void playto(PlayTo pt)
{
if (!hasprereq(true))
{
return;
}
bw.RunWorkerAsync(pt);
status("Playing next " + pt.ToString().Replace(PLAYTO, string.Empty) + "...");
}
void play(object sender, DoWorkEventArgs e)
{
PlayTo type = (PlayTo)e.Argument;
if (e.Cancel)
{
return;
}
int time = (int)(_historicalSimulator.NextTickTime % 100000);
long date = (_historicalSimulator.NextTickTime / 100000) * 100000;
int t = (int)type;
long val = 0;
_playTo = type;
switch (type)
{
case PlayTo.End:
val = MultiSimImpl.ENDSIM;
break;
case PlayTo.FiveMin:
case PlayTo.OneMin:
case PlayTo.TenMin:
case PlayTo.HalfHour:
val = date + Util.FTADD(time, (t / 10) * 60);
break;
case PlayTo.Hour:
val = date + Util.FTADD(time, (t / 1000) * 3600);
break;
case PlayTo.TwoHour:
val = date + Util.FTADD(time, 2 * 60 * 60);
break;
case PlayTo.FourHour:
val = date + Util.FTADD(time, 4 * 60 * 60);
break;
case PlayTo.OneSec:
case PlayTo.ThirtySec:
val = date + Util.FTADD(time, t);
break;
//case PlayTo.Custom:
// ctime = getcusttime();
// if (ctime == 0)
// {
// _playTo = PlayTo.OneSec;
// val = 0;
// status("Invalid custom time, playing to next second.");
// }
// else
// val = date + ctime;
// break;
}
_historicalSimulator.PlayTo(val);
}
public void Play(PlayTo pt, Action <Results> onCompleted, Action <int> onPercentComplete)
{
_onCompleted = onCompleted;
_onPercentComplete = onPercentComplete;
if (!hasprereq(true))
{
return;
}
_backgroundWorker.RunWorkerAsync(pt);
status("Playing next " + pt.ToString().Replace(_playToString, string.Empty) + "...");
}
public void Play(PlayTo pt)
{
if (!hasprereq(true))
{
return;
}
var engineInfo = getEngineInfo();
EngineReset(engineInfo);
_backgroundWorker.RunWorkerAsync(pt);
StatusUpdate("Playing next " + pt.ToString().Replace(_playToString, string.Empty) + "...");
}
private void play(object sender, DoWorkEventArgs e)
{
PlayTo type = (PlayTo)e.Argument;
if (e.Cancel)
{
return;
}
int time = (int)(_historicalSimulator.NextTickTime % 100000);
long date = (_historicalSimulator.NextTickTime / 100000) * 100000;
int t = (int)type;
long val = 0;
_playTo = type;
switch (type)
{
case PlayTo.End:
val = MultiSimImpl.ENDSIM;
break;
case PlayTo.FiveMin:
case PlayTo.OneMin:
case PlayTo.TenMin:
case PlayTo.HalfHour:
val = date + Util.FTADD(time, (t / 10) * 60);
break;
case PlayTo.Hour:
val = date + Util.FTADD(time, (t / 1000) * 3600);
break;
case PlayTo.TwoHour:
val = date + Util.FTADD(time, 2 * 60 * 60);
break;
case PlayTo.FourHour:
val = date + Util.FTADD(time, 4 * 60 * 60);
break;
case PlayTo.OneSec:
case PlayTo.ThirtySec:
val = date + Util.FTADD(time, t);
break;
}
_historicalSimulator.PlayTo(val);
}
void Play(object sender, DoWorkEventArgs e)
{
PlayTo type = (PlayTo)e.Argument;
if (e.Cancel)
{
return;
}
int t = (int)type;
h.Initialize();
int maxmin = (t > 127) && (t < 450) ? t - 127 : 0;
long firsttime = h.NextTickTime % 1000000;
long rem = h.NextTickTime - firsttime;
