public void Basics()
{
// reset count
newtxt = 0;
// track something
GenericTracker <object> gt = new GenericTracker <object>();
// count new items
gt.NewTxt += new TextIdxDelegate(gt_NewTxt);
// get some symbols
string[] syms = new string[] { "IBM", "LVS", "IBM", "WAG", "GOOG" };
// add them
foreach (string sym in syms)
{
gt.addindex(sym, sym == "IBM" ? null : new object());
}
// ensure we have them
Assert.AreEqual(4, newtxt);
Assert.AreNotEqual(gt.Count, syms.Length);
// test fetching by label
Assert.IsNull(gt["IBM"]);
Assert.IsNotNull(gt["GOOG"]);
Assert.AreEqual(0, gt.getindex("IBM"));
// get label from index
Assert.AreEqual("GOOG", gt.getlabel(3));
}
static List <Token> getstublessfunction(int fidx, GenericTracker <List <Token> > stubs)
{
// get copy of the current stub
var ftoks = new List <Token>(stubs[fidx]);
// get this function's symbol
var fsym = new string[] { stubs.getlabel(fidx) };
// prepare a list of all symbols slurped into ftoken table
var syms = new List <string>(fsym);
bool allsymbolsslurped = false;
do
{
var lastsymcount = syms.Count;
// look for all new symbols
syms = getallsymbolspresent(ftoks.ToArray(), syms, stubs);
// if found, slurp tokens and rerun until no new symbols' tokens are slurped
for (int i = lastsymcount; i < syms.Count; i++)
{
// get new symbol to slurp
var newfuncsym = syms[i];
// grab the tokens for this symbol
var newtoks = stubs[newfuncsym];
// slurp it into this function's implementation
ftoks.AddRange(newtoks);
}
// update continue state
allsymbolsslurped = lastsymcount == syms.Count;
// continue until all needed symbols are available in this substream
} while (!allsymbolsslurped);
return(ftoks);
}
static GenericTracker <List <Token> > getstublessftable(GenericTracker <List <Token> > function2functoks)
{
var tmp = function2functoks.ToArray();
var stubtokens = new GenericTracker <List <Token> >(tmp.Length);
for (int i = 0; i < tmp.Length; i++)
{
stubtokens.addindex(function2functoks.getlabel(i), function2functoks[i]);
}
// now process every function stub
for (int i = 0; i < function2functoks.Count; i++)
{
// always pass in the stubs
var stubless = getstublessfunction(i, stubtokens);
// update the primary list with the stubless result
function2functoks[i] = stubless;
}
return(function2functoks);
}
public void Basics()
{
// reset count
newtxt = 0;
// track something
GenericTracker<object> gt = new GenericTracker<object>();
// count new items
gt.NewTxt += new TextIdxDelegate(gt_NewTxt);
// get some symbols
string[] syms = new string[] { "IBM", "LVS", "IBM", "WAG", "GOOG" };
// add them
foreach (string sym in syms)
gt.addindex(sym, sym == "IBM" ? null : new object());
// ensure we have them
Assert.AreEqual(4, newtxt);
Assert.AreNotEqual(gt.Count, syms.Length);
// test fetching by label
Assert.IsNull(gt["IBM"]);
Assert.IsNotNull(gt["GOOG"]);
Assert.AreEqual(0, gt.getindex("IBM"));
// get label from index
Assert.AreEqual("GOOG", gt.getlabel(3));
}
public static bool PlayHistoricalTicks(Response r, GenericTracker<string> symbols, DateTime start, DateTime endexclusive, int expecteddays, DebugDelegate deb)
{
bool skipexpected = expecteddays == 0;
// prepare to track actual days for each symbol
GenericTracker<int> actualdays = new GenericTracker<int>();
foreach (string sym in symbols)
