public void putOrderExeEvents(ExecutionMessage message, String stgNo)
{
String side = message.Execution.Side;
int bqty = 0;
int sqty = 0;
if ("BOT".Equals(side))
{
bqty = message.Execution.Shares;
}
if ("SLD".Equals(side))
{
sqty = message.Execution.Shares;
}
AppOrderExecutedEvent exeEvent = new AppOrderExecutedEvent();
exeEvent.TickerName = message.Contract.LocalSymbol;
exeEvent.BQty = bqty.ToString();
exeEvent.SQty = sqty.ToString();
exeEvent.Price = message.Execution.Price.ToString();
exeEvent.SNo = stgNo;
exeEvent.Status = "Filled";
exeEvent.Time = message.Execution.Time;
IAppMainteanceManager maintenanceManager = stgManager.getAppMainteanceManager();
if (maintenanceManager != null)
{
maintenanceManager.storeEventQueue.Add(exeEvent);
}
}
public AppStrategyManager(IIBTradeAppBridge appForm)
{
appMDManager = new AppMDManager(appForm);
appEventManager = new AppEventManager(this);
appOrderManager = new AppOrderManager(this);
appMaintenanceManager = new AppMainteanceManager(this);
appMaintenanceManager.startManager();
ParentUI = appForm;
//OrderRepositry = new ConcurrentDictionary<string, OrderRecord>();
activeStgNamesMap = new ConcurrentDictionary <String, String>();
storeStg = new Dictionary <string, IStrategy>();
storeStg.Add(AppConstant.STG1_SHORT_NAME, new StrategyRandom1(AppConstant.STG1_SHORT_NAME, 0));
storeStg.Add(AppConstant.STG2_SHORT_NAME, new StrategyRBreakerReverse1(AppConstant.STG2_SHORT_NAME, 1));
storeStg.Add(AppConstant.STG3_SHORT_NAME, new StrategyRBreakerTrend1(AppConstant.STG3_SHORT_NAME, 2));
storeStg.Add(AppConstant.STG4_SHORT_NAME, new StrategyRandom4(AppConstant.STG4_SHORT_NAME, 3));
/*
* storeStg.Add(AppConstant.STG5_SHORT_NAME, new StrategyStastic1(AppConstant.STG5_SHORT_NAME, 4));
* storeStg.Add(AppConstant.STG6_SHORT_NAME, new StrategyRBreaker1(AppConstant.STG6_SHORT_NAME, 5));
* storeStg.Add(AppConstant.STG7_SHORT_NAME, new StrategyRBreakerTrend2(AppConstant.STG7_SHORT_NAME, 6));
*/
StoreCancelToken = new ConcurrentDictionary <string, CancellationTokenSource>();
TimeDiffServer = long.MaxValue;
appEventManager.startGenerateTimeEvents();
}
public void putTimeEvents(DateTime time)
{
ConcurrentDictionary <String, String> stgNamesMap = stgManager.getActiveStgNamesMap();
AppTimeEvent timeEvent = new AppTimeEvent();
timeEvent.eventTime = time;
stgNamesMap.Keys.ToArray();
foreach (String name in stgNamesMap.Keys)
{
storeEventQueue[name].Add(timeEvent);
}
IAppMainteanceManager maintenanceManager = stgManager.getAppMainteanceManager();
if (maintenanceManager != null)
{
maintenanceManager.storeEventQueue.Add(timeEvent);
}
}
public void test_handleDailyAllFlagsReset()
{
DateTime time1 = new DateTime(2015, 12, 10, 10, 0, 0, DateTimeKind.Local);
DateTime time2 = new DateTime(2015, 12, 10, 12, 57, 1, DateTimeKind.Local);
DateTime time3 = new DateTime(2015, 12, 14, 02, 0, 1, DateTimeKind.Local);
DateTime time4 = new DateTime(2015, 12, 10, 0, 10, 0, DateTimeKind.Local);
DateTime time5 = new DateTime(2015, 12, 11, 0, 10, 0, DateTimeKind.Local);
