public void FixSentOnUnknown()
{
// reset everything
id = 1;
o = new OrderImpl();
ot = new OrderTracker();
ot.SendDebugEvent += new DebugDelegate(ot_SendDebugEvent);
ot.VerboseDebugging = true;
ot.FixSentSizeOnUnknown = true;
// verify no size/pending/cancel
Assert.AreEqual(0, ot.Sent(id), "sent but not sent");
Assert.IsFalse(ot.isCompleted(id), "completed but not sent");
Assert.IsFalse(ot.isCanceled(id), "wrongly canceled");
Assert.IsFalse(ot.isPending(id), "wrongly pending");
Assert.IsFalse(ot.isTracked(id), "wrongly tracked");
// prepare a buy order
o = new BuyLimit(sym, 100, 100, id++);
// fill it
Assert.IsTrue(o.Fill(TickImpl.NewTrade(sym, 100, 100)), "order did not fill");
ot.GotFill((Trade)o);
// order will be invalid since it was sent previously (or unknown)
Assert.False(ot.SentOrder(id - 1).isValid, "valid order was found, none was sent though");
// verify size/pending/cancel
Assert.AreEqual(100, ot.Sent(id - 1), "not sent buy");
Assert.AreEqual(100, ot.Filled(id - 1), "incorrect fill size buy");
Assert.IsTrue(ot.isCompleted(id - 1), "wrongly not filled");
Assert.IsFalse(ot.isCanceled(id - 1), "wrongly canceled");
Assert.IsFalse(ot.isPending(id - 1), "wrongly pending");
Assert.IsTrue(ot.isTracked(id - 1), "not tracked");
}
/// <summary>
/// Initializes a new instance of the <see cref="Portfolio"/> class.
/// </summary>
/// <param name="clock">The clock.</param>
/// <param name="actionscheduler">The actionscheduler.</param>
/// <param name="brokerconnection">The brokerconnection.</param>
/// <param name="brokermodel">The brokermodel.</param>
/// <param name="currency">The currency.</param>
/// <param name="eventrunner">The eventrunner.</param>
/// <param name="exceptionhandler">The exceptionhandler.</param>
/// <param name="orderTicketHandler">The order ticket handler.</param>
/// <param name="brokeraccount">The brokeraccount.</param>
/// <param name="cashmanager">The cashmanager.</param>
/// <param name="runmode">The runmode.</param>
/// <param name="datafeed">The datafeed.</param>
/// <param name="benchmark">The benchmark.</param>
/// <param name="id">The identifier.</param>
public Portfolio(WorldClock clock, ActionsScheduler actionscheduler, BrokerConnection brokerconnection, BrokerModel brokermodel,
Currency currency, EventRunner eventrunner, ExceptionHandler exceptionhandler, OrderTicketHandler orderTicketHandler,
BrokerAccount brokeraccount, CashManager cashmanager, RunMode runmode, DataFeed datafeed, Benchmark benchmark, string id = "")
{
//Set references
ActionsScheduler = actionscheduler;
BrokerAccount = brokeraccount;
BrokerConnection = brokerconnection;
BrokerModel = brokermodel;
Clock = clock;
Currency = currency;
EventRunner = eventrunner;
ExceptionHandler = exceptionhandler;
CashManager = cashmanager;
OrderTicketHandler = orderTicketHandler;
_porfolioBenchmark = benchmark;
//Set initial items
Id = id;
IsBacktesting = runmode == RunMode.Backtester;
OrderFactory = new OrderFactory(this, BrokerModel);
OrderTracker = new OrderTracker(this);
Subscription = new DataSubscriptionManager(datafeed, CashManager);
Results = new Result(0, _porfolioBenchmark);
//Portfolio benchmark is not used
benchmark.OnCalc(x => 0);
}
void OrderTrackerField(OrderTracker tracker)
{
if (!tracker)
{
return;
}
Rect r = EditorGUILayout.GetControlRect();
if (tracker == target)
{
//GUI.enabled = true;
Rect rBG = new Rect(r.x - 2, r.y - 2, r.width + 4, r.height + 4);
GUI.Label(rBG, "", "SelectionRect");
//GUI.enabled = false;
}
//Debug.Log(EditorStyles.foldout..background);
Rect rLable = new Rect(r.x, r.y, 100, r.height);
string label = string.Format(" {0}{1} [{2:+#;-#;+0}]", tracker == target ? "(Self) " : "", tracker.sortingOrder, tracker.addSortingOrder);
EditorGUI.LabelField(rLable, new GUIContent(tracker == target ? "<b>" + label + "</b>" : label), "IN Foldout");
