public ReporterPokeUnit Clone() {
ReporterPokeUnit ret = new ReporterPokeUnit(this.QuoteGeneratedThisUnit);
ret.AlertsNew = new List<Alert>(this.AlertsNew);
ret.PositionsOpened = new List<Position>(this.PositionsOpened);
ret.PositionsClosed = new List<Position>(this.PositionsClosed);
return ret;
}
public void BuildStatsOnBacktestFinished(List<Position> positionsMaster) {
//// Dictionary<U,V> has no .AsReadonly() (List<T> has it)
//var positionsMasterByEntryBarSafeCopy = this.Executor.ExecutionDataSnapshot.PositionsMasterByEntryBar;
//var positionsMasterByExitBarSafeCopy = this.Executor.ExecutionDataSnapshot.PositionsMasterByExitBar;
//this.DEBUGGING_PositionsMaster = positionsMaster;
//this.DEBUGGING_PositionsMasterByEntryBarSafeCopy = positionsMasterByEntryBarSafeCopy;
//this.DEBUGGING_PositionsMasterByExitBarSafeCopy = positionsMasterByExitBarSafeCopy;
//this.SliceLong.BuildStatsOnBacktestFinished(positionsMasterByEntryBarSafeCopy, positionsMasterByExitBarSafeCopy);
//this.SliceShort.BuildStatsOnBacktestFinished(positionsMasterByEntryBarSafeCopy, positionsMasterByExitBarSafeCopy);
//this.SlicesShortAndLong.BuildStatsOnBacktestFinished(positionsMasterByEntryBarSafeCopy, positionsMasterByExitBarSafeCopy);
//this.SliceBuyHold.BuildStatsOnBacktestFinished(positionsMasterByEntryBarSafeCopy, positionsMasterByExitBarSafeCopy);
ReporterPokeUnit pokeUnit = new ReporterPokeUnit(null);
List<Position> positionsClosed = new List<Position>(this.Executor.ExecutionDataSnapshot.PositionsMaster);
foreach (Position posOpen in this.Executor.ExecutionDataSnapshot.PositionsOpenNow) {
if (positionsClosed.Contains(posOpen) == false) {
#if DEBUG
Debugger.Break();
#endif
continue;
}
positionsClosed.Remove(posOpen);
}
pokeUnit.PositionsOpened = this.Executor.ExecutionDataSnapshot.PositionsOpenNow;
pokeUnit.PositionsClosed = positionsClosed;
this.BuildStatsIncrementallyOnEachBarExecFinished(pokeUnit);
}
public int InvokeOnceHooksForOrderStateAndDelete(Order order, ReporterPokeUnit pokeUnit) {
int hooksInvoked = 0;
lock (this.hooksLock) {
foreach (OrderPostProcessorStateHook hook in this.hooks) {
string msg = "processing hook [" + hook + "] ";
if (hook.InvokedThusCanBeDeleted) continue;
if (hook.Order != order) continue;
if (hook.OrderState != order.State) continue;
hook.CurrentlyExecuting = true;
hook.Delegate(order, pokeUnit);
hook.CurrentlyExecuting = false;
hook.InvokedThusCanBeDeleted = true;
msg += " ... done";
hooksInvoked++;
}
int hooksRemoved = this.RemoveAllInvoked();
if (hooksRemoved != hooksInvoked) {
string msg = "hooksRemoved[" + hooksRemoved + "] != hooksInvoked[" + hooksInvoked + "]; I don't wanna be stuck on threading issues...";
throw new Exception(msg);
}
}
return hooksInvoked;
}
public void BuildStatsIncrementallyOnEachBarExecFinished(ReporterPokeUnit pokeUnit) {
Dictionary<int, List<Position>> posByEntry = pokeUnit.PositionsOpenedByBarFilled;
Dictionary<int, List<Position>> posByExit = pokeUnit.PositionsClosedByBarFilled;
