public UsersController(IUserProvider userProvider, IPortfolioProvider portfolioProvider, UserAdminMapper userMapper,
PortfolioAdminMapper portfolioMapper)
{
_userProvider = userProvider;
_portfolioProvider = portfolioProvider;
_userMapper = userMapper;
_portfolioMapper = portfolioMapper;
}
public PortfolioRule(Portfolio portfolio, IPortfolioProvider provider, Func <Portfolio, bool> changed)
: base(portfolio)
{
_changed = changed ?? throw new ArgumentNullException(nameof(changed));
_portfolio = portfolio ?? throw new ArgumentNullException(nameof(portfolio));
_provider = provider ?? throw new ArgumentNullException(nameof(provider));
_provider.PortfolioChanged += OnPortfolioChanged;
}
/// <summary>
/// Initializes a new instance of the <see cref="PortfolioDataSource"/>.
/// </summary>
/// <param name="provider">The portfolio provider interface.</param>
public PortfolioDataSource(IPortfolioProvider provider)
: base(new ObservableCollectionEx <Portfolio>())
{
if (provider == null)
{
throw new ArgumentNullException("provider");
}
AddRange(provider.Portfolios);
_provider = provider;
_provider.NewPortfolio += Add;
}
/// <summary>
/// Initializes a new instance of the <see cref="BatchEmulation"/>.
/// </summary>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolioProvider">The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.</param>
/// <param name="storageRegistry">Market data storage.</param>
/// <param name="storageFormat">The format of market data. <see cref="StorageFormats.Binary"/> is used by default.</param>
/// <param name="drive">The storage which is used by default. By default, <see cref="IStorageRegistry.DefaultDrive"/> is used.</param>
public BatchEmulation(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IStorageRegistry storageRegistry, StorageFormats storageFormat = StorageFormats.Binary, IMarketDataDrive drive = null)
{
_securityProvider = securityProvider ?? throw new ArgumentNullException(nameof(securityProvider));
_portfolioProvider = portfolioProvider ?? throw new ArgumentNullException(nameof(portfolioProvider));
EmulationSettings = new EmulationSettings();
StorageSettings = new StorageCoreSettings
{
StorageRegistry = storageRegistry,
Drive = drive,
Format = storageFormat,
};
}
public PortfolioData(IPortfolioProvider provider, string portfolioTitle)
{
_dbProvider = provider;
_portfolioTitles.Add(portfolioTitle);
}
public TradeAccountController(IPortfolioProvider portfolioProvider)
{
_portfolioProvider = portfolioProvider;
}
/// <summary>
/// Initializes a new instance of the <see cref="HistoryEmulationConnector"/>.
/// </summary>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolioProvider">The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.</param>
/// <param name="storageRegistry">Market data storage.</param>
/// <param name="exchangeInfoProvider">Exchanges and trading boards provider.</param>
public HistoryEmulationConnector(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider, IStorageRegistry storageRegistry)
: this(new HistoryMessageAdapter(new IncrementalIdGenerator(), securityProvider) { StorageRegistry = storageRegistry }, true, new InMemoryMessageChannel(new MessageByLocalTimeQueue(), "Emulator in", err => err.LogError()), securityProvider, portfolioProvider, exchangeInfoProvider)
{
}
/// <summary>
/// Initialize <see cref="EmulationMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">Underlying adapter.</param>
/// <param name="inChannel">Incoming messages channel.</param>
/// <param name="isEmulationOnly">Send <see cref="TimeMessage"/> to emulator.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolioProvider">The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.</param>
/// <param name="exchangeInfoProvider">Exchanges and trading boards provider.</param>
public EmulationMessageAdapter(IMessageAdapter innerAdapter, IMessageChannel inChannel, bool isEmulationOnly, ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider)
: base(innerAdapter)
{
Emulator = new MarketEmulator(securityProvider, portfolioProvider, exchangeInfoProvider, TransactionIdGenerator)
{
Parent = this,
Settings =
{
ConvertTime = true,
InitialOrderId = DateTime.Now.Ticks,
InitialTradeId = DateTime.Now.Ticks,
}
};
InChannel = inChannel;
_inAdapter = new SubscriptionOnlineMessageAdapter(Emulator);
_inAdapter = new ChannelMessageAdapter(_inAdapter, inChannel, new PassThroughMessageChannel());
_inAdapter.NewOutMessage += RaiseNewOutMessage;
_isEmulationOnly = isEmulationOnly;
}
/// <summary>
/// Initializes a new instance of the <see cref="RealTimeEmulationTrader{T}"/>.
