public TradescriptAlert(string name, SymbolItem symbol, string script, IList <Bar> history)
{
_Alert = new Modulus.TradeScript.Alert();
_Alert.License = TradeScript.TradeScriptKey;
_Alert.Symbol = symbol.Symbol;
_Alert.AlertName = name;
_Alert.AlertScript = script;
TradeScript.AppendData(_Alert, history);
_Alert.OnScriptError += alert_OnError;
_Alert.OnAlert += alert_OnAlert;
}
public void RunBacktest(BacktestGetRequest aRequest)
{
var errorString = TradeScript.ValidateBuySell(aRequest.BuyScript, aRequest.SellScript);
if (aRequest.BuyScript == string.Empty || aRequest.SellScript == string.Empty)
{
errorString = "Buy and sell script can not be empty";
}
if (errorString != string.Empty)
{
var response = new BacktestGetResponse
{
Id = aRequest.Id,
Error = errorString,
User = aRequest.User
};
PushResponses(aRequest.User.ID, new ResponseMessage[] { response });
return;
}
var selection = new HistoryParameters(aRequest.Id, aRequest.Symbol, aRequest.Periodicity, aRequest.Interval, aRequest.BarsCount);
IDataFeed aDataFeed = GetDataFeedByName(aRequest.Symbol.DataFeed);
if (aDataFeed != null)
{
GetHistoryCtx aCtx = GetHistoryCtx(selection, aDataFeed.TimeZoneInfo);
aCtx.Request = new HistoryRequest(selection);
aCtx.DataFeed = aDataFeed;
ThreadPool.QueueUserWorkItem(o =>
{
aDataFeed.GetHistory(aCtx, (ctx, bars) =>
{
string backtestOutput = TradeScript.Backtest(aRequest.BuyScript, aRequest.SellScript, bars);
var response = new BacktestGetResponse
{
Id = aRequest.Id,
User = aRequest.User,
Symbol = aRequest.Symbol,
Information = TradeScript.ExtractBacktestInformation(backtestOutput),
Trades = TradeScript.ExtractBacktestTrades(backtestOutput)
};
PushResponses(aRequest.User.ID, new ResponseMessage[] { response });
});
});
}
}
private void SubscribeAlert(AlertSubscribeRequest aRequest)
{
var errorString = TradeScript.Validate(aRequest.Script);
if (aRequest.Script == string.Empty)
{
errorString = "Script can not be empty";
}
if (errorString != string.Empty)
{
var response = new AlertSubscribeResponse
{
Id = aRequest.Id,
Error = errorString,
AlertName = aRequest.AlertName,
Alert = new Alert
{
Name = aRequest.Name,
Symbol = aRequest.Symbol
},
User = aRequest.User
};
PushResponses(aRequest.User.ID, new ResponseMessage[] { response });
return;
}
var selection = new HistoryParameters(aRequest.Id, aRequest.Symbol, aRequest.Periodicity, aRequest.Interval, aRequest.BarsCount);
IDataFeed aDataFeed = GetDataFeedByName(aRequest.Symbol.DataFeed);
if (aDataFeed != null)
{
GetHistoryCtx aCtx = GetHistoryCtx(selection, aDataFeed.TimeZoneInfo);
aCtx.Request = new HistoryRequest(selection);
aCtx.DataFeed = aDataFeed;
ThreadPool.QueueUserWorkItem(o =>
{
aDataFeed.GetHistory(aCtx, (ctx, bars) =>
{
Level1Subscribers subscribers = null;
var symbolItem = new SymbolItem()
{
DataFeed = aRequest.Symbol.DataFeed,
Exchange = aRequest.Symbol.Exchange,
Symbol = aRequest.Symbol.Symbol,
Type = aRequest.Symbol.Type
};
lock (m_Level1SubscribersBySymbols)
{
if (!m_Level1SubscribersBySymbols.TryGetValue(aRequest.Symbol, out subscribers))
{
subscribers = new Level1Subscribers();
subscribers.Subscribers = new List <string>();
subscribers.AlertSubscribers = new List <AlertSubscription>();
m_Level1SubscribersBySymbols.Add(aRequest.Symbol, subscribers);
}
}
AlertSubscription alert = new AlertSubscription()
{
Id = aRequest.Id,
AlertName = aRequest.AlertName,
Symbol = symbolItem,
Name = aRequest.Name,
Periodicity = aRequest.Periodicity,
Interval = aRequest.Interval,
Script = aRequest.Script,
UserSessionId = aRequest.User.ID,
Login = aRequest.User.Login,
CalculationType = aRequest.CalculationType
};
alert.InitAlert(bars);
lock (subscribers.AlertSubscribers)
{
subscribers.AlertSubscribers.Add(alert);
}
aDataFeed.Subscribe(aRequest.Symbol);
});
});
}
}