public static void Write(IWrite write,string filename,object value)
{
using (FileStream fs = new FileStream(filename, FileMode.Create))
{
write.Write(fs, value);
}
}
private void CleanupAndExit(IWrite iWrite, string cmdName, object[] cmdArguments)
{
// chance to clean some things before exiting
// flag to break out of the loop forever
ExitFlag = true;
}
/// <summary>
/// 发送结果
/// </summary>
/// <param name="result"></param>
/// <returns></returns>
protected virtual async Task SendResult(Result result)
{
if (IWrite != null)
{
Task <int> WSend()
{
IWrite.Write(2500);
IWrite.Write(result.Id);
if (result.IsError)
{
IWrite.Write(true);
IWrite.Write(result.ErrorId);
IWrite.Write(result.ErrorMsg);
}
else
{
IWrite.Write(false);
IWrite.Write(result.Arguments.Count);
foreach (var item in result.Arguments)
{
IWrite.Write(item);
}
}
return(IWrite.Flush());
}
await await IWrite.Sync.Ask(WSend);
}
else
{
throw new NullReferenceException("IWrite is null!");
}
}
/// <summary>
/// 发送结果
/// </summary>
/// <param name="result"></param>
/// <returns></returns>
protected virtual async Task SendResult(long id, byte[][] arguments = null)
{
if (IWrite != null)
{
Task <int> WSend()
{
IWrite.Write(2500);
IWrite.Write(id);
IWrite.Write(false);
if (arguments is null)
{
IWrite.Write(0);
}
else
{
IWrite.Write(arguments.Length);
foreach (var item in arguments)
{
IWrite.Write(item);
}
}
return(IWrite.Flush());
}
await await IWrite.Sync.Ask(WSend);
}
else
{
throw new NullReferenceException("IWrite is null!");
}
}
protected void debugLogSH161DataCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
{
string filename = Resources.CreateLogFileName("sh161_", LogType.CSV);
iWrite.WriteLine("SH161 Log File: " + filename);
GetSH161Data(iWrite, filename);
}
protected void debugUserAcc(IWrite iWrite, string cmdName, object[] cmdArguments)
{
AccountTypeToString ac = new AccountTypeToString(",");
if (IsLogged(iWrite))
{
System.Array res = default(Array);
string msg = "";
string strQuery = "";
int nRecords = fmrConection.userClass.GetAccounts(
fmrConection.GetSessionId(),
strQuery,
ref res,
ref msg);
iWrite.WriteLine("collected " + nRecords + " records");
iWrite.WriteLine();
iWrite.WriteLine(ac.Legend);
for (int i = 0; i < nRecords; i++)
{
ac.Init((AccountType)res.GetValue(i));
iWrite.WriteLine(ac.Values);
}
iWrite.WriteLine();
}
}
public DetectConflict(CheckCollision checkcollision, IWrite alarm, IWrite log)
{
_alarm = alarm;
_log = log;
_checkcollision = checkcollision;
_checkcollision.Attach(this);
}
public static unsafe void Write <TElement>(this IWrite <TElement> collection, TElement *elements, Int32 length) where TElement : unmanaged
{
for (Int32 i = 0; i < length; i++)
{
collection.Write(elements[i]);
}
}
protected void debugLoggerShowCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
{
iWrite.WriteLine(
OutputUtils.FormatField("Name", 10) +
OutputUtils.FormatField("Triggered", 10) +
OutputUtils.FormatField("Logged", 10) +
OutputUtils.FormatField("Dropped", 10) +
OutputUtils.FormatField("Log type", 10) +
OutputUtils.FormatField("Latest", 24) +
OutputUtils.FormatField("Oldest", 24) +
OutputUtils.FormatField("Stamped", 10)
);
iWrite.WriteLine("-----------------------------------------------------------------------------------------------------------------------");
bool isEmpty = true;
foreach (ILogger logger in Resources.Loggers)
{
isEmpty = false;
iWrite.WriteLine(
OutputUtils.FormatField(logger.GetName(), 10) +
OutputUtils.FormatField(logger.GetCountTrigger(), 10) +
OutputUtils.FormatField(logger.GetCountLog(), 10) +
OutputUtils.FormatField(logger.GetCountDropped(), 10) +
OutputUtils.FormatField(logger.GetLogType().ToString(), 10) +
OutputUtils.FormatField(logger.GetLatest().ToString(), 24) +
OutputUtils.FormatField(logger.GetOldest().ToString(), 24) +
OutputUtils.FormatField(logger.TimeStamped().ToString(), 10)
);
}
if (isEmpty)
{
iWrite.WriteLine("No loggers");
}
}
//many methods require being logged in, this is the check
