/// <summary>
/// Gets all possible combinations for the given parameters
/// </summary>
/// <param name="args">ctor arguments to create combinations with</param>
/// <param name="conditionalParameters">contains info for the conditional parameters</param>
/// <param name="conditionalIndex">index of conditional parameter to be used for iterations</param>
private void GetAllIterations(object[] args, Tuple <int, string, string>[] conditionalParameters, int conditionalIndex)
{
try
{
// get index of parameter to be incremented
int index = conditionalParameters[conditionalIndex].Item1;
// Get end value for the parameter
decimal endPoint;
if (!decimal.TryParse(conditionalParameters[conditionalIndex].Item2, out endPoint))
{
return;
}
// Get increment value to be used
decimal increment;
if (!decimal.TryParse(conditionalParameters[conditionalIndex].Item3, out increment))
{
return;
}
// Get Orignal Value
decimal orignalValue = Convert.ToDecimal(args[index]);
// Iterate through all combinations
for (decimal i = 0; ; i += increment)
{
// Modify parameter value
var parameter = orignalValue + i;
if (parameter > endPoint)
{
break;
}
// Convert string value to required format
var value = LoadCustomStrategy.GetParametereValue(parameter.ToString(), _parmatersDetails[index].ParameterType.Name);
// Update arguments array
args[index] = value;
// Check if the combination is already present
if (!ValueAdded(args, _ctorArguments, index))
{
// Add the updated arguments to local map
_ctorArguments.Add(args.Clone() as object[]);
// Get further iterations if
if (conditionalIndex > 0)
{
GetAllIterations(args.Clone() as object[], conditionalParameters, conditionalIndex - 1);
}
}
}
}
catch (Exception exception)
{
_asyncClassLogger.Error(exception, _type.FullName, "IterateParameters");
}
}
/// <summary>
/// Verifies the selected arguments to initialize the strategy
/// </summary>
/// <param name="selectedArgs">Constructor Arguments</param>
private object[] VerfiySelectedArguments(object[] selectedArgs)
{
try
{
object[] ctrArgs = new object[selectedArgs.Length];
foreach (ParameterInfo parameterInfo in _parmatersInfo)
{
object value;
// Convert string value to required format
value = LoadCustomStrategy.GetParametereValue(selectedArgs[parameterInfo.Position].ToString(), parameterInfo.ParameterType.Name);
if (value == null)
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Parameter was not in the correct format. Rquired: " + parameterInfo.ParameterType.Name +
" Provided value: " + selectedArgs[parameterInfo.Position],
_type.FullName, "VerfiySelectedArguments");
}
return(null);
}
// Add to value to arguments array
ctrArgs[parameterInfo.Position] = value;
}
// Return verified arguments
return(ctrArgs);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "VerfiySelectedArguments");
return(null);
}
}
/// <summary>
/// Verifies the arguments on selected index to initialize the strategy
/// </summary>
/// <param name="index">Index of the arguments to verify</param>
private object[] VerfiySelectedArgumentsOnGivenIndex(int index)
{
try
{
string[] parameters;
if (_selectedConstuctorParameters.TryGetValue(index, out parameters))
{
object[] ctrArgs = new object[parameters.Length];
foreach (ParameterInfo parameterInfo in _parmatersInfo)
{
object value;
// Convert string value to required format
value = LoadCustomStrategy.GetParametereValue(parameters[parameterInfo.Position], parameterInfo.ParameterType.Name);
if (value == null)
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Parameter was not in the correct format. Rquired: " + parameterInfo.ParameterType.Name +
" Provided value: " + parameters[parameterInfo.Position],
_type.FullName, "VerfiySelectedArgumentsOnGivenIndex");
}
return(null);
}
// Add to value to arguments array
ctrArgs[parameterInfo.Position] = value;
}
// Return verified arguments
return(ctrArgs);
}
if (Logger.IsInfoEnabled)
{
Logger.Info("Specified parameters could not be found.", _type.FullName, "VerfiySelectedParameterValues");
}
return(null);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "VerfiySelectedArgumentsOnGivenIndex");
return(null);
}
}
/// <summary>
/// Get parameter values
/// </summary>
/// <param name="input"></param>
/// <param name="type"></param>
/// <returns></returns>
public static object GetParametereValue(string input, string type)
{
return(LoadCustomStrategy.GetParametereValue(input, type));
}
static void Main(string[] args)
{
//IList<string> namesOfFiles = new List<string>();
//DateTime startTime = new DateTime(2013,8,25);
//DateTime endTime = new DateTime(2013,8,30);
//string specificFolder = @"C:\aurora\ATS\Saved Data";
//string providerName = "InteractiveBrokers";
//string[] directoryNames = new string[3];
//// Get possible directory path for bars created with BID Price
//directoryNames[0] = specificFolder + "\\" + providerName + "\\" + "AAPL" + "\\Bar\\" +
// TradeHubConstants.BarFormat.TIME + "\\" + TradeHubConstants.BarPriceType.BID;
//// Get possible directory path for bars created with ASK Price
//directoryNames[1] = specificFolder + "\\" + providerName + "\\" + "AAPL" + "\\Bar\\" +
// TradeHubConstants.BarFormat.TIME + "\\" + TradeHubConstants.BarPriceType.ASK;
//// Get possible directory path for bars created with LAST Price
//directoryNames[2] = specificFolder + "\\" + providerName + "\\" + "AAPL" + "\\Bar\\" +
// TradeHubConstants.BarFormat.TIME + "\\" + TradeHubConstants.BarPriceType.LAST;
//// Traverse all possible directories
//foreach (string directoryName in directoryNames)
//{
// var directory = new DirectoryInfo(directoryName);
// // Find required files if the path exists
// if (directory.Exists)
// {
// // Find all possible subfolders in the given directory
// IEnumerable<string> subFolders = directory.GetDirectories().Select(subDirectory => subDirectory.Name);
// // Use all sub-directories to find files with required info
// foreach (string subFolder in subFolders)
// {
// DateTime tempStartTime = new DateTime(startTime.Ticks);
// while (tempStartTime.Date <= endTime.Date)
// {
// var filename = tempStartTime.ToString("yyyyMMdd") + ".txt";
// // Get the File paths of required date.
// string[] path = Directory.GetFiles(directoryName + "\\" + subFolder,
// filename, SearchOption.AllDirectories);
// if (path.Any())
// {
// namesOfFiles.Add(path[0]);
// }
// tempStartTime = tempStartTime.AddDays(1);
// }
// }
// }
//}
//foreach (string namesOfFile in namesOfFiles)
//{
// System.Console.WriteLine(namesOfFile);
//}
var strategyDetails = LoadCustomStrategy.GetConstructorDetails("TradeHub.StrategyRunner.SampleStrategy.dll");
if (strategyDetails != null)
{
var strategyType = strategyDetails.Item1;
var ctorDetails = strategyDetails.Item2;
object[] ctrArgs = new object[ctorDetails.Length];
foreach (ParameterInfo parameterInfo in ctorDetails)
{
object value;
do
{
System.Console.WriteLine("Enter " + parameterInfo.ParameterType.Name + " value for: " +
parameterInfo.Name);
var input = System.Console.ReadLine();
value = LoadCustomStrategy.GetParametereValue(input, parameterInfo.ParameterType.Name);
} while (value == null);
ctrArgs[parameterInfo.Position] = value;
}
LoadCustomStrategy.CreateStrategyInstance(strategyType, ctrArgs);
}
while (true)
{
}
}