullTrust();
break;
case "-rsg":
case "-resolvegroup":
if (!ResolveGroup(args [++i]))
{
return(false);
}
break;
case "-rsp":
case "-resolveperm":
if (!ResolvePermissions(args [++i]))
{
return(false);
}
break;
case "-ap":
case "-addpset":
if (!AddPermissionSet(args, ref i))
{
return(false);
}
break;
case "-cp":
case "-chgpset":
if (!ChangePermissionSet(args, ref i))
{
return(false);
}
break;
case "-rp":
case "-rempset":
if (!RemovePermissionSet(args [++i]))
{
return(false);
}
break;
case "-af":
case "-addfulltrust":
if (!AddFullTrust(args [++i]))
{
return(false);
}
break;
case "-rf":
case "-remfulltrust":
if (!RemoveFullTrust(args [++i]))
{
return(false);
}
break;
case "-ag":
case "-addgroup":
if (!AddCodeGroup(args, ref i))
{
return(false);
}
break;
case "-cg":
case "-chggroup":
if (!ChangeCodeGroup(args, ref i))
{
return(false);
}
break;
case "-rg":
case "-remgroup":
if (!RemoveCodeGroup(args [++i]))
{
return(false);
}
break;
case "-r":
case "-recover":
Recover();
break;
case "-rs":
case "-reset":
if (!Reset())
{
return(false);
}
break;
case "-s":
case "-security":
if (!Security(args [++i]))
{
return(false);
}
break;
case "-e":
case "-execution":
if (!Execution(args [++i]))
{
return(false);
}
break;
case "-b":
case "-buildcache":
if (!BuildCache())
{
return(false);
}
break;
case "-pp":
case "-polchgprompt":
if (!PolicyChangePrompt(args [++i]))
{
return(false);
}
break;
default:
Console.WriteLine("*** unknown argument {0} ***", args [i]);
return(false);
}
Console.WriteLine();
}
return(true);
}
public void FromXml(SecurityElement element)
{
if (element == null)
{
throw new ArgumentNullException("element");
}
if (String.Compare(element.Tag, "ApplicationTrust", StringComparison.Ordinal) != 0)
{
throw new ArgumentException(Environment.GetResourceString("Argument_InvalidXML"));
}
#if FEATURE_CLICKONCE
m_appTrustedToRun = false;
string isAppTrustedToRun = element.Attribute("TrustedToRun");
if (isAppTrustedToRun != null && String.Compare(isAppTrustedToRun, "true", StringComparison.Ordinal) == 0)
{
m_appTrustedToRun = true;
}
m_persist = false;
string persist = element.Attribute("Persist");
if (persist != null && String.Compare(persist, "true", StringComparison.Ordinal) == 0)
{
m_persist = true;
}
m_appId = null;
string fullName = element.Attribute("FullName");
if (fullName != null && fullName.Length > 0)
{
m_appId = new ApplicationIdentity(fullName);
}
#endif // FEATURE_CLICKONCE
m_psDefaultGrant = null;
m_grantSetSpecialFlags = 0;
SecurityElement elDefaultGrant = element.SearchForChildByTag("DefaultGrant");
if (elDefaultGrant != null)
{
SecurityElement elDefaultGrantPS = elDefaultGrant.SearchForChildByTag("PolicyStatement");
if (elDefaultGrantPS != null)
{
PolicyStatement ps = new PolicyStatement(null);
ps.FromXml(elDefaultGrantPS);
m_psDefaultGrant = ps;
m_grantSetSpecialFlags = SecurityManager.GetSpecialFlags(ps.PermissionSet, null);
}
}
List <StrongName> fullTrustAssemblies = new List <StrongName>();
SecurityElement elFullTrustAssemblies = element.SearchForChildByTag("FullTrustAssemblies");
if (elFullTrustAssemblies != null && elFullTrustAssemblies.InternalChildren != null)
{
IEnumerator enumerator = elFullTrustAssemblies.Children.GetEnumerator();
while (enumerator.MoveNext())
{
StrongName fullTrustAssembly = new StrongName();
fullTrustAssembly.FromXml(enumerator.Current as SecurityElement);
fullTrustAssemblies.Add(fullTrustAssembly);
}
}
m_fullTrustAssemblies = fullTrustAssemblies.AsReadOnly();
#if FEATURE_CLICKONCE
m_elExtraInfo = element.SearchForChildByTag("ExtraInfo");
#endif // FEATURE_CLICKONCE
}
public virtual Security CreateSecurity(Symbol symbol, IAlgorithm algorithm, MarketHoursDatabase marketHoursDatabase, SymbolPropertiesDatabase symbolPropertiesDatabase)
{
return(SecurityManager.CreateSecurity(algorithm.Portfolio, algorithm.SubscriptionManager, marketHoursDatabase, symbolPropertiesDatabase,
SecurityInitializer, symbol, UniverseSettings.Resolution, UniverseSettings.FillForward, UniverseSettings.Leverage,
UniverseSettings.ExtendedMarketHours, false, false, symbol.ID.SecurityType == SecurityType.Option));
}
public void TestBasicFeaturesWithOptionsFutures()
{
var securities = new SecurityManager(TimeKeeper);
var marketHoursDatabase = MarketHoursDatabase.FromDataFolder();
securities.Add(
Symbols.SPY,
new Security(
SecurityExchangeHours,
CreateTradeBarDataConfig(SecurityType.Equity, Symbols.SPY),
new Cash(Currencies.USD, 0, 1m),
SymbolProperties.GetDefault(Currencies.USD),
ErrorCurrencyConverter.Instance
)
);
securities[Symbols.SPY].SetMarketPrice(new TradeBar { Time = securities.UtcTime, Symbol = Symbols.SPY, Close = 195 });
var option1 = Symbol.CreateOption("SPY", Market.USA, OptionStyle.American, OptionRight.Call, 192m, new DateTime(2016, 02, 16));
securities.Add(
option1,
new Option(
SecurityExchangeHours,
CreateTradeBarDataConfig(SecurityType.Option, option1),
new Cash(Currencies.USD, 0, 1m),
new OptionSymbolProperties(SymbolProperties.GetDefault(Currencies.USD)),
ErrorCurrencyConverter.Instance
)
);
var option2 = Symbol.CreateOption("SPY", Market.USA, OptionStyle.American, OptionRight.Call, 193m, new DateTime(2016, 03, 19));
securities.Add(
option2,
new Option(
SecurityExchangeHours,
CreateTradeBarDataConfig(SecurityType.Option, option2),
new Cash(Currencies.USD, 0, 1m),
new OptionSymbolProperties(SymbolProperties.GetDefault(Currencies.USD)),
ErrorCurrencyConverter.Instance
)
);
var future1= Symbol.CreateFuture("ES", Market.USA, new DateTime(2016, 02, 16));
securities.Add(
future1,
new Future(
SecurityExchangeHours,
CreateTradeBarDataConfig(SecurityType.Future, future1),
new Cash(Currencies.USD, 0, 1m),
new OptionSymbolProperties(SymbolProperties.GetDefault(Currencies.USD)),
ErrorCurrencyConverter.Instance
)
);
var future2 = Symbol.CreateFuture("ES", Market.USA, new DateTime(2016, 02, 19));
securities.Add(
future2,
new Future(
SecurityExchangeHours,
CreateTradeBarDataConfig(SecurityType.Future, future2),
new Cash(Currencies.USD, 0, 1m),
new OptionSymbolProperties(SymbolProperties.GetDefault(Currencies.USD)),
ErrorCurrencyConverter.Instance
)
);
var cal = new TradingCalendar(securities, marketHoursDatabase);
var optionDays = cal.GetDaysByType(TradingDayType.OptionExpiration, new DateTime(2016, 02, 16), new DateTime(2016, 03, 19)).Count();
Assert.AreEqual(2, optionDays);
var futureDays = cal.GetDaysByType(TradingDayType.OptionExpiration, new DateTime(2016, 02, 16), new DateTime(2016, 03, 19)).Count();
Assert.AreEqual(2, futureDays);
var days = cal.GetTradingDays(new DateTime(2016, 02, 16), new DateTime(2016, 03, 19));
var optionAndfutureDays = days.Where(x => x.FutureExpirations.Any() || x.OptionExpirations.Any()).Count();
Assert.AreEqual(3, optionAndfutureDays);
// why? because option1 and future1 expire in one day 2016-02-16. Lets have a look.
