private void CommandWatcher_Tick(object sender, EventArgs e)
{
if (Global.State.Commands.Count > 0)
{
// take the first one
string cmd = Global.State.Commands[0];
string[] cv = cmd.Split(':');
switch (cv[0])
{
case "log":
if (cv[1] == "on")
{
Global.State.SendLog = true;
}
else if (cv[1] == "off")
{
Global.State.SendLog = false;
}
break;
case "change-timer-speed":
break;
case "unsubscribe":
for (int n = 1; n < cv.Length; n++)
{
Global.State.Subscriptions[cv[n]].Subscribed = false;
}
break;
case "set-selected-thread-control-id":
Global.State.SelectedThreadControlId = int.Parse(cv[1]);
Global.State.ThreadControlIdChanged = true;
break;
case "subscribe":
for (int n = 1; n < cv.Length; n++)
{
Global.State.Subscriptions[cv[n]].Subscribed = true;
}
break;
case "algo-subscribe":
for (int n = 1; n < cv.Length; n++)
{
Global.State.AlgoTraderSubscriptions[cv[n]] = true;
}
AlgoTraderUI.IsSubscribed = true;
break;
case "algo-clear-selected-symbol":
AlgoTraderUI.SelectedSymbol = "";
break;
case "algo-clear-selected-strategy-id":
AlgoTraderUI.SelectedStrategyId = "";
break;
case "algo-set-selected-strategy-id":
AlgoTraderUI.SelectedStrategyId = cv[1];
break;
case "algo-set-selected-symbol":
AlgoTraderUI.SelectedSymbol = cv[1];
break;
case "algo-set-speed":
AlgoTraderMethods.SetSpeed((AlgoTraderEnums.AlgoTraderSimulatingSpeed) int.Parse(cv[1]));
break;
case "algo-unsubscribe-all":
AlgoTraderUI.UnsubscribeToAll();
break;
case "algo-unsubscribe":
for (int n = 1; n < cv.Length; n++)
{
Global.State.AlgoTraderSubscriptions[cv[n]] = false;
}
if (AlgoTraderUI.IsUnsubscribedToAll())
{
AlgoTraderUI.IsSubscribed = false;
}
break;
case "graph-set-dimensions":
AlgoTraderUI.GraphCanvasWidth = int.Parse(cv[1]);
AlgoTraderUI.GraphCanvasHeight = int.Parse(cv[2]);
break;
case "start-scheduler":
App.StartAppScheduler();
break;
case "set-data-table-sort":
// set-data-table-sort:overview-symbols:4:asc
//set-data-table-sort:" + dataTableName + ":" + index + ":" + dirLabel);
//set-data-table-sort:overview-symbols:0:asc
string tableName = cv[1];
string sortColumn = cv[2];
string sortDir = cv[3];
if (!AlgoTraderUI.DataTableSorts.ContainsKey(tableName))
{
AlgoTraderUI.DataTableSorts.Add(tableName, new AlgoTraderObjects.DataTableSort());
}
AlgoTraderUI.DataTableSorts[tableName].Direction = sortDir;
AlgoTraderUI.DataTableSorts[tableName].Column = sortColumn;
break;
case "stop-scheduler":
//string s = Tools.SerializerMethods.SerializeThreadControlTree();
//bool breakme = true;
App.StopAppScheduler();
break;
default:
break;
}
// remove that item (will always be the first element)
Global.State.Commands.Remove(cmd);
}
}
public static void TryBuildPayload()
{
if (IsSubscribed)
{
Current++;
if (Current >= Frequency)
{
Current = 0;
lock (LockObj)
{
Dictionary <string, string> items = new Dictionary <string, string>();
if (Global.State.AlgoTraderSubscriptions["main"] == true)
{
AlgoTraderMain main = new AlgoTraderMain();
main.CurrentTime = AlgoTraderState.CurrentTime.ToString();
main.SelectedSymbol = SelectedSymbol;
main.SelectedStrategyName = AlgoTraderMethods.GetStrategyName(SelectedStrategyId);
main.SelectedStrategyId = SelectedStrategyId;
using (var output = new StringWriter())
{
JSON.Serialize(main, output, Options.PrettyPrint);
items.Add("algoTraderMain", output.ToString());
}
}
if (Global.State.AlgoTraderSubscriptions["log"] == true)
{
UIObjects.AlgoTraderLog log = new UIObjects.AlgoTraderLog();