int absorbedLong = this.SliceLong.BuildStatsIncrementallyOnEachBarExecFinished(posByEntry, posByExit);
int absorbedShort = this.SliceShort.BuildStatsIncrementallyOnEachBarExecFinished(posByEntry, posByExit);
int absorbedBoth = this.SlicesShortAndLong.BuildStatsIncrementallyOnEachBarExecFinished(posByEntry, posByExit);
int absorbedBH = this.SliceBuyHold.BuildStatsIncrementallyOnEachBarExecFinished(posByEntry, posByExit);
}
public ReporterPokeUnit Clone()
{
ReporterPokeUnit ret = new ReporterPokeUnit(this.QuoteGeneratedThisUnit);
ret.AlertsNew = new List <Alert>(this.AlertsNew);
ret.PositionsOpened = new List <Position>(this.PositionsOpened);
ret.PositionsClosed = new List <Position>(this.PositionsClosed);
return(ret);
}
public void PositionArrowsRealtimeAdd(ReporterPokeUnit pokeUnit) {
this.PositionArrowsBacktestAdd(pokeUnit.PositionsOpened);
this.PositionArrowsBacktestAdd(pokeUnit.PositionsClosed);
// NO_NEED_TO_CACHE_OPENING_ALERT_BITMAP_FOR_JUST_CLOSED_POSITIONS AlertArrow.Bitmap is dynamic for EntryAlerts until the position is closed;
// foreach (AlertArrow eachNewClosed in pokeUnit.PositionsClosed) {
// if (this.AlertArrowsListByBar.ContainsKey[eachNewClosed.EntryBarIndex] == false) {
//
// }
// List<AlertArrow> alertArrowsSameBarEntry = this.AlertArrowsListByBar[eachNewClosed.EntryBarIndex];
// foreach (AlertArrow eachArrowToResetBitmap in alertArrowsSameBarEntry) {
// if (eachArrowToResetBitmap.AlertArrow != eachNewClosed) return;
// eachArrowToResetBitmap.BitmapResetDueToPositionClose;
// }
// }
}
public void PositionsRealtimeAdd(ReporterPokeUnit pokeUnit) {
if (pokeUnit.PositionsOpened != null && pokeUnit.PositionsOpened.Count > 0) {
lock (lockPositionsOpened) {
if (this.PositionsOpenedCloneCanBeZeriofiedAfterPickup == null) this.PositionsOpenedCloneCanBeZeriofiedAfterPickup = new List<Position>();
foreach (Position eachNewOpened in pokeUnit.PositionsOpened) {
if (this.PositionsOpenedCloneCanBeZeriofiedAfterPickup.Contains(eachNewOpened)) continue;
this.PositionsOpenedCloneCanBeZeriofiedAfterPickup.Add(eachNewOpened);
}
}
}
if (pokeUnit.PositionsClosed != null && pokeUnit.PositionsClosed.Count > 0) {
lock (lockPositionsClosed) {
if (this.PositionsClosedCloneCanBeZeriofiedAfterPickup == null) this.PositionsClosedCloneCanBeZeriofiedAfterPickup = new List<Position>();
foreach (Position eachNewClosed in pokeUnit.PositionsClosed) {
if (this.PositionsClosedCloneCanBeZeriofiedAfterPickup.Contains(eachNewClosed)) continue;
this.PositionsClosedCloneCanBeZeriofiedAfterPickup.Add(eachNewClosed);
}
}
}
}
public override void PendingRealtimeAdd(ReporterPokeUnit pokeUnit) {
this.ScriptExecutorObjects.PendingRealtimeAdd(pokeUnit);
}
public override void PositionsRealtimeAdd(ReporterPokeUnit pokeUnit) {
this.ScriptExecutorObjects.PositionArrowsRealtimeAdd(pokeUnit);
}
public void InvokeHooksAndSubmitNewAlertsBackToBrokerProvider(Order orderWithNewState) {
ScriptExecutor executor = orderWithNewState.Alert.Strategy.Script.Executor;