protected bool IsLogged(IWrite iWrite)
{
bool rc = false;
if (this.fmrConection == null)
{
iWrite.WriteLine(Environment.NewLine
+ "WARNING! You're not logged in. Please log in first!");
}
//then check if connection is OK. TaksBar takes care of keeping it alive
//in all times. If loginStatus != LoginSessionActive - there probably a big trouble
else if (this.fmrConection.loginStatus != LoginStatus.LoginSessionActive)
{
iWrite.WriteLine(Environment.NewLine
+ "WARNING! Your login status is "
+ this.fmrConection.loginStatus.ToString()
+ "Please check your connection!");
}
else
{
rc = true;
}
return(rc);
}
protected void debugPrintResourcesNameAndStats(IWrite iWrite, System.Collections.ArrayList list)
{
int entry = 0;
int columnSize = 8;
bool isEmpty = true;
iWrite.WriteLine();
foreach (INamedResource resNamed in list)
{
isEmpty = false;
IResourceStatistics resStat = (IResourceStatistics)resNamed;
System.Collections.ArrayList names;
System.Collections.ArrayList values;
resStat.GetEventCounters(out names, out values);
if (entry == 0)
{
names.Insert(0, "Name");
CommandLineInterface.printTableHeader(iWrite, names, columnSize);
}
values.Insert(0, OutputUtils.FormatField(resNamed.Name, columnSize));
CommandLineInterface.printValues(iWrite, values, columnSize);
entry++;
}
if (isEmpty)
{
System.Console.WriteLine("Table is empty - no resources registered");
}
}
protected void debugThreadPoolTestCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
{
int maxJobs = 5;
JQuant.ThreadPool threadPool = new JQuant.ThreadPool("test", 1, maxJobs, ThreadPriority.Lowest);
threadpoolTestTicks = new long[maxJobs];
long tick = DateTime.Now.Ticks;
for (int i = 0; i < maxJobs; i++)
{
threadpoolTestTicks[i] = tick;
}
for (int i = 0; i < maxJobs; i++)
{
threadPool.PlaceJob(ThreadPoolJobEnter, ThreadPoolJobDone, i);
}
Thread.Sleep(500);
debugThreadPoolShowCallback(iWrite, cmdName, cmdArguments);
threadPool.Dispose();
for (int i = 0; i < threadpoolTestTicks.Length; i++)
{
iWrite.WriteLine("ThreadPoolJob done idx =" + i + ", time = " + (double)threadpoolTestTicks[i] / (double)(10 * 1) + " micros");
}
}
public Handler(IRead readNames, IOutput outputNames, ISort sorter, IWrite writer)
{
_readNames = readNames;
_sorter = sorter;
_writer = writer;
_outputNames = outputNames;
}
public SqlServerWriter(
OutputContext output,
IConnectionFactory cf,
IBatchReader matcher,
IWrite updater
)
{
_output = output;
_cf = cf;
_bulkCopyOptions = SqlBulkCopyOptions.Default;
TurnOptionOn(SqlBulkCopyOptions.TableLock);
TurnOptionOn(SqlBulkCopyOptions.UseInternalTransaction);
TurnOptionOff(SqlBulkCopyOptions.CheckConstraints);
TurnOptionOff(SqlBulkCopyOptions.FireTriggers);
TurnOptionOn(SqlBulkCopyOptions.KeepNulls);
_outputKeysReader = matcher;
_sqlUpdater = updater;
_orderHint = new ClusteredKeyOrderHint();
if (output.OutputFields.Any(f => f.Type.StartsWith("date")))
{
_minDates = new MinDateTransform(output, new DateTime(1753, 1, 1));
}
}
public Engine(ICollection <IServant> servants, IReader consoleReader, IWrite consoleWriter, King king)
{
this.servants = servants;
this.consoleReader = consoleReader;
this.consoleWriter = consoleWriter;
this.king = king;
}
protected void debugProducerShowCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
{
System.Collections.ArrayList names;
System.Collections.ArrayList values;
int entry = 0;
int columnSize = 12;
bool isEmpty = true;
iWrite.WriteLine();
foreach (IResourceProducer producer in Resources.Producers)
{
producer.GetEventCounters(out names, out values);
isEmpty = false;
if (entry == 0)
{
names.Insert(0, "Name");
CommandLineInterface.printTableHeader((JQuant.IWrite) this, names, columnSize);
}
values.Insert(0, OutputUtils.FormatField(producer.Name, columnSize));
CommandLineInterface.printValues((JQuant.IWrite) this, values, columnSize);
entry++;
}
if (isEmpty)
{
iWrite.WriteLine("No producers");
}
}
/// <summary>
/// Writes the <paramref name="elements"/>, one by one.
