/// <summary>
/// Writes a coverage report in the configured format.
/// </summary>
/// <param name="models">The models to include in the coverage file.</param>
/// <param name="configuration">The report configuration,</param>
public void WriteReport(IEnumerable <CoverageNodeModel> models, ReportConfigurationModel configuration)
{
Contract.RequiresNotNull(models, nameof(models));
Contract.Requires(models.Any(), "No coverage data to create a report for.", nameof(models));
Contract.RequiresNotNull(configuration, nameof(configuration));
ReportWriter writer;
switch (configuration.ReportFormat)
{
case ReportFormat.HtmlSingleFile:
writer = new HtmlSingleFileReportWriter();
break;
case ReportFormat.HtmlMultiFile:
writer = new HtmlMultiFileReportWriter();
break;
default:
throw Utility.UnreachableCode("Unexpected report type.");
}
CoverageDSPriv merged = ConcatenateFiles(models.Select(CreateSerializable));
var reportModel = new CoverageExport(configuration.ProjectName, merged);
writer.WriteReport(reportModel, configuration);
}
/// <summary>
/// Creates a report of the open coverage data.
/// </summary>
public void CreateCoverageReport()
{
var config = new ReportConfigurationModel();
// set some defaults.
config.ProjectName = CoverageRows.FirstOrDefault()?.DisplayName;
var configDlg = new ReportConfigurationDlg(config);
configDlg.Owner = Owner;
// note: nullable bools...
if (configDlg.ShowDialog() == true)
{
var writer = new CoverageWriter();
writer.WriteReport(CoverageRows.Select(vm => vm.Model), config);
if (config.OpenWhenDone)
{
Process.Start(
new ProcessStartInfo
{
FileName = config.DestinationPath,
UseShellExecute = true,
}
);
}
}
}
/// <summary>
/// Initializes a new instance of <see cref="ReportConfigurationDlg"/>.
/// </summary>
/// <param name="configuration">The model to bind to.</param>
internal ReportConfigurationDlg(ReportConfigurationModel configuration)
{
InitializeComponent();
SourceInitialized += HandleSourceInitialized;
ViewModel.Owner = this;
ViewModel.Model = configuration;
}
public ReportModel2(IHub hub, ReportConfigurationModel config)
: base(hub, config)
{
_activityModel = config.ActivityInstance;
// Default each dispatchable type to the current thread's dispatcher. Any controls which register a dispatcher will change this.
foreach (var eventType in config.SubscriptionList)
{
_dispatchingMap[eventType] = Dispatcher.CurrentDispatcher;
}
}
public SessionModel(HubConfigurationModel hubConfig, BrokerConfigurationModel brokerConfig,
ResponseConfigurationModel responseConfig, ReportConfigurationModel reportConfig)
{
_hub = DarkLightFactory.GetHub(hubConfig);
_broker = DarkLightFactory.GetBroker(_hub, brokerConfig);
_responseList = DarkLightFactory.GetResponseList(_hub, responseConfig);
_reporter = DarkLightFactory.GetReporter(_hub, reportConfig);
//_riskMgr = DarkLightFactory.GetRiskManager(_hub, reportConfig);
//_portfolioMgr = DarkLightFactory.GetPortfolioManager(_hub, reportConfig);
//_hub.EventDict[EventType.ReportMessage]
}
public static IReporter GetReporter(IHub hub, ReportConfigurationModel config)
{
switch (config.Type)
{
case ReportType.Batch:
return(new BatchReportModel2(hub, config));
case ReportType.Streaming:
return(new BatchReportModel2(hub, config)); //TODO: make streaming model with _isBatch = false
default:
return(new BatchReportModel2(hub, config));
}
}
/// <inheritdoc />
public override void WriteReport(CoverageExport dataset, ReportConfigurationModel configuration)
{
using (var tempFile = WriteToTempFile(dataset))
{
var transform = new XslCompiledTransform();
using (var xslReader = XmlReader.Create(new StringReader(Resources.HTMLTransform)))
{
transform.Load(xslReader);
}
var args = new XsltArgumentList();
args.AddParam(ReportConstants.HtmlGenDate, "",
DateTime.Now.ToString("dd MMM yyyy HH:mm:ss"));
args.AddParam(ReportConstants.HtmlTotalLines, "",
dataset.LinesCovered + dataset.LinesPartiallyCovered + dataset.LinesNotCovered);
args.AddParam(ReportConstants.HtmlTotalBlocks, "",
dataset.BlocksCovered + dataset.BlocksNotCovered);
args.AddParam(ReportConstants.HtmlExpansionDepth, "",
(int)configuration.DefaultExpansion);
args.AddParam("jQuerySource", "",
ReportConstants.JQueryCDNLocation);
using (var outputFile = new FileStream(configuration.DestinationPath, FileMode.Create, FileAccess.Write))
{
using (var tempReader = XmlReader.Create(tempFile.Stream))
{
transform.Transform(tempReader, args, outputFile);
}
}
}
}
//HistSim _histSim;
#endregion
#region Constructors
public BatchReportModel2(IHub hub, ReportConfigurationModel config)
: base(hub, config)
{
_isBatch = true;
ReportName = config.ReportName;
}
/// <summary> /// Writes a report containing the given coverage data. /// </summary> /// <param name="dataset">The coverage dataset to write to the report.</param> /// <param name="configuration">The report configuration.</param> public abstract void WriteReport(CoverageExport dataset, ReportConfigurationModel configuration);
/// <inheritdoc />
/// <devdoc>
/// This will delete a pre-existing _files folder. Be sure the user has at least seen an
/// overwrite prompt for the web page by now!
