public static void populateSymbolsPortfolios(SystemDetailsTable.SystemDetails details, out List <Symbol> symbols, out List <Trading.Results.Portfolio> portfolios)
{
var marketNames = list <string>(MsivBacktestTable.BACKTEST.markets(details.siv(), details.stoId()));
symbols = list(STO.symbols(marketNames));
portfolios = list <sto.Portfolio, Trading.Results.Portfolio>(sto.Portfolio.portfolios(details.id()), j => new Trading.Results.Portfolio(j));
}
public static void Main(string[] args)
{
var arguments = Arguments.arguments(args, jStrings("markets", "start", "end", "out", "calculator", "interval"));
var names = split(",", arguments.@string("markets"));
var symbols = list(STO.symbols(names));
if (arguments.containsKey("calculator"))
{
var calculator = Type.GetType(arguments.@string("calculator"));
each(symbols, symbol => symbol.overrideSlippageCalculator(calculator));
}
var start = arguments.get("start", "");
var end = arguments.get("end", "");
var outFile = new QFile(arguments.@string("out"));
var range = new Range(isEmpty(start) ? null : Dates.date(start), isEmpty(end) ? null : Dates.date(end));
var loader = new SystemDbBarLoader(Interval.lookup(arguments.@string("interval")), symbols, dictionary(symbols, s => range));
var csv = new Csv();
var columns = list("date");
columns.AddRange(convert(symbols, s => s.name));
csv.addHeader(jList(columns));
for (var i = 0; i < loader.numDates(); i++)
{
var time = loader.date(i);
var record = list(ymdHuman(time));
var slippages = loader.currentSlippages(time);
each(symbols, s => record.Add(slippages.ContainsKey(s) ? slippages[s].ToString("N12") : "NA"));
csv.add(jList(record));
}
csv.overwrite(outFile);
}
public static void Main(string[] inArgs)
{
var args = Arguments.arguments(inArgs, jStrings("symbols", "run", "systemId", "noShutdown", "useS3"));
var id = args.integer("systemId");
var run = args.integer("run");
if (args.get("useS3", false))
{
// populate param cache before switching to s3 mode
new Parameters {
{ "systemId", id }, { "RunNumber", run }, { "RunMode", (double)RunMode.STO }
}.load();
LogC.info("using S3 Cache - " + id);
S3Cache.setDefaultSqsDbMode(true);
S3Cache.setS3Cache(new EC2Runner("" + id).s3Cache());
}
var shutdown = !args.get("noShutdown", false);
var details = SystemDetailsTable.DETAILS.details(id);
List <Symbol> symbols;
List <Trading.Results.Portfolio> portfolios;
if (args.containsKey("symbols"))
{
var names = split(",", args.@string("symbols"));
symbols = list(STO.symbols(names));
portfolios = list <Trading.Results.Portfolio>();
}
else
{
STO.populateSymbolsPortfolios(details, out symbols, out portfolios);
}
var data = STO.loader(details, symbols);
STO.run(details.id(), symbols, portfolios, run, data, false, shutdown);
}