ReporterPokeUnit afterHooksInvokedPokeUnit = new ReporterPokeUnit(null);
int hooksInvoked = this.OPPstatusCallbacks.InvokeOnceHooksForOrderStateAndDelete(orderWithNewState, afterHooksInvokedPokeUnit);
if (executor.Backtester.IsBacktestingNow) return;
List<Alert> alertsCreatedByHooks = afterHooksInvokedPokeUnit.AlertsNew;
if (alertsCreatedByHooks.Count == 0) {
string msg = "NOT_AN_ERROR: ZERO alerts from [" + hooksInvoked + "] hooks invoked; order[" + orderWithNewState + "]";
//this.PopupException(new Exception(msg));
return;
}
bool setStatusSubmitting = executor.IsStreaming && executor.IsAutoSubmitting;
this.CreateOrdersSubmitToBrokerProviderInNewThreadGroups(alertsCreatedByHooks, setStatusSubmitting, true);
orderWithNewState.Alert.Strategy.Script.Executor.PushPositionsOpenedClosedToReportersAsyncUnsafe(afterHooksInvokedPokeUnit);
}
public void OnTakeProfitKilledCreateNewTakeProfitAndAddToPokeUnit(Order killedTakeProfit, double newTakeProfitPositiveOffset, ReporterPokeUnit pokeUnit) {
string msig = "OnTakeProfitKilledCreateNewTakeProfitAndAddToPokeUnit(): ";
ScriptExecutor executor = killedTakeProfit.Alert.Strategy.Script.Executor;
Position position = killedTakeProfit.Alert.PositionAffected;
// resetting proto.SL to NULL is a legal permission to set new TakeProfitAlert for SellOrCoverRegisterAlerts()
position.Prototype.TakeProfitAlertForAnnihilation = null;
// resetting position.ExitAlert is a legal permission to for SimulateRealtimeOrderFill() to not to throw "I refuse to tryFill an ExitOrder"
position.ExitAlert = null;
// set new SL+SLa as new targets for Activator
string msg = position.Prototype.ToString();
position.Prototype.SetNewTakeProfitOffset(newTakeProfitPositiveOffset);
msg += " => " + position.Prototype.ToString();
Alert replacement = executor.PositionPrototypeActivator.CreateTakeProfitFromPositionPrototype(position);
// dont CreateAndSubmit, pokeUnit will be submitted with oneNewAlertPerState in InvokeHooksAndSubmitNewAlertsBackToBrokerProvider();
//this.CreateOrdersSubmitToBrokerProviderInNewThreadGroups(new List<Alert>() { replacement }, true, true);
pokeUnit.AlertsNew.Add(replacement);
msg += " newAlert[" + replacement + "]";
killedTakeProfit.AppendMessage(msig + msg);
}
public override void BuildIncrementalAfterPositionsChangedInRealTime(ReporterPokeUnit pokeUnit) {
}
public ReporterPokeUnit ExecuteOnNewBarOrNewQuote(Quote quote) {
if (this.Strategy.Script == null) return null;
ReporterPokeUnit pokeUnit = new ReporterPokeUnit(quote);
this.ExecutionDataSnapshot.PreExecutionClear();
int alertsDumpedForStreamingBar = -1;
if (quote != null) {
try {
this.Strategy.Script.OnNewQuoteOfStreamingBarCallback(quote);
//alertsDumpedForStreamingBar = this.ExecutionDataSnapshot.DumpPendingAlertsIntoPendingHistoryByBar();
//if (alertsDumpedForStreamingBar > 0) {
// string msg = "ITS OK HERE since prev quote has created prototype-based alerts"
// + "I WANT DUMP TO BE VALID ONLY IN onNewBar case only!!!"