Rect rField = new Rect(r.x + rLable.width, r.y, r.width - rLable.width, r.height);
EditorGUI.ObjectField(
rField,
//string.Format("{0} : {1} [{2:+#;-#;+0}]", label, tracker.sortingOrder, tracker.addSortingOrder),
tracker,
typeof(OrderTracker),
true);
}
public void PartialFill()
{
// reset everything
id = 1;
o = new OrderImpl();
ot = new OrderTracker();
ot.SendDebugEvent += new DebugDelegate(ot_SendDebugEvent);
ot.VerboseDebugging = true;
// verify no size/pending/cancel
Assert.AreEqual(0, ot.Sent(id), "sent but not sent");
Assert.IsFalse(ot.isCompleted(id), "completed but not sent");
Assert.IsFalse(ot.isCanceled(id), "wrongly canceled");
Assert.IsFalse(ot.isPending(id), "wrongly pending");
Assert.IsFalse(ot.isTracked(id), "wrongly tracked");
// send a buy order
o = new BuyLimit(sym, 200, 100, id++);
ot.GotOrder(o);
// fill it
Assert.IsTrue(o.Fill(TickImpl.NewTrade(sym, 100, 100)), "order did not fill");
ot.GotFill((Trade)o);
// verify order is there
Assert.IsTrue(ot.SentOrder(id - 1).isValid, "no valid order");
// verify size/pending/cancel
Assert.AreEqual(200, ot.Sent(id - 1), "not sent buy");
Assert.AreEqual(100, ot.Filled(id - 1), "incorrect fill size buy");
Assert.IsFalse(ot.isCompleted(id - 1), "wrongly completed");
Assert.IsFalse(ot.isCanceled(id - 1), "wrongly canceled");
Assert.IsTrue(ot.isPending(id - 1), "wrongly pending");
Assert.IsTrue(ot.isTracked(id - 1), "not tracked");
// do sell order
// verify no size/pending/cancel
Assert.AreEqual(0, ot.Sent(id), "sent but not sent");
Assert.IsFalse(ot.isCompleted(id), "completed but not sent");
Assert.IsFalse(ot.isCanceled(id), "wrongly canceled");
Assert.IsFalse(ot.isPending(id), "wrongly pending");
Assert.IsFalse(ot.isTracked(id), "wrongly tracked");
// send sell order
o = new SellLimit(sym, 200, 100, id++);
ot.GotOrder(o);
// fill it
Assert.IsTrue(o.Fill(TickImpl.NewTrade(sym, 100, 100)), "order did not fill");
ot.GotFill((Trade)o);
// verify order is there
Assert.IsTrue(ot.SentOrder(id - 1).isValid, "no valid order");
// verify size/pending/cancel
Assert.AreEqual(-100, ot.Filled(id - 1), "incorrect fill size sell");
Assert.AreEqual(-200, ot.Sent(id - 1), "not sent sell");
Assert.IsFalse(ot.isCompleted(id - 1), "wrongly completed");
Assert.IsFalse(ot.isCanceled(id - 1), "wrongly canceled");
Assert.IsTrue(ot.isPending(id - 1), "wrongly pending");
Assert.IsTrue(ot.isTracked(id - 1), "not tracked");
}
public int InsertOrder(OrderTracker OrderTracker)
{
using (var connection = _databaseConnectionProvider.GetDbConnection())
{
var insertQuery = @"INSERT INTO orderstatus(orderid,status) VALUES(@OrderId,@OrderStatus)";
int id = connection.Execute(insertQuery, OrderTracker);
if (id <= 0)
{
throw new ArgumentException("An error has occured");
}
return(id);
}
}
static void Main(string[] args)
{
Manager manager = new Manager();
ConditionA conditionA = new ConditionA(manager);
ConditionB conditionB = new ConditionB(manager);
OrderTracker tracker = new OrderTracker();
tracker.TakeOrder(conditionA);
tracker.TakeOrder(conditionB);
tracker.RunOrders();
}
public void Sent()
{
// reset everything
id = 1;
o = new OrderImpl();
ot = new OrderTracker();
ot.SendDebugEvent += new DebugDelegate(ot_SendDebugEvent);
ot.VerboseDebugging = true;
// verify no size/pending/cancel
Assert.AreEqual(0, ot.Sent(id), "sent but not sent");
Assert.IsFalse(ot.isCompleted(id), "completed but not sent");
Assert.IsFalse(ot.isCanceled(id), "wrongly canceled");
Assert.IsFalse(ot.isPending(id), "wrongly pending");
Assert.IsFalse(ot.isTracked(id), "wrongly tracked");
// send a buy order
ot.GotOrder(new BuyLimit(sym, 100, 100, id++));
// verify order is there
Assert.IsTrue(ot.SentOrder(id - 1).isValid, "no valid order");
// verify size/pending/cancel
Assert.AreEqual(100, ot.Sent(id - 1), "not sent");
Assert.AreEqual(0, ot.Filled(id - 1), "incorrect fill size");
Assert.IsFalse(ot.isCompleted(id - 1), "completed but not filled");
