public void Write(T data, TickTime time)
{
Cleanup();
Buffer.Add(time.Copy(), data, true);
_TickerWrite.SetNow();
}
/// <summary>
/// Creates a longrun task, and invokes action within
/// </summary>
/// <param name="method"></param>
/// <param name="ID"></param>
/// <param name="wait"></param>
/// <returns></returns>
public bool Run(Expression <Action> method, string ID, bool wait)
{
if (method == null)
{
return(false);
}
if (ID.IsNullOrEmpty())
{
ID = Expressions.nameofFull(method);
}
if (ID.IsNullOrEmpty())
{
return(false);
}
var task = Data.TryGetValue(ID, null);
if (task != null && task.IsRunning)
{
if (wait)
{
task.Wait();
}
else
{
return(false);
}
}
this.Cleanup();
if (this.IsFull)
{
return(false);
}
lock (locker)
{
var task_new = Data.TryGetValue(ID, null);
if (task_new != null && task_new.IsRunning)
{
return(false);
}
Action action = method.Compile();
TaskObject taskObject = new TaskObject(action);
Data.Add(ID, taskObject, true);
Data[ID].Run();
return(true);
}
}
public void Write(T data, TickTime time)
{
if (Size > 0 && Buffer.Count > Size)
{
this.Cleanup();
}
Buffer.Add(time.Copy(), data);
_TickerWrite.SetNow();
}
public void UpdateAccount()
{
if (!ForexAuthentication.Connected || !ForexRates.Loaded || (DataAccount.IsValid && DataAccount.UpdateSpan < 1000))
{
return;
}
Margin marg = null;
try
{
marg = CEDTS_TradingService.GetMarginBlotter(ForexAuthentication.Token).Output[0];
}
catch (Exception e)
{
Exceptions.Add(e);
return;
}
Account current = AccountInfo.ToAccount(marg);
current.MarginOrigin = TickTime.Now;
if (DataAccount.Count <= 0)
{
if (current.OpenPosition == 0)
{
current.ClosedBalance = current.MarginBalance;
current.OriginBalance = current.MarginBalance;
}
else
{
throw new Exception("Archive log must contain at least one closed record !");
}
}
else
{
current.ClosedBalance = this.GetClosedMarginBalance();
current.OriginBalance = this.GetOriginMarginBalance();
}
if (DataAccount.Count <= 0 || (current.OpenPosition == 0 && !AccountInfo.EqualsPosition(current, AccountLog)))
{
lock (DataAccount)
{
DataAccount.IsValid = false;
DataAccount.Add(current.MarginOrigin, current); //only closed position should be saved
DataAccount.SaveFile(false);
}
}
current.LiveProfit = this.GetLiveProfit();
Account = current; //Account.LiveOrigin = TickTime.Now;
DataAccount.IsValid = true;
}
public static double Ln(double x)
{
double var;
if (ThreadedNaturalLogarithm.ContainsKey(x))
{
var = ThreadedNaturalLogarithm[x];
}
else
{
var = Math.Log(x);
ThreadedNaturalLogarithm.Add(x, var);
}
return(var);
}
public void Save(DealRequest DRequest)
{
lock (DataDealRequest)
{
if (DataDealRequest.ContainsKey(DRequest.CreationTime))
{
DataDealRequest[DRequest.CreationTime] = DRequest;
}
else
{
DataDealRequest.Add(DRequest.CreationTime, DRequest);
}
}
this.SaveDataRequest(DRequest.CreationTime.ToString());
}
public void TimrBalance()
{
if (!TimeoutBalance.IsTriggered)
{
return;
}
TimeoutBalance.Forced = true;
Balance[] balances = this.GetBalance();
if (balances == null)
{
return;
}
//set balance of missing assets to 0
foreach (string key in Balances.Keys)
{
if (balances.Length <= 0)
{
Balances[key].BalanceAmount = 0;
continue;
}
if (!balances.Any(balance => balance.AssetName == key))
{
Balances[key].BalanceAmount = 0;
continue;
}
}
//set current assets balances
foreach (Balance balance in balances)
{
if (Balances.ContainsKey(balance.AssetName))
{
Balances.Add(balance.AssetName, balance);
}
else
{
Balances[balance.AssetName] = balance;
}
}
TimeoutBalance.Reset();
}
//public Settings Settings { get; private set; }
public void GetDeals()
{
//Wait at least one minute to check
if (!ForexAuthentication.Connected || (DataDeals.IsValid && DataDeals.UpdateSpan < 10 * 1000))
{
return;
}
Deal[] ADeals;
//CEDTS_TradingService.get
try
{
ADeals = CEDTS_TradingService.GetOpenDealBlotter(ForexAuthentication.Token).Output;
}
catch (Exception e)
{
Exceptions.Add(e);
return;
}
DataDeals.IsValid = false;
lock (DataDeals)
{
DataDeals.Clear();
foreach (Deal deal in ADeals)
{
if (deal != null)
{
DataDeals.Add(deal.ConfirmationNumber, deal);
}
}
}
DataDeals.IsValid = true;
if (DataDeals.Count == 0)
{
DataDeals.IsValid = true;
return;
}
}
public void MonteCarlo(double[] data, string key, int span, int index)
{
double[] daSubData = data;
if (index != data.Length - 1)
{
daSubData = data.Take(index + 1).ToArray();
}
//if (!MonteCarloData.ContainsKey(key))
MonteCarloData.Add(key, new ThreadedList <double[]>());
try
{
for (int i = 0; i < 1000000; i++)
{
MonteCarloData[key].Add(MonteCarloSimulation.Next(daSubData, span).ToArray());
while (Performance.CPU > 50)
{
Thread.Sleep(1);
if (StopSimulations)
{
return;
}
}
//while (Performance.CPU > 50 && Performance.CPU < 100)
// if (!this.Sleep(Indexes.Length)) return;
if (StopSimulations)
{
return;
}
//
}
}
catch { }
}