actualdays.addindex(sym, 0);
// prepare to track all tickfiles
Dictionary<string, List<string>> files = new Dictionary<string, List<string>>();
// get all required tickfiles for each symbol on each date
DateTime now = new DateTime(start.Ticks);
int tfc = 0;
while (now < endexclusive)
{
// get the tick files
List<string> allfiles = TikUtil.GetFilesFromDate(Util.TLTickDir, Util.ToTLDate(now));
// go through them all and see if we find expected number
foreach (string fn in allfiles)
{
// get security
SecurityImpl sec = SecurityImpl.FromTIK(fn);
// see if we want this symbol
int idx = symbols.getindex(sec.HistSource.RealSymbol);
if (idx < 0)
idx = symbols.getindex(sec.Symbol);
sec.HistSource.Close();
// skip if we don't
if (idx < 0)
continue;
string sym = symbols.getlabel(idx);
// if we have it, count actual day
actualdays[idx]++;
// save file and symbol
if (!files.ContainsKey(sym))
files.Add(sym, new List<string>());
files[sym].Add(fn);
// count files
tfc++;
}
// add one day
now = now.AddDays(1);
}
// notify
if (deb != null)
{
deb("found " + tfc + " tick files matching dates: " + Util.ToTLDate(start) + "->" + Util.ToTLDate(endexclusive) + " for: " + string.Join(",", symbols.ToArray()));
}
// playback when actual meets expected
bool allok = true;
foreach (string sym in symbols)
{
if (skipexpected || (actualdays[sym] >= expecteddays))
{
// get tick files
string[] tf = files[sym].ToArray();
// notify
if (deb != null)
{
deb(sym + " playing back " + tf.Length + " tick files.");
}
// playback
HistSim h = new SingleSimImpl(tf);
h.GotTick += new TickDelegate(r.GotTick);
h.PlayTo(MultiSimImpl.ENDSIM);
h.Stop();
// notify
if (deb != null)
{
deb(sym + " completed playback. ");
}
}
else
allok = false;
}
return allok;
}
static unsafe void OnNxCoreTrade(NxCoreSystem *pNxCoreSys, NxCoreMessage *pNxCoreMsg)
{
if (keepcurrent && (STATUS < 4))
{
return;
}
if (DOLIVESKIPTEST)
{
if (pNxCoreSys->nxTime.MsOfDay < (DateTime.UtcNow.TimeOfDay.TotalMilliseconds - (DateTime.Now.IsDaylightSavingTime() ? (1000 * 60 * 60 * 4) : (1000 * 60 * 60 * 5))))
{
return;
}
DOLIVESKIPTEST = false;
D("NxCore starting realtime data");
}
// Get the symbol for category message
int idx = _nxsyms.getindex(new string(&pNxCoreMsg->coreHeader.pnxStringSymbol->String));
if (idx < 0)
{
return;
}
if (!_nxsyms[idx])
{
return;
}
// Assign a pointer to the Trade data
NxCoreTrade *Trade = &pNxCoreMsg->coreData.Trade;
// Get the price and net change
double Price = NxCore.PriceToDouble(Trade->Price, Trade->PriceType);
//double NetChange = NxCore.PriceToDouble(Trade->NetChange, Trade->PriceType);
NxTime time = pNxCoreMsg->coreHeader.nxExgTimestamp;
int tltime = time.Hour * 10000 + time.Minute * 100 + time.Second;
NxDate date = pNxCoreMsg->coreHeader.nxSessionDate;
int tldate = (int)date.Year * 10000 + (int)date.Month * 100 + (int)date.Day;
string ex = excode2name(pNxCoreMsg->coreHeader.ReportingExg);
int size = (int)Trade->Size;
// check for index
if (size <= 0)
{
return;
}
Tick k = new TickImpl();
k.symbol = _realsym2nxidx.getlabel(idx);
k.date = tldate;
k.time = tltime;
k.trade = (decimal)Price;
k.ex = ex;
k.size = size;
try
{
tl.newTick(k);
}
catch (Exception e)
{
D("bad tick: " + k.symbol + " " + Price + " " + size + " " + ex + " " + e.Message + e.StackTrace);
}
}