Assert.IsFalse(ot.isCanceled(id - 1), "wrongly canceled");
Assert.IsTrue(ot.isPending(id - 1), "not pending");
Assert.IsTrue(ot.isTracked(id - 1), "not tracked");
Assert.IsTrue(ot.GetOrderId(0) == 1, "no id at idx");
// do sell order
// verify no size/pending/cancel
Assert.AreEqual(0, ot.Sent(id), "sent but not sent");
Assert.IsFalse(ot.isCompleted(id), "completed but not sent");
Assert.IsFalse(ot.isCanceled(id), "wrongly canceled");
Assert.IsFalse(ot.isPending(id), "wrongly pending");
Assert.IsFalse(ot.isTracked(id), "wrongly tracked");
// send a sell order
ot.GotOrder(new SellLimit(sym, 100, 100, id++));
// verify order is there
Assert.IsTrue(ot.SentOrder(id - 1).isValid, "no valid order");
// verify size/pending/cancel
Assert.AreEqual(-100, ot.Sent(id - 1), "not sent");
Assert.AreEqual(0, ot.Filled(id - 1), "incorrect fill size");
Assert.IsFalse(ot.isCompleted(id - 1), "completed but not filled");
Assert.IsFalse(ot.isCanceled(id - 1), "wrongly canceled");
Assert.IsTrue(ot.isPending(id - 1), "not pending");
Assert.IsTrue(ot.isTracked(id - 1), "not tracked");
}
public OrdersPanel()
{
var panel = new QDockPanel();
Content = panel;
Loaded += initialize;
systemBox = new QComboBox(onSystemSelected);
pvBox = new QComboBox(onPvSelected);
marketBox = new QComboBox(onMarketSelected);
filterBox = new QComboBox("ALL", onFilterSelected, O.list("Not Ferret", "Ferret"));
panel.add(comboBoxPanel(), Dock.Top);
panel.add(new FerretPanel(), Dock.Bottom);
orderGrid = new QDataTableGrid(loadOrderRow, unloadOrderRow);
panel.add(orderGrid);
LogC.info("starting order tracker");
orderTracker = new OrderTracker(this);
}
/// <summary>
/// Sends the pending order information messages.
/// </summary>
/// <param name="quantfunds"></param>
/// <param name="ordertracker"></param>
/// <param name="portfolioid"></param>
public void SendPendingOrderInfoMessages(IQuantFund[] quantfunds, OrderTracker ordertracker, string portfolioid)
{
if (!IsRunning || !HasSubscribers)
{
return;
}
ordertracker.PendingOrders.ForEach(p =>
{
var quantfund = quantfunds.FirstOrDefault(x => x.FundId == p.FundId);
if (quantfund != null)
{
Enqueue(PendingOrderInfoMessage.Generate(p, quantfund.Portfolio.Id, quantfund.Name));
}
else
{
Enqueue(PendingOrderInfoMessage.Generate(p, portfolioid, string.Empty));
}
});
}
public OrderAndPositionViewModel()
{
_eventaggregator = ServiceLocator.Current.GetInstance <EventAggregator>();
_logger = ServiceLocator.Current.GetInstance <ILoggerFacade>();
_configmanager = ServiceLocator.Current.GetInstance <IConfigManager>() as ConfigManager;
_ordertracker = new OrderTracker(_configmanager.DailyOrderCapacity);
_ordertracker.SendDebugEvent += OnDebug;
_positiontracker = new PositionTracker(_configmanager.DailyOrderCapacity);
_eventaggregator.GetEvent <InitialPositionEvent>().Subscribe(ClientGotInitialPosition);
//_eventaggregator.GetEvent<SendOrderEvent>().Subscribe(ClientGotOrder);
_eventaggregator.GetEvent <OrderConfirmationEvent>().Subscribe(ClientGotOrder);
_eventaggregator.GetEvent <OrderCancelConfirmationEvent>().Subscribe(ClientGotOrderCancelConfirmation);
_eventaggregator.GetEvent <OrderFillEvent>().Subscribe(ClientGotOrderFilled);
_eventaggregator.GetEvent <GenerateReportEvent>().Subscribe(GeneratePerformanceReport);
_resultstable.Columns.Add("Statistics");
_resultstable.Columns.Add("Result");
}
public IActionResult SaveTracker(OrderTracker order)
{
try
{
int orders = _orderTrackerRepository.InsertOrder(order);
if (orders <= 0)
{
return(new NotFoundObjectResult(order));
}
return(new OkObjectResult(orders));
}
catch (ArgumentException ex)
{
return(Content(HttpStatusCode.BadRequest.ToString(), ex.Message));
}
catch (Exception ex)
{
return(new BadRequestObjectResult(ex.Message));
}
}
public override void Reset(bool popup = true)
{
_positiontracker = new PositionTracker(_symbols.Count);
