public void TestResize()
{
var arr = new IdArray <double>(10);
Assert.Equal(arr.Size, 10);
//Assert.Throws(() => arr[15] = 20.0);
}
public MetaStrategy(Framework framework, string name) : base(framework, name)
{
this.strategiesByInstrument = new IdArray<List<Strategy>>(1000);
this.strategyById = new IdArray<Strategy>(1000);
this.strategyByPortfolioId = new IdArray<Strategy>(1000);
this.strategies = new List<Strategy>();
}
public override List <ExecutionMessage> Load(string series = null)
{
var idMap = new IdArray <string>();
var subSideMap = new IdArray <SubSide>();
var reports = _reports.FindAll().ToList();
foreach (var report in reports)
{
idMap[report.OrderId] = report.ProviderOrderId;
subSideMap[report.OrderId] = report.SubSide;
}
var orders = _orders.FindAll().ToList();
var maxLocalId = string.Empty;
foreach (var order in orders)
{
order.ProviderOrderId = idMap[order.OrderId];
SetSubSide(order, subSideMap[order.OrderId]);
maxLocalId = DealProcessor.GetOrderId(order);
}
Settings.Set(ProviderSettingsType.MaxLocalId, maxLocalId);
var list = new List <ExecutionMessage>();
list.AddRange(orders);
list.AddRange(reports);
return(list);
}
public SellSideInstrumentStrategy(Framework framework, string name)
: base(framework, name)
{
this.raiseEvents = false;
this.strategyByInstrument = new IdArray<List<SellSideInstrumentStrategy>>(1000);
this.strategyByPortfolio = new IdArray<SellSideInstrumentStrategy>(1000);
this.strategyBySynthInstrument = new IdArray<SellSideInstrumentStrategy>(1000);
this.strategies = new List<Strategy>();
}
public static T GetOrCreate <T>(this IdArray <T> array, int id, int size = 1024) where T : class, new()
{
var o = array[id];
if (o == null)
{
array[id] = o = new T();
}
return(o);
}
public GroupDispatcher(Framework framework)
{
this.framework = framework;
this.listeners = new List<IGroupListener>();
this.listenerTable = new IdArray<List<IGroupListener>>(1000);
this.groupByListenerTable = new Dictionary<IGroupListener, List<int>>();
framework.eventManager.Dispatcher.NewGroup += new GroupEventHandler(this.Dispatcher_NewGroup);
framework.eventManager.Dispatcher.NewGroupEvent += new GroupEventEventHandler(this.Dispatcher_NewGroupEvent);
framework.eventManager.Dispatcher.NewGroupUpdate += new GroupUpdateEventHandler(this.Dispatcher_NewGroupUpdate);
framework.EventManager.Dispatcher.FrameworkCleared += new FrameworkEventHandler(this.Dispatcher_FrameworkCleared);
}
public override void Open()
{
if (!this.opened)
{
this.dataFile.Open(FileMode.OpenOrCreate);
this.byType = new IdArray<DataSeries>[128];
for (int i = 0; i < this.byType.Length; i++)
this.byType[i] = new IdArray<DataSeries>();
this.opened = true;
}
}
public Portfolio(Framework framework, string name = "")
{
this.framework = framework;
this.name = name;
this.account = new Account(framework);
this.fills = new FillSeries(name);
this.positions = new List<Position>();
this.positionByInstrument = new IdArray<Position>(1000);
this.pricer = framework.portfolioManager.pricer;
this.performance = new PortfolioPerformance(this);
this.statistics = new PortfolioStatistics(this);
}
public double this[byte index]
{
get
{
return this.fields[(int)index];
}
set
{
if (this.fields == null)
{
this.fields = new IdArray<double>(10);
}
this.fields[(int)index] = value;
}
}
public ActionResult GetUserFailedWordsDeleted([FromBody] IdArray ids)
{
if (ids.Ids.Length == 0)
{
return(StatusCode(400));
}
var items = _unitOfWork.UserFailedWords.GetAll().Where(x => x.UserId == UserHelper.GetCurrentUserId(User)).Select(x => x.Id);