var day = cal.GetTradingDay(new DateTime(2016, 02, 16));
Assert.AreEqual(1, day.OptionExpirations.Count());
Assert.AreEqual(1, day.FutureExpirations.Count());
var businessDays = days.Where(x => x.BusinessDay).Count();
Assert.AreEqual(24, businessDays);
var weekends = days.Where(x => x.Weekend).Count();
Assert.AreEqual(9, weekends);
Assert.AreEqual(24 + 9, (new DateTime(2016, 03, 19) - new DateTime(2016, 02, 16)).TotalDays + 1 /*inclusive*/);
}
public string GetToken(string UserName, string PassWrod)
{
var request = HttpContext.Current.Request;
return(SecurityManager.GenerateToken(UserName, PassWrod, CommonManager.GetIP(request), request.UserAgent, Tools.ticks));
}
/// <summary>
/// Initializes a new instance of the <see cref="DateRules"/> helper class
/// </summary>
/// <param name="securities">The security manager</param>
public DateRules(SecurityManager securities)
{
_securities = securities;
}
public void cetakLaporan()
{
if ((int.Parse(dgHeaderBKK.SelectedCells[0].OwningRow.Cells["NPrint"].Value.ToString()) > 0) && (!SecurityManager.IsManager()))
{
if (!SecurityManager.AskPasswordManager())
{
return;
}
}
int i = 0;
double total = 0, jumlah;
string _Kepada, _NoBukti, _Tanggal, _Lampiran, _Kasir;
Guid _rowID = (Guid)dgHeaderBKK.SelectedCells[0].OwningRow.Cells["RowID"].Value;
_Kepada = dgHeaderBKK.SelectedCells[0].OwningRow.Cells["dari"].Value.ToString();
_NoBukti = dgHeaderBKK.SelectedCells[0].OwningRow.Cells["noBukti"].Value.ToString();
_Lampiran = dgHeaderBKK.SelectedCells[0].OwningRow.Cells["Lampiran"].Value.ToString();
_Tanggal = String.Format("{0:dd-MMM-yyyy}", dgHeaderBKK.SelectedCells[0].OwningRow.Cells["tglBukti"].Value);
_Kasir = dgHeaderBKK.SelectedCells[0].OwningRow.Cells["Kasir"].Value.ToString();
int rowNo = 0;
int no = 0;
int ttlData = dtBKKDetail.Rows.Count;
int hal = 1;
int ttlHal = 0;
int prevHal = hal;
if (ttlData % 10 > 0)
{
ttlHal = (ttlData / 10) + 1;
}
else
{
ttlHal = ttlData / 10;
}
try
{
BuildString lap = new BuildString();
//lap.Initialize();
//lap.PageLLine(33);
//lap.LeftMargin(1);
//lap.FontCPI(12);
//lap.LineSpacing("1/8");
//lap.DoubleWidth(true);
//lap.PROW(true, 1, "[BUKTI KAS KELUAR]");
//lap.DoubleWidth(false);
////lap.FontCondensed(true);
//lap.PROW(true, 1, lap.PrintTopLeftCorner() + lap.PrintHorizontalLine(46) + lap.PrintTTOp()
// + lap.PrintHorizontalLine(46) + lap.PrintTopRightCorner());
//lap.PROW(true, 1, lap.PrintVerticalLine() + "Kepada : ".PadRight(46) +
// lap.PrintVerticalLine() + ("Nomor : " + _NoBukti).PadRight(46) + lap.PrintVerticalLine());
//lap.PROW(true, 1, lap.PrintVerticalLine() + _Kepada.PadRight(46) + lap.PrintVerticalLine() + ("Tanggal : " +
// _Tanggal).PadRight(30) +( "Hal : " + hal.ToString() +"/" + ttlHal.ToString()).PadRight(16) + lap.PrintVerticalLine());
//lap.PROW(true, 1, lap.PrintTLeft() + lap.PrintHorizontalLine(46) + lap.PrintTBottom()
// + lap.PrintHorizontalLine(46) + lap.PrintTRight());
//lap.PROW(true, 1, lap.PrintVerticalLine() + "No. Prk".PadRight(10) + lap.PadCenter(70, "URAIAN") + lap.SPACE(15) + lap.PrintVerticalLine());
//lap.PROW(true, 1, lap.PrintTLeft() + lap.PrintHorizontalLine(93) + lap.PrintTRight());
bool cetak = true;
foreach (DataRow dr in dtBKKDetail.Rows)
{
#region header
if (cetak)
{
lap.Initialize();
lap.PageLLine(33);
lap.LeftMargin(1);
lap.FontCPI(12);
lap.LineSpacing("1/6");
lap.DoubleWidth(true);
lap.PROW(true, 1, "[BUKTI KAS KELUAR]");
lap.DoubleWidth(false);
//lap.FontCondensed(true);
lap.PROW(true, 1, lap.PrintTopLeftCorner() + lap.PrintHorizontalLine(41) + lap.PrintTTOp()
+ lap.PrintHorizontalLine(41) + lap.PrintTopRightCorner());
lap.PROW(true, 1, lap.PrintVerticalLine() + "Kepada : ".PadRight(41) +
lap.PrintVerticalLine() + ("Nomor : " + _NoBukti).PadRight(41) + lap.PrintVerticalLine());
lap.PROW(true, 1, lap.PrintVerticalLine() + _Kepada.PadRight(41) + lap.PrintVerticalLine() + ("Tanggal : " +
_Tanggal).PadRight(30) + ("Hal : " + hal.ToString() + "/" + ttlHal.ToString()).PadRight(11) + lap.PrintVerticalLine());
lap.PROW(true, 1, lap.PrintTLeft() + lap.PrintHorizontalLine(41) + lap.PrintTBottom()
+ lap.PrintHorizontalLine(41) + lap.PrintTRight());
lap.PROW(true, 1, lap.PrintVerticalLine() + "No. Prk".PadRight(10) + lap.PadCenter(58, "URAIAN") + lap.SPACE(15) + lap.PrintVerticalLine());
lap.PROW(true, 1, lap.PrintTLeft() + lap.PrintHorizontalLine(83) + lap.PrintTRight());
}
#endregion
jumlah = Convert.ToDouble(dr["Jumlah"].ToString());
lap.PROW(true, 1, lap.PrintVerticalLine() + "".PadRight(10) + dr["Uraian"].ToString().ToUpper().PadRight(58).Substring(0, 58) + jumlah.ToString("#,###").PadLeft(15) + lap.PrintVerticalLine());
total += Convert.ToDouble(dr["Jumlah"].ToString());
i++;
no++;
rowNo++;
cetak = false;
if (hal == ttlHal && 10 - no > 0 && rowNo == ttlData)
{
for (int j = 0; j < 10 - no; j++)
{
lap.PROW(true, 1, lap.PrintVerticalLine() + lap.SPACE(83) + lap.PrintVerticalLine());
}
}
#region footer
if (ttlData == rowNo || no == 10)
{
prevHal = hal;
hal++;
no = 0;
cetak = true;
lap.PROW(true, 1, lap.PrintTLeft() + lap.PrintHorizontalLine(83) + lap.PrintTRight());
lap.PROW(true, 1, lap.PrintVerticalLine() + "Terbilang".PadRight(58) + "Jumlah Rp.".PadRight(10) +
total.ToString("#,###").PadLeft(15) + lap.PrintVerticalLine());
lap.PROW(true, 1, lap.PrintTLeft() + lap.PrintHorizontalLine(83) + lap.PrintTRight());
lap.PROW(true, 1, lap.PrintVerticalLine() + ISA.Common.Tools.Terbilang(total).PadRight(83) + lap.PrintVerticalLine());
lap.PROW(true, 1, lap.PrintTLeft() + lap.PrintHorizontalLine(20) + lap.PrintTTOp() + lap.PrintHorizontalLine(20) + lap.PrintTTOp()
+ lap.PrintHorizontalLine(20) + lap.PrintTTOp() + lap.PrintHorizontalLine(20) + lap.PrintTRight());
lap.PROW(true, 1, lap.PrintVerticalLine() + lap.PadCenter(20, "Pembukuan") + lap.PrintVerticalLine() + lap.PadCenter(20, "Mengetahui")
+ lap.PrintVerticalLine() + lap.PadCenter(20, "Kasir") + lap.PrintVerticalLine() + lap.PadCenter(20, "Penerima") + lap.PrintVerticalLine());
lap.PROW(true, 1, lap.PrintVerticalLine() + lap.PadCenter(20, "") + lap.PrintVerticalLine() + lap.PadCenter(20, "")