log.Log = Global.State.AlgoTrader.TC.Log.Read(Verbosity.Verbose);
//log.Log = System.Web.HttpUtility.JavaScriptStringEncode(Global.State.AlgoTrader.TC.Log.Read(Verbosity.Verbose));
using (var output = new StringWriter())
{
JSON.Serialize(log, output, Options.PrettyPrint);
items.Add("algoTraderLog", output.ToString());
}
}
if (Global.State.AlgoTraderSubscriptions["overview"] == true)
{
AlgoTraderOverview overview = buildOverviewObject();
using (var output = new StringWriter())
{
JSON.Serialize(overview, output, Options.PrettyPrint);
items.Add("algoTraderOverview", output.ToString());
}
}
if (Global.State.AlgoTraderSubscriptions["chart"] == true)
{
AlgoTraderChart chart = buildChartObject();
using (var output = new StringWriter())
{
JSON.Serialize(chart, output, Options.Default);
items.Add("algoTraderChart", output.ToString());
}
}
Payload = SerializerMethods.DictionarySerializedValuesToJSON(items);
}
}
}
}
/// <summary>
/// Executes once when the application starts
/// </summary>
public static void Init()
{
Global.State.ExecutablePath = AppDomain.CurrentDomain.BaseDirectory;
string sourcePath = Global.State.ExecutablePath.Replace("\\compiled\\", "");
Global.Constants.StrategiesFolder = sourcePath + "\\AlgoTrader\\Strategies\\";
Global.Constants.BaseStrategyPath = sourcePath + "\\AlgoTrader\\AlgoTraderBaseStrategy.cs";
// D:\\Projects\\AlgoTrader - New\\Source\\AT\\AlgoTrader\\AlgoTraderBaseStrategy.cs
Global.Constants.NodesPath = Global.State.ExecutablePath + "nodes\\";
Global.Constants.DBPath = Global.State.ExecutablePath + "dbs\\";
Global.Constants.StockTicksDBPath = Global.Constants.DBPath + Global.Constants.StockTicksDBFolder + "\\";
Global.Constants.TradingStatsDBPath = Global.Constants.DBPath + Global.Constants.TradingStatsDBFolder + "\\";
DBMethods.Init();
// ThreadPool.SetMinThreads(100, 100);
string json = File.ReadAllText(Global.State.ExecutablePath + "schedules\\main.js");
Global.State.SchedulerTC = new ThreadControl("Scheduler");
Global.State.Scheduler = new Scheduler(json, "app");
Global.State.AllSymbols = DBMethods.GetAllSymbols();
//Global.State.AllSymbols.Shuffle(5);
Global.State.AllSymbols.Clear();
Global.State.AllSymbols.Add("aapl");
Global.State.AllSymbols.Add("spy");
Global.State.AllSymbols.Add("qqq");
Global.State.AllSymbols.Add("msft");
Global.State.AllSymbols.Add("gld");
Global.State.AllSymbols.Add("amd");
/*
*
* Global.State.AllSymbols.Add("crc");
* Global.State.AllSymbols.Add("cnp");
* Global.State.AllSymbols.Add("meet");
* Global.State.AllSymbols.Add("eros");
* Global.State.AllSymbols.Add("bimi");
*
*/
//Global.State.AllSymbols.Add("tsla");
//Global.State.AllSymbols.Add("amd");
//Global.State.AllSymbols.Shuffle();
//Global.State.AllSymbols.RemoveRange(0, 380);
/*
* Global.State.AllSymbols.Add("spy");
* Global.State.AllSymbols.Add("amd");
* Global.State.AllSymbols.Add("tsla");
* Global.State.AllSymbols.Add("x");
* Global.State.AllSymbols.Add("aapl");
* Global.State.AllSymbols.Add("t");
* Global.State.AllSymbols.Add("xli");
* Global.State.AllSymbols.Add("tsg");
* Global.State.AllSymbols.Add("crc");
* Global.State.AllSymbols.Add("tza");
* Global.State.AllSymbols.Add("carg");
* Global.State.AllSymbols.Add("immu");
*/
//Global.State.AllSymbols = new List<string>();
//Global.State.AllSymbols.Add("spy");
/*
* if (Global.Constants.FastForTesting)
* {
*
* }
*/
Global.State.ThreadControlTree = new List <ThreadControl>();
