public static string RandomString(int length)
{
StringBuilder result = new StringBuilder(length);
for (int i = 0; i < length; i++)
{
result.Append(RandomDataGenerator.RandomChar());
}
return(result.ToString());
}
public static object MarketDataFromFieldName(string fieldName)
{
object result;
string upper = fieldName.ToUpper();
if (upper.Contains("TIME"))
{
//result = new Datetime(DateTime.Now.AddMinutes(-1d * RandomDataGenerator._random.NextDouble() * 100d), Datetime.DateTimeTypeEnum.time);
result = new Datetime(DateTime.Now.AddMinutes(-1d * RandomDataGenerator._random.NextDouble() * 100d));
}
else if (upper.Contains("DATE"))
{
//result = new Datetime(DateTime.Now.AddDays(-1d * RandomDataGenerator._random.NextDouble() * 100d), Datetime.DateTimeTypeEnum.date);
result = new Datetime(DateTime.Now.AddDays(-1d * RandomDataGenerator._random.NextDouble() * 100d));
}
else
{
result = RandomDataGenerator.RandomDouble();
}
return(result);
}
public static IntradayBarRequest.IntradayBarTickDataType GenerateBarData(DateTime date)
{
double first = RandomDataGenerator.RandomDouble();
double second = RandomDataGenerator.RandomDouble();
double high = Math.Max(first, second);
double low = Math.Min(first, second);
double open = RandomDataGenerator.RandomDouble(low, high);
double close = RandomDataGenerator.RandomDouble(low, high);
IntradayBarRequest.IntradayBarTickDataType result = new IntradayBarRequest.IntradayBarTickDataType()
{
DtTime = date,
Volume = RandomDataGenerator.RandomInt(1000000),
Value = RandomDataGenerator.RandomInt(1000000000),
NumEvents = RandomDataGenerator.RandomInt(10000),
High = high,
Low = low,
Open = open,
Close = close
};
return(result);
}
public static string RandomString()
{
int length = RandomDataGenerator.RandomInt(10);
return(RandomDataGenerator.RandomString(length));
}
private static char RandomChar()
{
return((char)('A' + RandomDataGenerator.RandomInt(25) - 1));
}
private static Datetime RandomDatetime()
{
//return new Datetime(DateTime.Today.AddDays(RandomDataGenerator.RandomInt(100)).AddSeconds(RandomDataGenerator.RandomInt(1000)), Datetime.DateTimeTypeEnum.both);
return(new Datetime(DateTime.Today.AddDays(RandomDataGenerator.RandomInt(100)).AddSeconds(RandomDataGenerator.RandomInt(1000))));
}
public static int Strike()
{
return(RandomDataGenerator.RandomInt(20) * 5);
}
public static int IntradayTickTradeSize()
{
return(RandomDataGenerator.RandomInt(5) * 100);
}
public static object ReferenceDataFromFieldName(string fieldName, string security, bool isOption, ReferenceDataRequest.ReferenceRequest rreq)
{
string upper = fieldName.ToUpper();
object result;
if (upper == "CHAIN_TICKERS")
{
if (isOption)
{
result = null;
}
else
{
uint numPoints = 1;
string dtExp = null;
var optionality = ReferenceDataRequest.ReferenceElementArrayChainTickers.OptionalityEnum.call;
if (rreq.HasElement("overrides"))
{
var overrides = rreq["overrides"];
for (int i = 0; i < overrides.NumValues; i++)
{
var element = overrides.GetValueAsElement(i);
var fieldId = element["fieldId"].GetValueAsString();
var value = element["value"].GetValueAsString();
switch (fieldId.ToUpper())
{
case "CHAIN_POINTS_OVRD":
numPoints = uint.Parse(value);
break;
case "CHAIN_EXP_DT_OVRD":
dtExp = value;
break;
case "CHAIN_PUT_CALL_TYPE_OVRD":
if (value.ToUpper() == "P")
{
optionality = ReferenceDataRequest.ReferenceElementArrayChainTickers.OptionalityEnum.put;
}
break;
}
}
}
ReferenceDataRequest.ReferenceElementArrayChainTickers chain = new ReferenceDataRequest.ReferenceElementArrayChainTickers(security, numPoints, dtExp, optionality);
result = chain;
}
}
else if (upper.Contains("TICKER"))
{
result = security.Substring(0, security.IndexOf(' '));
}
else if (upper.Contains("OPT_EXPIRE_DT"))
{
if (security.EndsWith("COMDTY") || security.EndsWith("INDEX"))
{
result = DateTime.Today.AddMonths(3);
}
else if (isOption)
{
string strDate = security.Substring(security.LastIndexOf(' ') - 15, 6);
result = DateTime.ParseExact(strDate, "yyMMdd", null);
}
else
{
result = null;
}
}
else if (upper.Contains("TRADEABLE_DT"))
{
result = DateTime.Today.AddMonths(3);
}
else
{
result = RandomDataGenerator.RandomDouble();
}
return(result);
}
public static Dictionary <string, object> GetMarketDataFields(List <string> requestedFields)
{
Dictionary <string, object> result = new Dictionary <string, object>();
//A market data response contains at least one of the requested fields, but not necessarilly all of them.
