public void Multiple()
{
// setup some symbols
string[] ab = new string[] { "IBM", "LVS", "T", "GS", "MHS" };
string[] bb = new string[] { "LVS", "MHS" };
// create baskets from our symbols
Basket mb = new BasketImpl( ab);
Basket rem = new BasketImpl(bb);
// verify symbol counts of our baskets
Assert.That(mb.Count == ab.Length);
Assert.That(rem.Count == bb.Length);
// remove one basket from another
mb.Remove(rem);
// verify count matches
Assert.That(mb.Count == 3,mb.Count.ToString());
// add single symbol
Basket cb = new BasketImpl("GM");
// add another symbol
cb.Add("GOOG");
// verify we have two
Assert.AreEqual(2, cb.Count);
// attempt to add dupplicate
cb.Add("GM");
// verify we have two
Assert.AreEqual(2, cb.Count);
}
public void BasketBasics()
{
BasketImpl mb = new BasketImpl();
Assert.That(mb != null);
SecurityImpl i = new SecurityImpl("IBM");
mb = new BasketImpl(i);
mb.SendDebugEvent += new DebugDelegate(rt.d);
Assert.That(mb.isNotEmpty);
Assert.That(mb.isSecurityPresent(i), "missing ibm security");
Assert.That(mb.isSymbolPresent("IBM"), "missing ibm symbol");
Assert.IsFalse(mb.isSymbolPresent("LVS"), "had lvs before added");
mb.Remove(i);
Assert.That(!mb.isNotEmpty);
mb.Add(new SecurityImpl("LVS"));
Assert.That(mb[0].symbol=="LVS",mb[0].ToString());
mb.Add(new SecurityImpl("IBM"));
Assert.That(mb[1].symbol=="IBM");
mb.Add("CLV8 FUT NYMEX");
Assert.AreEqual(3, mb.Count,"missing futures symbol");
Assert.IsTrue(mb[1].Type == SecurityType.STK, "not a equities type:" + mb[1].Type);
Assert.IsTrue(mb[2].Type == SecurityType.FUT, "not a futures type:"+mb[2].Type);
Security ts;
Assert.IsTrue(mb.TryGetSecurityAnySymbol("IBM", out ts), "ibm fetch failed");
Assert.IsTrue(mb.TryGetSecurityAnySymbol("LVS", out ts), "lvs fetch failed");
Assert.IsTrue(mb.TryGetSecurityAnySymbol("CLV8", out ts), "CLV8 short fetch failed");
Assert.IsTrue(mb.TryGetSecurityAnySymbol("CLV8 NYMEX FUT", out ts), "CLV8 short fetch failed");
BasketImpl newbasket = new BasketImpl(new SecurityImpl("FDX"));
newbasket.Add(mb);
var orgcount = mb.Count;
mb.Clear();
Assert.That(mb.Count==0,"basket clear did not work");
Assert.AreEqual(orgcount+1,newbasket.Count,"new basket missing symbols");
}
public void Multiple()
{
BasketImpl mb = new BasketImpl(new string[] { "IBM","LVS","T","GS","MHS" } );
BasketImpl rem = new BasketImpl(new string[] { "LVS", "MHS" });
Assert.That(mb.Count == 5);
Assert.That(rem.Count == 2);
mb.Remove(rem);
Assert.That(mb.Count == 3,mb.Count.ToString());
}
public void BasketBasics()
{
BasketImpl mb = new BasketImpl();
Assert.That(mb != null);
SecurityImpl i = new SecurityImpl("IBM");
mb = new BasketImpl(i);
Assert.That(mb.hasStock);
mb.Remove(i);
Assert.That(!mb.hasStock);
mb.Add(new SecurityImpl("LVS"));
Assert.That(mb[0].Symbol=="LVS",mb[0].ToString());
mb.Add(new SecurityImpl("IBM"));
Assert.That(mb[1].Symbol=="IBM");
BasketImpl newbasket = new BasketImpl(new SecurityImpl("FDX"));
newbasket.Add(mb);
mb.Clear();
Assert.That(mb.Count==0);
Assert.That(newbasket.Count==3);
}
void bw_DoWork(object sender, DoWorkEventArgs e)
{
if (!_valid) return;
while (_go)
{
try
{
if (qc > qr)
{
// get requested symbols
string[] syms = _tmpregister.Split(',');
// go through each one
foreach (string sym in syms)
{
// if we don't have subscription already
if (!contains(sym))
{
// add it to list
_mb.Add(sym);
// request subscription
esig.RequestSymbol(sym, 1);
}
}
if (ReleaseDeadSymbols)
{
// clone requested basket
Basket newbasket = new BasketImpl(syms);
// clone existing basket as deadbasket
Basket deadbasket = new BasketImpl(_mb);
// existing - new = deadsymbols
deadbasket.Remove(newbasket);
// release dead symbols
string symsreleased = string.Empty;
foreach (Security dead in deadbasket)
{
try
{
esig.ReleaseSymbol(dead.symbol);
symsreleased += dead.symbol + " ";
}
catch { }
}
if (symsreleased!=string.Empty)
verb("released unused symbols: " + symsreleased);
}
qr = qc;
}
while (_barrequests.hasItems)
{
BarRequest br = new BarRequest();
try
{
br = _barrequests.Read();
BarInterval bi = (BarInterval)br.Interval;
string interval = string.Empty;
int barsback = DefaultBarsBack;
if (bi == BarInterval.CustomTicks)
interval = br.CustomInterval + "T";
else if (bi == BarInterval.CustomTime)
interval = br.CustomInterval + "S";
else if (bi == BarInterval.CustomVol)
interval = br.CustomInterval + "V";
else
{
if (br.Interval == (int)BarInterval.Day)
interval = "D";
else
interval = (br.Interval / 60).ToString();
barsback = BarImpl.BarsBackFromDate(bi, br.StartDateTime, br.EndDateTime);
}
int alldata = BarRequestsGetAllData ? -1 : 0;
int hnd = esig.get_RequestHistory(br.symbol, interval, (bi == BarInterval.Day) ? barType.btDAYS : barType.btBARS, barsback, alldata, alldata);
verb("requested bar data for " + br.symbol + " on: " + br.Interval.ToString() + " " + br.CustomInterval.ToString() + " reqhandle: " + hnd);
// cache request
if (!_barhandle2barrequest.ContainsKey(hnd))
_barhandle2barrequest.Add(hnd, br);
else
verb("already had bar request: " + hnd + " " + _barhandle2barrequest[hnd].ToString());
if (esig.get_IsHistoryReady(hnd) != 0)
processhistory(hnd, br);
}
catch (Exception ex)
{
debug("error on historical bar request: " + br.ToString());
debug(ex.Message + ex.StackTrace);
}
}
}
catch (Exception ex)
{
if (GotDebug != null)
GotDebug(ex.Message + ex.StackTrace);
}
if (e.Cancel || !_go)
break;
System.Threading.Thread.Sleep(WaitBetweenEvents);
}
}