/// </summary>
/// <param name="underlyngMarketDataAdapter"><see cref="IMessageAdapter"/>, through which market data will be got.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolioProvider">The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.</param>
/// <param name="ownAdapter">Track the connection <paramref name="underlyngMarketDataAdapter" /> lifetime.</param>
public RealTimeEmulationTrader(TUnderlyingMarketDataAdapter underlyngMarketDataAdapter, ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, bool ownAdapter = true)
: base(new EmulationMessageAdapter(underlyngMarketDataAdapter, new MessageByOrderQueue(), false) { OwnInnerAdapter = ownAdapter }, securityProvider, portfolioProvider)
{
UpdateSecurityByLevel1 = false;
UpdateSecurityLastQuotes = false;
UnderlyngMarketDataAdapter = underlyngMarketDataAdapter;
Adapter.IgnoreExtraAdapters = true;
}
/// <summary>
/// Initializes a new instance of the <see cref="RealTimeEmulationTrader{T}"/>.
/// </summary>
/// <param name="underlyngMarketDataAdapter"><see cref="IMessageAdapter"/>, through which market data will be got.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolioProvider">The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.</param>
/// <param name="ownAdapter">Track the connection <paramref name="underlyngMarketDataAdapter" /> lifetime.</param>
public RealTimeEmulationTrader(TUnderlyingMarketDataAdapter underlyngMarketDataAdapter, ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, bool ownAdapter = true)
: base(new EmulationMessageAdapter(underlyngMarketDataAdapter, new InMemoryMessageChannel(new MessageByOrderQueue(), "Emulator In", err => err.LogError()), new InMemoryMessageChannel(new MessageByOrderQueue(), "Emulator Out", err => err.LogError())) { OwnInnerAdapter = ownAdapter }, securityProvider, portfolioProvider)
{
UpdateSecurityByLevel1 = false;
UpdateSecurityLastQuotes = false;
UnderlyngMarketDataAdapter = underlyngMarketDataAdapter;
Adapter.IgnoreExtraAdapters = true;
}
/// <summary>
/// To create a rule for the event of money increase in portfolio above the specific level.
/// </summary>
/// <param name="portfolio">The portfolio to be traced for the event of money increase above the specific level.</param>
/// <param name="provider">The provider of information about portfolios.</param>
/// <param name="money">The level. If the <see cref="Unit.Type"/> type equals to <see cref="UnitTypes.Limit"/>, specified price is set. Otherwise, shift value is specified.</param>
/// <returns>Rule.</returns>
public static MarketRule <Portfolio, Portfolio> WhenMoneyMore(this Portfolio portfolio, IPortfolioProvider provider, Unit money)
{
if (portfolio == null)
{
throw new ArgumentNullException(nameof(portfolio));
}
if (money == null)
{
throw new ArgumentNullException(nameof(money));
}
var finishMoney = money.Type == UnitTypes.Limit ? money : portfolio.CurrentValue + money;
return(new PortfolioRule(portfolio, provider, pf => pf.CurrentValue > finishMoney)
{
Name = LocalizedStrings.Str1041Params.Put(portfolio, finishMoney)
});
}
/// <summary>
/// To create a rule for the event of change portfolio .
/// </summary>
/// <param name="portfolio">The portfolio to be traced for the event of change.</param>
/// <param name="provider">The provider of information about portfolios.</param>
/// <returns>Rule.</returns>
public static MarketRule <Portfolio, Portfolio> WhenChanged(this Portfolio portfolio, IPortfolioProvider provider)
{
if (portfolio == null)
{
throw new ArgumentNullException(nameof(portfolio));
}
return(new PortfolioRule(portfolio, provider, pf => true)
{
Name = "Pf {0} change".Put(portfolio)
});
}
/// <summary>
/// Initializes a new instance of the <see cref="StorageEntityFactory"/>.