int stop = Util.FTADD((int)firsttime, maxmin * 60);
rem += stop;
h.PlayTo(rem);
}
void playtobut_DropDownItemClicked(object sender, ToolStripItemClickedEventArgs e)
{
pt = (PlayTo)Enum.Parse(typeof(PlayTo), e.ClickedItem.Text);
string extra = "";
if (pt == PlayTo.Time)
{
extra = Microsoft.VisualBasic.Interaction.InputBox("When should Kadina stop reading ticks? Enter a time in TLTime. 930 = 9:30AM, 1459 = 2:59PM", "PlayTo Time", "0", 0, 0);
try
{
time = Convert.ToInt32(extra);
DateTime dt = Util.TLT2DT(time); // this should throw exceptions for bad times
}
catch (Exception) { status("You entered an invalid time."); return; }
}
else
{
time = 0;
}
status("Playing to next " + e.ClickedItem.Text + " " + extra);
}
public DarkLightSimBroker(IHub hub, BrokerConfigurationModel config)
: base(hub, config)
{
//Plug into Tradelink
_broker = new Broker();
_broker.UseBidAskFills = config.SimUseBidAskFills;
_broker.GotFill += PublishFill;
_broker.GotOrder += PublishOrderAck;
_broker.GotOrderCancel += PublishOrderCancelAck;
loadTickData(config.TickFiles);
_historicalSimulator = new MultiSimImpl(_historicalDataFiles.ToArray());
_historicalSimulator.GotTick += PublishTick;
//Set up tick player
_backgroundWorker = new BackgroundWorker();
_backgroundWorker.DoWork += play;
_backgroundWorker.WorkerReportsProgress = false;
_backgroundWorker.WorkerSupportsCancellation = true;
_backgroundWorker.RunWorkerCompleted += playComplete;
_playTo = config.PlayToValue;
}
void Play(object sender, DoWorkEventArgs e)
{
PlayTo type = (PlayTo)e.Argument;
if (e.Cancel)
{
return;
}
// set our counter limits (0 = not used)
int t = (int)type;
int maxtick = (t >= 0) && (t < 32)? t: 0;
int maxquote = (t > 31) && (t < 64) ? t - 31 : 0;
int maxtrade = (t > 63) && (t < 128) ? t - 63 : 0;
int maxmin = (t > 127) && (t < 450) ? t - 127 : 0;
int quote = 0, tick = 0, trade = 0;
DateTime start = DateTime.Now;
bool needtoset = true;
int itime = 0;
while (!sr.EndOfStream)
{
if (e.Cancel)
{
break;
}
Tick tk = eSigTick.FromStream(stock.Symbol, sr);
if (tk.isTrade && !isDesiredExchange(tk.ex))
{
continue;
}
else if (tk.hasBid && !isDesiredExchange(tk.be))
{
continue;
}
else if (tk.hasAsk && !isDesiredExchange(tk.oe))
{
continue;
}
if (needtoset)
{
start = Util.ToDateTime(tk.time, tk.sec); needtoset = false;
}
if ((mybox != null) && ((itime == 0) || (itime != tk.time)))
{
// load all the indicies for this time
List <Index> itix = FetchIdx(tk.time);
itime = tk.time;
// send them to the box (before we send the tix)
for (int id = 0; id < itix.Count; id++)
{
mybox.NewIndex(itix[id]);
}
}
if (KadTick != null)
{
KadTick(tk);
}
tick++;
if (tk.isTrade)
{
trade++;
}
if (tk.isQuote)
{
quote++;
}
if ((type == PlayTo.Time) && (time != 0) && (tk.time == time))
{
break;
}
TimeSpan since = new TimeSpan(Util.ToDateTime(tk.time, tk.sec).Ticks - start.Ticks);
if ((maxmin != 0) && ((int)since.TotalMinutes >= maxmin))
{
break;
}
if ((maxtick != 0) && (tick >= maxtick))