// The response contains the requested fields that changed.
while (result.Count == 0)
{
for (int i = 0; i < requestedFields.Count; i++)
{
if (RandomDataGenerator._random.NextDouble() < 0.25) //25% chance that a field is included in the response
{
result.Add(requestedFields[i], RandomDataGenerator.MarketDataFromFieldName(requestedFields[i]));
}
}
}
//Market data responses contain extraneous data fields. The user will not have requested them.
// To make this emulator more realistic, I'll add some extraneous fields of different types below.
string[] extraDoubleFields = { "PREV_SES_LAST_PRICE", "PREV_CLOSE_VALUE_REALTIME", "PRICE_PREVIOUS_CLOSE_RT", "LOW", "LOW_TDY", "PRICE_LOW_RT" };
string[] extraIntFields = { "PX_DISPLAY_FMT_MIN_#_DECIMALS_RT", "PX_DISPLAY_FMT_MAX_#_DECIMALS_RT", "NEWS_HEAT_STORY_FLOW_RT", "BID_SIZE_TDY", "BID_SIZE", "ASK_SIZE_TDY" };
string[] extraTimeFields = { "SES_START", "LAST_UPDATE_BID_RT", "LAST_UPDATE_ASK_RT", "BID_ASK_TIME", "LAST_TRADE_RECEIVED_TIME_RT" };
string[] extraDateFields = { "PRICE_52_WEEK_HIGH_DATE_RT", "PRICE_52_WEEK_LOW_DATE_RT", "PREV_TRADING_DT_REALTIME", "TRADING_DT_REALTIME" };
string[] extraDateTimeFields = { "TRADE_UPDATE_STAMP_RT" };
string[] extraStringFields = { "MKTDATA_EVENT_TYPE", "LAST_PX_LOCAL_EXCH_SOURCE_RT", "CLOSE_LOCAL_SOURCE_RT", "BID_PX_LOCAL_EXCH_SOURCE_RT", "HIGH_LOCAL_SOURCE_RT" };
string[] extraBoolFields = { "IND_BID_FLAG", "IND_ASK_FLAG", "SHORT_SALE_THRESHOLD_REALTIME", "NO_SHORT_SELL_REALTIME", "RT_EXCH_TRADE_STATUS" };
foreach (var item in extraDoubleFields) //random double fields
{
if (!result.ContainsKey(item))
{
result.Add(item, RandomDataGenerator.RandomDouble());
}
}
foreach (var item in extraIntFields) //random int fields
{
if (!result.ContainsKey(item))
{
result.Add(item, RandomDataGenerator.RandomInt(100));
}
}
foreach (var item in extraTimeFields) //random time fields
{
if (!result.ContainsKey(item))
{
result.Add(item, RandomDataGenerator.RandomTime());
}
}
foreach (var item in extraDateFields) //random date fields
{
if (!result.ContainsKey(item))
{
result.Add(item, RandomDataGenerator.RandomDate());
}
}
foreach (var item in extraDateTimeFields) //random datetime fields
{
if (!result.ContainsKey(item))
{
result.Add(item, RandomDataGenerator.RandomDatetime());
}
}
foreach (var item in extraStringFields) //random string fields
{
if (!result.ContainsKey(item))
{
result.Add(item, RandomDataGenerator.RandomString());
}
}
foreach (var item in extraBoolFields) //random bool fields
{
if (!result.ContainsKey(item))
{
result.Add(item, RandomDataGenerator.RandomBool());
}
}
//simple, inefficient shuffle algorithm
var resultShuffled = result.OrderBy(b => RandomDataGenerator._random.NextDouble()).ToDictionary(d => d.Key, d => d.Value);
return(resultShuffled);
}
