static void generateCurves(LiveSystem system, IEnumerable <JMarket> markets, QDirectory directory, DateTime start, DateTime end, DataSource metricSource)
{
var symbols = convert(markets, market => new Symbol(market.name(), market.bigPointValue()));
var parameters = new Parameters {
{ "systemId", system.id() },
{ "RunMode", (double)RunMode.LIVE }
};
var startLoading = DateTime.Now;
Bomb.when(system.details().runInNativeCurrency(), () => "portfolio optimization requires systems to run in dollars, not native currency");
var bars = new SystemDbBarLoader(system.details().interval(), symbols, start, end);
var simulator = new Simulator(new SystemArguments(symbols, parameters), bars, "QUEDGE");
var startProcessing = DateTime.Now;
var perSecond = simulator.processBars();
saveMetric(system, "marketBarsPerSecond", metricSource, perSecond);
var startMetricCalc = DateTime.Now;
simulator.metrics();
saveMetric(system, "metricCalculationSeconds", metricSource, secondsSince(startMetricCalc));
saveMetric(system, "totalRunSeconds", metricSource, secondsSince(startProcessing));
simulator.writeCurveFiles(directory);
saveMetric(system, "totaSeconds", metricSource, secondsSince(startLoading));
Db.commit();
}
void updateNode(LiveSystem liveSystem, QNode node)
{
var childNodes = list <LiveMarketNode>(node.children());
var totalTicks = sum(convert(childNodes, child => child.ticksReceived));
if (totalTicks == 0)
{
return;
}
var tickRate = sum(convert(childNodes, child => child.tickRate));
var tickLag = max(convert(childNodes, child => child.tickLag));
node.color = tickLag - 5000;
node.size = isEqualSizes_ ? 1 : Math.Max(1F, tickRate);
var isDown = exists(childNodes, child => child.isDown);
var downText = isDown ? "" : "DOWN ";
var lastTickProcessed = max(convert(childNodes, child => child.lastTickProcessed));
node.text =
downText +
liveSystem.pv().name() + " - " + liveSystem.id() + "\n" +
tickRate.ToString("n0") + "/min, " + tickLag + "ms\n" +
totalTicks.ToString("n0") + "\n" +
lastTickProcessed.ToString("HH:mm:ss") + "\n";
}
public int filledUpdateDb(double fillPrice, LiveSystem liveSystem, string topicPrefix)
{
int liveOrderId;
if (ferretSubmission == null)
{
liveOrderId = LiveOrders.ORDERS.insert(
liveSystem.id(), symbol.name, jDate(now()), null, enterExit(),
positionDirection().ToString(), size, new java.lang.Double(fillPrice),
details.ToString(), description, hostname(), topicPrefix, null
);
}
else
{
liveOrderId = ferretSubmission.liveOrderId;
var submitted = LiveOrders.ORDERS.order(liveOrderId);
submitted.updateFill(fillPrice, jDate(now()));
}
Db.commit();
OrderTable.topic().send(new Dictionary <string, object> {
{ "liveOrderId", liveOrderId },
{ "timestamp", ymdHuman(now()) }
});
return(liveOrderId);
}
static SystemArguments arguments(IEnumerable <Symbol> symbols, LiveSystem liveSystem, RunMode mode, Type type)
{
O.each(symbols, symbol => MsivTable.MSIVS.insert(symbol.name, liveSystem.siv()));
liveSystem.setQClassName(type.FullName);
liveSystem.populateDetailsIfNeeded(false);
return(new SystemArguments(symbols, new Parameters {
{ "LeadBars", 5 },
{ "systemId", liveSystem.id() },
{ "RunMode", (double)mode },
{ "lookback", 2 }
}));
}
void insertUnknownRow(DataRow row, LiveSystem system)
{
row.ItemArray = new object[] {
system.siv().sivName("-"),
system.pv().name(),
system.id(),
"unknown",
-1,
"unknown", // "2008/10/09 15:55:07",
"unknown", // "2008/10/09 15:55:07",
};
table.Rows.InsertAt(row, 0);
}
public override void setUp()
{
base.setUp();
liveSystem = fakeLiveSystem(parameters(), runInNativeCurrency());
systemId = liveSystem.id();
initializeSymbols();
bridge_ = new QREBridge <S>(arguments());
loader = new FakeBarLoader(bridge_.arguments().symbols);
loader.setSpudManager(bridge_.manager);
barsLoadedThisBar = false;
noOrders();
}
public void testCanPublishRestart()
{
LogC.useJavaLog = true;
FerretControl.onOutgoing(fields => O.queueWorkItem(() => FerretControl.setStatus(fields.text("FERRETSTATE"))));
system.populateDetailsIfNeeded(false);
system.populateTagIfNeeded("QF.Example", false);
FerretControl.setStatus("Ticket");
var tracker = startGui();
var restartRequests = LiveLauncher.restartTopic();
Fields received = null;
restartRequests.subscribe(fields => { received = fields; });
tracker.restart(O.hostname(), system.id());
O.wait(() => received != null);
AreEqual(system.id(), (int)received.longg("SystemId"));
AreEqual(O.hostname(), received.text("Hostname"));
gui.noMessage();
system.setAutoExecuteTrades(true);
gui.stageAnswer(YesNoCancel.NO);
restartRequests.setReadonly(true);
tracker.restart(O.hostname(), system.id());
gui.hasMessage("This will put Ferret into Stage mode. Are you sure you want to do this?");
gui.stageAnswer(YesNoCancel.YES);
restartRequests.setReadonly(false);
received = null;
tracker.restart(O.hostname(), system.id());
gui.hasMessage("This will put Ferret into Stage mode. Are you sure you want to do this?");
waitMatches("Stage", FerretControl.status);
O.wait(() => received != null);
received = null;
tracker.restart(O.hostname(), system.id());
gui.noMessage();
O.wait(() => received != null);
}
public int submittedInsertDb(LiveSystem liveSystem, string topicPrefix)
{
var positionDir = hasPosition() ? positionDirection() : direction;
var liveOrderId = LiveOrders.ORDERS.insert(
liveSystem.id(), symbol.name, null, jDate(now()), enterExit(),
positionDir.ToString(), size, null,
details.ToString(), description, hostname(), topicPrefix, ferretSubmission.id
);
Db.commit();
OrderTable.topic().send(new Dictionary <string, object> {
{ "liveOrderId", liveOrderId },
{ "timestamp", now() }
});
return(liveOrderId);
}
static Parameters parameters(LiveSystem system)
{
return(new Parameters {
{ "systemId", (double)system.id() }, { "RunMode", (double)RunMode.LIVE }
});
}