_barlisttracker = new BarListTracker(_symbols.ToArray(), new int[] { _higherbarinterval, _lowerbarinterval });
_barlisttracker.GotNewBar += _barlisttracker_GotNewBar;
_ordertracker = new OrderTracker(10000);
// in the none zone
_isOBOSZone = Enumerable.Repeat <OBOSZone>(OBOSZone.None, _symbols.Count).ToArray();
// neither bull or bear
_isHigherTimeFrameBullBear = Enumerable.Repeat <BullBearTrend>(BullBearTrend.None, _symbols.Count).ToArray();
// all are active
_issymbolactive = Enumerable.Repeat <bool>(true, _symbols.Count).ToArray();
// none are filled
_waittobefilled = Enumerable.Repeat <bool>(false, _symbols.Count).ToArray();
_currentorderids = Enumerable.Repeat <long>(0L, _symbols.Count).ToArray();
_entrylevel = Enumerable.Repeat <decimal>(0m, _symbols.Count).ToArray();
_exitlevel = Enumerable.Repeat <decimal>(0m, _symbols.Count).ToArray();
_transactions = 0;
_currenttime = 0;
}
public void Awake()
{
OrderTracker = GameObject.Find("OrderTracker").GetComponent <OrderTracker>();
}
public override void OnInspectorGUI()
{
if (contentEnableMaskRect2D == null)
{
contentEnableMaskRect2D = new GUIContent(" Clipped (MaskRect2D)", EditorGUIUtility.FindTexture("testpassed"), "The Renderer will be clipped by MaskRect2D.");
contentDisableMaskRect2D = new GUIContent(" Clipped (MaskRect2D)", EditorGUIUtility.FindTexture("console.warnicon.sml"), "Required '_ClipRect_n' properties in shader.\nRequired RectTransform component.");
contentEnableCanvasGroup = new GUIContent(" Modified Alpha (CanvasGroup)", EditorGUIUtility.FindTexture("testpassed"), "The Renderer will be modified alpha by CanvasGroup.");
contentDisableCanvasGroup = new GUIContent(" Modified Alpha (CanvasGroup)", EditorGUIUtility.FindTexture("console.warnicon.sml"), "Required '_Alpha' property in shader.");
}
OrderTracker current = target as OrderTracker;
bool isAutoOrderedByParent = current.parent && current.parent.childOrderInterval != 0;
serializedObject.Update();
EditorGUILayout.PropertyField(serializedObject.FindProperty("m_IgnoreParentTracker"));
GUILayout.Space(EditorGUIUtility.singleLineHeight);
EditorGUILayout.LabelField("Sorting Tracking", EditorStyles.boldLabel);
using (new EditorGUI.DisabledGroupScope(isAutoOrderedByParent))
{
if (current.parent)
{
EditorGUILayout.PropertyField(serializedObject.FindProperty("m_AddSortingOrder"), new GUIContent("Sorting Order"));
}
else
{
var spSortingLayer = serializedObject.FindProperty("m_SortingLayerID");
SortingLayerField(new GUIContent(spSortingLayer.displayName), spSortingLayer, EditorStyles.popup, EditorStyles.label);
EditorGUILayout.PropertyField(serializedObject.FindProperty("m_AddSortingOrder"));
}
}
EditorGUILayout.PropertyField(serializedObject.FindProperty("m_ChildOrderInterval"));
// DrawDefaultInspector();
serializedObject.ApplyModifiedProperties();
//using (new EditorGUI.DisabledGroupScope(true))
using (new EditorGUILayout.VerticalScope(EditorStyles.helpBox))
{
int indentLevel = EditorGUI.indentLevel;
if (current.parent)
{
OrderTrackerField(current.parent);
EditorGUI.indentLevel++;
}
OrderTrackerField(current);
EditorGUI.indentLevel++;
foreach (var child in current.children.OrderBy(x => x.addSortingOrder))
{
OrderTrackerField(child);
}
EditorGUI.indentLevel = indentLevel;
}
// Draw rendering options.
if (current.cachedRenderer)
{
GUILayout.Space(EditorGUIUtility.singleLineHeight);
EditorGUILayout.LabelField("Rendering Options", EditorStyles.boldLabel);
using (new EditorGUILayout.VerticalScope("helpbox"))
{
GUILayout.Label(current.isClippable ? contentEnableMaskRect2D : contentDisableMaskRect2D);
GUILayout.Label(current.isTransparent ? contentEnableCanvasGroup : contentDisableCanvasGroup);
}
}
}
private void Awake()
{
Store = GetComponent <GameDataStore>();
OrderTracker = GameObject.Find("OrderTracker").GetComponent <OrderTracker>();
LevelLoader = GameObject.Find("LevelChanger").GetComponent <LevelChanger>();
}