+ lap.PrintVerticalLine() + lap.PadCenter(20, "") + lap.PrintVerticalLine() + lap.PadCenter(20, "") + lap.PrintVerticalLine());
lap.PROW(true, 1, lap.PrintVerticalLine() + lap.PadCenter(20, "") + lap.PrintVerticalLine() + lap.PadCenter(20, "")
+ lap.PrintVerticalLine() + lap.PadCenter(20, "") + lap.PrintVerticalLine() + lap.PadCenter(20, "") + lap.PrintVerticalLine());
lap.PROW(true, 1, lap.PrintVerticalLine() + lap.PadCenter(20, "") + lap.PrintVerticalLine() + lap.PadCenter(20, "")
+ lap.PrintVerticalLine() + lap.PadCenter(20, "") + lap.PrintVerticalLine() + lap.PadCenter(20, "") + lap.PrintVerticalLine());
lap.PROW(true, 1, lap.PrintVerticalLine() + "(" + lap.PadCenter(18, "") + ")" + lap.PrintVerticalLine() + "(" + lap.PadCenter(18, "")
+ ")" + lap.PrintVerticalLine() + "(" + lap.PadCenter(18, _Kasir.Trim()) + ")" + lap.PrintVerticalLine() + "(" + lap.PadCenter(18, _Kepada.Trim()) + ")" +
lap.PrintVerticalLine());
lap.PROW(true, 1, lap.PrintBottomLeftCorner() + lap.PrintHorizontalLine(20) + lap.PrintTBottom() + lap.PrintHorizontalLine(20) + lap.PrintTBottom()
+ lap.PrintHorizontalLine(20) + lap.PrintTBottom() + lap.PrintHorizontalLine(20) + lap.PrintBottomRightCorner());
lap.PROW(true, 1, String.Format("{0:yyyyMMddhhmmss}", DateTime.Now) + " " + SecurityManager.UserName);
lap.Eject();
}
#endregion
}
using (Database db = new Database(GlobalVar.DBName))
{
db.Commands.Add(db.CreateCommand("rsp_CetakBukti"));
db.Commands[0].Parameters.Add(new Parameter("@rowID", SqlDbType.UniqueIdentifier, _rowID));
db.Commands[0].ExecuteNonQuery();
}
HeaderRowRefresh(_rowID);
lap.SendToPrinter("laporanPS.txt", lap.GenerateString());
//lap.SendToFile("laporanPS.txt");
}
catch (Exception ex)
{
Error.LogError(ex);
}
}
// -rsp assemblyname
// -resolveperm assemblyname
static bool ResolvePermissions(string assemblyname)
{
Evidence ev = GetAssemblyEvidences(assemblyname);
if (ev == null)
{
return(false);
}
PermissionSet ps = null;
Console.WriteLine();
if (policyLevelDefault)
{
// different "default" here
IEnumerator e = SecurityManager.PolicyHierarchy();
while (e.MoveNext())
{
PolicyLevel pl = (PolicyLevel)e.Current;
Console.WriteLine("Resolving {0} level", pl.Label);
if (ps == null)
{
ps = pl.Resolve(ev).PermissionSet;
}
else
{
ps = ps.Intersect(pl.Resolve(ev).PermissionSet);
}
}
}
else
{
// use the user specified levels
foreach (PolicyLevel pl in Levels)
{
Console.WriteLine("Resolving {0} level", pl.Label);
if (ps == null)
{
ps = pl.Resolve(ev).PermissionSet;
}
else
{
ps = ps.Intersect(pl.Resolve(ev).PermissionSet);
}
}
}
if (ps == null)
{
return(false);
}
IEnumerator ee = ev.GetHostEnumerator();
while (ee.MoveNext())
{
IIdentityPermissionFactory ipf = (ee.Current as IIdentityPermissionFactory);
if (ipf != null)
{
IPermission p = ipf.CreateIdentityPermission(ev);
ps.AddPermission(p);
}
}
Console.WriteLine("{0}Grant:{0}{1}", Environment.NewLine, ps.ToXml().ToString());
return(true);
}
public string GetToken(string UserName, string PassWrod, string ip)
{
var request = HttpContext.Current.Request;
return(SecurityManager.GenerateToken(UserName, PassWrod, "", request.UserAgent, 1));
}
internal FileStream(string path, FileMode mode, FileAccess access, FileShare share, int bufferSize, bool anonymous, FileOptions options)
{
if (path == null)
{
throw new ArgumentNullException("path");
}
if (path.Length == 0)
{
throw new ArgumentException("Path is empty");
}
this.anonymous = anonymous;
// ignore the Inheritable flag
share &= ~FileShare.Inheritable;
if (bufferSize <= 0)
{
throw new ArgumentOutOfRangeException("bufferSize", "Positive number required.");
}
if (mode < FileMode.CreateNew || mode > FileMode.Append)
{
#if NET_2_1
if (anonymous)
{
throw new ArgumentException("mode", "Enum value was out of legal range.");
}
else
#endif
throw new ArgumentOutOfRangeException("mode", "Enum value was out of legal range.");
}
if (access < FileAccess.Read || access > FileAccess.ReadWrite)
{
#if NET_2_1
if (anonymous)
{
throw new IsolatedStorageException("Enum value for FileAccess was out of legal range.");
}
else
#endif
throw new ArgumentOutOfRangeException("access", "Enum value was out of legal range.");
}
if (share < FileShare.None || share > (FileShare.ReadWrite | FileShare.Delete))
{
#if NET_2_1
if (anonymous)
{
throw new IsolatedStorageException("Enum value for FileShare was out of legal range.");
}
else
#endif
throw new ArgumentOutOfRangeException("share", "Enum value was out of legal range.");
}
if (path.IndexOfAny(Path.InvalidPathChars) != -1)
{
throw new ArgumentException("Name has invalid chars");
}
if (Directory.Exists(path))
{
// don't leak the path information for isolated storage
string msg = Locale.GetText("Access to the path '{0}' is denied.");
throw new UnauthorizedAccessException(String.Format(msg, GetSecureFileName(path, false)));
}
/* Append streams can't be read (see FileMode
* docs)
*/
if (mode == FileMode.Append &&
(access & FileAccess.Read) == FileAccess.Read)
{
throw new ArgumentException("Append access can be requested only in write-only mode.");
}
if ((access & FileAccess.Write) == 0 &&
(mode != FileMode.Open && mode != FileMode.OpenOrCreate))
{
string msg = Locale.GetText("Combining FileMode: {0} with " +
"FileAccess: {1} is invalid.");
throw new ArgumentException(string.Format(msg, access, mode));
}
SecurityManager.EnsureElevatedPermissions(); // this is a no-op outside moonlight
string dname;
if (Path.DirectorySeparatorChar != '/' && path.IndexOf('/') >= 0)
{
dname = Path.GetDirectoryName(Path.GetFullPath(path));
}
else
{
dname = Path.GetDirectoryName(path);
}
if (dname.Length > 0)
{
string fp = Path.GetFullPath(dname);
if (!Directory.Exists(fp))
{
// don't leak the path information for isolated storage
string msg = Locale.GetText("Could not find a part of the path \"{0}\".");
string fname = (anonymous) ? dname : Path.GetFullPath(path);
#if NET_2_1
// don't use GetSecureFileName for the directory name
throw new IsolatedStorageException(String.Format(msg, fname));
#else
throw new DirectoryNotFoundException(String.Format(msg, fname));
#endif
}
}
if (access == FileAccess.Read && mode != FileMode.Create && mode != FileMode.OpenOrCreate &&
mode != FileMode.CreateNew && !File.Exists(path))
