public SymbolHandlerDefault(SymbolInfo symbol, Agent agent)
{
this.symbol = symbol;
this.agent = agent;
this.quotesLatency = new LatencyMetric("SymbolHandler-Quotes-" + symbol.Symbol.StripInvalidPathChars());
this.salesLatency = new LatencyMetric("SymbolHandler-Trade-" + symbol.Symbol.StripInvalidPathChars());
tickPool = Factory.Parallel.TickPool(symbol);
tickPoolCallerId = tickPool.GetCallerId("SymbolHandler-" + symbol + "-" + agent);
}
public void Initialize(Task task)
{
queueTask = task;
queueTask.Name = "SimulateSymbolPlayback-" + symbolString;
tickTimer = Factory.Parallel.CreateTimer("Tick", queueTask, PlayBackTick);
queueTask.Scheduler = Scheduler.EarliestTime;
quoteSimulatorSupport.QuotePacketQueue.ConnectOutbound(queueTask);
queueTask.Start();
latency = new LatencyMetric("SimulateSymbolPlayback-" + symbolString.StripInvalidPathChars());
diagnoseMetric = Diagnose.RegisterMetric("Simulator");
}
public SimulateSymbolSyncTicks(FIXSimulatorSupport fixSimulatorSupport,
QuoteSimulatorSupport quoteSimulatorSupport,
string symbolString,
PartialFillSimulation partialFillSimulation,
TimeStamp endTime,
long id)
{
log.Register(this);
this.id = id;
this.fixSimulatorSupport = fixSimulatorSupport;
this.quoteSimulatorSupport = quoteSimulatorSupport;
this.onTick = quoteSimulatorSupport.OnTick;
this.onEndTick = quoteSimulatorSupport.OnEndTick;
this.PartialFillSimulation = partialFillSimulation;
this.symbolString = symbolString;
this.symbol = Factory.Symbol.LookupSymbol(symbolString);
fillSimulator = Factory.Utility.FillSimulator("FIX", Symbol, false, true, null);
fillSimulator.EnableSyncTicks = SyncTicks.Enabled;
FillSimulator.OnPhysicalFill = fixSimulatorSupport.OnPhysicalFill;
FillSimulator.OnRejectOrder = fixSimulatorSupport.OnRejectOrder;
fillSimulator.PartialFillSimulation = partialFillSimulation;
tickSync = SyncTicks.GetTickSync(Symbol.BinaryIdentifier);
latency = new LatencyMetric("SimulateSymbolSyncTicks-" + symbolString.StripInvalidPathChars());
diagnoseMetric = Diagnose.RegisterMetric("Simulator");
if (debug)
{
log.Debug("Opening tick file for reading.");
}
reader = Factory.TickUtil.TickFile();
try
{
reader.Initialize("Test\\MockProviderData", symbolString, TickFileMode.Read);
reader.EndTime = endTime;
}
catch (FileNotFoundException ex)
{
log.Info("File for symbol " + symbolString + " not found: " + ex.Message);
}
}
static void Main()
{
List <KustoDataObj> MockedData = new List <KustoDataObj>();
MockedData.Add(new KustoDataObj(112, "Pull Request 112", 1, 1, "Test run 1", 0.5));
MockedData.Add(new KustoDataObj(112, "Pull Request 112", 1, 1, "Test run 2", 0.2));
MockedData.Add(new KustoDataObj(112, "Pull Request 112", 2, 2, "Test run 1", 0.6));
MockedData.Add(new KustoDataObj(112, "Pull Request 112", 2, 2, "Test run 2", 0.3));
MockedData.Add(new KustoDataObj(113, "Pull Request 113", 3, 3, "Test run 3", 0.1));
MockedData.Add(new KustoDataObj(114, "Pull Request 114", 4, 4, "Test run 4", 0.7));
MockedData.Add(new KustoDataObj(114, "Pull Request 114", 5, 5, "Test run 5", 0.3));
using (var db = new BloggingContext())
{
foreach (var row in MockedData)
{
long id = row.PrId;
PullRequest pr = db.PullRequests.Find(id);
if (pr == null)
{
pr = new PullRequest()
{
Id = id,
Title = row.PrTitle
};
db.PullRequests.Add(pr);
}
long buildId = row.BuildId;
PullRequestBuildInfo prBuild = db.Builds.Find(buildId);
if (prBuild == null)
{
prBuild = new PullRequestBuildInfo()
{
Id = buildId,
TestRuns = new List <TestRun>(),
PullRequest = pr
};
db.Builds.Add(prBuild);
}
long testRunId = row.TrId;
TestRun testRun = db.TestRuns.Find(testRunId);
if (testRun == null)
{
testRun = new TestRun()
{
Id = testRunId,
BuildId = testRunId,
Content = row.TrContent,
PullRequest = pr
};
db.TestRuns.Add(testRun);
}
var metric = new LatencyMetric()
{
Percentile = row.Percentile
};
testRun.LatencyMetrics.Add(metric);
prBuild.TestRuns.Add(testRun);
db.SaveChanges();
}
}
}
