private void btnStart_Click(object sender, EventArgs e)
{
ERUN_MODE nRunMode = ERUN_MODE.BACKTEST;
if (cmbMode.Text == "MODE_BACKTEST")
{
nRunMode = ERUN_MODE.BACKTEST;
}
if (cmbMode.Text == "MODE_OPTIMIZE")
{
nRunMode = ERUN_MODE.OPTIMIZE;
}
if (cmbMode.Text == "MODE_REAL")
{
nRunMode = ERUN_MODE.REALTIME;
}
if (cmbMode.Text == "MODE_SIMULATION")
{
nRunMode = ERUN_MODE.SIMULATION;
}
if (MessageBox.Show(string.Format("Do you want to run {0} ?", cmbMode.Text), "Confirm", MessageBoxButtons.YesNo) == DialogResult.No)
{
return;
}
fatMng = new CFATManager(nRunMode, cmbMode.Text);
if (!fatMng.init())
{
return;
}
this.Text = CFATManager.getSystemName();
btnStart.Enabled = false;
btnStop.Enabled = true;
cmbMode.Enabled = false;
fatMng.doProcess();
}
private bool isWorkTime()
{
if (!CFATManager.isOnlineMode())
{
return(true);
}
if (m_configWorkTimes.Count == 0)
{
return(true);
}
int nMinsToday = DateTime.Now.Hour * 60 + DateTime.Now.Minute;
foreach (TWorkTimeInterval workItemInterval in m_configWorkTimes)
{
if (nMinsToday >= workItemInterval.m_nStart && nMinsToday <= workItemInterval.m_nEnd)
{
return(true);
}
}
return(false);
}
public bool OnTick()
{
EERROR nRet = CSiteMng.Ontick();
if (nRet == EERROR.RATE_INVALID)
{
if (CFATManager.isOnlineMode())
{
CFATLogger.output_proc("Invalid price!");
}
m_nInvalidTicks++;
return(false);
}
if (nRet == EERROR.RATE_END)
{
CFATLogger.output_proc("Rates End!");
m_nInvalidTicks = 10000;
return(false); // For backtest mode, update tick data , if return false rates is end.
}
m_nInvalidTicks = 0;
if (nRet != EERROR.NONE)
{
CFATLogger.output_proc("CSiteMng.Ontick() : Unknown Error!");
return(false);
}
foreach (CLogic objLogic in m_lstLogics)
{
if (objLogic.OnTick() == (int)ETRADE_RET.NEWORDER)
{
break;
}
}
CSiteMng.process_ReqOrders();
CSiteMng.process_ReqPosMatch();
return(true);
}