var deletedIds = ids.Ids.Except(items);
var obj = new
{
extras = deletedIds
};
return(Ok(obj));
}
public ActionResult GetSekaniWordsDeleted([FromBody] IdArray ids)
{
if (ids.Ids.Length == 0)
{
return(StatusCode(400));
}
var items = _unitOfWork.SekaniWords.GetAll().Select(x => x.Id);
var deletedIds = ids.Ids.Except(items);
var obj = new
{
extras = deletedIds
};
return(Ok(obj));
}
public override object Read(BinaryReader reader)
{
reader.ReadByte();
int size = reader.ReadInt32();
IdArray<DataKey> idArray = new IdArray<DataKey>(size);
while (true)
{
int num = reader.ReadInt32();
if (num == -1)
{
break;
}
DataKey dataKey = new DataKey(null, null, -1L, -1L);
dataKey.Read(reader, true);
idArray.Add(num, dataKey);
}
return new DataKeyIdArray(idArray);
}
public Strategy(Framework framework, string name)
{
this.framework = framework;
this.Name = name;
this.strategiesByInstrument = new IdArray<LinkedList<Strategy>>(1000);
this.strategyByOrderId = new IdArray<Strategy>(1000);
this.strategies = new LinkedList<Strategy>();
this.status = StrategyStatus.Stopped;
this.instruments = new InstrumentList();
this.instrumentCountTable = new IdArray<int>(1000);
if (framework != null)
{
this.portfolio = new Portfolio(framework, this.Name);
framework.PortfolioManager.Add(this.portfolio);
}
this.bars = new BarSeries("", "");
this.equity = new TimeSeries();
this.bids = new TickSeries("");
this.asks = new TickSeries("");
this.stops = new List<Stop>();
this.stopsByInstrument = new IdArray<List<Stop>>(1000);
}
public MatchingEngine(Framework framework) : base(framework)
{
this.id = 101;
this.name = "MatchingEngine";
this.fillOnQuote = true;
this.fillOnTrade = false;
this.fillOnBar = false;
this.fillOnLevel2 = false;
this.fillMarketOnNext = false;
this.fillLimitOnNext = false;
this.fillStopOnNext = false;
this.fillStopLimitOnNext = false;
this.fillAtLimitPrice = true;
this.addQueueToOrderText = false;
this.orders = new IdArray<List<Order>>(1000);
}
public BarFactory(Framework framework)
{
this.framework = framework;
this.itemLists = new IdArray<List<BarFactoryItem>>(1000);
this.reminderTable = new SortedList<DateTime, SortedList<long, List<BarFactoryItem>>>();
}
private TickSeries GetOrCreateTickSeriesFor(IdArray<TickSeries> array, int instrumentId) => array[instrumentId] = array[instrumentId] ?? new TickSeries("", "");
public ExecutionSimulator(Framework framework) : base(framework)
{
this.id = 2;
this.name = "ExecutionSimulator";
this.description = "Default execution simulator";
this.url = "www.smartquant.com";
this.fillOnQuote = true;
this.fillOnTrade = true;
this.fillOnBar = false;
this.fillMarketOnNext = false;
this.fillLimitOnNext = false;
this.fillStopOnNext = false;
this.fillStopLimitOnNext = false;
this.fillAtLimitPrice = true;
this.orders = new IdArray<List<Order>>(1000);
}
private TickSeries GetOrCreateTickSeriesFor(IdArray <TickSeries> array, int instrumentId) => array[instrumentId] = array[instrumentId] ?? new TickSeries("", "");
private Instrument()
{
this.legs = new List<Leg>();
this.fields = new IdArray<double>(10);
}
internal void OpenWrite()
{
lock (Sync)
{
if (this.writeOpened)
{
Console.WriteLine("DataSeries::OpenWrite already write open");
return;
}
this.cache = this.cache ?? ReadCache();
if (this.bufferCount != 0 && this.cache[this.bufferCount - 1] != null)
{
this.writeKey = this.cache[this.bufferCount - 1];
this.writeKey.GetObjects();
}
else
{
if (this.position2 != -1)
{
this.writeKey = ReadKey(this.position2);