/// </summary>
/// <typeparam name="TElement">The type of the elements in the collection.</typeparam>
/// <param name="collection">This collection.</param>
/// <param name="elements">The values to write.</param>
public static void Write <TElement>(this IWrite <TElement> collection, ReadOnlySpan <TElement> elements)
{
for (Int32 i = 0; i < elements.Length; i++)
{
collection.Write(elements[i]);
}
}
protected void debugUserPermissions(IWrite iWrite, string cmdName, object[] cmdArguments)
{
System.Array res = null;
if (IsLogged(iWrite))
{
int rc = this.fmrConection.userClass.GetUserPermissions(this.fmrConection.GetSessionId(), out res);
PermTypeToString print = new PermTypeToString(" ");
int len = res.Length;
//int i = 0;
if (res != null)
{
iWrite.WriteLine(print.Legend);
foreach (UserPasswordType p in res)
{
iWrite.Write(p.SUG_RC + " " +
p.USR_NAME + " " +
p.USR_PW + " " +
p.Branch + " " +
p.Sug + " " +
p.MFZL_ID + " " +
p.TIK_N + " " +
p.ID_N + " " +
p.APPL_N + " " +
p.DEVICE_N + " " +
p.AUTH_LVL + " " +
p.FIELD + " " +
p.OPERATOR + " " +
p.val + " " +
p.UPD_DAT + " " +
p.END_DAT + " " +
p.UPD_USR_N + " " +
p.FROM_USR_N + " " +
p.FIL + " " +
Environment.NewLine);
/*if (p.FIELD != "")
* {
* print.Init((UserPasswordType)res.GetValue(i));
* iWrite.WriteLine(print.Values);
* }
* i++;*/
}
//for some reason this didn't work, so i replaced it with the code above
//in any case it not well understood what all those values say))
/*
* for (int i = 0; i < len; i++)
* {
* if (res.GetValue(i) != null)
* {
* print.Init((UserPasswordType)res.GetValue(i));
* iWrite.WriteLine(print.Values);
* }
* }*/
}
}
}
private static void Main(string[] args)
{
List <string> sortPersonList = new List <string>();
IRead read = Factory.CreateReader();
IWrite write = Factory.CreateWriter();
ISorter sorter;
IList <IPerson> people = read.ReadData(args[0], out var setAllGenders);
Console.Write("Press 1 to sort the names in ascending order or press 2 to sort the names in descending order: ");
int sorting_way = Convert.ToInt32(Console.ReadLine());
while (sorting_way != 1 && sorting_way != 2)
{
Console.Write("Incorrect Input, please choose again: ");
sorting_way = Convert.ToInt32(Console.ReadLine());
}
sorter = Factory.CreateSorter(sorting_way);
people = sorter.Sort(people);
Task.WhenAll(setAllGenders).Wait();
foreach (Person person in people)
{
Console.WriteLine(person.GetName());
sortPersonList.Add(person.GetName());
}
write.WriteData(sortPersonList);
Console.ReadKey();
}
protected void algoSetMode(IWrite iWrite, string cmdName, object[] cmdArguments)
{
if (algoMachine != null)
{
switch (cmdArguments.Length)
{
case 1:
iWrite.WriteLine("Please deifne the mode - a | s");
break;
case 2:
switch (cmdArguments[1].ToString().ToLower())
{
case "a":
algoMachine.SetMode(Base.Mode.Automatic);
break;
case "s":
algoMachine.SetMode(Base.Mode.Semiautomatic);
break;
default:
iWrite.WriteLine("Invalid mode " + cmdArguments[1].ToString());
break;
}
break;
default:
iWrite.WriteLine("Too many arguments");
break;
}
}
}
public AdoEntityWriter(OutputContext output, IBatchReader matcher, IWrite inserter, IWrite updater)
{
_output = output;
_matcher = matcher;
_inserter = inserter;
_updater = updater;
}
public BankAccount(IWrite writer, IDate date)
{
this.writer = writer;
balance = 0;
movements = new Stack <Movement>();
this.date = date;
}
/// <summary>
/// Loads <paramref name="amount"/> bytes into this object.
/// </summary>
/// <typeparam name="TElement">The type of the elements in the collection.</typeparam>
/// <param name="collection">This collection.</param>
/// <param name="amount">The amount of elements to load.</param>
/// <param name="source">The source to load data from.</param>
public static void Load <TElement>(this IWrite <TElement> collection, Int32 amount, IRead <TElement> source)
{
for (Int32 i = 0; i < amount; i++)
{
collection.Load(source);
}
}
/// <summary>
/// This method is used to write data of the specified list to the server. It is called
/// by the ClientBase after the client application has prepared and committed the data
/// values.
/// </summary>
/// <param name="serverListId"> The server identifier of the list containing the data objects to write. </param>
/// <param name="writeValueArrays"> The data values to write. </param>
/// <returns>
/// The list server aliases and result codes for the data objects whose write failed. Returns null if all writes
/// succeeded or null if this is a keep-alive.
/// </returns>
public List <AliasResult>?WriteData(uint serverListId, DataValueArraysWithAlias writeValueArrays)
{
if (_disposed)
{
throw new ObjectDisposedException("Cannot access a disposed XiContext.");
}
if (_writeEndpoint is null)
{
throw new Exception("No Write Endpoint");
}
if (_writeEndpoint.Disposed)
{
return(null);
}
IWrite iWrite = _writeEndpoint.Proxy;
string contextId = ContextId;
_writeEndpoint.LastCallUtc = DateTime.UtcNow;
List <AliasResult>?listAliasResult = null;
try
{
listAliasResult = iWrite.WriteVST(contextId, serverListId, writeValueArrays);
}
catch (Exception ex)
{
ProcessRemoteMethodCallException(ex);
}
return(listAliasResult);
}
protected void debugMarketSimulationMaofTraceCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
{
if (cmdArguments.Length < 2)
{
iWrite.WriteLine("Security ID is required");
return;
}
if (marketSimulationMaof == default(MarketSimulationMaof))
{
iWrite.WriteLine("Create market simulation first");
return;
}
int securityId = Convert.StrToInt((string)(cmdArguments[1]), 0);
bool enable = false;
if (cmdArguments.Length > 2)
{
enable = Boolean.Parse((string)(cmdArguments[2]));
}
else
{
enable = !(marketSimulationMaof.GetEnableTrace(securityId));
}
marketSimulationMaof.EnableTrace(securityId, enable);