{
// don't leak the path information for isolated storage
string msg = Locale.GetText("Could not find file \"{0}\".");
string fname = GetSecureFileName(path);
#if NET_2_1
throw new IsolatedStorageException(String.Format(msg, fname));
#else
throw new FileNotFoundException(String.Format(msg, fname), fname);
#endif
}
// IsolatedStorage needs to keep the Name property to the default "[Unknown]"
if (!anonymous)
{
this.name = path;
}
// TODO: demand permissions
MonoIOError error;
this.handle = MonoIO.Open(path, mode, access, share, options, out error);
if (handle == MonoIO.InvalidHandle)
{
// don't leak the path information for isolated storage
throw MonoIO.GetException(GetSecureFileName(path), error);
}
this.access = access;
this.owner = true;
/* Can we open non-files by name? */
if (MonoIO.GetFileType(handle, out error) == MonoFileType.Disk)
{
this.canseek = true;
this.async = (options & FileOptions.Asynchronous) != 0;
}
else
{
this.canseek = false;
this.async = false;
}
if (access == FileAccess.Read && canseek && (bufferSize == DefaultBufferSize))
{
/* Avoid allocating a large buffer for small files */
long len = Length;
if (bufferSize > len)
{
bufferSize = (int)(len < 1000 ? 1000 : len);
}
}
InitBuffer(bufferSize, false);
if (mode == FileMode.Append)
{
this.Seek(0, SeekOrigin.End);
this.append_startpos = this.Position;
}
else
{
this.append_startpos = 0;
}
}
public void ComputeMarginProperlyAsSecurityPriceFluctuates()
{
const decimal leverage = 1m;
const int quantity = (int) (1000*leverage);
var securities = new SecurityManager(TimeKeeper);
var transactions = new SecurityTransactionManager(securities);
var orderProcessor = new OrderProcessor();
transactions.SetOrderProcessor(orderProcessor);
var portfolio = new SecurityPortfolioManager(securities, transactions);
portfolio.CashBook["USD"].SetAmount(quantity);
var config = CreateTradeBarDataConfig(SecurityType.Equity, Symbols.AAPL);
securities.Add(new Security(SecurityExchangeHours, config, new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency)));
var security = securities[Symbols.AAPL];
security.SetLeverage(leverage);
var time = DateTime.Now;
const decimal buyPrice = 1m;
security.SetMarketPrice(new TradeBar(time, Symbols.AAPL, buyPrice, buyPrice, buyPrice, buyPrice, 1));
var order = new MarketOrder(Symbols.AAPL, quantity, time) {Price = buyPrice};
var fill = new OrderEvent(order, DateTime.UtcNow, 0) { FillPrice = buyPrice, FillQuantity = quantity };
orderProcessor.AddOrder(order);
var request = new SubmitOrderRequest(OrderType.Market, security.Type, security.Symbol, order.Quantity, 0, 0, order.Time, null);
request.SetOrderId(0);
orderProcessor.AddTicket(new OrderTicket(null, request));
Assert.AreEqual(portfolio.CashBook["USD"].Amount, fill.FillPrice*fill.FillQuantity);
portfolio.ProcessFill(fill);
Assert.AreEqual(0, portfolio.MarginRemaining);
Assert.AreEqual(quantity, portfolio.TotalMarginUsed);
Assert.AreEqual(quantity, portfolio.TotalPortfolioValue);
// we shouldn't be able to place a trader
var newOrder = new MarketOrder(Symbols.AAPL, 1, time.AddSeconds(1)) {Price = buyPrice};
bool sufficientCapital = transactions.GetSufficientCapitalForOrder(portfolio, newOrder);
Assert.IsFalse(sufficientCapital);
// now the stock doubles, so we should have margin remaining
time = time.AddDays(1);
const decimal highPrice = buyPrice * 2;
security.SetMarketPrice(new TradeBar(time, Symbols.AAPL, highPrice, highPrice, highPrice, highPrice, 1));
Assert.AreEqual(quantity, portfolio.MarginRemaining);
Assert.AreEqual(quantity, portfolio.TotalMarginUsed);
Assert.AreEqual(quantity * 2, portfolio.TotalPortfolioValue);
// we shouldn't be able to place a trader
var anotherOrder = new MarketOrder(Symbols.AAPL, 1, time.AddSeconds(1)) { Price = highPrice };
sufficientCapital = transactions.GetSufficientCapitalForOrder(portfolio, anotherOrder);
Assert.IsTrue(sufficientCapital);
// now the stock plummets, so we should have negative margin remaining
time = time.AddDays(1);
const decimal lowPrice = buyPrice/2;
security.SetMarketPrice(new TradeBar(time, Symbols.AAPL, lowPrice, lowPrice, lowPrice, lowPrice, 1));
Assert.AreEqual(-quantity/2m, portfolio.MarginRemaining);
Assert.AreEqual(quantity, portfolio.TotalMarginUsed);
Assert.AreEqual(quantity/2m, portfolio.TotalPortfolioValue);
// this would not cause a margin call due to leverage = 1
bool issueMarginCallWarning;
var marginCallOrders = portfolio.ScanForMarginCall(out issueMarginCallWarning);
Assert.AreEqual(0, marginCallOrders.Count);
// now change the leverage and buy more and we'll get a margin call
security.SetLeverage(leverage * 2);
order = new MarketOrder(Symbols.AAPL, quantity, time) { Price = buyPrice };
fill = new OrderEvent(order, DateTime.UtcNow, 0) { FillPrice = buyPrice, FillQuantity = quantity };
portfolio.ProcessFill(fill);
Assert.AreEqual(0, portfolio.TotalPortfolioValue);
marginCallOrders = portfolio.ScanForMarginCall(out issueMarginCallWarning);
Assert.AreNotEqual(0, marginCallOrders.Count);
Assert.AreEqual(-security.Holdings.Quantity, marginCallOrders[0].Quantity); // we bought twice
Assert.GreaterOrEqual(-portfolio.MarginRemaining, security.Price * marginCallOrders[0].Quantity);
}
public EntityInfoController(SecurityManager securityManager,
IFilterService filterService)
{
_securityManager = securityManager;
_filterService = filterService;
}
public void SellingShortFromShortAddsToCash()
{
var securities = new SecurityManager(TimeKeeper);
var transactions = new SecurityTransactionManager(securities);
var portfolio = new SecurityPortfolioManager(securities, transactions);
portfolio.SetCash(0);
securities.Add(Symbols.AAPL, new Security(SecurityExchangeHours, CreateTradeBarDataConfig(SecurityType.Equity, Symbols.AAPL), new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency)));
securities[Symbols.AAPL].Holdings.SetHoldings(100, -100);
var fill = new OrderEvent(1, Symbols.AAPL, DateTime.MinValue, OrderStatus.Filled, OrderDirection.Sell, 100, -100, 0);
Assert.AreEqual(-100, securities[Symbols.AAPL].Holdings.Quantity);
portfolio.ProcessFill(fill);
Assert.AreEqual(100 * 100, portfolio.Cash);
