public LoadSettingsDialog(TradersSettings sets) : this()
{
this.sets = sets;
tbIntervalMs.Text = sets.PayloadSets.SleepInterval.ToString();
tbThreadsCount.Text = sets.PayloadSets.TradersCount.ToString();
tbPropOfPlacingOrder.Text = sets.PayloadSets.RequestPerIterationProb.ToStringDefault();
tbPayloadSinusPeriodMs.Text = sets.PayloadSets.SinusoidPeriodMs.ToStringDefault();
tbFadeInPeriod.Text = sets.PayloadSets.FadingInSeconds.ToStringDefault();
tbStairsCount.Text = sets.PayloadSets.StepsCount.ToStringDefault();
tbStairInterval.Text = sets.PayloadSets.SecondsPerStep.ToStringDefault();
if (sets.PayloadSets.Mode == PayloadSettingsMode.Even)
{
tbDistrEven.Checked = true;
}
else if (sets.PayloadSets.Mode == PayloadSettingsMode.Sinusoidal)
{
tbDistrSinus.Checked = true;
}
else if (sets.PayloadSets.Mode == PayloadSettingsMode.FadeIn)
{
tbModeFadeIn.Checked = true;
}
else if (sets.PayloadSets.Mode == PayloadSettingsMode.Stairs)
{
tbModeStairsUp.Checked = true;
}
else
{
tbModeStairsDown.Checked = true;
}
}
private void btnTradingSets_Click(object sender, EventArgs e)
{
var sets = TradersSettings.ReadSettings();
var dlg = new TradingSettingsDialog(sets);
dlg.ShowDialog();
}
public static SettingsPreset GetPresetByIndex(int index)
{
var defSets = TradersSettings.ReadSettings();
var presetType = Presets[index].GetType();
return((SettingsPreset)presetType.GetConstructor(new[] { typeof(TradersSettings) }).Invoke(new object[] { defSets }));
}
public StairsPreset(TradersSettings defaultSettings)
{
this.defaultSettings = defaultSettings;
ImageIndex = 8;
Title = "The Load level increases step by step";
Description = "The price is fixed.\n" +
"The Load level increases every 5 seconds. In total there are 8 steps.\n" +
"Load level settings affect the maximum number of traders (threads) and the minimum interval between placing orders.";
}
public SetupStrategiesDialog(TradersSettings settings) : this()
{
this.settings = settings;
tbShotIterations.Text = settings.TradeSets.RequestsBeforeGrabTheBook.ToStringDefault();
tbShotProbOfTake.Text = settings.TradeSets.ProbOfGrabTheBook.ToStringDefault();
tbMMActionInterval.Text = settings.TradeSets.MilisecondsBeforUpdateMMLevels.ToStringDefault();
tbMMOrdersCount.Text = settings.TradeSets.MarketLevelsCount.ToStringDefault();
tbMMlotsPerOrder.Text = settings.TradeSets.MarketMakerOrderLots.ToStringDefault();
}
public SinusoidalPreset(TradersSettings defaultSettings)
{
this.defaultSettings = defaultSettings;
ImageIndex = 6;
Title = "Change the Load by a sinusoid";
Description = "The price changes according to the sinusoid.\n" +
"The Load level changes according to the sinusoid.\n" +
"Load level settings affect the maximum number of traders (threads) and the minimum interval between placing orders.";
}
public MakerTakerEven(TradersSettings defaultSettings)
{
this.defaultSettings = defaultSettings;
ImageIndex = 3;
Title = "Traders and market maker";
Description = "A number of traders who place order at the market price make a deals with one or two market makers.\n\n" +
"The price changes according to the sinusoid.\n" +
"The Load level value does not change in time.\n" +
"Load level settings affects the number of traders (threads) and the interval between placing orders.";
}
