public void TestBarMix()
{
// get some test symbols and intervals
var syms = new string[] { "IBM", "GOOG", "QQQ" };
var ints = new int[] { (int)BarInterval.Day, (int)BarInterval.FiveMin, (int)BarInterval.Hour };
var barsback = new int[] { 100, 100, 20 };
// make some random bars
var bars = new List <Bar>();
for (int i = 0; i < ints.Length; i++)
{
bars.AddRange(TestTradeLink_WM.GetRandomBars(syms, ints[i], barsback[i]));
}
// populate the tracker
foreach (var bar in bars)
{
var msg = BarImpl.Serialize(bar);
#if DEBUG
g.d(bar.Symbol + " sending: " + msg);
#endif
_mt.GotMessage(MessageTypes.BARRESPONSE, 0, 0, 0, string.Empty, ref msg);
}
// verify everything was populated
var blt = _mt.BLT;
foreach (var sym in syms)
{
for (int i = 0; i < ints.Length; i++)
{
var bint = ints[i];
var bb = barsback[i];
var bl = blt[sym, bint];
Assert.GreaterOrEqual(bl.IntervalCount((BarInterval)bint, bint), bb, sym + " missing bars on interval: " + bint);
}
}
}
public void SerializeDeseralize()
{
Bar b = new BarImpl(1, 1, 1, 1, 1, 20100302, 93533, "IBM", (int)BarInterval.FiveMin);
string msg = BarImpl.Serialize(b);
Bar cb = BarImpl.Deserialize(msg);
Assert.AreEqual(b.Symbol, cb.Symbol);
Assert.AreEqual(b.time, cb.time);
Assert.AreEqual(b.Interval, cb.Interval);
Assert.AreEqual(b.High, cb.High);
Assert.AreEqual(b.Low, cb.Low);
Assert.AreEqual(b.Open, cb.Open);
Assert.AreEqual(b.Close, cb.Close);
Assert.AreEqual(b.Volume, cb.Volume);
Assert.AreEqual(b.Bardate, cb.Bardate);
}
void processhistory(int lHandle, BarRequest br)
{
int numbars = esig.get_GetNumBars(lHandle);
if (numbars == 0)
{
verb("no bars available for reqhandle: " + lHandle);
return;
}
numbars *= -1;
for (int i = numbars; i <= 0; i++)
{
try
{
BarData bd = esig.get_GetBar(lHandle, i);
if (VerboseDebugging)
{
verb(br.Symbol + " " + bd.dtTime.ToString() + " " + bd.dOpen + " " + bd.dHigh + " " + bd.dLow + " " + bd.dClose + " " + bd.dVolume);
}
Bar b = new BarImpl((decimal)bd.dOpen, (decimal)bd.dHigh, (decimal)bd.dLow, (decimal)bd.dClose, (long)bd.dVolume, Util.ToTLDate(bd.dtTime), Util.ToTLTime(bd.dtTime), br.Symbol, br.Interval);
string msg = BarImpl.Serialize(b);
if (!b.isValid && !AllowSendInvalidBars)
{
debug("Not sending invalid bar: " + b.ToString() + " raw: " + msg);
continue;
}
tl.TLSend(msg, MessageTypes.BARRESPONSE, br.Client);
}
catch (Exception ex)
{
verb("error obtaining bar: " + i + " from: " + lHandle);
verb(ex.Message + ex.StackTrace);
}
}
if (ReleaseBarHistoryAfteRequest)
{
try
{
esig.ReleaseHistory(lHandle);
_barhandle2barrequest.Remove(lHandle);
}
catch { }
}
}
long s_newUnknownRequest(MessageTypes t, string msg)
{
if (t == MessageTypes.BARREQUEST)
{
var br = BarRequest.Deserialize(msg);
var MAXBARPERREQUEST = br.BarsBack;
if (br.isValid)
{
for (int i = 0; i < MAXBARPERREQUEST; i++)
{
var bar = GetRandomBar(br.symbol, br.Interval);
s.TLSend(BarImpl.Serialize(bar), MessageTypes.BARRESPONSE, c.Name);
}
}
}
if (t == MessageTypes.LOOPBACKSERVER)
{
return(SPECIAL);
}
return(0);
}
private void m_Session_OnHistMessage(object sender, BWHistResponse histMsg)
{
if (histMsg.Error.Length > 0)
{
debug("ERROR: " + histMsg.Error);
}
else
{