Assert.AreEqual(-200, securities[Symbols.AAPL].Holdings.Quantity);
}
protected virtual void ExpandTree(IYZDbProvider provider, IDbConnection cn, BPMConnection bpmcn, JArray items, int folderid, bool withfolder, bool withfile, bool expand, bool iconFromExt, bool checkpermision, SecurityModel securitymodel, bool listfilecheckpermision)
{
FolderCollection folders = DirectoryManager.GetFolders(provider, cn, folderid, null, null);
if (withfolder)
{
foreach (Folder folder in folders)
{
if (checkpermision && securitymodel == SecurityModel.RBAC && !SecurityManager.CheckPermision(bpmcn, folder.RSID, BPMPermision.Read))
{
continue;
}
JObject item = this.Serialize(folder, expand);
items.Add(item);
JArray children = new JArray();
item[YZJsonProperty.children] = children;
this.ExpandTree(provider, cn, bpmcn, children, folder.FolderID, withfolder, withfile, expand, iconFromExt, checkpermision, securitymodel, false);
}
}
if (withfile)
{
if (checkpermision && listfilecheckpermision && securitymodel == SecurityModel.RBAC && !SecurityManager.CheckPermision(bpmcn, Folder.GetRSID(folderid), BPMPermision.Read))
{
}
else
{
FileCollection files = DirectoryManager.GetFiles(provider, cn, folderid, null, null, -1);
foreach (File file in files)
{
AttachmentInfo attachmentInfo = AttachmentManager.TryGetAttachmentInfo(provider, cn, file.FileID);
if (attachmentInfo == null)
{
continue;
}
JObject item = this.Serialize(file, attachmentInfo, iconFromExt);
items.Add(item);
}
}
}
}
public void EquitySellAppliesSettlementCorrectly()
{
var securityExchangeHours = SecurityExchangeHoursTests.CreateUsEquitySecurityExchangeHours();
var securities = new SecurityManager(TimeKeeper);
var transactions = new SecurityTransactionManager(securities);
var portfolio = new SecurityPortfolioManager(securities, transactions);
portfolio.SetCash(1000);
securities.Add(Symbols.AAPL, new QuantConnect.Securities.Equity.Equity(securityExchangeHours, CreateTradeBarDataConfig(SecurityType.Equity, Symbols.AAPL), new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency)));
var security = securities[Symbols.AAPL];
security.SettlementModel = new DelayedSettlementModel(3, TimeSpan.FromHours(8));
Assert.AreEqual(0, security.Holdings.Quantity);
Assert.AreEqual(1000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
// Buy on Monday
var timeUtc = new DateTime(2015, 10, 26, 15, 30, 0);
var orderFee = security.FeeModel.GetOrderFee(security,new MarketOrder(Symbols.AAPL, 10, timeUtc));
var fill = new OrderEvent(1, Symbols.AAPL, timeUtc, OrderStatus.Filled, OrderDirection.Buy, 100, 10, orderFee);
portfolio.ProcessFill(fill);
Assert.AreEqual(10, security.Holdings.Quantity);
Assert.AreEqual(-1, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
// Sell on Tuesday, cash unsettled
timeUtc = timeUtc.AddDays(1);
orderFee = security.FeeModel.GetOrderFee(security, new MarketOrder(Symbols.AAPL, 10, timeUtc));
fill = new OrderEvent(2, Symbols.AAPL, timeUtc, OrderStatus.Filled, OrderDirection.Sell, 100, -10, orderFee);
portfolio.ProcessFill(fill);
Assert.AreEqual(0, security.Holdings.Quantity);
Assert.AreEqual(-2, portfolio.Cash);
Assert.AreEqual(1000, portfolio.UnsettledCash);
// Thursday, still cash unsettled
timeUtc = timeUtc.AddDays(2);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(-2, portfolio.Cash);
Assert.AreEqual(1000, portfolio.UnsettledCash);
// Friday at open, cash settled
var marketOpen = securityExchangeHours.MarketHours[timeUtc.DayOfWeek].GetMarketOpen(TimeSpan.Zero, false);
Assert.IsTrue(marketOpen.HasValue);
timeUtc = timeUtc.AddDays(1).Date.Add(marketOpen.Value).ConvertToUtc(securityExchangeHours.TimeZone);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(998, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
}
public virtual object GetFolderObjects(HttpContext context)
{
YZRequest request = new YZRequest(context);
int parentFolderID = request.GetInt32("folderid");
bool checkpermision = request.GetBool("checkpermision", false);
SecurityModel securitymodel = request.GetEnum <SecurityModel>("securitymodel", SecurityModel.RBAC);
string ext = request.GetString("ext", null);
bool withfolder = request.GetBool("folder");
bool withfile = request.GetBool("file");
bool userName = request.GetBool("username", false);
Folder folder = new Folder();
List <object> rv = new List <object>();
bool haspermision = true;
using (BPMConnection bpmcn = new BPMConnection())
{
if (checkpermision && securitymodel == SecurityModel.RBAC)
{
bpmcn.WebOpen();
haspermision = SecurityManager.CheckPermision(bpmcn, Folder.GetRSID(parentFolderID), BPMPermision.Read);
}
}
using (IYZDbProvider provider = YZDbProviderManager.DefaultProvider)
{
using (IDbConnection cn = provider.OpenConnection())
{
folder = DirectoryManager.GetFolderByID(provider, cn, parentFolderID);
folder["children"] = rv;
if (haspermision)
{
if (withfile)
{
FileCollection files = DirectoryManager.GetFiles(provider, cn, parentFolderID, null, null, -1);
foreach (File file in files)
{
AttachmentInfo attachmentInfo = AttachmentManager.TryGetAttachmentInfo(provider, cn, file.FileID);
if (attachmentInfo == null)
{
continue;
}
if (!String.IsNullOrEmpty(ext) && !NameCompare.EquName(attachmentInfo.Ext, ext))
{
continue;
}
JObject jFile = JObject.FromObject(file);
rv.Add(jFile);
jFile["Name"] = attachmentInfo.Name;
jFile["Size"] = attachmentInfo.Size;
jFile["LastUpdate"] = attachmentInfo.LastUpdate;
jFile["OwnerAccount"] = attachmentInfo.OwnerAccount;
}
}
if (withfolder)
{
rv.AddRange(DirectoryManager.GetFolders(provider, cn, parentFolderID, null, null));
}
}
}
}
if (userName)
{
using (BPMConnection cn = new BPMConnection())
{
cn.WebOpen();
foreach (object item in rv)
{
JObject jFile = item as JObject;
if (jFile != null)
{
User user = User.TryGetUser(cn, (string)jFile["OwnerAccount"]);
jFile["OwnerDisplayName"] = user != null ? user.ShortName : jFile["OwnerAccount"];
}
}
}
}
return(folder);
}
public void ComputeMarginProperlyShortCoverZeroLong()
{
const decimal leverage = 2m;
const int amount = 1000;
const int quantity = (int)(amount * leverage);
var securities = new SecurityManager(TimeKeeper);
var transactions = new SecurityTransactionManager(securities);