}
protected void algoStop(IWrite iWrite, string cmdName, object[] cmdArguments)
{
if (IsLogged(iWrite))
{
//stop and dispose algo
if (algoMachine != default(Algo.Base))
{
algoMachine.StopGracefull();
DataCollector.rezefProducer.RemoveConsumer(algoMachine);
algoMachine.Dispose();
algoMachine = default(Algo.Base);
}
//stop and dispose OrderFSM
if (rezefOrderFSM != default(FMRShell.RezefOrderFSM))
{
rezefOrderFSM.Dispose();
rezefOrderFSM = default(FMRShell.RezefOrderFSM);
}
//TODO - test if there is no other users, before calling DataCollector.Stop
if (DataCollector != default(FMRShell.Collector))
{
DataCollector.Stop(FMRShell.DataType.Rezef);
}
}
}
public AdoOutputProvider(OutputContext context, IConnectionFactory cf, IWrite writer)
{
_writer = writer;
_context = context;
_cf = cf;
_cn = cf.GetConnection();
}
protected void debugMarketSimulationMaofSecsMaof(IWrite iWrite, string cmdName, object[] cmdArguments)
{
int[] ids = marketSimulationMaof.GetSecurities(); //get the list of securities
System.Collections.ArrayList names = new System.Collections.ArrayList();
names.Add("Id");
names.Add("Name");
names.Add("Bid:PriceVolume");
names.Add("Ask:PriceVolume");
int[] columns = JQuant.ArrayUtils.CreateInitializedArray(6, names.Count);
columns[0] = 10;
columns[1] = 16;
columns[2] = 30;
columns[3] = 30;
CommandLineInterface.printTableHeader(iWrite, names, columns);
System.Array.Sort(ids);
foreach (int id in ids)
{
MarketSimulationMaof.Option option = marketSimulationMaof.GetOption(id);
System.Collections.ArrayList values = new System.Collections.ArrayList();
values.Add(id);
values.Add(option.GetName());
values.Add(OrderBook2String(option.GetBookBid(), 9));
values.Add(OrderBook2String(option.GetBookAsk(), 9));
CommandLineInterface.printValues(iWrite, values, columns);
}
}
//
//You can use the following additional attributes as you write your tests:
//
//Use ClassInitialize to run code before running the first test in the class
//[ClassInitialize()]
//public static void MyClassInitialize(TestContext testContext)
//{
//}
//
//Use ClassCleanup to run code after all tests in a class have run
//[ClassCleanup()]
//public static void MyClassCleanup()
//{
//}
//
//Use TestInitialize to run code before running each test
//[TestInitialize()]
//public void MyTestInitialize()
//{
//}
//
//Use TestCleanup to run code after each test has run
//[TestCleanup()]
//public void MyTestCleanup()
//{
//}
//
#endregion
internal virtual IWrite CreateIWrite()
{
// TODO: Instantiate an appropriate concrete class.
IWrite target = null;
return(target);
}
public void SetUp()
{
log = Substitute.For <IWrite>();
alarm = Substitute.For <IWrite>();
checkcollision = Substitute.For <CheckCollision>();
uut = new DetectConflict(checkcollision, alarm, log);
DateTime dateTime1 = new DateTime(2018, 06, 10, 10, 18, 18);
DateTime dateTime2 = new DateTime(2018, 06, 10, 10, 18, 20);
ITrack track1 = new Track();
track1.Tag = "KLA123";
track1.Timestamp = dateTime1;
ITrack track2 = new Track();
track2.Tag = "RIH456";
track1.Timestamp = dateTime2;
var li = new List <ITrack> {
track1, track2
};
checkcollision.ConflictingFlights = li;
uut.Update();
}
protected void algoSetMode(IWrite iWrite, string cmdName, object[] cmdArguments)
{
if (algoMachine != null)
{
switch (cmdArguments.Length)
{
case 1:
iWrite.WriteLine("Please deifne the mode - a | s");
break;
case 2:
switch (cmdArguments[1].ToString().ToLower())
{
case "a":
algoMachine.SetMode(Base.Mode.Automatic);
break;
case "s":
algoMachine.SetMode(Base.Mode.Semiautomatic);
break;
default:
iWrite.WriteLine("Invalid mode " + cmdArguments[1].ToString());
break;
}
break;
default:
iWrite.WriteLine("Too many arguments");
break;
}
}
}
public void PrintTitle(IWrite iWrite)
{
iWrite.WriteLine(Name + " - " + CurrentMenu.Name);
iWrite.WriteLine("=====================================");
iWrite.WriteLine("help, exit, one level up - .., main menu - ~");
iWrite.WriteLine("");
}
protected void debugCyclicBufferTestCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
{
CyclicBuffer<int> cb = new CyclicBufferSynchronized<int>("cliCbTest", 3);
iWrite.WriteLine();
foreach (int i in cb)
{
iWrite.WriteLine("No elements " + i);
}
iWrite.WriteLine();
cb.Add(0);
foreach (int i in cb)
{
iWrite.WriteLine("One element " + i);
}
iWrite.WriteLine();
cb.Add(1);
cb.Add(2);
cb.Add(3);
cb.Add(4);
foreach (int i in cb)
{
iWrite.WriteLine("Three elements " + i);
}
}
public static void SaveAs(Window window, string[] fileExtensions, IWrite<string> data)
{
var filter = FileExtensionModule.AddStar(fileExtensions);
var filename = SaveFileModule.WithFilters(window, filter);
if (filename == null) return;
if (!FileExtensionModule.EndsWithAny(filename, fileExtensions)) filename += fileExtensions[0];
data.Save(filename);
}
protected void algoReal(IWrite iWrite, string cmdName, object[] cmdArguments)
{
if (algoMachine != null)
{
algoMachine.PlaceRealTrade();
}
else
{
if (IsLogged(iWrite))
{
iWrite.WriteLine("Algo is not started.");
}
}
}
protected void debugFileLoggerTestCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
{
// I can use FileLoggerTestDataSimple or FileLoggerTestData structures - both work
FileLogger<FileLoggerTestData> logger = new FileLogger<FileLoggerTestData>("test", "test.csv", false, "");
logger.Start();
// add an entry to the log
logger.AddEntry(new FileLoggerTestData());
// wait little bit before I tear the logger down - i want to let the logger to finish writing
Thread.Sleep(200);
logger.Stop();
logger.Dispose();
}
protected void feedFisherTransformCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
{
TA.PriceVolumeSeries series = FeedSeries;
// first step is to calculate max, min, average etc.