v(histMsg.Symbol + " received bar history data containing " + histMsg.bars.Length + " bars.");
if (histMsg.bars != null && histMsg.bars.Length > 0)
{
string sym = histMsg.Symbol;
foreach (BWBar bar in histMsg.bars)
{
int tlDate = TradeLink.Common.Util.ToTLDate(bar.time);
int tlTime = TradeLink.Common.Util.ToTLTime(bar.time);
Bar tlBar = new BarImpl((decimal)bar.open, (decimal)bar.high, (decimal)bar.low, (decimal)bar.close, (int)bar.volume, tlDate, tlTime, sym, (int)histMsg.Interval);
for (int i = 0; i < tl.NumClients; i++)
{
tl.TLSend(BarImpl.Serialize(tlBar), MessageTypes.BARRESPONSE, i.ToString());
}
}
}
//else if (histMsg.ticks != null && histMsg.ticks.Length > 0)
//{
// foreach (BWTickData tick in histMsg.ticks)
// {
// Tick tlTick = new TickImpl(tick.symbol);
// tlTick.ask = (decimal)tick.askprice;
// tlTick.AskSize = (int)tick.asksize;
// tlTick.bid = (decimal)tick.bidprice;
// tlTick.BidSize = (int)tick.bidsize;
// tlTick.trade = (decimal)tick.price;
// tlTick.size = (int)tick.size;
// }
//}
}
}
public void SerializeDeseralize_Custom()
{
Bar b = new BarImpl(1, 1, 1, 1, 1, 20100302, 93533, "IBM", (int)BarInterval.CustomVol, 10000, OrderImpl.Unique);
g.d(b.Interval + b.CustomInterval.ToString());
Assert.IsTrue(b.isCustom, "org not custom");
string msg = BarImpl.Serialize(b);
Bar cb = BarImpl.Deserialize(msg);
Assert.AreEqual(b.Symbol, cb.Symbol);
Assert.AreEqual(b.time, cb.time);
Assert.AreEqual(b.Interval, cb.Interval);
Assert.AreEqual(b.High, cb.High);
Assert.AreEqual(b.Low, cb.Low);
Assert.AreEqual(b.Open, cb.Open);
Assert.AreEqual(b.Close, cb.Close);
Assert.AreEqual(b.Volume, cb.Volume);
Assert.AreEqual(b.Bardate, cb.Bardate);
Assert.IsTrue(cb.isCustom, "copy not custom");
Assert.AreEqual(b.CustomInterval, cb.CustomInterval, "cust int mismatch");
Assert.AreNotEqual(b.id, 0, "id was zero");
Assert.AreEqual(b.id, cb.id);
}
void OnReceiveHist(IAsyncResult result)
{
try
{
int bytesReceived = m_hist.EndReceive(result);
string recvdata = Encoding.ASCII.GetString(m_buffhist, 0, bytesReceived);
string rawData = _histbuff == string.Empty ? recvdata : _histbuff + recvdata;
string[] bars = rawData.Split(Environment.NewLine.ToCharArray());
foreach (string bar in bars)
{
string[] r = bar.Split(',');
// this should get hit on ENDMSG
if (r.Length < 8)
{
continue;
}
// get request id
long rid = 0;
if (!long.TryParse(r[0], out rid))
{
continue;
}
BarRequest br;
if (!reqid2req.TryGetValue(rid, out br))
{
continue;
}
bool errorfree = true;
Bar b = new BarImpl();
try
{
DateTime dt = DateTime.Parse(r[1]);
decimal h = Convert.ToDecimal(r[2]);
decimal l = Convert.ToDecimal(r[3]);
decimal o = Convert.ToDecimal(r[4]);
decimal c = Convert.ToDecimal(r[5]);
long v = Convert.ToInt64(r[7]);
// build bar
b = new BarImpl(o, h, l, c, v, Util.ToTLDate(dt), Util.ToTLTime(dt), br.Symbol, br.Interval);
}
catch { errorfree = false; }
// send it
if (errorfree)
{
tl.TLSend(BarImpl.Serialize(b), MessageTypes.BARRESPONSE, br.Client);
}
}
string lastrecord = bars[bars.Length - 1];
if (lastrecord.Contains(HISTEND))
{
_histbuff = string.Empty;
}
else
{
_histbuff = lastrecord;
}
// wait for more historical data
WaitForData(HISTSOCKET);
}
catch (Exception ex)
{
debug(ex.Message + ex.StackTrace);
}
}