var orderProcessor = new OrderProcessor();
transactions.SetOrderProcessor(orderProcessor);
var portfolio = new SecurityPortfolioManager(securities, transactions);
portfolio.CashBook["USD"].SetAmount(amount);
var config = CreateTradeBarDataConfig(SecurityType.Equity, Symbols.AAPL);
securities.Add(new Security(SecurityExchangeHours, config, new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency)));
var security = securities[Symbols.AAPL];
security.SetLeverage(leverage);
var time = DateTime.Now;
const decimal sellPrice = 1m;
security.SetMarketPrice(new TradeBar(time, Symbols.AAPL, sellPrice, sellPrice, sellPrice, sellPrice, 1));
var order = new MarketOrder(Symbols.AAPL, -quantity, time) { Price = sellPrice };
var fill = new OrderEvent(order, DateTime.UtcNow, 0) { FillPrice = sellPrice, FillQuantity = -quantity };
orderProcessor.AddOrder(order);
var request = new SubmitOrderRequest(OrderType.Market, security.Type, security.Symbol, order.Quantity, 0, 0, order.Time, null);
request.SetOrderId(0);
orderProcessor.AddTicket(new OrderTicket(null, request));
portfolio.ProcessFill(fill);
// we shouldn't be able to place a new short order
var newOrder = new MarketOrder(Symbols.AAPL, -1, time.AddSeconds(1)) { Price = sellPrice };
var sufficientCapital = transactions.GetSufficientCapitalForOrder(portfolio, newOrder);
Assert.IsFalse(sufficientCapital);
// we should be able to place cover to zero
newOrder = new MarketOrder(Symbols.AAPL, quantity, time.AddSeconds(1)) { Price = sellPrice };
sufficientCapital = transactions.GetSufficientCapitalForOrder(portfolio, newOrder);
Assert.IsTrue(sufficientCapital);
// now the stock doubles, so we should have negative margin remaining
time = time.AddDays(1);
const decimal highPrice = sellPrice * 2;
security.SetMarketPrice(new TradeBar(time, Symbols.AAPL, highPrice, highPrice, highPrice, highPrice, 1));
// we still shouldn be able to place cover to zero
newOrder = new MarketOrder(Symbols.AAPL, quantity, time.AddSeconds(1)) { Price = highPrice };
sufficientCapital = transactions.GetSufficientCapitalForOrder(portfolio, newOrder);
Assert.IsTrue(sufficientCapital);
// we shouldn't be able to place cover to long
newOrder = new MarketOrder(Symbols.AAPL, quantity + 1, time.AddSeconds(1)) { Price = highPrice };
sufficientCapital = transactions.GetSufficientCapitalForOrder(portfolio, newOrder);
Assert.IsFalse(sufficientCapital);
}
protected bool IsAuthorized(string dashboardDirectory, string dashboardName, ZOperationResult operationResult)
{
return(SecurityManager.IsAuthorized(ActivityHelper.DashboardActivity(Domain, dashboardDirectory, dashboardName), ZSecurityOperations.Execute, operationResult));
}
/// <summary>
/// Ensures that we have a data feed to conver this currency into the base currency.
/// This will add a subscription at the lowest resolution if one is not found.
/// </summary>
/// <param name="securities">The security manager</param>
/// <param name="subscriptions">The subscription manager used for searching and adding subscriptions</param>
/// <param name="exchangeHoursProvider">A security exchange hours provider instance used to resolve exchange hours for new subscriptions</param>
public void EnsureCurrencyDataFeed(SecurityManager securities, SubscriptionManager subscriptions, SecurityExchangeHoursProvider exchangeHoursProvider)
{
if (Symbol == CashBook.AccountCurrency)
{
SecuritySymbol = string.Empty;
_isBaseCurrency = true;
ConversionRate = 1.0m;
return;
}
if (subscriptions.Count == 0)
{
throw new InvalidOperationException("Unable to add cash when no subscriptions are present. Please add subscriptions in the Initialize() method.");
}
// we require a subscription that converts this into the base currency
string normal = Symbol + CashBook.AccountCurrency;
string invert = CashBook.AccountCurrency + Symbol;
foreach (var config in subscriptions.Subscriptions.Where(config => config.SecurityType == SecurityType.Forex))
{
if (config.Symbol == normal)
{
SecuritySymbol = config.Symbol;
return;
}
if (config.Symbol == invert)
{
SecuritySymbol = config.Symbol;
_invertRealTimePrice = true;
return;
}
}
// get the market from the first Forex subscription
string market = (from config in subscriptions.Subscriptions
where config.SecurityType == SecurityType.Forex
select config.Market).FirstOrDefault() ?? "fxcm";
// if we've made it here we didn't find a subscription, so we'll need to add one
var currencyPairs = Forex.Forex.CurrencyPairs;
var minimumResolution = subscriptions.Subscriptions.Min(x => x.Resolution);
var objectType = minimumResolution == Resolution.Tick ? typeof (Tick) : typeof (TradeBar);
foreach (var symbol in currencyPairs)
{
if (symbol == normal || symbol == invert)
{
_invertRealTimePrice = symbol == invert;
var exchangeHours = exchangeHoursProvider.GetExchangeHours(market, symbol, SecurityType.Forex);
// set this as an internal feed so that the data doesn't get sent into the algorithm's OnData events
var config = subscriptions.Add(objectType, SecurityType.Forex, symbol, minimumResolution, market, exchangeHours.TimeZone, true, false, true);
var security = new Forex.Forex(this, config, 1m);
SecuritySymbol = config.Symbol;
securities.Add(symbol, security);
Log.Trace("Cash.EnsureCurrencyDataFeed(): Adding " + symbol + " for cash " + Symbol + " currency feed");
return;
}
}
// if this still hasn't been set then it's an error condition
throw new ArgumentException(string.Format("In order to maintain cash in {0} you are required to add a subscription for Forex pair {0}{1} or {1}{0}", Symbol, CashBook.AccountCurrency));
}
public virtual void Configure(IApplicationBuilder app
, IApplicationLifetime applicationLifetime
, IHostingEnvironment env
, IOptions <StartupOptions> startupOptions
, ILogger <Startup> logger
, LifetimeManager lifetimeManager
, InterpreterManager interpreterManager
, SecurityManager securityManager)
{
_logger = logger;
var serverAddresses = app.ServerFeatures.Get <IServerAddressesFeature>();
string pipeName = startupOptions.Value.WriteServerUrlsToPipe;
if (pipeName != null)
{
NamedPipeClientStream pipe;
try {
pipe = new NamedPipeClientStream(".", pipeName, PipeDirection.Out);