{
break;
}
if ((maxtrade != 0) && (trade >= maxtrade))
{
break;
}
if ((maxquote != 0) && (quote >= maxquote))
{
break;
}
}
}
void Play(object sender, DoWorkEventArgs e)
{
PlayTo type = (PlayTo)e.Argument;
if (e.Cancel)
{
return;
}
int time = (int)(h.NextTickTime % 100000);
long date = (h.NextTickTime / 100000) * 100000;
int t = (int)type;
long val = 0;
pt = type;
switch (type)
{
case PlayTo.End:
val = MultiSimImpl.ENDSIM;
break;
case PlayTo.FiveMin:
case PlayTo.OneMin:
case PlayTo.TenMin:
case PlayTo.HalfHour:
val = date + Util.FTADD(time, (t / 10) * 60);
break;
case PlayTo.Hour:
val = date + Util.FTADD(time, (t / 1000) * 3600);
break;
case PlayTo.TwoHour:
val = date + Util.FTADD(time, 2 * 60 * 60);
break;
case PlayTo.FourHour:
val = date + Util.FTADD(time, 4 * 60 * 60);
break;
case PlayTo.OneSec:
case PlayTo.ThirtySec:
val = date + Util.FTADD(time, t);
break;
case PlayTo.Custom:
ctime = getcusttime();
if (ctime == 0)
{
pt = PlayTo.OneSec;
val = 0;
status("Invalid custom time, playing to next second.");
}
else
{
val = date + ctime;
}
break;
}
cleardebugs(); // clear the message box on first box run
h.PlayTo(val);
}
void playtobut_DropDownItemClicked(object sender, ToolStripItemClickedEventArgs e)
{
pt = (PlayTo)Enum.Parse(typeof(PlayTo), e.ClickedItem.Text);
string extra = "";
if (pt == PlayTo.Time)
{
extra = Microsoft.VisualBasic.Interaction.InputBox("When should Kadina stop reading ticks? Enter a time in TLTime. 930 = 9:30AM, 1459 = 2:59PM", "PlayTo Time", "0", 0, 0);
try
{
time = Convert.ToInt32(extra);
DateTime dt = Util.ToDateTime(time, 0); // this should throw exceptions for bad times
}
catch (Exception) { status("You entered an invalid time."); return; }
}
else time = 0;
status("Playing to next " + e.ClickedItem.Text+" "+extra);
}
void playto(PlayTo pt)
{
if (!hasprereq(true))
return;
bw.RunWorkerAsync(pt);
status("Playing next " + pt.ToString().Replace(PLAYTO, string.Empty) + "...");
}
void Play(object sender, DoWorkEventArgs e)
{
PlayTo type = (PlayTo)e.Argument;
if (e.Cancel) return;
int time = (int)(h.NextTickTime % 100000);
long date = (h.NextTickTime / 100000)*100000;
int t = (int)type;
long val = 0;
pt = type;
switch (type)
{
case PlayTo.End :
val = MultiSimImpl.ENDSIM;
break;
case PlayTo.FiveMin :
case PlayTo.OneMin:
case PlayTo.TenMin:
case PlayTo.HalfHour :
val = date + Util.FTADD(time, (t / 10)*60);
break;
case PlayTo.Hour:
val = date + Util.FTADD(time,(t/1000)*3600);
break;
case PlayTo.TwoHour:
val = date + Util.FTADD(time, 2 * 60 * 60);
break;
case PlayTo.FourHour:
val = date + Util.FTADD(time, 4 * 60 * 60);
break;
case PlayTo.OneSec:
case PlayTo.ThirtySec:
val = date+ Util.FTADD(time, t);
break;
case PlayTo.Custom:
ctime = getcusttime();
if (ctime == 0)
{
pt = PlayTo.OneSec;
val = 0;
status("Invalid custom time, playing to next second.");
}
else
val = date + ctime;
break;
}
cleardebugs(); // clear the message box on first box run
h.PlayTo(val);
}
