protected override void OnTick(DarkLightEventArgs de)
{
_date = de.Tick.date;
_time = de.Tick.time;
_response.GotTick(de.Tick);
}
void backtestComplete()
{
string[] r = _messageBuilder.ToString().Split(Environment.NewLine.ToCharArray(), StringSplitOptions.RemoveEmptyEntries);
foreach (string l in r)
{
//_activityModel.Messages.Add(new ObservableMessage {Message = l});
Messages.Add(new ObservableMessage {
Message = l
});
}
IndicatorTable = _indicatorTable;
TickTable = _tickCollection;
OrderTable = _orderCollection;
FillTable = _fillCollection;
PositionTable = _positionCollection;
Plots = new ObservableCollection <TimePlot>(_plotMap.Values);
//_updatePlots();
//ResultsTable = _resultsModel.RunResults(_responseName + "." + _prettyTickDataFiles, _tradeList);
var name = _responseName + "." + _prettyTickDataFiles;
var resultInstance = DarkLightResults.GetDarkLightResults(name, _tradeList, PublishMessage, 0.0001m, 0.0012m);
ResultsList = new ObservableCollection <KeyValuePair <string, string> >(PlottingUtilities.GetFieldAndPropertyValueList(resultInstance));
Results = resultInstance;
var de = new DarkLightEventArgs(EventType.SessionEnd);
_publish(de);
_activityModel.NumberTestsCompleted = _activityModel.NumberTestsCompleted + 1;
}
protected override void OnChartLabel(DarkLightEventArgs de)
{
var col = de.Color;
var price = de.Decimal;
var bar = de.Integer;
var label = de.String;
Color wpfColor = Color.FromArgb(col.A, col.R, col.G, col.B);
var plot = new TimePlot
{
Label = label,
PointColor = wpfColor,
PlotPoints = new List <TimePlotPoint>(),
Selected = true,
};
var point = new TimePlotPoint
{
Time = Util.FT2DT(bar),
Value = price,
};
plot.PlotPoints.Add(point);
if (!_plotMap.ContainsKey(label))
{
_plotMap.Add(label, plot);
}
else
{
point = plot.PlotPoints[0];
_plotMap[label].PlotPoints.Add(point);
}
}
public override void Publish(DarkLightEventArgs de)
{
if (EventDict[de.Type] != null)
{
EventDict[de.Type](de);
}
}
public void PublishBacktestComplete()
{
var de = new DarkLightEventArgs(EventType.ServiceTransition);
de.SenderType = ServiceType.Broker;
de.TransitionType = TransitionType.End;
_publish(de);
}
public void PublishOrderAck(Order order)
{
var de = new DarkLightEventArgs(EventType.OrderAck);
de.Order = order;
_publish(de);
}
public void PublishFill(Trade trade)
{
var de = new DarkLightEventArgs(EventType.Fill);
de.Trade = trade;
_publish(de);
}
protected virtual void PublishStatus(string msg)
{
var de = new DarkLightEventArgs(EventType.Status);
de.String = msg;
_publish(de);
}
public void PublishIndicators(int index, string indicator)
{
var de = new DarkLightEventArgs(EventType.Indicator);
de.Integer = index;
de.String = indicator;
_publish(de);
}
public void PublishOrderCancelAck(string s, bool b, long l)
{
var de = new DarkLightEventArgs(EventType.CancelOrderAck);
de.String = s;
de.Boolean = b;
de.Long = l;
_publish(de);
}
public override void Start()
{
var de = new DarkLightEventArgs(EventType.ServiceTransition);
de.SenderType = ServiceType.Response;
de.TransitionType = TransitionType.Begin;
de.ResponseInfo = new ResponseInfo();
de.ResponseInfo.ResponseName = _response.Name;
de.ResponseInfo.Indicators = getIndicators();
_publish(de);
}
public void PublishChartLabel(decimal d, int index, string s, System.Drawing.Color color)
{
var de = new DarkLightEventArgs(EventType.ChartLabel);
de.Decimal = d;
de.Integer = index;
de.String = s;
de.Color = color;
_publish(de);
}
protected override void EventFilter(DarkLightEventArgs de)
{
if (_dispatchingMap[de.Type].CheckAccess() || _isBatch)
{
_actionDict[de.Type](de);
}
else
{
_dispatchingMap[de.Type].Invoke(_actionDict[de.Type], DispatcherPriority.Normal, de);
}
}
protected override void OnTick(DarkLightEventArgs de)
{
var tick = de.Tick;
_nowTime = tick.time.ToString();
_tickCollection.Add(new DataGridTick(tick, _decimalPrecisionString));
int percentComplete = de.Integer; //hack
_activityModel.PercentComplete = percentComplete;
}
public void PublishTick(Tick tick)
{
_broker.Execute(tick);
var de = new DarkLightEventArgs(EventType.Tick);