series.CalculateParams();
iWrite.WriteLine("Series: count=" + series.Data.Count + ", max=" + series.Max + ", min=" + series.Min + ", average=" + series.Average + ", sd=" + series.StdDeviation);
double average, max, min;
double[] data = TA.PriceVolumeSeries.GetClose(series);
TA.PriceVolumeSeries.CalculateAverage(data, 0, data.Length, out average, out max, out min);
iWrite.WriteLine("Data: count=" + data.Length + ",max=" + series.Max + ", min=" + series.Min + ", average=" + series.Average + ", sd=" + series.StdDeviation);
int windowSize = 10;
// now normalize the data
data = TA.PriceVolumeSeries.Normalize(data, windowSize);
TA.PriceVolumeSeries.CalculateAverage(data, 0, data.Length, out average, out max, out min);
iWrite.WriteLine("Normalize(data): count=" + data.Length + ",max=" + max + ", min=" + min + ", average=" + average);
TA.PriceVolumeSeries.EMA(data, 0.5);
TA.PriceVolumeSeries.CalculateAverage(data, 0, data.Length, out average, out max, out min);
iWrite.WriteLine("EMA(Normalize(data)): count=" + data.Length + ",max=" + max + ", min=" + min + ", average=" + average);
TA.PriceVolumeSeries.Fisher(data);
TA.PriceVolumeSeries.CalculateAverage(data, 0, data.Length, out average, out max, out min);
iWrite.WriteLine("Fisher(EMA(Normalize(data))): count=" + data.Length + ",max=" + max + ", min=" + min + ", average=" + average);
TA.PriceVolumeSeries.EMA(data, 0.5);
TA.PriceVolumeSeries.CalculateAverage(data, 0, data.Length, out average, out max, out min);
iWrite.WriteLine("EMA(Fisher(EMA(Normalize(data)))): count=" + data.Length + ",max=" + max + ", min=" + min + ", average=" + average);
int i;
for (i = 0; i < data.Length; i++)
{
// iWrite.WriteLine(""+data[i]);
}
signalPerformanceOptimization(series, data, windowSize);
}
void Unsupported(IWrite iWrite, string cmdName, object[] cmdArguments)
{
iWrite.WriteLine("Unsupported command " + Name);
}
protected void debugMarketSimulationMaofPlaceOrderCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
{
if (marketSimulationMaof == default(MarketSimulationMaof)) // check if there active simulation to get data from
{
iWrite.WriteLine("No active market simulations.");
return;
}
int id;
bool res = FindSecurity(cmdName, out id);
if (!res)
{
iWrite.WriteLine("Unknown security in the command " + cmdName);
return;
}
// i got security ID
bool buyOrder = (cmdArguments[1].ToString().ToUpper().CompareTo("BUY") == 0);
bool sellOrder = (cmdArguments[1].ToString().ToUpper().CompareTo("SELL") == 0);
if (!buyOrder && !sellOrder)
{
iWrite.WriteLine("Use words buy or sell to specify the order type");
return;
}
if (buyOrder && sellOrder)
{
iWrite.WriteLine("Internal error: both buy and sell in " + cmdArguments[1]);
return;
}
// are there three and only three numbers in the command line ?