public SimpleFadeInPreset(TradersSettings defaultSettings)
{
this.defaultSettings = defaultSettings;
ImageIndex = 4;
Title = "Growing the Load level";
Description = "A simple case with growing TPS value.\n\n" +
"The price is fixed.\n" +
"The Load level grows to the maximum value.\n" +
"Load level settings affect the maximum number of traders (threads) and the minimum interval between placing orders.";
}
public override TradersSettings Build(int payload)
{
var sets = new TradersSettings
{
PricingSets = new TradersSettings.PricingSettings
{
PricingMode = PricingSettingsMode.Fixed
},
MoneyManagementSets = new TradersSettings.MoneyManagementSettings
{
Tickers = defaultSettings.MoneyManagementSets.Tickers.ToList(),
FixedTickerIndex = 0,
LotsMax = 20,
LotsMin = 10,
TradeRandomTicker = false
},
TradeSets = new TradersSettings.TradeSettings
{
MakersCount = 0,
OneShotTradersCount = 0,
ProbOfNewOrder = 70,
ProbOfMassCancel = 15,
ProbOfCancelOrder = 15,
ProbErrorRequest = 0
},
PayloadSets = new TradersSettings.PayloadSettings
{
Mode = PayloadSettingsMode.Stairs,
RequestPerIterationProb = 100,
StepsCount = 8,
SecondsPerStep = 5
}
};
defaultSettings.CopyCommonSettingsToTarget(sets);
var paySets = sets.PayloadSets;
if (payload < 4)
{
paySets.TradersCount = payload * 8;
paySets.SleepInterval = 20;
}
else if (payload < 7)
{
paySets.TradersCount = payload * 10;
paySets.SleepInterval = 7;
}
else
{
paySets.TradersCount = payload * 12;
paySets.SleepInterval = 5;
}
return(sets);
}
public override TradersSettings Build(int payload)
{
var sets = new TradersSettings
{
PricingSets = new TradersSettings.PricingSettings
{
PricingMode = PricingSettingsMode.Sinusoidal,
SinusAmplitudePercent = 1.5m,
SinusPeriodMs = 1000 * 10
},
MoneyManagementSets = new TradersSettings.MoneyManagementSettings
{
Tickers = defaultSettings.MoneyManagementSets.Tickers.ToList(),
FixedTickerIndex = 0,
LotsMax = 10,
LotsMin = 10,
TradeRandomTicker = false
},
TradeSets = new TradersSettings.TradeSettings
{
MakersCount = 1,
OneShotTradersCount = 0,
ProbOfNewOrder = 70,
ProbOfMassCancel = 15,
ProbOfCancelOrder = 15,
ProbErrorRequest = 5,
MarketMakerOrderLots = 200,
MarketLevelsCount = 4,
MilisecondsBeforUpdateMMLevels = 1000
},
PayloadSets = new TradersSettings.PayloadSettings
{
Mode = PayloadSettingsMode.Even,
RequestPerIterationProb = 100
}
};
defaultSettings.CopyCommonSettingsToTarget(sets);
var paySets = sets.PayloadSets;
if (payload < 4)
{
paySets.TradersCount = payload * 5;
paySets.SleepInterval = 30;
}
else
{
sets.TradeSets.MakersCount = 2;
paySets.TradersCount = payload * 10;
paySets.SleepInterval = 7;
}
return(sets);
}
public OneShotPreset(TradersSettings defaultSettings)
{
this.defaultSettings = defaultSettings;
ImageIndex = 5;
Title = "One-shot trader";
Description = "A number of traders place orders randomly at the market price. " +
"One-shot trader places a \"superorder\", that takes all placed orders.\n\n" +
"The price changes according to the sinusoid.\n" +
"The Load level value does not change in time.\n" +
"Load level settings affect the number of traders (threads) and the interval between placing orders.";
}
public TakerPoolPreset(TradersSettings defaultSettings)
{
this.defaultSettings = defaultSettings;
ImageIndex = 2;
Title = "Traders only";
