static void Main(string[] args)
{
AppLogger = new PerDayFileLogSource(Directory.GetCurrentDirectory() + "\\Log", Directory.GetCurrentDirectory() + "\\Log\\Backup")
{
FilePattern = "Log.{0:yyyy-MM-dd}.log",
DeleteDays = 20
};
string path = ConfigurationManager.AppSettings["InitiatorPath"];
SessionSettings = new SessionSettings(path);
FileStoreFactory = new FileStoreFactory(SessionSettings);
ScreenLogFactory = new ScreenLogFactory(SessionSettings);
MessageFactory = new QuickFix.FIX44.MessageFactory();
Program myProgram = new Program();
Initiator = new SocketInitiator(myProgram, FileStoreFactory, SessionSettings, ScreenLogFactory);
Initiator.Start();
Console.WriteLine("Initiator successfully started...");
Console.ReadKey();
}
static void Main(string[] args)
{
string positionsCSV = ConfigurationManager.AppSettings["PositionsFile"];
string tradesCSV = ConfigurationManager.AppSettings["TodayTrades"];
PositionsCSVDTO positionsDTO = PositionsLoader.GetPositions(positionsCSV);
List <TradeDTO> todayTrades = ExecutionsLoader.GetTrades(tradesCSV);
ILogSource Logger = new PerDayFileLogSource(Directory.GetCurrentDirectory() + "\\Log", Directory.GetCurrentDirectory() + "\\Log\\Backup")
{
FilePattern = "Log.{0:yyyy-MM-dd}.log",
DeleteDays = 20
};
MarginCollateralCalculator calc = new MarginCollateralCalculator(pSecurities: positionsDTO.GetSecurityMasterRecords(),
pTodayDSPs: positionsDTO.GetTodayDailySettlementPrice(),
pPrevDSPs: positionsDTO.GetYesterdayDailySettlementPrice(),
pConfig: GetConfig(),
pLogger: Logger);
Console.WriteLine("===================== MARGIN/COLLATERAL grid ===================== ");
foreach (string firm in positionsDTO.FirmPositions.Keys)
{
List <TradeDTO> firmTrades = todayTrades.Where(x => x.FirmId == firm).ToList();
MarginCollateralDTO marginCollateral = calc.CalculateMargin(firmId: firm, todayCollateral: 0, todayPositions: positionsDTO.FirmPositions[firm], todayTrades: firmTrades);
PrintMarginCollateral(marginCollateral);
}
Console.ReadKey();
}