/// </summary>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolioProvider">The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.</param>
public StorageEntityFactory(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider)
{
_securityProvider = securityProvider ?? throw new ArgumentNullException(nameof(securityProvider));
_portfolioProvider = portfolioProvider ?? throw new ArgumentNullException(nameof(portfolioProvider));
}
/// <summary>
/// Initializes a new instance of the <see cref="RealTimeEmulationTrader{T}"/>.
/// </summary>
/// <param name="underlyngMarketDataAdapter"><see cref="IMessageAdapter"/>, through which market data will be got.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolioProvider">The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.</param>
/// <param name="ownAdapter">Track the connection <paramref name="underlyngMarketDataAdapter" /> lifetime.</param>
public RealTimeEmulationTrader(TUnderlyingMarketDataAdapter underlyngMarketDataAdapter, ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, bool ownAdapter = true)
{
UnderlyngMarketDataAdapter = underlyngMarketDataAdapter ?? throw new ArgumentNullException(nameof(underlyngMarketDataAdapter));
UpdateSecurityByLevel1 = false;
UpdateSecurityLastQuotes = false;
EntityFactory = new EmulationEntityFactory(securityProvider ?? throw new ArgumentNullException(nameof(securityProvider)), portfolioProvider ?? throw new ArgumentNullException(nameof(portfolioProvider)));
_ownAdapter = ownAdapter;
var emuAdapter = new RealTimeEmulationAdapter(underlyngMarketDataAdapter)
{
OwnInnerAdapter = ownAdapter
};
Adapter.InnerAdapters.Add(emuAdapter);
Adapter.ApplyHeartbeat(emuAdapter, ownAdapter);
Adapter.IgnoreExtraAdapters = true;
//if (_ownAdapter)
// UnderlyngMarketDataAdapter.Log += RaiseLog;
}
public PortfoliosController(PortfolioAdminMapper portfolioMapper, IPortfolioProvider portfolioProvider, IUserProvider userProvider)
{
_portfolioMapper = portfolioMapper;
_portfolioProvider = portfolioProvider;
_userProvider = userProvider;
}
public PortfolioData(IPortfolioProvider provider, List <string> portfolioTitles)
{
_dbProvider = provider;
_portfolioTitles = portfolioTitles;
}
/// <summary>
/// Initializes a new instance of the <see cref="InMemoryPositionStorage"/>.
/// </summary>
/// <param name="underlying">Underlying provider.</param>
public InMemoryPositionStorage(IPortfolioProvider underlying)
{
_underlying = underlying ?? throw new ArgumentNullException(nameof(underlying));
}
public ProjectsController(IProjectProvider projectProvider, IPortfolioProvider portfolioProvider, ProjectAdminMapper projectMapper)
{
_projectProvider = projectProvider;
_portfolioProvider = portfolioProvider;
_projectMapper = projectMapper;
}
public PortfolioController(IPortfolioProvider portfolioProvider)
{
_portfolioProvider = portfolioProvider;
}
public void Setup()
{
_portfolioCostProvider = new JsonFilePortfolioCostProvider(@"..\..\TestData");
_portfolioProvider = new JsonFilePortfolioProvider(@"..\..\TestData");
}
public EmulationEntityFactory(IPortfolioProvider portfolioProvider)
{
_portfolioProvider = portfolioProvider ?? throw new ArgumentNullException(nameof(portfolioProvider));
}
/// <summary>
/// Initializes a new instance of the <see cref="RealTimeEmulationTrader{T}"/>.