// + " " + alertsDumpedForStreamingBar + " alerts Dumped for " + quote;
//}
} catch (Exception ex) {
string msig = " Script[" + this.Strategy.Script.GetType().Name + "].OnNewQuoteCallback(" + quote + "): ";
this.PopupException(ex.Message + msig, ex);
}
} else {
try {
this.Strategy.Script.OnBarStaticLastFormedWhileStreamingBarWithOneQuoteAlreadyAppendedCallback(this.Bars.BarStaticLast);
} catch (Exception ex) {
string msig = " Script[" + this.Strategy.Script.GetType().Name + "].OnNewBarCallback(" + quote + "): ";
this.PopupException(ex.Message + msig, ex);
}
}
string msg = "DONT_REMOVE_ALERT_SHOULD_LEAVE_ITS_TRAIL_DURING_LIFETIME_TO_PUT_UNFILLED_DOTS_ON_CHART";
alertsDumpedForStreamingBar = this.ExecutionDataSnapshot.DumpPendingAlertsIntoPendingHistoryByBar();
if (alertsDumpedForStreamingBar > 0) {
msg += " DUMPED_AFTER_SCRIPT_EXECUTION_ON_NEW_BAR_OR_QUOTE";
}
// what's updated after Exec: non-volatile, kept un-reset until executor.Initialize():
//this.ExecutionDataSnapshot.PositionsMasterByEntryBar (unique)
//this.ExecutionDataSnapshot.PositionsMaster
//this.PositionsOnlyActive
//this.AlertsMaster
//this.AlertsNewAfterExec
// what's new for this iteration: volatile, cleared before next Exec):
//this.AlertsNewAfterExec
//this.ExecutionDataSnapshot.PositionsOpenedAfterExec
//this.ExecutionDataSnapshot.PositionsClosedAfterExec
bool willPlace = this.Backtester.IsBacktestingNow == false && this.OrderProcessor != null && this.IsAutoSubmitting;
bool setStatusSubmitting = this.IsStreaming && this.IsAutoSubmitting;
List<Alert> alertsNewAfterExecCopy = this.ExecutionDataSnapshot.AlertsNewAfterExecSafeCopy;
if (alertsNewAfterExecCopy.Count > 0) {
this.enrichAlertsWithQuoteCreated(alertsNewAfterExecCopy, quote);
if (willPlace) {
this.OrderProcessor.CreateOrdersSubmitToBrokerProviderInNewThreadGroups(alertsNewAfterExecCopy, setStatusSubmitting, true);
}
}
if (this.Backtester.IsBacktestingNow && this.Backtester.WasBacktestAborted) return null;
pokeUnit.AlertsNew = alertsNewAfterExecCopy;
pokeUnit.PositionsOpened = this.ExecutionDataSnapshot.PositionsOpenedAfterExecSafeCopy;
pokeUnit.PositionsClosed = this.ExecutionDataSnapshot.PositionsClosedAfterExecSafeCopy;
return pokeUnit;
}
public virtual void PendingRealtimeAdd(ReporterPokeUnit pokeUnit) {
throw new NotImplementedException();
}
public virtual void BuildIncrementalAfterPositionsChangedInRealTime(ReporterPokeUnit pokeUnit) {
string msg = "DERIVED_REPORTERS_MUST_IMPLEMENT BuildIncrementalAfterPositionsChangedInRealTime(ReporterPokeUnit)" + this.TabText + "/" + this.GetType();
throw new NotImplementedException(msg);
}
void clonePositionsForChartPickupRealtime(ReporterPokeUnit pokeUnit) {
this.registerAnyAlertForReporterClickedToChartSpotted(pokeUnit.PositionsOpenedClosedMergedTogether);
this.ChartShadow.PositionsRealtimeAdd(pokeUnit.Clone());
}
public void CallbackAlertFilledMoveAroundInvokeScript(Alert alertFilled, Quote quote,
int barFillRelno, double priceFill, double qtyFill, double slippageFill, double commissionFill) {
string msig = " CallbackAlertFilledMoveAroundInvokeScript(" + alertFilled + ", " + quote + ")";
List<Alert> alertsNewAfterAlertFilled = new List<Alert>();
List<Position> positionsOpenedAfterAlertFilled = new List<Position>();
List<Position> positionsClosedAfterAlertFilled = new List<Position>();
//"Excuse me, what bar is it now?" I'm just guessing! does BrokerProvider knows to pass Bar here?...
