/// <summary>
/// Resets all data associated with running a day.
/// </summary>
private void ResetDayData()
{
DisposeTimer();
AlgoTraderState.CurrentDay = null;
AlgoTraderState.WatchListBuilt = false;
AlgoTraderState.WatchListBuilding = false;
AlgoTraderState.PauseSim = false;
AlgoTraderState.MinuteStopWatch.Reset();
AlgoTraderState.StocksDataUpdaterTC = null;
AlgoTraderState.OrdersDataUpdaterTC = null;
AlgoTraderState.LiveEstimatedNanoOffset = 0;
// not positions, they should carry over to the next days
//AlgoTraderShared.Positions.Clear();
//AlgoTraderShared.Orders.Clear();
//AlgoTraderShared.StrategyActions.Clear();
AlgoTraderShared.WatchList.Clear();
AlgoTraderShared.NodesData.Clear();
AlgoTraderShared.WatchListNodesData.Clear();
AlgoTraderShared.SimDayNodes.Clear();
AlgoTraderState.TradingManagerRunning = false;
StocksDataUpdater.ResetDayData();
OrdersDataUpdater.ResetDayData();
TC.ClearChildren();
}
public static void UpdateHistoricalTicksByDay(List <string> symbols, FD fd, bool force, ThreadControl tc)
{
tc.Log.AddLine("Starting update histocial ticks by day", Verbosity.Minimal);
ZonedDateTime ie = SystemClock.Instance.GetCurrentInstant().InZone(UCDT.TimeZones.Eastern);
// safety precaution
if (ie.Year == fd.DT.Year && ie.Month == fd.DT.Month && ie.Day == fd.DT.Day)
{
throw new Exception("What are you doing???");
}
int parallelAPICalls = 15;
if (!fd.IsOnWeekend())
{
bool hasDataForDay = StockAPI.Methods.DateHasData(fd.DT.Year, fd.DT.Month, fd.DT.Day, force);
if (hasDataForDay)
{
if (force)
{
tc.Log.AddLine("Forcing a historical update", Verbosity.Verbose);
}
else
{
tc.Log.AddLine("Date has data", Verbosity.Verbose);
}
tc.Log.AddLine("About to start API calls as fast as we can go", Verbosity.Minimal);
symbols.Shuffle();
for (int s = 0; s < symbols.Count; s += parallelAPICalls)
{
//string[] syms = new string[parallelAPICalls];
lock (Global.State.ThreadControlTreeLock)
{
for (int m = 0; m < parallelAPICalls; m++)
{
if (m + s < symbols.Count)
{
string sym = symbols[m + s];
ThreadControl singleQuoteTC = new ThreadControl(fd.ToString() + " : " + sym);
tc.Children.Add(singleQuoteTC);
Task.Factory.StartNew(() => Methods.ThreadRun("AT.SchedulerMethods, AT", "UpdateSingleDayAndSingleSymbolTicks", singleQuoteTC, null, new object[] { sym, fd }), CancellationToken.None, TaskCreationOptions.LongRunning, TaskScheduler.Default);
}
}
}
while (tc.Children.Exists(p => p.State != ThreadControlState.Complete && p.State != ThreadControlState.Done))
{
}
tc.ClearChildren();
tc.Log.AddLine("Done with small batch for " + fd.ToString() + ". About %" + Math.Round(((double)s / (double)symbols.Count) * (double)100, 2) + " done.");
if (!tc.CheckNotStopped())
{
tc.Log.AddLine("Breaking UpdateHistoricalTicksByDay!");
break;
}
}
}
else
{
tc.Log.AddLine("Not forcing and date does NOT have data for " + fd.ToString());
}
}
else
{
tc.Log.AddLine("Date is on weekend " + fd.ToString());
}
}