this.writeKey.number = this.bufferCount - 1;
this.writeKey.GetObjects();
}
else
{
this.writeKey = new DataKey(this.file)
{
number = 0,
changed = true
};
this.bufferCount = 1;
}
this.cache[this.writeKey.number] = this.writeKey;
}
if (this.cacheKey.position != -1)
this.file.DeleteKey(this.cacheKey, false, false);
this.cachePosition = -1;
this.file.WriteKey(this.key);
this.writeOpened = true;
}
}
private void ReadCache()
{
this.cacheKey = this.file.ReadKey(this.cachePosition, 38);
this.cache = ((DataKeyIdArray)this.cacheKey.GetObject()).keys;
for (int i = 0; i < this.cache.Size; i++)
{
if (this.cache[i] != null)
{
this.cache[i].file = this.file;
this.cache[i].number = i;
}
}
}
internal void OpenRead()
{
lock (Sync)
{
if (this.readOpened)
{
Console.WriteLine("DataSeries::OpenRead already read open");
return;
}
this.cache = this.cache ?? ReadCache();
this.readOpened = true;
}
}
internal void Init(DataFile file, ObjectKey key)
{
lock (Sync)
{
this.file = file;
this.key = key;
key.CompressionLevel = 0;
key.CompressionMethod = 0;
// Init dataKey list
if (this.cachePosition == -1)
{
this.cache = new IdArray<DataKey>(Math.Max(4096, this.bufferCount));
this.cacheKey = new ObjectKey(file, "", new DataKeyIdArray(this.cache));
}
}
}
internal DataKeyIdArray(IdArray<DataKey> keys)
{
this.keys = keys;
}
public void Clear()
{
if (this.cache == null)
{
this.ReadCache();
}
if (this.position1 != -1L)
{
DataKey dataKey = this.ReadKey(this.position1);
while (true)
{
this.file.DeleteKey(dataKey, false);
if (dataKey.next == -1L)
{
break;
}
dataKey = this.ReadKey(dataKey.next);
}
}
this.count = 0L;
this.buffer_count = 0;
this.dateTime1 = new DateTime(0L);
this.dateTime2 = new DateTime(0L);
this.position1 = -1L;
this.position2 = -1L;
this.isOpenRead = false;
this.isOpenWrite = false;
this.cache = new IdArray<DataKey>(4096);
this.cacheKey.obj = new DataKeyIdArray(this.cache);
this.readKey = null;
this.writeKey = null;
this.deleteKey = null;
this.insertKey = null;
this.changed = true;
this.Flush();
}
internal void Init(DataFile file, ObjectKey key)
{
this.file = file;
this.key = key;
key.compressionLevel = 0;
key.compressionMethod = 0;
if (this.cachePosition == -1L)
{
if (this.buffer_count < 4096)
{
this.cache = new IdArray<DataKey>(4096);
}
else
{
this.cache = new IdArray<DataKey>(this.buffer_count);
}
this.cacheKey = new ObjectKey(file, "", new DataKeyIdArray(this.cache));
}
}
private void ProcessReturnOrder(OrderField field)
{
_provider.Logger.Info(field.DebugInfo);
_orderHandlers[(byte)field.ExecType](field);
}
public void Clear()
{
lock (Sync)
{
this.cache = this.cache ?? ReadCache();
if (this.position1 != -1)
{
var key = ReadKey(this.position1);
while (true)
{
this.file.DeleteKey(key, false, true);
if (key.next == -1)
break;
key = ReadKey(key.next);
}
}
Count = 0;
this.bufferCount = 0;
DateTime1 = new DateTime(0);
DateTime2 = new DateTime(0);
this.position1 = -1;
this.position2 = -1;
this.readOpened = false;
this.writeOpened = false;
this.cache = new IdArray<DataKey>(4096);
this.cacheKey.obj = new DataKeyIdArray(this.cache);
this.readKey = null;
this.writeKey = null;
this.deleteKey = null;
this.insertKey = null;
this.changed = true;
Flush();
}
}
public QBCommissionProvider()
{
InstrumentCommissions = new IdArray <InstrumentCommission>();
ProductCommissions = new Dictionary <string, InstrumentCommission>();
}
public void TestResize()
{
var arr = new IdArray<double>(10);
Assert.Equal(arr.Size, 10);
//Assert.Throws(() => arr[15] = 20.0);
}