AppTimeEvent timeEvent1 = getItemEvent(time1);
AppTimeEvent timeEvent2 = getItemEvent(time2);
AppTimeEvent timeEvent3 = getItemEvent(time3);
//[Case Initial the reset flags]
IAppMainteanceManager maintenanceManager = getInitMaintenaceManger(null);
maintenanceManager.dailyAllFlagsInit = false;
maintenanceManager.handleDailyAllFlagsReset(timeEvent1);
Assert.IsTrue(maintenanceManager.dailyAllFlagsInit);
Assert.IsNotNull(maintenanceManager.CompleteDailyReset[time4]);
//[Case will not trigger reset all daily flags, when the CompleteDailyReset already contain the record of that day]
maintenanceManager.lunchTimeRTBReset = true;
maintenanceManager.morningTimeRTBReset = true;
maintenanceManager.handleDailyAllFlagsReset(timeEvent2);
Assert.IsTrue(maintenanceManager.lunchTimeRTBReset);
Assert.IsTrue(maintenanceManager.morningTimeRTBReset);
Console.WriteLine(timeEvent3.eventTime.ToString());
Console.WriteLine(maintenanceManager.dailyAllFlagsInit);
//[Case will trigger reset all daily flags, when the CompleteDailyReset does not contain the record of that day]
//TO:DO to implement
//maintenanceManager.handleDailyAllFlagsReset(timeEvent3);
//Assert.IsFalse(maintenanceManager.lunchTimeRTBReset);
//Assert.IsFalse(maintenanceManager.morningTimeRTBReset);
//Assert.IsNotNull(maintenanceManager.CompleteDailyReset[time5]);
//xxxmaintenanceManager.CompleteDailyReset[time1];
}
public void test_handleResetRTBRequest()
{
IRealTimeBarsManagerBridge rtsBarManager = new RealTimeBarsManagerMock();
var uiMock = new Mock <IIBTradeAppBridge>();
Contract contract = getContract();
TickerInfo ticker = getTickerInfo();
uiMock.Setup(foo => foo.getRealTimeBarsManager()).Returns(rtsBarManager);
uiMock.Setup(foo => foo.GetMDContract()).Returns(contract);
uiMock.Setup(foo => foo.getTickerInfo()).Returns(ticker);
IIBTradeAppBridge uiMockObj = uiMock.Object;
var mock = new Mock <IAppStrategyManager>();
mock.Setup(foo => foo.ParentUI).Returns(uiMockObj);
IAppStrategyManager mockObj = mock.Object;
DateTime time1 = new DateTime(2015, 12, 10, 10, 0, 0, DateTimeKind.Local);
DateTime time2 = new DateTime(2015, 12, 10, 12, 57, 1, DateTimeKind.Local);
DateTime time3 = new DateTime(2015, 12, 10, 12, 58, 1, DateTimeKind.Local);
IAppMainteanceManager maintenanceManager = getInitMaintenaceManger(mockObj);
AppTimeEvent timeEvent1 = getItemEvent(time1);
AppTimeEvent timeEvent2 = getItemEvent(time2);
AppTimeEvent timeEvent3 = getItemEvent(time3);
//[reset negative, time is before moring time and lunch time]
maintenanceManager.handleResetRTBRequest(timeEvent1);
Assert.IsFalse(maintenanceManager.morningTimeRTBReset);
Assert.IsFalse(maintenanceManager.lunchTimeRTBReset);
//[reset lunch positive, time is at lunch time]
maintenanceManager.handleResetRTBRequest(timeEvent2);
Assert.IsFalse(maintenanceManager.morningTimeRTBReset);
Assert.IsTrue(maintenanceManager.lunchTimeRTBReset);
//[reset lunch negative, time is just after lunch time]
maintenanceManager = getInitMaintenaceManger(mockObj);
maintenanceManager.handleResetRTBRequest(timeEvent3);
