/// <summary>
/// returns true if sim event binding is needed
/// </summary>
/// <param name="sim"></param>
/// <param name="ga"></param>
bool prepsim_needsbind(ref HistSim sim, GauntArgs ga)
{
// see if filter or folder has changed
string thistff = TickFileFilter.Serialize(ga.Filter) + ga.Folder;
bool fullreset = lasttff != thistff;
if ((sim == null) || fullreset)
{
if (_portfoliosim.Checked)
{
if (_siminmemory.Checked)
{
sim = new HistSimMemory(ga.Folder, ga.Filter);
}
else
{
debug("Using portfolio simulation. (realistic)");
sim = new MultiSimImpl(ga.Folder, ga.Filter);
}
}
else
{
debug("Using sequential symbol simulation. (faster)");
sim = new SingleSimImpl(ga.Folder, ga.Filter);
}
lasttff = thistff;
return(true);
}
else
{
sim.Reset();
}
return(false);
}
// runs after simulation is complete
void bw_RunWorkerCompleted(object sender, RunWorkerCompletedEventArgs e)
{
debug(_sb.ToString());
_sb = new System.Text.StringBuilder(10000000);
GauntArgs gargs = (GauntArgs)e.Result;
if (!e.Cancelled)
{
List <Trade> list = SimBroker.GetTradeList();
tradeResults1.NewResultTrades(LogFile("Trades"), list);
if (gargs.Trades)
{
debug("writing " + list.Count + " trades...");
Util.ClosedPLToText(list, ',', LogFile("Trades"));
}
if (gargs.Orders)
{
List <Order> olist = SimBroker.GetOrderList();
debug("writing " + olist.Count + " orders...");
StreamWriter sw = new StreamWriter(LogFile("Orders"), false);
string[] cols = Enum.GetNames(typeof(OrderField));
sw.WriteLine(string.Join(",", cols));
for (int i = 0; i < olist.Count; i++)
{
sw.WriteLine(OrderImpl.Serialize(olist[i]));
}
sw.Close();
}
string msg = "Done. Ticks: " + gargs.TicksProcessed + " Speed:" + gargs.TicksSecond.ToString("N0") + " t/s Fills: " + gargs.Executions.ToString();
debug(msg);
status(msg);
}
else
{
debug("Canceled.");
}
// close indicators
if (indf != null)
{
indf.Close();
indf = null;
}
// reset simulation
h.Reset();
count = 0;
lastp = 0;
if (args.isUnattended)
{
Close();
return;
}
// enable new runs
ProgressBar1.Enabled = false;
ProgressBar1.Value = 0;
queuebut.Enabled = true;
Invalidate(true);
}
// runs the simulation in background
void bw_DoWork(object sender, DoWorkEventArgs e)
{
// get simulation arguments
GauntArgs ga = (GauntArgs)e.Argument;
// notify user
debug("Run started: " + ga.Name);
// prepare simulator
h = new HistSim(ga.Folder, ga.Filter);
h.GotDebug += new DebugDelegate(h_GotDebug);
h.GotTick += new TickDelegate(h_GotTick);
// start simulation
h.PlayTo(ga.PlayTo);
// end simulation
ga.Stopped = DateTime.Now;
ga.TicksProcessed = h.TicksProcessed;
ga.Executions = h.FillCount;
// save result
e.Result = ga;
}
// runs after simulation is complete
void bw_RunWorkerCompleted(object sender, RunWorkerCompletedEventArgs e)
{
debug(_sb.ToString());
_sb = new System.Text.StringBuilder(10000000);
GauntArgs gargs = (GauntArgs)e.Result;
if (!e.Cancelled)
{
List <Trade> list = SimBroker.GetTradeList();
updatecompletedtrades(list, gargs.Trades, gargs.Orders);
string msg = "Done. Ticks: " + gargs.TicksProcessed + " Speed:" + gargs.TicksSecond.ToString("N0") + " t/s Fills: " + gargs.Executions.ToString();
debug(msg);
status(msg);
}
else
{
debug("Canceled.");