const string patternNumbers = ".+[0-9]+.+[0-9]+ +[0-9]+";
System.Text.RegularExpressions.Regex regexNumbers = new System.Text.RegularExpressions.Regex(patternNumbers);
System.Text.RegularExpressions.MatchCollection matches = regexNumbers.Matches(cmdName);
if (matches.Count != 1)
{
iWrite.WriteLine("Three and only three numbers - security ID, limit price and quantiy are allowed. I got '" + cmdName + "'");
return;
}
// last arguments are price and quantity
string limitPriceStr = cmdArguments[cmdArguments.Length - 2].ToString();
string quantintyStr = cmdArguments[cmdArguments.Length - 1].ToString();
int limitPrice = Int32.Parse(limitPriceStr);
int quantity = Int32.Parse(quantintyStr);
if (limitPrice == 0)
{
iWrite.WriteLine("Failed to parse limit price " + limitPriceStr);
return;
}
if (quantity == 0)
{
iWrite.WriteLine("Failed to parse quantinty " + quantintyStr);
return;
}
TransactionType transaction;
if (buyOrder)
{
transaction = TransactionType.BUY;
}
else
{
transaction = TransactionType.SELL;
}
MarketSimulation.ReturnCode errorCode;
MarketSimulation.ISystemLimitOrder order = marketSimulationMaof.CreateOrder(id, limitPrice, quantity, transaction, placeOrderCallback);
res = marketSimulationMaof.PlaceOrder(order, out errorCode);
if (!res)
{
iWrite.WriteLine("Failed to place order error=" + errorCode);
}
}
protected void algoSkip(IWrite iWrite, string cmdName, object[] cmdArguments)
{
if (algoMachine != null)
{
algoMachine.SkipTrigger();
}
else
{
if (IsLogged(iWrite))
{
iWrite.WriteLine("Algo is not started.");
}
}
}
protected void algoStop(IWrite iWrite, string cmdName, object[] cmdArguments)
{
if (IsLogged(iWrite))
{
//stop and dispose algo
if (algoMachine != default(Algo.Base))
{
algoMachine.StopGracefull();
DataCollector.rezefProducer.RemoveConsumer(algoMachine);
algoMachine.Dispose();
algoMachine = default(Algo.Base);
}
//stop and dispose OrderFSM
if (rezefOrderFSM != default(FMRShell.RezefOrderFSM))
{
rezefOrderFSM.Dispose();
rezefOrderFSM = default(FMRShell.RezefOrderFSM);
}
//TODO - test if there is no other users, before calling DataCollector.Stop
if (DataCollector != default(FMRShell.Collector))
DataCollector.Stop(FMRShell.DataType.Rezef);
}
}
/// <summary>
/// Create Algo object and connect it to the data feed
/// Data feed can be a playback or real-time data feed
/// </summary>
protected void algoStart(IWrite iWrite, string cmdName, object[] cmdArguments)
{
if (IsLogged(iWrite))
{
if (algoMachine != null)
{
iWrite.WriteLine("Stop the algo first");
return;
}
bool argsRes = true;
#if USEFMRSIM
string backlogfile = null;
double speedup = 1.0;
#endif
// parse arguments
switch (cmdArguments.Length)
{
#if USEFMRSIM
case 0:
case 1:
iWrite.WriteLine("Usage: <backlogfile> [speedup]");
argsRes = false;
break;
case 2:
backlogfile = cmdArguments[1].ToString();
break;
case 3:
backlogfile = cmdArguments[1].ToString();
speedup = JQuant.Convert.StrToDouble(cmdArguments[2].ToString(), 1.0);
break;
#endif
default:
iWrite.WriteLine("Too many arguments");
argsRes = false;
break;
}
if (!argsRes) return;
// if i run in simulation mode create playback
#if USEFMRSIM
// create Rezef data generator
TaskBarLibSim.EventGenerator<K300RzfType> dataGenerator =
new TaskBarLibSim.RezefDataGeneratorLogFile(backlogfile, speedup, 500);
// setup the data generator(s) in the K300Class
TaskBarLibSim.K300Class.InitStreamSimulation(dataGenerator);
#endif
// Create data collector if not created already.
// Do not set internal time stamps, use time stamps from the recorded data log
if (DataCollector == null)
DataCollector = new FMRShell.Collector(this.fmrConection.GetSessionId(), false);
// create Order FSM
rezefOrderFSM = new RezefOrderFSM(this.fmrConection);
rezefOrderFSM.Start();
// create Algo
if (algoMachine == null)
algoMachine = new Algo.Base(rezefOrderFSM);
// connect algo to the data feed
DataCollector.rezefProducer.AddConsumer(algoMachine);
// start data collector, which will start the stream in K300Class
DataCollector.Start(FMRShell.DataType.Rezef);
// start algo - can be also done afterwards, by calling Start
algoMachine.Start();
}
}
protected void debugMarketSimulationMaofStatMaof(IWrite iWrite, string cmdName, object[] cmdArguments)
{
}
protected void debugMarketSimulationMaofStatCore(IWrite iWrite, string cmdName, object[] cmdArguments)
{
int columnSize = 8;
System.Collections.ArrayList names;
System.Collections.ArrayList values;
marketSimulationMaof.GetEventCounters(out names, out values);
CommandLineInterface.printTableHeader(iWrite, names, columnSize);
CommandLineInterface.printValues(iWrite, values, columnSize);
}
private void GotoRootMenu(IWrite iWrite, string cmdName, object[] cmdArguments)
{
CurrentMenu = RootMenu;
PrintCommands(iWrite);
}
protected void debugMarketSimulationMaofStatBook(IWrite iWrite, string cmdName, object[] cmdArguments)
{
int[] ids = marketSimulationMaof.GetSecurities(); //get the list of securities
int[] columns = new int[0];
bool firstLoop = true;
System.Collections.ArrayList names = new System.Collections.ArrayList();
names.Add("Name");
System.Array.Sort(ids);
foreach (int id in ids)
{
MarketSimulationMaof.Option option = marketSimulationMaof.GetOption(id);