/// </devdoc>
public override void WriteReport(CoverageExport dataset, ReportConfigurationModel configuration)
{
EnsureJQueryIsCached();
// Note (Windows-specific):
// when a web page ("Page.html") is accompanied by a folder named like "Page_files",
// windows will try to keep the folder with the html page when moved, and warn if one of
// these are renamed (since the other will not be, and any links in the page will not work).
string filesDirName = Path.GetFileNameWithoutExtension(configuration.DestinationPath) + "_files";
string filesDirPath = Path.Combine(Path.GetDirectoryName(configuration.DestinationPath), filesDirName);
// make sure we're working with a fresh files folder.
var filesDir = new DirectoryInfo(filesDirPath);
if (filesDir.Exists)
{
filesDir.Delete(recursive: true);
}
filesDir.Create();
string jQueryFullPath = Path.Combine(filesDirPath, ReportConstants.JQueryFileName);
File.Copy(JQueryCachedPath, jQueryFullPath);
using (var tempFile = WriteToTempFile(dataset))
{
var transform = new XslCompiledTransform();
using (var xslReader = XmlReader.Create(new StringReader(Resources.HTMLTransform)))
{
transform.Load(xslReader);
}
var args = new XsltArgumentList();
args.AddParam(ReportConstants.HtmlGenDate, "",
DateTime.Now.ToString("dd MMM yyyy HH:mm:ss"));
args.AddParam(ReportConstants.HtmlTotalLines, "",
dataset.LinesCovered + dataset.LinesPartiallyCovered + dataset.LinesNotCovered);
args.AddParam(ReportConstants.HtmlTotalBlocks, "",
dataset.BlocksCovered + dataset.BlocksNotCovered);
args.AddParam(ReportConstants.HtmlExpansionDepth, "",
(int)configuration.DefaultExpansion);
args.AddParam("jQuerySource", "",
Path.Combine(filesDirName, ReportConstants.JQueryFileName));
using (var outputFile = new FileStream(configuration.DestinationPath, FileMode.Create, FileAccess.Write))
{
using (var tempReader = XmlReader.Create(tempFile.Stream))
{
transform.Transform(tempReader, args, outputFile);
}
}
}
}
private void RunBacktestButton_Click2(object sender, System.Windows.RoutedEventArgs e)
{
UnbindInitializationModels();
UnbindReportModels();
_backtest2.Clear();
_activityModel.Status = "Backtest started.";
var tickDataGroups = BacktestingTickFileControl.GetSelectedFilePaths();
_activityModel.NumberTestsToRun = tickDataGroups.Count;
_activityModel.NumberTestsCompleted = 0;
Task.Factory.StartNew(() =>
{
_activityModel.AllRunsCompleted.WaitOne();
if (_backtest2.BacktestReports.Any())
{
_backtest2.SelectedReport = _backtest2.BacktestReports.First();
BindStatisticsModels2("Results");
}
});
foreach (var _tickDataGroup in tickDataGroups)
{
var hubConfig = new HubConfigurationModel(HubType.Local);
var brokerConfig = new BrokerConfigurationModel(BrokerType.Sim);
brokerConfig.PlayToValue = _backtestingConfigurationModel.SelectedPlayToValue;
brokerConfig.SimUseBidAskFills = false;
brokerConfig.TickFiles = _tickDataGroup;
brokerConfig.SubscriptionList = new List <byte[]> {
EventType.Basket, EventType.CancelOrder, EventType.Order
};
var responseConfig = new ResponseConfigurationModel();
responseConfig.ResponseList.Add(_backtestingConfigurationModel.GetFreshResponseInstance());
responseConfig.SubscriptionList = new List <byte[]> {
EventType.CancelOrderAck, EventType.Fill, EventType.Message, EventType.OrderAck, EventType.Tick
};
var reportConfig = new ReportConfigurationModel();
reportConfig.Type = ReportType.Batch;
reportConfig.ActivityInstance = _activityModel;
var info = TickFileNameInfo.GetTickFileInfoFromLongName(_tickDataGroup.First());
reportConfig.ReportName = "Y:" + info.Year.ToString() + ",M:" + info.Month.ToString() + ",D:" + info.Day.ToString();
reportConfig.SubscriptionList = new List <byte[]> {
EventType.ChartLabel, EventType.Fill, EventType.Indicator, EventType.Message, EventType.Order, EventType.ServiceTransition, EventType.Tick
};
reportConfig.FilterMode = true;
var sessionModel = new SessionModel(hubConfig, brokerConfig, responseConfig, reportConfig);
_backtest2.AddRun(sessionModel);
sessionModel.Reporter.RegisterDispatcher(EventType.Fill, FillsTab.Dispatcher);
sessionModel.Reporter.RegisterDispatcher(EventType.Indicator, IndicatorTab.Dispatcher);
sessionModel.Reporter.RegisterDispatcher(EventType.Message, MessagesTab.Dispatcher);
sessionModel.Reporter.RegisterDispatcher(EventType.Order, OrdersTab.Dispatcher);
sessionModel.Reporter.RegisterDispatcher(EventType.Plot, BacktestPlotter.Dispatcher);
sessionModel.Reporter.RegisterDispatcher(EventType.Position, PositionTab.Dispatcher);
}
BindInitializationModels2();
_backtest2.Start(0);
}