Assert.IsFalse(maintenanceManager.morningTimeRTBReset);
Assert.IsFalse(maintenanceManager.lunchTimeRTBReset);
DateTime time4 = new DateTime(2015, 12, 10, 07, 0, 0, DateTimeKind.Local);
DateTime time5 = new DateTime(2015, 12, 10, 09, 12, 1, DateTimeKind.Local);
DateTime time6 = new DateTime(2015, 12, 10, 09, 13, 1, DateTimeKind.Local);
AppTimeEvent timeEvent4 = getItemEvent(time4);
AppTimeEvent timeEvent5 = getItemEvent(time5);
AppTimeEvent timeEvent6 = getItemEvent(time6);
//[reset morning negative, time is before morning time]
maintenanceManager = getInitMaintenaceManger(mockObj);
maintenanceManager.handleResetRTBRequest(timeEvent4);
Assert.IsFalse(maintenanceManager.morningTimeRTBReset);
Assert.IsFalse(maintenanceManager.lunchTimeRTBReset);
//[reset morning positive, time is at morning time]
maintenanceManager = getInitMaintenaceManger(mockObj);
maintenanceManager.handleResetRTBRequest(timeEvent5);
Assert.IsTrue(maintenanceManager.morningTimeRTBReset);
Assert.IsFalse(maintenanceManager.lunchTimeRTBReset);
//[reset morning negative, time is after morning time]
maintenanceManager = getInitMaintenaceManger(mockObj);
maintenanceManager.handleResetRTBRequest(timeEvent6);
Assert.IsFalse(maintenanceManager.morningTimeRTBReset);
Assert.IsFalse(maintenanceManager.lunchTimeRTBReset);
//[reset morning & lunch, one cycle]
DateTime time7 = new DateTime(2015, 12, 11, 0, 0, 1, DateTimeKind.Local);
DateTime time8 = new DateTime(2015, 12, 11, 09, 12, 1, DateTimeKind.Local);
DateTime time9 = new DateTime(2015, 12, 11, 12, 57, 1, DateTimeKind.Local);
AppTimeEvent timeEvent7 = getItemEvent(time7);
AppTimeEvent timeEvent8 = getItemEvent(time8);
AppTimeEvent timeEvent9 = getItemEvent(time9);
maintenanceManager = getInitMaintenaceManger(mockObj);
//[time is 07:00]
maintenanceManager.handleResetRTBRequest(timeEvent4);
Assert.IsFalse(maintenanceManager.morningTimeRTBReset);
Assert.IsFalse(maintenanceManager.lunchTimeRTBReset);
//[time is 09:12]
maintenanceManager.handleResetRTBRequest(timeEvent5);
Assert.IsTrue(maintenanceManager.morningTimeRTBReset);
Assert.IsFalse(maintenanceManager.lunchTimeRTBReset);
//[time is 12:57]
maintenanceManager.handleResetRTBRequest(timeEvent2);
Assert.IsTrue(maintenanceManager.morningTimeRTBReset);
Assert.IsTrue(maintenanceManager.lunchTimeRTBReset);
//[time is 0:0 T+1]
maintenanceManager.resetDailyAllFlag(time7);
Assert.IsFalse(maintenanceManager.morningTimeRTBReset);
Assert.IsFalse(maintenanceManager.lunchTimeRTBReset);
//[time is 09:12 T+1]
maintenanceManager.handleResetRTBRequest(timeEvent8);
Assert.IsTrue(maintenanceManager.morningTimeRTBReset);
Assert.IsFalse(maintenanceManager.lunchTimeRTBReset);
//[time is 12:57 T+1]
maintenanceManager.handleResetRTBRequest(timeEvent9);
Assert.IsTrue(maintenanceManager.morningTimeRTBReset);
Assert.IsTrue(maintenanceManager.lunchTimeRTBReset);
}
public void injectAppMainteanceManager(IAppMainteanceManager appMainteanceManager)
{
this.appMaintenanceManager = appMainteanceManager;
}
