/// <summary>
/// To create candles from the tick trades collection.
/// </summary>
/// <param name="trades">Tick trades.</param>
/// <param name="series">Candles series.</param>
/// <returns>Candles.</returns>
public static IEnumerableEx <Candle> ToCandles(this IEnumerableEx <Trade> trades, CandleSeries series)
{
return(new CandleEnumerable <Trade>(series, trades));
}
/// <summary>
/// To start paper trading.
/// </summary>
public void Start(IEnumerableEx<Strategy> strategies)
{
if (strategies == null)
throw new ArgumentNullException(nameof(strategies));
_progressStep = ((EmulationSettings.StopTime - EmulationSettings.StartTime).Ticks / 100).To<TimeSpan>();
_cancelEmulation = false;
_totalBatches = (int)((decimal)strategies.Count / EmulationSettings.BatchSize).Ceiling();
_currentBatch = -1;
CurrentProgress = 0;
State = EmulationStates.Starting;
_batches = strategies.Batch(EmulationSettings.BatchSize).GetEnumerator();
TryStartNextBatch();
}
public void Start(Security security, Type dataType, object arg, IEnumerableEx values, object path)
{
if (dataType == null)
{
throw new ArgumentNullException("dataType");
}
if (security == null && dataType != typeof(NewsMessage) && dataType != typeof(SecurityMessage))
{
throw new ArgumentNullException("security");
}
if (values == null)
{
throw new ArgumentNullException("values");
}
var currProgress = 5;
var valuesPerPercent = (values.Count / (100 - currProgress)).Max(1);
var valuesPerCount = (valuesPerPercent / 10).Max(1);
var currCount = 0;
var valuesCount = 0;
Func <int, bool> isCancelled = count =>
{
var isCancelling = _worker.CancellationPending;
if (!isCancelling)
{
valuesCount += count;
if (valuesCount / valuesPerPercent > currProgress)
{
currProgress = valuesCount / valuesPerPercent;
_worker.ReportProgress(currProgress);
}
if (valuesCount > currCount)
{
currCount = valuesCount + valuesPerCount;
this.GuiAsync(() => UpdateCount(valuesCount));
}
}
return(isCancelling);
};
string fileName;
BaseExporter exporter;
switch (_button.ExportType)
{
case ExportTypes.Excel:
fileName = (string)path;
exporter = new ExcelExporter(security, arg, isCancelled, fileName, () => GuiDispatcher.GlobalDispatcher.AddSyncAction(TooManyValues));
break;
case ExportTypes.Xml:
fileName = (string)path;
exporter = new XmlExporter(security, arg, isCancelled, fileName);
break;
case ExportTypes.Txt:
var wnd = new ExportTxtPreviewWindow
{
DataType = dataType,
Arg = arg
};
var registry = ((HydraEntityRegistry)ConfigManager.GetService <IEntityRegistry>()).Settings.TemplateTxtRegistry;
if (dataType == typeof(SecurityMessage))
{
wnd.TxtTemplate = registry.TemplateTxtSecurity;
}
else if (dataType == typeof(NewsMessage))
{
wnd.TxtTemplate = registry.TemplateTxtNews;
}
else if (dataType.IsSubclassOf(typeof(CandleMessage)))
{
wnd.TxtTemplate = registry.TemplateTxtCandle;
}
else if (dataType == typeof(Level1ChangeMessage))
{
wnd.TxtTemplate = registry.TemplateTxtLevel1;
}
else if (dataType == typeof(QuoteChangeMessage))
{
wnd.TxtTemplate = registry.TemplateTxtDepth;
}
else if (dataType == typeof(ExecutionMessage))
{
if (arg == null)
{
throw new ArgumentNullException("arg");
}
switch ((ExecutionTypes)arg)
{
case ExecutionTypes.Tick:
wnd.TxtTemplate = registry.TemplateTxtTick;
break;
case ExecutionTypes.Order:
case ExecutionTypes.Trade:
wnd.TxtTemplate = registry.TemplateTxtTransaction;
break;
case ExecutionTypes.OrderLog:
wnd.TxtTemplate = registry.TemplateTxtOrderLog;
break;
default:
throw new ArgumentOutOfRangeException();
}
}
else
{
throw new ArgumentOutOfRangeException("dataType", dataType, LocalizedStrings.Str721);
}
if (!wnd.ShowModal(this))
{
return;
}
if (dataType == typeof(SecurityMessage))
{
registry.TemplateTxtSecurity = wnd.TxtTemplate;
}
else if (dataType == typeof(NewsMessage))
{
registry.TemplateTxtNews = wnd.TxtTemplate;
}
else if (dataType.IsSubclassOf(typeof(CandleMessage)))
{
registry.TemplateTxtCandle = wnd.TxtTemplate;
}
else if (dataType == typeof(Level1ChangeMessage))
{
registry.TemplateTxtLevel1 = wnd.TxtTemplate;
}
else if (dataType == typeof(QuoteChangeMessage))
{
registry.TemplateTxtDepth = wnd.TxtTemplate;
}
else if (dataType == typeof(ExecutionMessage))
{
if (arg == null)
{
throw new ArgumentNullException("arg");
}
switch ((ExecutionTypes)arg)
{
case ExecutionTypes.Tick:
registry.TemplateTxtTick = wnd.TxtTemplate;
break;
case ExecutionTypes.Order:
case ExecutionTypes.Trade:
registry.TemplateTxtTransaction = wnd.TxtTemplate;
break;
case ExecutionTypes.OrderLog:
registry.TemplateTxtOrderLog = wnd.TxtTemplate;
break;
default:
throw new ArgumentOutOfRangeException();
}
}
else
{
throw new ArgumentOutOfRangeException("dataType", dataType, LocalizedStrings.Str721);
}
fileName = (string)path;
exporter = new TextExporter(security, arg, isCancelled, fileName, wnd.TxtTemplate, wnd.TxtHeader);
break;
case ExportTypes.Sql:
fileName = null;
exporter = new DatabaseExporter(security, arg, isCancelled, (DatabaseConnectionPair)path)
{
CheckUnique = false
};
break;
case ExportTypes.Bin:
var drive = (IMarketDataDrive)path;
fileName = drive is LocalMarketDataDrive ? drive.Path : null;
exporter = new BinExporter(security, arg, isCancelled, drive);
break;
default:
throw new ArgumentOutOfRangeException();
}
CreateWorker(values.Count, fileName);
_worker.DoWork += (s, e) =>
{
_worker.ReportProgress(currProgress);
exporter.Export(dataType, values);
_worker.ReportProgress(100);
Thread.Sleep(500);
_worker.ReportProgress(0);
};
_worker.RunWorkerAsync();
}
public CandleEnumerable(CandleSeries series, IEnumerableEx <TValue> values)
: base(() => new CandleEnumerator(series, values))
{
_values = values;
}
/// <summary>
/// Построить тиковые сделки из свечек.