de.Tick = tick;
double numberTicksProcessed = Convert.ToDouble(_historicalSimulator.TicksProcessed); //TODO: refactor
double totalNumberTicks = Convert.ToDouble(_historicalSimulator.TicksPresent);
int percentComplete = Convert.ToInt32(Math.Round((numberTicksProcessed / totalNumberTicks) * 100));
de.Integer = percentComplete;
_publish(de);
}
public void PublishOrder(Order order, int index)
{
if (order.time == 0)
{
order.date = _date;
order.time = _time;
}
var de = new DarkLightEventArgs(EventType.Order);
de.Order = order;
de.Integer = index;
_publish(de);
}
void onSessionEnd(DarkLightEventArgs de)
{
SessionModels[_currentSession].Unsubscribe(EventType.SessionEnd, onSessionEnd);
if (_currentSession < SessionModels.Count - 1)
{
_currentSession++;
SessionModels[_currentSession].Subscribe(EventType.SessionEnd, onSessionEnd);
SessionModels[_currentSession].Start();
}
else
{
TimeSpan duration = DateTime.Now - _startTime;
var seconds = duration.TotalSeconds;
}
}
public override void Start()
{
var de = new DarkLightEventArgs(EventType.ServiceTransition);
de.SenderType = ServiceType.Broker;
de.TransitionType = TransitionType.Begin;
de.BrokerInfo = new BrokerInfo();
de.BrokerInfo.SimPrettyTickFiles = ReportModel2.PrettyTickDataFiles(_historicalDataFiles);
_publish(de);
string message = "Playing next " + _playTo.ToString().Replace("Play +", string.Empty) + "..."; //verify "Play +" vs _playToString
PublishMessage(message);
_backgroundWorker.RunWorkerAsync(_playTo);
}
protected override void OnIndicator(DarkLightEventArgs de)
{
var index = de.Integer;
var indicators = de.String;
string[] values = indicators.Split(',');
try
{
_indicatorTable.Rows.Add(values);
}
catch (ArgumentException ex)
{
if (_missingIndicatorWarn && ex.Message.Contains("array is longer than the number of columns"))
{
_missingIndicatorWarn = false;
PublishMessage("Your indicator names do not match the number of indicators you sent with sendindicators.");
PublishMessage("Check to make sure you do not have commas in your sendindicator values.");
PublishStatus("User error in specifying indicators.");
}
}
}
protected override void OnServiceTransition(DarkLightEventArgs de)
{
switch (de.SenderType)
{
case ServiceType.Broker:
if (de.TransitionType == TransitionType.Begin)
{
_prettyTickDataFiles = de.BrokerInfo.SimPrettyTickFiles;
}
else if (de.TransitionType == TransitionType.End)
{
backtestComplete();
}
break;
case ServiceType.Response:
if (de.TransitionType == TransitionType.Begin)
{
_responseName = de.ResponseInfo.ResponseName;
initializeIndicators(de.ResponseInfo.Indicators);
}
break;
}
}
protected override void OnFill(DarkLightEventArgs de)
{
var trade = de.Trade;
_tradeList.Add(trade);
PositionImpl mypos = new PositionImpl(trade);
decimal cpl = 0;
decimal cpt = 0;
if (!_positionList.TryGetValue(trade.symbol, out mypos))
{
mypos = new PositionImpl(trade);
_positionList.Add(trade.symbol, mypos);
}
else
{
cpt = Calc.ClosePT(mypos, trade);
cpl = mypos.Adjust(trade);
_positionList[trade.symbol] = mypos;
}
_positionCollection.Add(new DataGridPosition(_nowTime, mypos, cpl, cpt, _decimalPrecisionString));
_fillCollection.Add(new DataGridFill(trade, _decimalPrecisionString));
}
protected virtual void ProcessPosition(DarkLightEventArgs de)
{
// Do you thang...
}
public virtual void Publish(DarkLightEventArgs de)
{
}
protected virtual void ProcessChartLabel(DarkLightEventArgs de)
{
// Do you thang...
}
protected virtual void ProcessStatusUpdate(DarkLightEventArgs de)
{
// Do you thang...
}
protected override void OnStatus(DarkLightEventArgs de)
{
_activityModel.Status = de.String;
}
protected override void OnPosition(DarkLightEventArgs de)
{
}
protected override void OnOrder(DarkLightEventArgs de)
{
_orderCollection.Add(new DataGridOrder(de.Order));
}
protected override void OnMessage(DarkLightEventArgs de)
{
var message = de.String;
_messageBuilder.AppendFormat("{0}: {1}{2}", _nowTime, message, Environment.NewLine);
}
protected virtual void ProcessMessage(DarkLightEventArgs de)
{
// Do you thang...
}
