public void InitiateTrading(IStockExchangeStream stockStream, IOrderStream <Order> tradeStream)
{
lock (this._stateTransition)
{
if (stockStream == null)
{
this.Logger.Log(
LogLevel.Error,
"Initiation attempt in order data generator with null stock stream");
return;
}
if (tradeStream == null)
{
this.Logger.Log(
LogLevel.Error,
"Initiation attempt in order data generator with null trade stream");
return;
}
if (this._generatorExecuting)
{
this.Logger.LogInformation("Initiating new trading with predecessor active");
this._TerminateTrading();
}
this.Logger.LogInformation("Order data generator initiated with new stock stream");
this.StockStream = stockStream;
this.TradeStream = tradeStream;
this._unsubscriber = stockStream.Subscribe(this);
this._generatorExecuting = true;
this._InitiateTrading();
}
}
public void Initiate(IStockExchangeStream stockStream)
{
lock (this._stateTransition)
{
if (stockStream == null)
{
this._logger.Log(
LogLevel.Error,
"Initiation attempt in order data generator with null stock stream");
return;
}
this._stockStream = stockStream;
this._unsubscriber = stockStream.Subscribe(this);
}
if (string.IsNullOrWhiteSpace(this._path))
{
this._logger.LogError(
"Equities File Data Import Process did not find file because the path was empty or null");
return;
}
if (!Directory.Exists(this._path))
{
Directory.CreateDirectory(this._path);
}
}
/// <summary>
/// Avoid calling this from inside another state transition
/// </summary>
public void Terminate()
{
lock (this._stateTransition)
{
this._unsubscriber?.Dispose();
this._stockStream = null;
}
}
public void Setup()
{
this._unsubscriber = A.Fake <IDisposable>();
this._stockStream = A.Fake <IStockExchangeStream>();
this._tradeStream = A.Fake <IOrderStream <Order> >();
this._tradeStrategy = A.Fake <ITradeStrategy <Order> >();
this._logger = A.Fake <ILogger>();
A.CallTo(() => this._stockStream.Subscribe(A <IObserver <EquityIntraDayTimeBarCollection> > .Ignored))
.Returns(this._unsubscriber);
}
/// <summary>
/// Avoid dead locks with initiation terminating old trades
/// </summary>
private void _TerminateTrading()
{
this.Logger.LogInformation("Order data generator terminating trading");
this._unsubscriber?.Dispose();
this.StockStream = null;
this.TradeStream = null;
this._generatorExecuting = false;
this._TerminateTradingStrategy();
}
public void InitiateWalk(IStockExchangeStream stream)
{
if (string.IsNullOrWhiteSpace(this._filePath))
{
this._logger.LogError(
"Equities File Data Import Process did not find file because the path was empty or null");
return;
}
if (!File.Exists(this._filePath))
{
this._logger.LogError($"Equities File Data Import Process did not find file {this._filePath}");
return;
}
var securities = new List <EquityInstrumentIntraDayTimeBar>();
using (var reader = File.OpenText(this._filePath))
{
var csv = new CsvReader(reader);
csv.Configuration.HasHeaderRecord = true;
var csvRecords = csv.GetRecords <FinancialInstrumentTimeBarCsv>().ToList();
foreach (var record in csvRecords)
{
var mappedRecord = this._securityMapper.Map(record);
if (mappedRecord != null)
{
securities.Add(mappedRecord);
}
}
}
if (this._securityMapper.FailedParseTotal > 0)
{
this._logger.LogError(
$"EquitiesFileDataImportProcess had {this._securityMapper.FailedParseTotal} errors parsing the input CSV file {this._filePath}");
}
if (!securities.Any())
{
return;
}
var frames = this.ExtractDateBasedExchangeFramesOverMarkets(securities);
foreach (var frame in frames)
{
stream.Add(frame);
}
}
public void InitiateWalk(IStockExchangeStream stream)
{
this._logger.LogInformation("Walk initiated in equity generator");
if (stream == null)
{
throw new ArgumentNullException(nameof(stream));
}
lock (this._stateTransitionLock)
{
this._walkInitiated = true;
this._stream = stream;
this._activeFrame = this._exchangeTickInitialiser.InitialFrame();
this._stream.Add(this._activeFrame);
this._heartBeat.OnBeat(this.Tick);
this._heartBeat.Start();
}
}
public void InitiateWalk(IStockExchangeStream stream, ExchangeDto market, SecurityPriceResponseDto prices)
{
this._logger.LogInformation("Walk initiated in equity generator");
if (stream == null)
{
throw new ArgumentNullException(nameof(stream));
}
if (market == null)
{
throw new ArgumentNullException(nameof(market));
}
if (prices == null)
{
throw new ArgumentNullException(nameof(prices));
}
lock (this._stateTransitionLock)
{
this._stream = stream;
var apiGeneration = new ApiDataGenerationInitialiser(
market,
this._tickSeparation,
prices.SecurityPrices);
var framesToGenerateFor = apiGeneration.OrderedDailyFrames();
foreach (var frame in framesToGenerateFor)
{
this._activeFrame = frame;
this.AdvanceFrames(market, frame);
}
}
}
public void InitiateTrading(IStockExchangeStream stockStream, IOrderStream <Order> tradeStream)
{
this._unsubscriber = stockStream.Subscribe(this);
this._stream = this._streamFactory.Create();
this._baseGenerator.InitiateTrading(this._stream, tradeStream);
}