Bar barFill = (this.IsStreaming) ? alertFilled.Bars.BarStreamingCloneReadonly : alertFilled.Bars.BarStaticLast;
if (barFillRelno != barFill.ParentBarsIndex) {
string msg = "barFillRelno[" + barFillRelno + "] != barFill.ParentBarsIndex["
+ barFill.ParentBarsIndex + "]; barFill=[" + barFill + "]";
Assembler.PopupException(msg);
}
if (priceFill == -1) {
string msg = "won't set priceFill=-1 for alert [" + alertFilled + "]";
throw new Exception(msg);
}
if (alertFilled.PositionAffected == null) {
string msg = "CallbackAlertFilled can't do its job: alert.PositionAffected=null for alert [" + alertFilled + "]";
throw new Exception(msg);
}
if (alertFilled.IsEntryAlert) {
if (alertFilled.PositionAffected.EntryFilledBarIndex != -1) {
string msg = "DUPE: CallbackAlertFilled can't do its job: alert.PositionAffected.EntryBar!=-1 for alert [" + alertFilled + "]";
throw new Exception(msg);
} else {
string msg = "initializing EntryBar=[" + barFill + "] on AlertFilled";
}
} else {
if (alertFilled.PositionAffected.ExitFilledBarIndex != -1) {
string msg = "DUPE: CallbackAlertFilled can't do its job: alert.PositionAffected.ExitBar!=-1 for alert [" + alertFilled + "]";
throw new Exception(msg);
return;
} else {
string msg = "initializing ExitBar=[" + barFill + "] on AlertFilled";
}
}
if (quote == null) {
quote = this.DataSource.StreamingProvider.StreamingDataSnapshot.LastQuoteGetForSymbol(alertFilled.Symbol);
// TODO: here quote will have NO_PARENT_BARS, since StreamingDataSnapshot contains anonymous quote;
// I should keep per-timeframe / per-distributionChannel LastQuote to have ParentBar= different StreamingBar 's
// bindStreamingBarForQuoteAndPushQuoteToConsumers(quoteSernoEnrichedWithUnboundStreamingBar.Clone());
}
alertFilled.QuoteLastWhenThisAlertFilled = quote;
try {
alertFilled.FillPositionAffectedEntryOrExitRespectively(barFill, barFillRelno, priceFill, qtyFill, slippageFill, commissionFill);
} catch (Exception ex) {
string msg = "REMOVE_FILLED_FROM_PENDING? DONT_USE_Bar.ContainsPrice()?";
Assembler.PopupException(msg + msig, ex);
//Debugger.Break();
}
bool removed = this.ExecutionDataSnapshot.AlertsPendingRemove(alertFilled);
if (removed == false) {
Debugger.Break();
}
if (alertFilled.IsEntryAlert) {
// position has its parent alert in Position.ctor()
//// REFACTORED_POSITION_HAS_AN_ALERT_AFTER_ALERTS_CONSTRUCTOR
//alert.PositionAffected.EntryCopyFromAlert(alert);
this.ExecutionDataSnapshot.PositionsMasterOpenNewAdd(alertFilled.PositionAffected);
positionsOpenedAfterAlertFilled.Add(alertFilled.PositionAffected);
} else {
//// REFACTORED_POSITION_HAS_AN_ALERT_AFTER_ALERTS_CONSTRUCTOR we can exit by TP or SL - position doesn't have an ExitAlert assigned until Alert was filled!!!