/// </summary>
/// <param name="candles">Свечи.</param>
/// <param name="volumeStep">Шаг объема.</param>
/// <returns>Тиковые сделки.</returns>
public static IEnumerableEx <ExecutionMessage> ToTrades(this IEnumerableEx <CandleMessage> candles, decimal volumeStep)
{
return(new TradeEnumerable(candles, volumeStep));
}
/// <summary>
/// Построить свечи из коллекции стаканов.
/// </summary>
/// <param name="depths">Стаканы.</param>
/// <param name="series">Серия свечек.</param>
/// <returns>Свечи.</returns>
public static IEnumerableEx <Candle> ToCandles(this IEnumerableEx <MarketDepth> depths, CandleSeries series)
{
return(new CandleEnumerable <MarketDepth>(series, depths));
}
/// <summary>
/// Построить тиковые сделки из лога заявок.
/// </summary>
/// <param name="items">Строчки лога заявок.</param>
/// <returns>Тиковые сделки.</returns>
public static IEnumerableEx <ExecutionMessage> ToTicks(this IEnumerableEx <ExecutionMessage> items)
{
return(new OrderLogTickEnumerable(items));
}
/// <summary>
/// Построить стаканы из лога заявок.
/// </summary>
/// <param name="items">Строчки лога заявок.</param>
/// <param name="interval">Интервал генерации стакана. По-умолчанаю равен <see cref="TimeSpan.Zero"/>, что означает генерацию стаканов при каждой новой строчке лога заявок.</param>
/// <param name="maxDepth">Максимальная глубина стакана. По-умолчанию равно <see cref="int.MaxValue"/>, что означает бесконечную глубину.</param>
/// <returns>Стаканы.</returns>
public static IEnumerableEx <QuoteChangeMessage> ToMarketDepths(this IEnumerableEx <ExecutionMessage> items, TimeSpan interval = default(TimeSpan), int maxDepth = int.MaxValue)
{
return(new DepthEnumerable(items, interval, maxDepth));
}
public void Start(Security security, Type dataType, object arg, IEnumerableEx values, object path)
{
if (security == null && dataType != typeof(News) && dataType != typeof(Security))
{
throw new ArgumentNullException("security");
}
if (dataType == null)
{
throw new ArgumentNullException("dataType");
}
if (values == null)
{
throw new ArgumentNullException("values");
}
var currProgress = 5;
var valuesPerPercent = (values.Count / (100 - currProgress)).Max(1);
var valuesPerCount = (valuesPerPercent / 10).Max(1);
var currCount = 0;
var valuesCount = 0;
Func <int, bool> isCancelled = count =>
{
var isCancelling = _worker.CancellationPending;
if (!isCancelling)
{
valuesCount += count;
if (valuesCount / valuesPerPercent > currProgress)
{
currProgress = valuesCount / valuesPerPercent;
_worker.ReportProgress(currProgress);
}
if (valuesCount > currCount)
{
currCount = valuesCount + valuesPerCount;
this.GuiAsync(() => UpdateCount(valuesCount));
}
}
return(isCancelling);
};
string fileName;
BaseExporter exporter;
switch (_button.ExportType)
{
case ExportTypes.Excel:
fileName = (string)path;
exporter = new ExcelExporter(security, arg, isCancelled, fileName, () => GuiDispatcher.GlobalDispatcher.AddSyncAction(TooManyValues));
break;
case ExportTypes.Xml:
fileName = (string)path;
exporter = new XmlExporter(security, arg, isCancelled, fileName);
break;
case ExportTypes.Txt:
fileName = (string)path;
exporter = new TextExporter(security, arg, isCancelled, fileName);
break;
case ExportTypes.Sql:
fileName = null;
exporter = new DatabaseExporter(security, arg, isCancelled, (DatabaseConnectionPair)path)
{
CheckUnique = false
};
break;
case ExportTypes.Bin:
var drive = (IMarketDataDrive)path;
fileName = drive is LocalMarketDataDrive ? drive.Path : null;
exporter = new BinExporter(security, arg, isCancelled, drive);
break;
default:
throw new ArgumentOutOfRangeException();
}
CreateWorker(values.Count, fileName);
_worker.DoWork += (s, e) =>
{
_worker.ReportProgress(currProgress);
exporter.Export(dataType, values);
_worker.ReportProgress(100);
Thread.Sleep(500);
_worker.ReportProgress(0);
};
_worker.RunWorkerAsync();
}
