internal SeriesSymbolData(InstrumentDataRequest dataRequest, InstrumentSettings settings = null) {
this.Id = 0x40000000 | System.Threading.Interlocked.Increment(ref __iLastSeriesId);
this.Indexer = new SeriesIndexer();
__cDataRequest = dataRequest;
__cSettings = ((settings == null) ? new InstrumentSettings(ref __cDataRequest) : settings.Create(ref __cDataRequest));
__cUpdateTime = DateTime.UtcNow.AddHours(__cSettings.TimeZone);
SessionObject cSession = __cSettings.GetSessionFromToday();
__iRealtimeCount = (cSession == null) ? 1 : (int) ((cSession.GetCloseTimeForDaylight() - cSession.GetStartTimeForDaylight()).TotalSeconds / dataRequest.Resolution.TotalSeconds + 1);
Indexer.HistoryIndex = 0;
Indexer.RealtimeIndex = -1;
__cOpens = new Series<double>(__iRealtimeCount);
__cOpens.onRequest += Series_onRequest;
__cHighs = new Series<double>(__iRealtimeCount);
__cHighs.onRequest += Series_onRequest;
__cLows = new Series<double>(__iRealtimeCount);
__cLows.onRequest += Series_onRequest;
__cCloses = new Series<double>(__iRealtimeCount);
__cCloses.onRequest += Series_onRequest;
__cTimes = new Series<DateTime>(__iRealtimeCount);
__cTimes.onRequest += Series_onRequest;
__cVolumes = new Series<double>(__iRealtimeCount);
__cVolumes.onRequest += Series_onRequest;
__cDataRequest.Range.Count = 0; //將資料筆數設定為0(因為一開始沒有請求任何資訊)
}
public OrderbookPublishingService(
ILogFactory logFactory,
OrderbookSettings orderbookSettings,
RabbitMqSettings rmqSettings,
InstrumentSettings instrumentSettings)
{
_log = logFactory.CreateLog(this);
_logFactory = logFactory;
_orderbookSettings = orderbookSettings;
_rmqSettings = rmqSettings;
_instruments = instrumentSettings.Orderbooks;
}
public void InstrumentInheritingFromIInstrument()
{
try
{
var instrument = new InterfaceTestInstrument();
var setting = new InstrumentSettings();
setting.Add(instrument);
}
catch (Exception ex)
{
Assert.Fail("Unit test for instruments inheriting from the IInstrument interface has trown an exception: " + ex.Message);
}
}
public static void statictest()
{
var s = new InstrumentSettings();
BJSONParameters pa = new BJSONParameters();
pa.UseExtensions = false;
InstrumentSettings.isOk = true;
InstrumentSettings.isBad = true;
var jsonStr = BJSON.ToBJSON(s, pa);
var o = BJSON.ToObject <InstrumentSettings>(jsonStr);
}
public override void Run()
{
// These settings always exist.
Log.Info("Component Settings directory={0}", ComponentSettings.SettingsDirectoryRoot);
Log.Info("Session log Path={0}", EngineSettings.Current.SessionLogPath);
Log.Info("Result Listener Count={0}", ResultSettings.Current.Count);
// DUT Setting can be used to find a specific DUT is the default is not desired.
if (DutSettings.Current.Count > 0)
{
string s = DutSettings.GetDefaultOf <Dut>().Name;
Log.Info("The first DUT found has a name of {0}", s);
}
// Similar to DutSettings, can be used to find Instruments other than the default.
if (InstrumentSettings.Current.Count > 0)
{
string s = InstrumentSettings.GetDefaultOf <Instrument>().Name;
Log.Info("The first instrument found has a name of {0}", s);
}
// An example of user defined settings, which show up as individual tabs.
// Default values will be used, if none exist.
// Defined in ExampleSettings.cs
Log.Info("DifferentSettings as string={0}", ExampleSettings.Current.ToString());
Log.Info("DifferentSettings comment={0}", ExampleSettings.Current.MyComment);
// An example of custom Bench settings.
// This is similar to the DUT or Instrument editors.
// Only use the values if something exists.
if (CustomBenchSettingsList.Current.Count > 0)
{
Log.Info("Custom Bench Settings List Count={0}", CustomBenchSettingsList.Current.Count);
Log.Info("First instance of Custom Bench setting as string={0}", CustomBenchSettingsList.GetDefaultOf <CustomBenchSettings>());
foreach (var customBenchSetting in CustomBenchSettingsList.Current)
{
Log.Info("Type={0} Time={1} MyProperty={2}", customBenchSetting.GetType(), customBenchSetting.MyTime,
customBenchSetting.MyProperty);
}
}
}
internal SeriesSymbolData(InstrumentDataRequest dataRequest, InstrumentSettings settings = null)
{
this.Indexer = new SeriesIndexer();
__cDataRequest = dataRequest;
__cSettings = ((settings == null) ? new InstrumentSettings(ref __cDataRequest) : settings.Create(ref __cDataRequest));
__cUpdateTime = DateTime.UtcNow.AddHours(__cSettings.TimeZone);
SessionObject cSession = __cSettings.GetSessionFromToday();
__iRealtimeCount = (int)((cSession.EndTime - cSession.StartTime).TotalSeconds / dataRequest.Resolution.TotalSeconds + 1);
Indexer.HistoryIndex = 0;
Indexer.RealtimeIndex = -1;
__cOpens = new Series <double>(__iRealtimeCount);
__cHighs = new Series <double>(__iRealtimeCount);
__cLows = new Series <double>(__iRealtimeCount);
__cCloses = new Series <double>(__iRealtimeCount);
__cTimes = new Series <DateTime>(__iRealtimeCount);
__cVolumes = new Series <double>(__iRealtimeCount);
__cDataRequest.Range.Count = 0; //將資料筆數設定為0(因為一開始沒有請求任何資訊)
}
protected override void CreateAxisY(ChartProperty property, Rectangle axisRectangle)
{
InstrumentSettings cSettings = __cBars.Info as InstrumentSettings;
this.AxisY = AbstractPlot.CreateAxisY(this.Painter, this.ChartSetting.Axis, cSettings.Property.PriceScaleRule as IPriceScale, property, axisRectangle);
}
public static void statictest()
{
var s = new InstrumentSettings();
BJSONParameters pa = new BJSONParameters();
pa.UseExtensions = false;
InstrumentSettings.isOk = true;
InstrumentSettings.isBad = true;
var jsonStr = BJSON.ToBJSON(s, pa);
var o = BJSON.ToObject<InstrumentSettings>(jsonStr);
}
private static DateTime GetExpiration(Instrument bars) {
InstrumentSettings cSettings = bars.Info as InstrumentSettings;
cSettings.SetExpirationFromTime(bars.BarUpdateTime);
return cSettings.Expiration;
}
