Ejemplo n.º 1
0
        public static void Main(string[] args)
        {
            var arguments = Arguments.arguments(args, jStrings("system", "prefix"));
            var system    = arguments.get("system");
            var prefix    = arguments.get("prefix", PREFIX_DEFAULT);

            LogC.setOut("Tomahawk", Systematic.logsDir().file("Tomahawk." + system + ".log").path(), true);
            LogC.useJavaLog = true;
            LogC.info("running system " + system + ", process " + processId());
            var liveSystems = accept(list <LiveSystem>(MsivLiveHistory.LIVE.liveSystems()), ls => ls.siv().system().Equals(system));

            each(liveSystems, liveSystem => {
                Bomb.when(liveSystem.details().runInNativeCurrency(), () => "not allowed to run live systems in native currency");
                var markets    = list <Market>(liveSystem.markets());
                var symbols    = convert(markets, market => new Symbol(market.name(), market.bigPointValue()));
                var systemId   = liveSystem.id();
                var parameters = new Parameters {
                    { "systemId", systemId },
                    { "RunMode", (double)RunMode.LIVE }
                };
                Bomb.when(isEmpty(symbols), () => "No markets for " + systemId);
                var systemArguments = new SystemArguments(symbols, parameters);

                var start = date(systemArguments.interval().isDaily() ? BloombergSecurity.BBG_START_HISTORICAL : BloombergSecurity.BBG_START_INTRADAY);
                if (parameters.has("DaysBack"))
                {
                    start = now().AddDays(-parameters.get <int>("DaysBack"));
                }
                var loader    = new SystemDbBarLoader(liveSystem.details().interval(), symbols, start);
                var simulator = new Simulator(systemArguments, loader, prefix);
                simulator.processBars();
                simulator.goLive();
            });
            sleep(Int32.MaxValue);
        }
Ejemplo n.º 2
0
        public MainWindow(string[] unused) : base("NORAD")
        {
            var arguments = Arguments.arguments(unused, o.jStrings("live", "settings"));

            System.Environment.SetEnvironmentVariable("RE_TEST_MODE", "TRUE");
            LogC.useJavaLog = true;
            LogC.info("starting MainWindow.");
            var workbench = new WorkbenchPanel();

            dockManager.Content = workbench;
            var path = Systematic.mainDir().file("dotNET/Gui/Resources/target.ico").path();

            Icon = BitmapFrame.Create(new FileStream(path, FileMode.Open, FileAccess.Read));
            if (arguments.containsKey("settings"))
            {
                if (arguments.get("live", false))
                {
                    workbench.liveButton.doClick();
                }
                else
                {
                    workbench.runButton.doClick();
                }
            }
        }
Ejemplo n.º 3
0
        public override void processTick(Symbol symbol, Tick tick)
        {
            if (!partialBars.ContainsKey(symbol))
            {
                partialBars[symbol] = new Bar(tick.price, tick.price, tick.price, tick.price, tick.time);
            }
            partialBars[symbol] = partialBars[symbol].update(tick);
            var processThisTick = system.runOnNewTick() || !lastTickProcessed.ContainsKey(symbol) || lastTickProcessed[symbol] <= tick.time.AddMinutes(-1);

            try {
                if (processThisTick)
                {
                    manager.newTick();
                    if (!isLive)
                    {
                        isLive = true;
                        manager.goLive();
                        system.goLiveDO_NOT_CALL_EXCEPT_FROM_BRIDGE();
                        monitor().goLive(system);
                    }
                    var partialBar = updateBarSpud(symbol);
                    if (Systematic.isLoggingTicks())
                    {
                        LogC.info("processing tick " + symbol + ": bar=" + partialBar + ", tick=" + tick);
                    }
                    system.processTickDO_NOT_CALL_EXCEPT_FROM_BRIDGE(symbol, partialBar, tick);
                    manager.recalculate();
                    lastTickProcessed[symbol] = tick.time;
                }
                monitor().tickProcessed(symbol, tick);
            } catch (Exception e) {
                LogC.info("exception caught in processTick: ", e);
                throw;
            }
        }
Ejemplo n.º 4
0
        static void copyDirectory(QDirectory destination, string[] parts, bool debug)
        {
            var fromParts = new string[parts.Length];

            zeroTo(parts.Length, i => fromParts[i] = debug ? parts[i].Replace("Release", "Debug") : parts[i]);
            var fromDir = Systematic.mainDir().directory(fromParts);
            var toDir   = destination.directory(parts);

            toDir.destroyIfExists();
            fromDir.copy(toDir);
        }
Ejemplo n.º 5
0
        public void testRMetrics()
        {
            var csvFile = Systematic.mainDir().file("R/scripts/STO/rMetricsTieOut.csv");
            var rScript = csvFile.path().Replace(".csv", ".r");

            O.runProcess(@"T:\R\R-2.5.0\bin\Rscript.exe", rScript);
            var csv      = new Csv(csvFile, true);
            var cMetrics = new Metrics();

            O.zeroTo(csv.count(), i => {
                var values     = csv.record(i);
                var metricName = csv.value("metricName", values);
                var calculator = Bomb.missing(cMetrics.calculators, qMetricName(metricName));
                checkMetric(metricName, calculator, values, csv);
            });
        }
Ejemplo n.º 6
0
        public static void Main(string[] args)
        {
            LogC.setVerboseLoggingForever(true);
            var arguments   = Arguments.arguments(args, jStrings("systemId", "queue", "serverIndex"));
            var systemId    = arguments.integer("systemId");
            var serverIndex = arguments.integer("serverIndex");

            LogC.setOut("STOServer", Systematic.logsDir().file("STOServer_" + systemId + "-" + serverIndex + ".log").path(), true);
            LogC.useJavaLog = true;

            var server = new STOServer(systemId, serverIndex);
            var queue  = new Queue(arguments.@string("queue"), Bootstrap.LOCAL_CLOUD_BROKER);

            server.subscribe(queue);
            server.heart.initiate();
            sleepForever();
        }
Ejemplo n.º 7
0
 public void systematicTest()
 {
     Assert.AreEqual(5, Systematic.sampling(20, 5).Length);
 }
Ejemplo n.º 8
0
        internal void start(string systemName)
        {
            LogC.info("starting " + systemName);

            if (BloombergTagsTable.TAGS.anyAutoExecute(systemName) && !FerretControl.status().Equals("Stage"))
            {
                Email.problem("Can't start autoex system " + systemName, "Ferret is not in Stage mode!").sendTo(Systematic.failureAddress());
                return;
            }
            if (inTestMode)
            {
                fakeStarts.Add(systemName); return;
            }
            processes[systemName] = Process.Start(QRUN, "Q.Simulator.Live -system " + systemName + " -prefix " + OrderTable.prefix);
        }