public void Inputs_Setup()
{
this.tradingData = new TradingDataContext();
this.signalQueue = new ObservableQueue <Signal>();
this.strategyHeader = new StrategyHeader(1, "Break out", "BP12345-RF-01", "RTS-9.13_FT", 10);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(this.strategyHeader);
this.barSettings = new BarSettings(this.strategyHeader, "RTS-9.13_FT", 3600, 19);
this.tradingData.Get <ICollection <BarSettings> >().Add(this.barSettings);
this.handler =
new BreakOutOnTick(this.strategyHeader, this.tradingData, this.signalQueue, new NullLogger());
FillTradingDataWithBars();
Assert.AreEqual(0, this.signalQueue.Count);
Assert.IsFalse(this.tradingData.PositionExists(this.strategyHeader));
Assert.IsFalse(this.tradingData.UnfilledExists(this.strategyHeader));
}
static void Main(string[] args)
{
LogAssemblyInfo();
AddStrategySettings();
StrategiesPlaceStopLossByPointsOnTradeHandlers stopLossOnTradeHandlers =
new StrategiesPlaceStopLossByPointsOnTradeHandlers(TradingData.Instance,
SignalQueue.Instance,
DefaultLogger.Instance,
AppSettings.GetValue <bool>("MeasureStopFromSignalPrice"));
StrategiesStopLossByPointsOnTickHandlers stopLossOnTickHandlers =
new StrategiesStopLossByPointsOnTickHandlers(TradingData.Instance,
SignalQueue.Instance,
DefaultLogger.Instance,
AppSettings.GetValue <bool>("MeasureStopFromSignalPrice"));
StrategiesPlaceTakeProfitByPointsOnTradeHandlers takeProfitOnTradeHandlers =
new StrategiesPlaceTakeProfitByPointsOnTradeHandlers(TradingData.Instance,
SignalQueue.Instance,
DefaultLogger.Instance,
AppSettings.GetValue <bool>("MeasureProfitFromSignalPrice"));
StrategiesTakeProfitByPointsOnTickHandlers takeProfitOnTickHandlers =
new StrategiesTakeProfitByPointsOnTickHandlers(TradingData.Instance,
SignalQueue.Instance,
DefaultLogger.Instance,
AppSettings.GetValue <bool>("MeasureProfitFromSignalPrice"));
SmartComHandlers.Instance.Add <_IStClient_DisconnectedEventHandler>(ScalperIsDisconnected);
SmartComHandlers.Instance.Add <_IStClient_ConnectedEventHandler>(ScalperIsConnected);
BreakOutOnTick openHandler =
new BreakOutOnTick(strategyHeader,
TradingData.Instance,
SignalQueue.Instance,
DefaultLogger.Instance);
UpdateBarsOnTick updateBarsHandler =
new UpdateBarsOnTick(barSettings,
new TimeTracker(),
TradingData.Instance,
DefaultLogger.Instance);
AddStrategySubscriptions();
adapter.Start();
while (true)
{
try
{
string command = Console.ReadLine();
if (command == "x")
{
adapter.Stop();
ExportData <Order>(AppSettings.GetValue <bool>("ExportOrdersOnExit"));
ExportData <Trade>(AppSettings.GetValue <bool>("ExportTradesOnExit"));
break;
}
if (command == "p")
{
Console.Clear();
Console.WriteLine(String.Format("Реализованный профит и лосс составляет {0} пунктов",
TradingData.Instance.GetProfitAndLossPoints(strategyHeader)));
}
if (command == "t")
{
Console.Clear();
foreach (Trade item in TradingData.Instance.Get <IEnumerable <Trade> >())
{
Console.WriteLine(item.ToString());
}
}
if (command == "b")
{
Console.Clear();
foreach (Bar item in TradingData.Instance.Get <IEnumerable <Bar> >())
{
Console.WriteLine(item.ToString());
}
}
}
catch (System.Runtime.InteropServices.COMException e)
{
DefaultLogger.Instance.Log(e.Message);
adapter.Restart();
}
}
}