System.Collections.ArrayList values = new System.Collections.ArrayList();
JQuant.IResourceStatistics bids = marketSimulationMaof.GetOrderBook(id, JQuant.TransactionType.BUY);
System.Collections.ArrayList bidValues;
System.Collections.ArrayList bidNames;
bids.GetEventCounters(out bidNames, out bidValues);
JQuant.IResourceStatistics asks = marketSimulationMaof.GetOrderBook(id, JQuant.TransactionType.SELL);
System.Collections.ArrayList askValues;
System.Collections.ArrayList askNames;
asks.GetEventCounters(out askNames, out askValues);
// print table header if this is first loop
if (firstLoop)
{
firstLoop = false;
for (int i = 0; i < bidNames.Count; i++)
{
names.Add(bidNames[i]);
}
for (int i = 0; i < askNames.Count; i++)
{
names.Add(askNames[i]);
}
columns = JQuant.ArrayUtils.CreateInitializedArray(6, names.Count);
columns[0] = 16;
columns[1] = 10;
columns[2] = 6;
columns[3] = 6;
columns[4] = 6;
columns[5] = 10;
columns[6] = 6;
columns[7] = 6;
columns[8] = 6;
CommandLineInterface.printTableHeader(iWrite, names, columns);
}
values.Add(option.GetName());
for (int i = 0; i < bidValues.Count; i++)
{
values.Add(bidValues[i]);
}
for (int i = 0; i < askValues.Count; i++)
{
values.Add(askValues[i]);
}
CommandLineInterface.printValues(iWrite, values, columns);
}
}
protected void debugMarketSimulationMaofSecsQueue(IWrite iWrite, string cmdName, object[] cmdArguments)
{
if (marketSimulationMaof == default(MarketSimulationMaof)) // check if there active simulation to get data from
{
iWrite.WriteLine("No active market simulations.");
return;
}
iWrite.WriteLine("Not supported");
}
protected void debugMarketSimulationMaofSecsMaof(IWrite iWrite, string cmdName, object[] cmdArguments)
{
int[] ids = marketSimulationMaof.GetSecurities(); //get the list of securities
System.Collections.ArrayList names = new System.Collections.ArrayList();
names.Add("Id");
names.Add("Name");
names.Add("Bid:PriceVolume");
names.Add("Ask:PriceVolume");
int[] columns = JQuant.ArrayUtils.CreateInitializedArray(6, names.Count);
columns[0] = 10;
columns[1] = 16;
columns[2] = 30;
columns[3] = 30;
CommandLineInterface.printTableHeader(iWrite, names, columns);
System.Array.Sort(ids);
foreach (int id in ids)
{
MarketSimulationMaof.Option option = marketSimulationMaof.GetOption(id);
System.Collections.ArrayList values = new System.Collections.ArrayList();
values.Add(id);
values.Add(option.GetName());
values.Add(OrderBook2String(option.GetBookBid(), 9));
values.Add(OrderBook2String(option.GetBookAsk(), 9));
CommandLineInterface.printValues(iWrite, values, columns);
}
}
/// <summary>
/// This method do two things
/// - get list of securities from the MarketSimulationMaof
/// For every security ask MarketSimulation.Core what the Core thinks about it.
/// </summary>
protected void debugMarketSimulationMaofSecsCore(IWrite iWrite, string cmdName, object[] cmdArguments)
{
int[] ids = marketSimulationMaof.GetSecurities(); //get the list of securities
System.Collections.ArrayList names = new System.Collections.ArrayList();
names.Add("Id");
names.Add("Name");
names.Add("CoreId");
names.Add("Bid:PriceVolume");
names.Add("Ask:PriceVolume");
names.Add("LastTrade");
names.Add("LastTradeSize");
names.Add("DayVolume");
int[] columns = JQuant.ArrayUtils.CreateInitializedArray(6, names.Count);
columns[0] = 9;
columns[1] = 12;
columns[2] = 9;
columns[3] = 30;
columns[4] = 30;
CommandLineInterface.printTableHeader(iWrite, names, columns);
System.Array.Sort(ids);
foreach (int id in ids)
{
// i need MarketSimulationMaof.Option to show the name of the option
// currently I take care only of options
MarketSimulationMaof.Option option = marketSimulationMaof.GetOption(id);
// get information kept in the MrketSimulation.Core
MarketSimulation.MarketData md = marketSimulationMaof.GetSecurity(id);
System.Collections.ArrayList values = new System.Collections.ArrayList();
values.Add(id);
values.Add(option.GetName());
values.Add(md.id);
values.Add(OrderBook2String(md.bid, 9));
values.Add(OrderBook2String(md.ask, 9));
values.Add(md.lastTrade);
values.Add(md.lastTradeSize);
values.Add(md.dayVolume);
CommandLineInterface.printValues(iWrite, values, columns);
}
}
protected void DummyCommand(IWrite iWrite, string cmdName, object[] cmdArguments)
{
iWrite.WriteLine("Menu " + Name +
": callback is called. Probably should be command");
}
public void Register(IWrite writer) {
_pipeline.Register(writer);
}
protected void debugMarketSimulationMaofStatQueue(IWrite iWrite, string cmdName, object[] cmdArguments)
{
iWrite.WriteLine("Not supported");
}
protected void algoStat(IWrite iWrite, string cmdName, object[] cmdArguments)
{
if (algoMachine == null)
{
iWrite.WriteLine("No algo started");
return;
}
IResourceStatistics resStat = algoMachine;
System.Collections.ArrayList names;
System.Collections.ArrayList values;
resStat.GetEventCounters(out names, out values);
int columnSize = 8;
CommandLineInterface.printTableHeader(iWrite, names, columnSize);
CommandLineInterface.printValues(iWrite, values, columnSize);
}
protected void debugMarketSimulationMaofTraceCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
{