Description = "A simple case. A number of traders who place order at the exact market price " +
"make a deals with each other.\n\n" +
"The price is fixed.\n" +
"The Load level value does not change in time.\n" +
"Load level settings affect the number of traders (threads) and the interval between placing orders.";
}
public SlowLoadGrowthPreset(TradersSettings defaultSettings)
{
this.defaultSettings = defaultSettings;
ImageIndex = 7;
Title = "Changing the price and growing the Load level";
Description = "A number of traders grows constantly" +
"but intervals between placing orders slowly shorten in time.\n\n" +
"The price changes according to the sinusoid.\n" +
"The Load level grows to the maximum value.\n" +
"Load level settings affect the maximum number of traders (threads) and the minimum interval between placing orders.";
}
public MoneyManagementDialog()
{
InitializeComponent();
settings = TradersSettings.ReadSettings();
tbContracts.Text = JsonConvert.SerializeObject(settings.MoneyManagementSets.Tickers, Formatting.Indented);
cbTradeRandomContract.Checked = settings.MoneyManagementSets.TradeRandomTicker;
tbFixedContractId.Text = settings.MoneyManagementSets.FixedTickerIndex.ToString();
tbLotsMin.Text = settings.MoneyManagementSets.LotsMin.ToStringDefault();
tbLotsMax.Text = settings.MoneyManagementSets.LotsMax.ToStringDefault();
ControlsValidation.SetupErrorProvider(out tbLotsMinErrorProvider, tbLotsMin);
ControlsValidation.SetupErrorProvider(out tbLotsMaxErrorProvider, tbLotsMax);
}
public override TradersSettings Build(int payload)
{
var sets = new TradersSettings
{
PricingSets = new TradersSettings.PricingSettings
{
PricingMode = PricingSettingsMode.Sinusoidal,
SinusPeriodMs = 2,
SinusAmplitudePercent = 1
},
MoneyManagementSets = new TradersSettings.MoneyManagementSettings
{
Tickers = defaultSettings.MoneyManagementSets.Tickers.ToList(),
FixedTickerIndex = 0,
LotsMax = 20,
LotsMin = 10,
TradeRandomTicker = false
},
TradeSets = new TradersSettings.TradeSettings
{
MakersCount = 0,
OneShotTradersCount = 0,
ProbOfNewOrder = 70,
ProbOfMassCancel = 15,
ProbOfCancelOrder = 15,
ProbErrorRequest = 5
},
PayloadSets = new TradersSettings.PayloadSettings
{
Mode = PayloadSettingsMode.FadeIn,
FadingInSeconds = 60,
RequestPerIterationProb = 100
}
};
defaultSettings.CopyCommonSettingsToTarget(sets);
var paySets = sets.PayloadSets;
if (payload < 4)
{
paySets.TradersCount = payload * 15;
paySets.SleepInterval = 20;
}
else
{
paySets.TradersCount = payload * 18;
paySets.SleepInterval = 5;
}
return(sets);
}
public PricingSettingsDialog(TradersSettings sets) : this()
{
this.sets = sets;
tbAmplitude.Text = sets.PricingSets.SinusAmplitudePercent.ToStringDefault();
cbSinusPeriod.Text = sets.PricingSets.SinusPeriodMs.ToStringDefault();
if (sets.PricingSets.PricingMode == PricingSettingsMode.Fixed)
{
rbPriceFixed.Checked = true;
}
else if (sets.PricingSets.PricingMode == PricingSettingsMode.Sinusoidal)
{
rbPriceSinusoidal.Checked = true;
}
}
/// <summary>
/// set up predefined test scenarios' buttons
/// </summary>
private void SetupPresets()
{
var defSets = TradersSettings.ReadSettings();
SettingsPreset.Presets = new SettingsPreset[]
{
new TakerPoolPreset(defSets),
new MakerTakerEven(defSets),
new SimpleFadeInPreset(defSets),
new OneShotPreset(defSets),
new SinusoidalPreset(defSets),