/// </summary>
/// <param name="underlyngMarketDataAdapter"><see cref="IMessageAdapter"/>, through which market data will be got.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolioProvider">The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.</param>
/// <param name="ownAdapter">Track the connection <paramref name="underlyngMarketDataAdapter" /> lifetime.</param>
/// <param name="exchangeInfoProvider">Exchanges and trading boards provider.</param>
public RealTimeEmulationTrader(TUnderlyingMarketDataAdapter underlyngMarketDataAdapter, ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider, bool ownAdapter = true)
: base(new EmulationMessageAdapter(underlyngMarketDataAdapter, new InMemoryMessageChannel(new MessageByOrderQueue(), "Emulator in", err => err.LogError()) { SuspendMaxCount = int.MaxValue }, false, securityProvider, portfolioProvider, exchangeInfoProvider) { OwnInnerAdapter = ownAdapter }, ownAdapter, true)
{
UpdateSecurityByLevel1 = false;
UpdateSecurityLastQuotes = false;
Adapter.IgnoreExtraAdapters = true;
}
/// <summary>
/// Initializes a new instance of the <see cref="HistoryEmulationConnector"/>.
/// </summary>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolioProvider">The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.</param>
/// <param name="exchangeInfoProvider">Exchanges and trading boards provider.</param>
public HistoryEmulationConnector(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider)
: this(securityProvider, portfolioProvider, exchangeInfoProvider, new StorageRegistry(exchangeInfoProvider))
{
}
/// <summary>
/// Initializes a new instance of the <see cref="BaseEmulationConnector"/>.
/// </summary>
/// <param name="emulationAdapter">Emulation message adapter.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolioProvider">The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.</param>
public BaseEmulationConnector(EmulationMessageAdapter emulationAdapter, ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider)
{
Adapter.InnerAdapters.Add(emulationAdapter ?? throw new ArgumentNullException(nameof(emulationAdapter)));
Adapter.ApplyHeartbeat(EmulationAdapter, EmulationAdapter.OwnInnerAdapter);
TimeChange = false;
EntityFactory = new StorageEntityFactory(securityProvider ?? throw new ArgumentNullException(nameof(securityProvider)), portfolioProvider ?? throw new ArgumentNullException(nameof(portfolioProvider)));
}
/// <summary>
/// Initializes a new instance of the <see cref="HistoryEmulationConnector"/>.
/// </summary>
/// <param name="innerAdapter">Underlying adapter.</param>
/// <param name="ownInnerAdapter">Control <paramref name="innerAdapter"/> lifetime.</param>
/// <param name="inChannel">Incoming messages channel.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolioProvider">The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.</param>
/// <param name="exchangeInfoProvider">Exchanges and trading boards provider.</param>
public HistoryEmulationConnector(IMessageAdapter innerAdapter, bool ownInnerAdapter, IMessageChannel inChannel, ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider)
: base(new EmulationMessageAdapter(innerAdapter, inChannel, true, securityProvider, portfolioProvider, exchangeInfoProvider) { OwnInnerAdapter = ownInnerAdapter }, false, false)
{
MarketTimeChangedInterval = HistoryMessageAdapter.MarketTimeChangedInterval;
Adapter.LatencyManager = null;
Adapter.CommissionManager = null;
Adapter.PnLManager = null;
Adapter.SlippageManager = null;
Adapter.SupportSecurityAll = false;
Adapter.SendFinishedCandlesImmediatelly = true;
InMessageChannel = new PassThroughMessageChannel();
OutMessageChannel = new PassThroughMessageChannel();
// при тестировании по свечкам, время меняется быстрее и таймаут должен быть больше 30с.
//ReConnectionSettings.TimeOutInterval = TimeSpan.MaxValue;
//MaxMessageCount = 1000;
//Adapter.SupportCandlesCompression = false;
Adapter.SupportBuildingFromOrderLog = false;
Adapter.SupportPartialDownload = false;
Adapter.SupportLookupTracking = false;
Adapter.SupportOrderBookTruncate = false;
Adapter.ConnectDisconnectEventOnFirstAdapter = false;
MarketTimeChanged += OnMarketTimeChanged;
Disconnected += OnDisconnected;
}
public AboutMeController(IUserProvider userProvider, IPortfolioProvider portfolioProvider, AboutMeMapper aboutMeMapper)
{
_userProvider = userProvider;
_portfolioProvider = portfolioProvider;
_aboutMeMapper = aboutMeMapper;
}