if (cmdArguments.Length < 2)
{
iWrite.WriteLine("Security ID is required");
return;
}
if (marketSimulationMaof == default(MarketSimulationMaof))
{
iWrite.WriteLine("Create market simulation first");
return;
}
int securityId = Convert.StrToInt((string)(cmdArguments[1]), 0);
bool enable = false;
if (cmdArguments.Length > 2)
{
enable = Boolean.Parse((string)(cmdArguments[2]));
}
else
{
enable = !(marketSimulationMaof.GetEnableTrace(securityId));
}
marketSimulationMaof.EnableTrace(securityId, enable);
}
protected void algoStopUrgent(IWrite iWrite, string cmdName, object[] cmdArguments)
{
algoMachine.StopUrgent();
}
protected void debugMarketSimulationMaofWatchCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
{
if (marketSimulationMaof == default(MarketSimulationMaof)) // check if there active simulation to get data from
{
iWrite.WriteLine("No active market simulations.");
return;
}
if (watchlistCallback == null) // create a watchlist callback in the first call
{
watchlistCallback = new WatchlistCallback(iWrite);
}
if (cmdArguments.Length == 2)
{
// argument is legend or list
string legendList = cmdArguments[1].ToString();
legendList = legendList.ToUpper();
if (legendList.CompareTo("LEGEND") == 0)
{
watchlistCallback.printLegend();
}
else if (legendList.CompareTo("LIST") == 0)
{
watchlistCallback.printList();
}
else
{
iWrite.WriteLine("Use commands legend or list");
}
return;
}
if (cmdArguments.Length < 3)
{
iWrite.WriteLine("At least two arguments are required");
return;
}
int id;
bool res = FindSecurity(cmdName, out id);
if (!res)
{
iWrite.WriteLine("Unknown security in the command " + cmdName);
return;
}
// first argument is add or rmv
string addRmv = cmdArguments[1].ToString();
addRmv = addRmv.ToUpper();
if (addRmv.CompareTo("ADD") == 0)
{
marketSimulationMaof.AddWatch(id, watchlistCallback.callback);
}
else
{
marketSimulationMaof.RemoveWatch(id);
}
}
private void OneLevelUp(IWrite iWrite, string cmdName, object[] cmdArguments)
{
CurrentMenu = CurrentMenu.Parent;
PrintCommands(iWrite);
}
public WatchlistCallback(IWrite iWrite)
{
this.iWrite = iWrite;
}
protected void debugMarketSimulationMaofStatCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
{
string cmd = "core";
if (dataMaofGenerator == default(MaofDataGeneratorLogFile)) // check if there active simulation to get data from
{ // to prevent System.NullReferenceException
iWrite.WriteLine("No active market simulations.");
return;
}
if (cmdArguments.Length > 1)
{
cmd = (string)cmdArguments[1];
}
if (cmd == "maof")
{
debugMarketSimulationMaofStatMaof(iWrite, cmdName, cmdArguments);
}
else if (cmd == "core")
{
debugMarketSimulationMaofStatCore(iWrite, cmdName, cmdArguments);
}
else if (cmd == "book")
{
debugMarketSimulationMaofStatBook(iWrite, cmdName, cmdArguments);
}
else if (cmd == "queue")
{
debugMarketSimulationMaofStatQueue(iWrite, cmdName, cmdArguments);
}
else
{
iWrite.WriteLine("Only arguments maof, core, book, queue are supported");
}
}
protected void debugMarketSimulationMaofCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
{
string cmd = "", arg1 = "", arg2 = "";
switch (cmdArguments.Length)
{
case 0:
case 1:
iWrite.WriteLine("Usage: maof create <backlogfile> [speedup] | stop | start");
break;
case 2:
cmd = cmdArguments[1].ToString().ToLower();
break;
case 3:
cmd = cmdArguments[1].ToString().ToLower();
arg1 = cmdArguments[2].ToString();
break;
case 4:
cmd = cmdArguments[1].ToString().ToLower();
arg1 = cmdArguments[2].ToString();
arg2 = cmdArguments[3].ToString();
break;
}
if (cmd == "stop")
{
if (dataMaofGenerator != default(MaofDataGeneratorLogFile))
{
dataMaofGenerator.Stop();
// dataMaofGenerator.RemoveConsumer(marketSimulationMaof);
marketSimulationMaof.Dispose();
marketSimulationMaof = default(MarketSimulationMaof);
dataMaofGenerator = default(MaofDataGeneratorLogFile);
iWrite.WriteLine("maof stop called");
}
else
{
iWrite.WriteLine("No active simulation to stop.");
}
}
else if (cmd == "start") // log file name
{
if (this.dataMaofGenerator != default(MaofDataGeneratorLogFile))
{
// call EventGenerator.Start() - start the data stream
dataMaofGenerator.Start();
}
else
{
iWrite.WriteLine("Use 'create' first to create the market simulation");
}
}
else if (cmd == "create") // log file name
{
string logfile = arg1;
double speedup = JQuant.Convert.StrToDouble(arg2, 1.0);
//if K300Class instance is not already initilazed, do it now
if (this.dataMaofGenerator == default(MaofDataGeneratorLogFile))
{
this.dataMaofGenerator =
new MaofDataGeneratorLogFile(logfile, speedup, 0);
//I need a cast here, because MarketSimulationMaof expects parameter of type IProducer
marketSimulationMaof = new MarketSimulationMaof();
// dataMaofGenerator.AddConsumer(marketSimulationMaof);
// marketSimulationMaof.EnableTrace(80608128, true);
// marketSimulationMaof.EnableTrace(80616808, true);
iWrite.WriteLine("Use 'start' to start the market simulation");
}
else //for the moment I don't want the mess of running multiple simulations simultaneously.
{
iWrite.WriteLine("Maof simulation " + dataMaofGenerator.Name + "is already running.");
iWrite.WriteLine("Only a single simulation at a time is possible.");
}
}
}