new SlowLoadGrowthPreset(defSets),
new StairsPreset(defSets),
new StairsDownPreset(defSets)
};
presetButtons = new List <Button>
{
btnPreset01, btnPreset02, btnPreset03, btnPreset04, btnPreset05, btnPreset06, btnPreset07, btnPreset08
};
for (var i = 0; i < presetButtons.Count; i++)
{
var preset = SettingsPreset.Presets[i];
presetButtons[i].Tag = i;
presetButtons[i].ImageIndex = preset.ImageIndex;
toolTip.SetToolTip(presetButtons[i], preset.Description);
// setup and run the test on the button's click
presetButtons[i].Click += (sender, args) =>
{
if (pool != null)
{
return;
}
var presetIndex = (int)((Button)sender).Tag;
var dlg = new PresetDialog(SettingsPreset.GetPresetByIndex(presetIndex));
if (dlg.ShowDialog() != DialogResult.OK)
{
return;
}
StartTest();
};
}
toolTip.SetToolTip(btnStop, "Stop the test");
toolTip.SetToolTip(btnManTest, "Manually set up and start a test");
}
public CommonSettingsDialog()
{
InitializeComponent();
settings = TradersSettings.ReadSettings();
var logTypes = Enum.GetValues(typeof(LoggingLevel)).Cast <object>().ToArray();
cbLoggingLevel.Items.AddRange(logTypes);
cbLoggingLevel.SelectedItem = settings.LoggingLevel;
cbSaveServersStat.Checked = settings.LogServerStatistics;
tbStatTimeframe.Text = settings.StatisticsTimeframeSeconds.ToStringDefault();
tbTestDuration.Text = settings.TestDurationSeconds.ToStringDefault();
ControlsValidation.SetupErrorProvider(out tbStatTimeframeErrorProvider, tbStatTimeframe);
}
public void TestPeriod()
{
var sets = new TradersSettings
{
PayloadSets = new TradersSettings.PayloadSettings
{
SinusoidPeriodMs = 5000,
SleepInterval = 20
}
};
var calc = new SinusoidPayloadCalculator(sets);
var a = calc.GetNextInterval();
Thread.Sleep(200);
var b = calc.GetNextInterval();
Assert.AreNotEqual(a, b);
}
/// <summary>
/// show the connection's settings dialog
/// and apply the settings provided by the user
/// </summary>
private void btnSetupConnection_Click(object sender, EventArgs e)
{
if (pool != null)
{
return;
}
var sets = TradersSettings.ReadSettings();
var dlg = new ConnectionSettingsDialog
{
MatchingURI = sets.Uri,
StatusURI = sets.StatUri
};
dlg.ShowDialog();
if (dlg.DialogResult != DialogResult.OK)
{
return;
}
sets.Uri = dlg.MatchingURI;
sets.StatUri = dlg.StatusURI;
sets.SaveSettings();
}
public TradingSettingsDialog(TradersSettings sets) : this()
{
this.sets = sets;
tbRandomPercNew.Text = sets.TradeSets.ProbOfNewOrder.ToStringDefault();
tbRandomPercCancel.Text = sets.TradeSets.ProbOfCancelOrder.ToStringDefault();
int randomPercCancel = 0;
if (int.TryParse(sets.TradeSets.ProbOfCancelOrder.ToStringDefault(), out randomPercCancel))
{
trbRandomPercCancel.Value = randomPercCancel;
}
tbRandomPercMass.Text = sets.TradeSets.ProbOfMassCancel.ToStringDefault();
int randomPercMass = 0;
if (int.TryParse(sets.TradeSets.ProbOfMassCancel.ToStringDefault(), out randomPercMass))
{
trbRandomPercMass.Value = randomPercMass;
}
tbErrorReqPerc.Text = sets.TradeSets.ProbErrorRequest.ToStringDefault();
tbMakersCount.Text = sets.TradeSets.MakersCount.ToStringDefault();
tbOneShotCount.Text = sets.TradeSets.OneShotTradersCount.ToStringDefault();
}
public Statistics(TradersSettings settings)
{
this.settings = settings;
timeframeSeconds = settings.StatisticsTimeframeSeconds;
}