//alertFilled.PositionAffected.ExitAlertAttach(alertFilled);
this.ExecutionDataSnapshot.MovePositionOpenToClosed(alertFilled.PositionAffected);
positionsClosedAfterAlertFilled.Add(alertFilled.PositionAffected);
}
bool willPlace = this.Backtester.IsBacktestingNow == false && this.OrderProcessor != null && this.IsAutoSubmitting;
bool setStatusSubmitting = this.IsStreaming && this.IsAutoSubmitting;
PositionPrototype proto = alertFilled.PositionAffected.Prototype;
if (proto != null) {
// 0. once again, set ExitAlert to What was actually filled, because prototypeEntry created SL & TP, which were both written into ExitAlert;
// so if we caught the Loss and SL was executed, position.ExitAlert will still contain TP if we don't set it here
bool exitIsDifferent = alertFilled.PositionAffected.ExitAlert != null && alertFilled.PositionAffected.ExitAlert != alertFilled;
if (alertFilled.IsExitAlert && exitIsDifferent) {
alertFilled.PositionAffected.ExitAlertAttach(alertFilled);
}
// 1. alert.PositionAffected.Prototype.StopLossAlertForAnnihilation and TP will get assigned
alertsNewAfterAlertFilled = this.PositionPrototypeActivator.AlertFilledCreateSlTpOrAnnihilateCounterparty(alertFilled);
// quick check: there must be {SL+TP} OR Annihilator
//this.BacktesterFacade.IsBacktestingNow == false &&
if (alertFilled.IsEntryAlert) {
if (proto.StopLossAlertForAnnihilation == null) {
string msg = "NONSENSE@Entry: proto.StopLossAlert is NULL???..";
throw new Exception(msg);
}
if (proto.TakeProfitAlertForAnnihilation == null) {
string msg = "NONSENSE@Entry: proto.TakeProfitAlert is NULL???..";
throw new Exception(msg);
}
if (alertsNewAfterAlertFilled.Count == 0) {
string msg = "NONSENSE@Entry: alertsNewSlAndTp.Count=0"
+ "; this.PositionPrototypeActivator.AlertFilledCreateSlTpOrAnnihilateCounterparty(alertFilled)"
+ " should return 2 alerts; I don't want to create new list from {proto.SL, proto.TP}";
throw new Exception(msg);
}
}
if (alertFilled.IsExitAlert) {
if (alertsNewAfterAlertFilled.Count > 0) {
string msg = "NONSENSE@Exit: there must be no alerts (got " + alertsNewAfterAlertFilled.Count + "): killer works silently";
throw new Exception(msg);
}
}
if (alertsNewAfterAlertFilled.Count > 0 && willPlace) {
this.OrderProcessor.CreateOrdersSubmitToBrokerProviderInNewThreadGroups(alertsNewAfterAlertFilled, setStatusSubmitting, true);
// 3. Script using proto might move SL and TP which require ORDERS to be moved, not NULLs
int twoMinutes = 120000;
if (alertFilled.IsEntryAlert) {
// there must be SL.OrderFollowed!=null and TP.OrderFollowed!=null
if (proto.StopLossAlertForAnnihilation.OrderFollowed == null) {
string msg = "StopLossAlert.OrderFollowed is NULL!!! engaging ManualResetEvent.WaitOne()";
this.PopupException(msg);
Stopwatch waitedForStopLossOrder = new Stopwatch();
waitedForStopLossOrder.Start();
proto.StopLossAlertForAnnihilation.MreOrderFollowedIsNotNull.WaitOne(twoMinutes);
waitedForStopLossOrder.Stop();
msg = "waited " + waitedForStopLossOrder.ElapsedMilliseconds + "ms for StopLossAlert.OrderFollowed";
if (proto.StopLossAlertForAnnihilation.OrderFollowed == null) {
msg += ": NO_SUCCESS still null!!!";
this.PopupException(msg);
