public void Run(List<Model> models)
{
string action = _generate ? "Generating" : "Testing";
foreach (var test in _dates)
{
List<string> mktdataFiles = new List<string>();
mktdataFiles.Add(string.Format("..\\..\\..\\DBImporter\\MktData\\mktdata_{0}_{1}_{2}.csv", test.Day, test.Month, test.Year));
Config.Settings["REPLAY_CSV"] = Config.TestList(mktdataFiles);
Config.Settings["EXPECTEDRESULTS_CSV"] = string.Format("..\\..\\expected_results\\{3}_{0}_{1}_{2}.csv", test.Day, test.Month, test.Year, _testName);
Config.Settings["RUSH_START_TIME"] = string.Format("{0}-{1}-{2} {3}:{4}:{5}", test.Year, test.Month, test.Day, 13/* - 5*/, 30, 0);
Config.Settings["RUSH_STOP_TIME"] = string.Format("{0}-{1}-{2} {3}:{4}:{5}", test.Year, test.Month, test.Day, 15/* - 5*/, 30, 0);
if (_fullday)
{
Config.Settings["PUBLISHING_START_TIME"] = string.Format("{0}-{1}-{2} {3}:{4}:{5}", test.Year, test.Month, test.Day, 6, 0, 0);
Config.Settings["PUBLISHING_STOP_TIME"] = string.Format("{0}-{1}-{2} {3}:{4}:{5}", test.Year, test.Month, test.Day, 22, 45, 0);
Config.Settings["TRADING_START_TIME"] = string.Format("{0}-{1}-{2} {3}:{4}:{5}", test.Year, test.Month, test.Day, 8, 0, 0);
Config.Settings["TRADING_STOP_TIME"] = string.Format("{0}-{1}-{2} {3}:{4}:{5}", test.Year, test.Month, test.Day, 21, 15, 0);
Config.Settings["TRADING_CLOSING_TIME"] = string.Format("{0}-{1}-{2} {3}:{4}:{5}", test.Year, test.Month, test.Day, 20, 45, 0);
Config.Settings["TIMESERIES_MAX_RECORD_TIME_HOURS"] = "12";
}
else
{
Config.Settings["PUBLISHING_START_TIME"] = string.Format("{0}-{1}-{2} {3}:{4}:{5}", test.Year, test.Month, test.Day, 14, 30, 0);
Config.Settings["PUBLISHING_STOP_TIME"] = string.Format("{0}-{1}-{2} {3}:{4}:{5}", test.Year, test.Month, test.Day, 16, 15, 0);
Config.Settings["TRADING_START_TIME"] = string.Format("{0}-{1}-{2} {3}:{4}:{5}", test.Year, test.Month, test.Day, 14, 30, 0);
Config.Settings["TRADING_STOP_TIME"] = string.Format("{0}-{1}-{2} {3}:{4}:{5}", test.Year, test.Month, test.Day, 16, 10, 0);
Config.Settings["TRADING_CLOSING_TIME"] = string.Format("{0}-{1}-{2} {3}:{4}:{5}", test.Year, test.Month, test.Day, 16, 5, 0);
Config.Settings["TIMESERIES_MAX_RECORD_TIME_HOURS"] = "2";
}
if (_generate)
{
if (!_publish_to_db)
Config.Settings["PUBLISHING_CSV"] = string.Format("..\\..\\expected_results\\{3}gen_{0}_{1}_{2}.csv", test.Day, test.Month, test.Year, _testName);
}
Console.WriteLine(string.Format("{0} the {1} daily record {2}-{3}-{4}...", action, _testName, test.Year, test.Month, test.Day));
MarketDataConnection.Instance.Connect(null);
_trader = new Trader(models, onShutdown);
if (_generate)
{
_trader.Start();
_trader.Stop();
}
else
{
_trader.Init(GetNow);
_stopEvent = new AutoResetEvent(false);
_stopEvent.WaitOne();
}
}
}
public MidaxIceI(Trader trader, string name)
{
_serverName = name;
_trader = trader;
}