}
// close indicators
if (indf != null)
{
indf.Close();
indf = null;
}
// reset simulation
h.Reset();
count = 0;
lastp = 0;
if (args.isUnattended)
{
Close();
return;
}
// enable new runs
ProgressBar1.Enabled = false;
ProgressBar1.Value = 0;
queuebut.Enabled = true;
Invalidate(true);
}
// runs the simulation in background
void bw_DoWork(object sender, DoWorkEventArgs e)
{
FillCount = 0;
// get simulation arguments
GauntArgs ga = (GauntArgs)e.Argument;
// notify user
debug("Run started: " + ga.Name);
status("Started: " + ga.ResponseName);
// prepare simulator
if (prepsim_needsbind(ref h, ga))
{
bindsim(ref h);
}
// prep broker
SimBroker = new Broker();
SimBroker.UseBidAskFills = _usebidask.Checked;
SimBroker.UseHighLiquidityFillsEOD = _usehighliquidityEOD.Checked;
SimBroker.GotFill += new FillDelegate(SimBroker_GotFill);
SimBroker.GotOrder += new OrderDelegate(SimBroker_GotOrder);
SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);
// start simulation
try
{
h.PlayTo(ga.PlayTo);
}
catch (DirectoryNotFoundException ex)
{
debug("Error locating tick files, err: " + ex.Message + ex.StackTrace);
debug("You may want to ensure your tick files are in the TradeLinkTicks folder.");
}
// end simulation
ga.Stopped = DateTime.Now;
ga.TicksProcessed = h.TicksProcessed;
ga.Executions = FillCount;
// save result
e.Result = ga;
}
// runs the simulation in background
void bw_DoWork(object sender, DoWorkEventArgs e)
{
FillCount = 0;
// get simulation arguments
GauntArgs ga = (GauntArgs)e.Argument;
// notify user
debug("Run started: " + ga.Name);
status("Started: " + ga.ResponseName);
// prepare simulator
bool portreal = _portfoliosim.Checked;
if (_portfoliosim.Checked)
{
debug("Using portfolio simulation. (realistic)");
h = new MultiSimImpl(ga.Folder, ga.Filter);
}
else
{
debug("Using sequential symbol simulation. (faster)");
h = new SingleSimImpl(ga.Folder, ga.Filter);
}
h.GotDebug += new DebugDelegate(h_GotDebug);
SimBroker.UseBidAskFills = _usebidask.Checked;
h.GotTick += new TickDelegate(h_GotTick);
SimBroker.GotFill += new FillDelegate(SimBroker_GotFill);
SimBroker.GotOrder += new OrderDelegate(args.Response.GotOrder);
SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);
// start simulation
h.PlayTo(ga.PlayTo);
// end simulation
ga.Stopped = DateTime.Now;
ga.TicksProcessed = h.TicksProcessed;
ga.Executions = FillCount;
// save result
e.Result = ga;
}
/// <summary>
/// returns true if sim event binding is needed
/// </summary>
/// <param name="sim"></param>
/// <param name="ga"></param>
bool prepsim_needsbind(ref HistSim sim, GauntArgs ga)
{
// see if filter or folder has changed
string thistff = TickFileFilter.Serialize(ga.Filter)+ga.Folder;
bool fullreset = lasttff != thistff;
if ((sim==null) || fullreset)
{
if (_portfoliosim.Checked)
{
if (_siminmemory.Checked)
{
sim = new HistSimMemory(ga.Folder, ga.Filter);
}
else
{
debug("Using portfolio simulation. (realistic)");
sim = new MultiSimImpl(ga.Folder, ga.Filter);
}
}
else
{
debug("Using sequential symbol simulation. (faster)");
sim = new SingleSimImpl(ga.Folder, ga.Filter);
}
lasttff = thistff;
return true;
}
else
{
sim.Reset();
}
return false;
}
