public void testSymbolValueLive()
{
Log.setFile(@"C:\logs\jefftest");
SystemTimeSeriesTable.SYSTEM_TS.insert("testone", "ASCII", "ActiveMQ", "somedangtopic");
AsciiTable.SYSTEM_ASCII.insert("testone", @"\\nysrv37\share\Tools\RightEdge\TransitionTest\TY1C.full.csv", true, 1);
var manager = new SpudManager();
var barSpud = new BarSpud(manager);
var barSpud2 = new BarSpud(manager);
var symbol = new Symbol("testone");
var spud = symbol.doubles(barSpud);
var spud2 = new Symbol("RE.TEST.TY.1C").doubles(barSpud2);
manager.newBar();
barSpud.set(new Bar(1, 3, 1, 2, O.date("2008/08/06")));
barSpud2.set(new Bar(1, 3, 1, 2, O.date("2008/08/06")));
manager.newTick();
spud.doSubscribe();
barSpud.lastTickedAt(O.date("2008/08/06 11:22:34"));
spud2.doSubscribe();
IsTrue(spud2.isDirty());
symbol.javaSymbol().jmsLive().topic().send("value=97.1|timestamp=2008/08/06 11:22:33|MSTimestamp=2008/06/05 13:10:08");
Bombs(() => LogC.info("" + spud[0]), "stale");
symbol.javaSymbol().jmsLive().topic().send("value=97.2|timestamp=2008/08/06 11:22:34|MSTimestamp=2008/06/05 13:10:08");
O.wait(() => spud[0] == 97.2);
barSpud.lastTickedAt(O.date("2008/08/06 11:22:35"));
spud.allowStaleTicks();
AreEqual(97.2, spud[0]);
AreEqual(116.140625, spud2[0]);
}
public void testSymbolValueSpud()
{
var manager = new SpudManager();
var barSpud = new BarSpud(manager);
var spud = new Symbol("RE.TEST.TY.1C").doubles(barSpud);
barSpud.set(new Bar(1, 3, 1, 2, O.date("2007/01/02")));
AreEqual(105.04687500, spud[0]);
// test barSPud has date, but spud does not
manager.newBar();
barSpud.set(new Bar(1, 3, 1, 2, O.date("2007/01/06")));
AreEqual(105.32812500, spud[0]);
}
public void testLive()
{
O.timerManager().isInterceptingTimersForTest = true;
noOrders();
processClose(bar11());
processBar(bar11());
var goLiveTime = O.date(O.ymdHuman(currentDate) + " 09:00:00");
O.freezeNow(goLiveTime);
var closeTime = date(O.ymdHuman(currentDate) + " 12:34:56");
Objects.timerManager().intercept(closeTime, "subsystem close");
Objects.timerManager().intercept(goLiveTime, "multi system heartbeat");
Objects.timerManager().intercept(goLiveTime.AddDays(10), "multi system close (never run)");
tick(0, 0.01, 1, 1, 1, 1, O.now());
O.timerManager().runTimers(closeTime);
}
public object retrieveOneSymbolClose(string marketName, string start, string end)
{
try {
var bars = rBars(marketName, start, end);
var result = new object[bars.open.Length, 2];
O.zeroTo(
bars.open.Length,
i => {
// date close
result[i, 0] = O.date(bars.dates[i]);
result[i, 1] = bars.close[i];
});
return(result);
}
catch (Exception e) {
return(loggedError("failed to retrieve " + marketName + " between " + start + " " + end, e));
}
}
static StatisticsCollector collector(string fileName)
{
var curve = new Curve(fileName);
var jPnl = curve.pnlObservations();
var jPosition = curve.positionObservations();
var dates = new List <DateTime>();
var pnl = new List <double>();
var position = new List <double>();
foreach (JDate d in jPnl)
{
dates.Add(O.date(d));
pnl.Add(jPnl.value(d));
position.Add(jPosition.value(d));
}
return(new StatisticsCollector(dates, pnl, position));
}
public object retrieveOneTimeSeriesByName(string seriesName, string source, string start, string end)
{
try {
var ss = seriesSource(seriesName, source);
var range = Range.range(start, end);
var observations = ss.observations(range);
var result = new object[observations.size(), 2]; // datetime, double
var i = 0;
foreach (java.util.Date d in observations)
{
result[i, 0] = O.date(d);
result[i, 1] = observations.value(d);
i++;
}
return(result);
} catch (Exception e) {
var message = "failed to retrieve " + seriesName + " " + source + " " + start + " " + end;
return(loggedError(message, e));
}
}
public object retrieveOneSymbol(string marketName, string start, string end)
{
try {
var bars = rBars(marketName, start, end);
var result = new object[bars.open.Length, 7];
O.zeroTo(bars.open.Length, i => {
// date open high low close interest volume
result[i, 0] = O.date(bars.dates[i]);
result[i, 1] = bars.open[i];
result[i, 2] = bars.high[i];
result[i, 3] = bars.low[i];
result[i, 4] = bars.close[i];
result[i, 5] = bars.openInterest[i];
result[i, 6] = bars.volume[i];
});
return(result);
}
catch (Exception e) {
return(loggedError("failed to retrieve " + marketName + " between " + start + " " + end, e));
}
}
public void testSymbolBarSpud()
{
var manager = new SpudManager();
var barSpud = new BarSpud(manager);
var symbol = new Symbol("RE.TEST.TY.1C");
var spud = symbol.bars(barSpud);
barSpud.set(new Bar(1, 3, 1, 2, O.date("2007/01/02")));
AreEqual(105.04687500, spud[0].close);
barSpud.lastTickedAt(O.date("2007/01/02 12:34:55"));
symbol.javaSymbol().jmsLive().publish(new JTick(98, 100, 96, 99, 93, O.jDate("2007/01/02 12:34:56")));
O.sleep(250);
AreEqual(105.04687500, spud[0].close);
manager.goLive();
symbol.javaSymbol().jmsLive().publish(new JTick(98, 100, 96, 99, 93, O.jDate("2007/01/02 12:34:57")));
O.wait(() => spud[0].time.Equals(date("2007/01/02 12:34:57")));
AreEqual(98.0, spud[0].close);
AreEqual(93.0, spud[0].low);
}
public object businessDaysAgo(int count, string dateString, string center)
{
return(O.date(Dates.businessDaysAgo(count, O.jDate(dateString), center)));
}
public static void subscribeHeartbeat(Action <string, DateTime> hostAlive)
{
launcherHeartbeatTopic().subscribe(fields =>
hostAlive(fields.text("Hostname"), O.date(fields.time("Timestamp"))));
}