Global.State.ThreadControlTree.Add(Global.State.SchedulerTC);
Global.State.Subscriptions = new Dictionary <string, Subscription>();
Global.State.AlgoTraderSubscriptions = new Dictionary <string, bool>();
//Global.State.ForceUpdate = new Dictionary<string, bool>();
// Global.State.SubscriptionStates = new Dictionary<string, object>();
Global.State.Subscriptions.Add("schedulerRunning", new Subscription()
{
State = false, Interval = 2
});
Global.State.Subscriptions.Add("threadControlTree", new Subscription()
{
State = long.MaxValue, Interval = 5
});
Global.State.Subscriptions.Add("threadControlState", new Subscription()
{
State = "md5hashstring", Interval = 7
});
Global.State.Subscriptions.Add("threadControlLog", new Subscription()
{
State = int.MaxValue, Interval = 3
});
Global.State.Subscriptions.Add("threadControlObject", new Subscription()
{
State = int.MaxValue, Interval = 2
});
Global.State.Subscriptions.Add("applicationStats", new Subscription()
{
State = "some string", Interval = 6
});
Global.State.AlgoTraderSubscriptions.Add("main", false);
Global.State.AlgoTraderSubscriptions.Add("overview", false);
Global.State.AlgoTraderSubscriptions.Add("positions", false);
Global.State.AlgoTraderSubscriptions.Add("orders", false);
Global.State.AlgoTraderSubscriptions.Add("actions", false);
Global.State.AlgoTraderSubscriptions.Add("chart", false);
Global.State.AlgoTraderSubscriptions.Add("log", false);
InitDataTracker();
// this also stores new ids and names in DB
Global.State.UsableStrategies = AlgoTraderMethods.RefreshStrategyNamesAndIds();
}
public void Run(AlgoTraderModes mode, List <FD> days, ThreadControl tc)
{
TC = tc;
ResetData();
AlgoTraderState.Mode = mode;
SetIntervalBasedOnMode();
AlgoTraderState.IsSim =
AlgoTraderState.Mode == AlgoTraderModes.GatherStats ||
AlgoTraderState.Mode == AlgoTraderModes.Simulating ||
AlgoTraderState.Mode == AlgoTraderModes.Backtesting;
AlgoTraderState.UseSimOrdering = AlgoTraderState.IsSim || AlgoTraderState.Mode == AlgoTraderModes.FakeLive;
PrepDays(days);
bool allowToRun = true;
if (!AlgoTraderState.IsSim)
{
ZonedDateTime zdt = UCDT.GetCurrentEastCoastTime();
if (AlgoTraderState.Mode == AlgoTraderModes.Live && zdt.Hour >= 4)
{
allowToRun = false;
}
}
if (allowToRun)
{
// live or paper only has one day
for (int n = 0; n < Days.Count; n++)
{
ResetDayData();
AlgoTraderState.CurrentDay = Days[n];
// AlgoTraderUI.SelectedSymbol = Global.State.AllSymbols[UC.GetRandomInteger(0, Global.State.AllSymbols.Count - 1)];
// init the list where nodes, trend lines, etc are stored
// AlgoTraderShared.NodesData = new Dictionary<string, NodesData>();
for (int m = 0; m < Global.State.AllSymbols.Count; m++)
{
AlgoTraderShared.NodesData.Add(Global.State.AllSymbols[m], null);
}
CollectGarbage();
// this will take a while only when simulating
PrepareSimDayNodes();
// starts incrementing CurrentTime immediatly when this is called
PrepareTimer();
// waits for 3:55am
AlgoTraderMethods.WaitFor(AlgoTraderConfig.TicksStreamManagerAtHour, AlgoTraderConfig.TicksStreamManagerAtMinute, TC);
RunStocksDataUpdater();
RunOrdersDataUpdater();
RunTradingManager();
CollectGarbage();
// waits for trading manager to finish
WaitToContinue();
TC.StopAllChildrenAndWait();
if (!TC.CheckNotStopped())
{
break;
}
}
}
TC.Log.AddLine("AlgoTraderProcess Run() complete", Verbosity.Minimal);
// it will also set Ended = true
ResetData();
}