pipe.Connect(10000);
} catch (IOException ex) {
logger.LogCritical(0, ex, Resources.Critical_InvalidPipeHandle, pipeName);
throw;
} catch (TimeoutException ex) {
logger.LogCritical(0, ex, Resources.Critical_PipeConnectTimeOut, pipeName);
throw;
}
applicationLifetime.ApplicationStarted.Register(() => Task.Run(() => {
using (pipe) {
string serverUriStr = JsonConvert.SerializeObject(serverAddresses.Addresses);
logger.LogTrace(Resources.Trace_ServerUrlsToPipeBegin, pipeName, Environment.NewLine, serverUriStr);
var serverUriData = Encoding.UTF8.GetBytes(serverUriStr);
pipe.Write(serverUriData, 0, serverUriData.Length);
pipe.Flush();
}
logger.LogTrace(Resources.Trace_ServerUrlsToPipeDone, pipeName);
}));
}
lifetimeManager.Initialize();
interpreterManager.Initialize();
app.UseWebSockets(new WebSocketOptions {
ReplaceFeature = true,
KeepAliveInterval = TimeSpan.FromMilliseconds(1000000000),
ReceiveBufferSize = 0x10000
});
var routeBuilder = new RouteBuilder(app, new RouteHandler(RemoteUriHelper.HandlerAsync));
routeBuilder.MapRoute("help_and_shiny", "remoteuri");
app.UseRouter(routeBuilder.Build());
app.UseBasicAuthentication(options => options.Events = new BasicEvents {
OnSignIn = securityManager.SignInAsync
});
app.Use((context, next) => context.User.Identity.IsAuthenticated
? next()
: context.Authentication.ChallengeAsync());
app.UseMvc();
if (!startupOptions.Value.IsService)
{
applicationLifetime.ApplicationStopping.Register(ExitAfterTimeout);
}
}
/// <summary>
/// Initializes a new instance of the <see cref="TimeRules"/> helper class
/// </summary>
/// <param name="securities">The security manager</param>
/// <param name="timeZone">The algorithm's default time zone</param>
public TimeRules(SecurityManager securities, DateTimeZone timeZone)
{
_securities = securities;
_timeZone = timeZone;
}
public void SellOnThursdaySettleOnTuesday()
{
var securities = new SecurityManager(TimeKeeper);
var transactions = new SecurityTransactionManager(null, securities);
var portfolio = new SecurityPortfolioManager(securities, transactions);
// settlement at T+3, 8:00 AM
var model = new DelayedSettlementModel(3, TimeSpan.FromHours(8));
var config = CreateTradeBarConfig(Symbols.SPY);
var security = new Security(
SecurityExchangeHoursTests.CreateUsEquitySecurityExchangeHours(),
config,
new Cash(CashBook.AccountCurrency, 0, 1m),
SymbolProperties.GetDefault(CashBook.AccountCurrency),
ErrorCurrencyConverter.Instance
);
portfolio.SetCash(3000);
Assert.AreEqual(3000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
// Sell on Thursday
var timeUtc = Noon.AddDays(3).ConvertToUtc(TimeZones.NewYork);
model.ApplyFunds(portfolio, security, timeUtc, "USD", 1000);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(3000, portfolio.Cash);
Assert.AreEqual(1000, portfolio.UnsettledCash);
// Friday, still unsettled
timeUtc = timeUtc.AddDays(1);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(3000, portfolio.Cash);
Assert.AreEqual(1000, portfolio.UnsettledCash);
// Saturday, still unsettled
timeUtc = timeUtc.AddDays(1);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(3000, portfolio.Cash);
Assert.AreEqual(1000, portfolio.UnsettledCash);
// Sunday, still unsettled
timeUtc = timeUtc.AddDays(1);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(3000, portfolio.Cash);
Assert.AreEqual(1000, portfolio.UnsettledCash);
// Monday, still unsettled
timeUtc = timeUtc.AddDays(1);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(3000, portfolio.Cash);
Assert.AreEqual(1000, portfolio.UnsettledCash);
// Tuesday at 7:55 AM, still unsettled
timeUtc = timeUtc.AddDays(1).AddHours(-4).AddMinutes(-5);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(3000, portfolio.Cash);
Assert.AreEqual(1000, portfolio.UnsettledCash);
// Tuesday at 8 AM, now settled
timeUtc = timeUtc.AddMinutes(5);
portfolio.ScanForCashSettlement(timeUtc);
Assert.AreEqual(4000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
}
public void EnsureCurrencyDataFeedsAddsSubscriptionAtMinimumResolution()
{
const int quantity = 100;
const decimal conversionRate = 1 / 100m;
const Resolution minimumResolution = Resolution.Second;
var cash = new Cash("JPY", quantity, conversionRate);
var cashBook = new CashBook();
cashBook.Add("JPY", cash);
var subscriptions = new SubscriptionManager(TimeKeeper);
var securities = new SecurityManager(TimeKeeper);
securities.Add(Symbols.SPY, new Security(SecurityExchangeHours, subscriptions.Add(Symbols.SPY, Resolution.Minute, TimeZone, TimeZone), new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency)));
securities.Add(Symbols.EURUSD, new Security(SecurityExchangeHours, subscriptions.Add(Symbols.EURUSD, minimumResolution, TimeZone, TimeZone), new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency)));
cash.EnsureCurrencyDataFeed(securities, subscriptions, MarketHoursDatabase.AlwaysOpen, SymbolPropertiesDatabase.FromDataFolder(), MarketMap, cashBook);
Assert.AreEqual(minimumResolution, subscriptions.Subscriptions.Single(x => x.Symbol == Symbols.USDJPY).Resolution);
}
public FunctionController(SecurityManager securityManager)
{
_securityManager = securityManager;
}
public void EnsureInternalCurrencyDataFeedsForNonUsdQuoteCurrencyGetAdded()
{
const int quantity = 100;
const decimal conversionRate = 1 / 100m;
var cashJPY = new Cash("JPY", quantity, conversionRate);
var cashGBP = new Cash("GBP", quantity, conversionRate);
var cashBook = new CashBook();
cashBook.Add("JPY", cashJPY);
cashBook.Add("GBP", cashGBP);
var symbol = Symbol.Create("GBPJPY", SecurityType.Forex, Market.FXCM);
var subscriptions = new SubscriptionManager(TimeKeeper);
var securities = new SecurityManager(TimeKeeper);
securities.Add(symbol, new Security(SecurityExchangeHours, subscriptions.Add(symbol, Resolution.Minute, TimeZone, TimeZone), new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency)));
cashJPY.EnsureCurrencyDataFeed(securities, subscriptions, MarketHoursDatabase.AlwaysOpen, SymbolPropertiesDatabase.FromDataFolder(), MarketMap, cashBook);
var config1 = subscriptions.Subscriptions.Single(x => x.Symbol == Symbols.USDJPY);
Assert.IsTrue(config1.IsInternalFeed);