} else {
proto.StopLossAlertForAnnihilation.OrderFollowed.AppendMessage(msg);
this.PopupException(msg);
}
} else {
string msg = "you are definitely crazy, StopLossAlert.OrderFollowed is a single-threaded assignment";
//this.ThrowPopup(new Exception(msg));
}
if (proto.TakeProfitAlertForAnnihilation.OrderFollowed == null) {
string msg = "TakeProfitAlert.OrderFollowed is NULL!!! engaging ManualResetEvent.WaitOne()";
this.PopupException(msg);
Stopwatch waitedForTakeProfitOrder = new Stopwatch();
waitedForTakeProfitOrder.Start();
proto.TakeProfitAlertForAnnihilation.MreOrderFollowedIsNotNull.WaitOne();
waitedForTakeProfitOrder.Stop();
msg = "waited " + waitedForTakeProfitOrder.ElapsedMilliseconds + "ms for TakeProfitAlert.OrderFollowed";
if (proto.TakeProfitAlertForAnnihilation.OrderFollowed == null) {
msg += ": NO_SUCCESS still null!!!";
this.PopupException(msg);
} else {
proto.TakeProfitAlertForAnnihilation.OrderFollowed.AppendMessage(msg);
this.PopupException(msg);
}
} else {
string msg = "you are definitely crazy, TakeProfitAlert.OrderFollowed is a single-threaded assignment";
//this.ThrowPopup(new Exception(msg));
}
}
}
}
if (this.Backtester.IsBacktestingNow == false) {
ReporterPokeUnit pokeUnit = new ReporterPokeUnit(quote);
pokeUnit.AlertsNew = alertsNewAfterAlertFilled;
pokeUnit.PositionsOpened = positionsOpenedAfterAlertFilled;
pokeUnit.PositionsClosed = positionsClosedAfterAlertFilled;
this.PushPositionsOpenedClosedToReportersAsyncUnsafe(pokeUnit);
}
// 4. Script event will generate a StopLossMove PostponedHook
this.invokeScriptEvents(alertFilled);
// reasons for (alertsNewAfterExec.Count > 0) include:
// 2.1. PrototypeActivator::AlertFilledPlaceSlTpOrAnnihilateCounterparty
// 2.2. Script.OnAlertFilledCallback(alert)
// 2.3. Script.OnPositionOpenedPrototypeSlTpPlacedCallback(alert.PositionAffected)
// 2.4. Script.OnPositionClosedCallback(alert.PositionAffected)
}
//DateTime lastTimeReportersPoked = DateTime.MinValue;
public void PushPositionsOpenedClosedToReportersAsyncUnsafe(ReporterPokeUnit pokeUnit) {
// EMPTY_AFTEREXEC check#1
if (pokeUnit.PositionsChanged == 0) return;
this.clonePositionsForChartPickupRealtime(pokeUnit);
this.Performance.BuildStatsIncrementallyOnEachBarExecFinished(pokeUnit);
}
public ReporterPokeUnitEventArgs(ReporterPokeUnit pokeUnit)
{
// TODO: Complete member initialization
this.PokeUnit = pokeUnit;
}
public ReporterPokeUnitEventArgs(ReporterPokeUnit pokeUnit) {
// TODO: Complete member initialization
this.PokeUnit = pokeUnit;
}
public override void BuildIncrementalAfterPositionsChangedInRealTime(ReporterPokeUnit pokeUnit) {
Debugger.Break();
this.reversePositionsCalcCumulativesDumpToTitleAndOLV();
}
public void PendingRealtimeAdd(ReporterPokeUnit pokeUnit) {
Debugger.Break(); //should I NOT assign this.AlertsPendingHistorySafeCopy=alertsPendingHistorySafeCopy;?
if (null == pokeUnit.QuoteGeneratedThisUnit) {
Debugger.Break();
return;
}
if (null == pokeUnit.QuoteGeneratedThisUnit.ParentStreamingBar) {
Debugger.Break();
return;
}
int barIndex = pokeUnit.QuoteGeneratedThisUnit.ParentStreamingBar.ParentBarsIndex;
this.AlertsPendingHistorySafeCopy.Add(barIndex, pokeUnit.AlertsNew);
}