cashGBP.EnsureCurrencyDataFeed(securities, subscriptions, MarketHoursDatabase.AlwaysOpen, SymbolPropertiesDatabase.FromDataFolder(), MarketMap, cashBook);
var config2 = subscriptions.Subscriptions.Single(x => x.Symbol == Symbols.GBPUSD);
Assert.IsTrue(config2.IsInternalFeed);
}
private void cmdSave_Click(object sender, System.EventArgs e)
{
DataTable tb = Config.GetMain();
DataRow r = tb.Rows[0];
r[Keys.KeyMainConnectionString] = this.txtConStr.Text.Trim();
r[Keys.KeyMainRedirectAll] = this.txtRedirectAll.Text.Trim();
r[Keys.KeyMainEnableAuthorization] = this.chkEnableAuth.Checked ? "1" : "0";
r[Keys.KeyMainTimeZone] = int.Parse(Request.Form[this.cmbTimeZone.UniqueID]);
r[Keys.KeyMainExtension] = this.txtExt.Text;
r[Keys.KeyMainPageCache] = int.Parse(this.txtPageCache.Text);
r[Keys.KeyMainOnlineTimeOut] = int.Parse(this.txtOnline.Text);
r[Keys.KeyMainTitleSeparator] = this.txtSeparator.Text;
if (!Util.IsBlank(this.txtNewAdminPass.Text))
{
r[Keys.KeyMainAdminPassword] = SecurityManager.EncryptPassword(this.txtNewAdminPass.Text);
}
else
{
r[Keys.KeyMainAdminPassword] = this.txtAdminPass.Text;
}
if (!Util.IsBlank(this.txtNewManagerPass.Text))
{
r[Keys.KeyMainManagerPassword] = SecurityManager.EncryptPassword(this.txtNewManagerPass.Text);
}
else
{
r[Keys.KeyMainManagerPassword] = this.txtManagerPass.Text;
}
r[Keys.KeyMainLoginPage] = this.txtLoginPath.Text.Trim();
r[Keys.KeyMainImages] = this.txtImg.Text.Trim();
r[Keys.KeyMainCss] = this.txtCss.Text.Trim();
r[Keys.KeyMainScript] = this.txtScript.Text.Trim();
r[Keys.KeyMainFiles] = this.txtFiles.Text.Trim();
r[Keys.KeyMainLogError] = this.chkLogError.Checked ? "1" : "0";
r[Keys.KeyMainOff] = this.chkOff.Checked ? "1" : "0";
r[Keys.KeyMainLogRedirect] = this.chkLogRedirect.Checked ? "1" : "0";
r[Keys.KeyMainLogDownload] = this.chkLogDownload.Checked ? "1" : "0";
r[Keys.KeyMainSeoError] = this.chkSeoError.Checked ? "1" : "0";
r[Keys.KeyEncryptionKey] = this.txtEncKey.Text;
r[Keys.KeyEncryptionVI] = this.txtEncVI.Text;
r[Keys.KeyEncryptionLevel] = int.Parse(Request.Form[this.cmbEncLevel.UniqueID]);
StringBuilder settings = new StringBuilder();
foreach (string key in Request.Form.AllKeys)
{
if (key.StartsWith("custom_"))
{
if (settings.Length > 0)
{
settings.Append("&");
}
settings.Append(key.Substring("custom_".Length));
settings.Append("=");
settings.Append(Request.Form[key]);
}
}
r[Keys.KeyMainCustom] = settings.ToString();
Config.WriteConfigTable("main.config", tb, "main");
Response.Redirect(Path.Full);
}
public void EnsureCurrencyDataFeedAddsSubscriptionThrowsWhenZeroSubscriptionsPresent()
{
const int quantity = 100;
const decimal conversionRate = 1 / 100m;
var cash = new Cash("JPY", quantity, conversionRate);
var cashBook = new CashBook();
cashBook.Add("JPY", cash);
var securities = new SecurityManager(TimeKeeper);
var subscriptions = new SubscriptionManager(TimeKeeper);
cash.EnsureCurrencyDataFeed(securities, subscriptions, MarketHoursDatabase.AlwaysOpen, SymbolPropertiesDatabase.FromDataFolder(), MarketMap, cashBook);
}
// Arguments: Codebase, flags, zone, uniqueid
// If the flags indicate zone then a zone must be provided.
// If the flags indicate a site then a uniqueid must be provided
internal static int Main(string[] args)
{
if (args.Length != 1)
{
throw new ArgumentException();
}
int index = 0;
string file = args[index++];
if ((file.Length == 0) || (file[0] == '\0'))
{
throw new ArgumentException();
}
string hashString = null;
byte[] hash = null;
int r = file.LastIndexOf("#");
if (r != -1 & r != (file.Length - 1))
{
hashString = file.Substring(r + 1);
file = file.Substring(0, r);
hash = DecodeHex(hashString);
}
// Find the URL of the executable. For now we assume the
// form to be http://blah/... with forward slashes. This
// need to be update.
string URL;
string ConfigurationFile = null;
int k = file.LastIndexOf('/');
if (k == -1)
{
URL = file;
ConfigurationFile = file;
}
else
{
URL = file.Substring(0, k + 1);
if (k + 1 < file.Length)
{
ConfigurationFile = file.Substring(k + 1);
}
}
// Build up the configuration File name
if (ConfigurationFile != null)
{
StringBuilder bld = new StringBuilder();
bld.Append(ConfigurationFile);
bld.Append(".config");
ConfigurationFile = bld.ToString();
}
string friendlyName = GetSiteName(file);
Evidence documentSecurity = null;
documentSecurity = new Evidence();
Zone zone = Zone.CreateFromUrl(file);
if (zone.SecurityZone == SecurityZone.MyComputer)
{
throw new ArgumentException();
}
documentSecurity.AddHost(zone);
if (file.Length < 7 || String.Compare(file.Substring(0, 7), "file://", true, CultureInfo.InvariantCulture) != 0)
{
documentSecurity.AddHost(System.Security.Policy.Site.CreateFromUrl(file));
}
else
{
throw new ArgumentException();
}
documentSecurity.AddHost(new Url(file));
AppDomainSetup properties = new AppDomainSetup();
PermissionSet ps = SecurityManager.ResolvePolicy(documentSecurity);
if (FailRebinds(ps))
{
properties.DisallowBindingRedirects = true;
}
else
{
properties.DisallowBindingRedirects = false;
}
properties.ApplicationBase = URL;
properties.PrivateBinPath = "bin";
if (ConfigurationFile != null)
{
properties.ConfigurationFile = ConfigurationFile;
}
AppDomain proxy = AppDomain.CreateDomain(friendlyName,
documentSecurity,
properties);
if (proxy != null)
{
AssemblyName caller = Assembly.GetExecutingAssembly().GetName();
AssemblyName remote = new AssemblyName();
remote.Name = "IEExecRemote";
remote.SetPublicKey(caller.GetPublicKey());
remote.Version = caller.Version;
remote.CultureInfo = CultureInfo.InvariantCulture;
proxy.SetData("APP_LAUNCH_URL", file);
ObjectHandle handle = proxy.CreateInstance(remote.FullName, "IEHost.Execute.IEExecuteRemote");
if (handle != null)
{
IEExecuteRemote execproxy = (IEExecuteRemote)handle.Unwrap();
if (execproxy != null)
{
int res = execproxy.ExecuteAsAssembly(file, documentSecurity, hash, AssemblyHashAlgorithm.SHA1);
Stream streamedexception = execproxy.Exception;
if (streamedexception != null)
{
BinaryFormatter formatter = new BinaryFormatter();
Exception e = (Exception)formatter.Deserialize(streamedexception);
throw e;
}
return(res);
}
}
}
return(-1);
}