public void testCanGoLiveWithoutCloseTime()
{
var liveSystem = LIVE_SYSTEM;
liveSystem.setQClassName(typeof(ExampleSymbolSystem).FullName);
liveSystem.populateDetailsIfNeeded(false);
liveSystem.insertParameter("lookback", "2");
liveSystem.insertParameter("LeadBars", "0");
MarketSessionTable.SESSION.update(SYMBOL.name, Session.DAY, "NO_CLOSE", 0);
ExchangeSessionTable.EXCHANGE_SESSION.update(new Market(SYMBOL.name).exchange(), Session.DAY, "NO_CLOSE", 0);
var args = new SystemArguments(SYMBOL, new Parameters {
{ "systemId", liveSystem.id() },
{ "RunMode", (double)RunMode.LIVE }
});
var simulator = makeSimulator(args);
simulator.processBars(300);
while (O.hasContent(simulator.allPositions()))
{
simulator.nextBar();
}
simulator.goLive();
var time = simulator.currentDate().AddDays(1);
O.freezeNow(time);
noPosition(simulator);
var current = new Bar(120, 120, 120, 120, time);
tick(simulator, current, SYMBOL);
hasPosition(simulator);
time = time.AddSeconds(1);
current = current.update(new Tick(118, 1, time));
tick(simulator, current, SYMBOL);
}
void fillOrdersHighLow(Symbol symbol, Bar bar)
{
var highLow = bar.orderedHighLow();
fillOrdersNotOpen(symbol, new Tick(highLow[0], 0, bar.time), false);
fillOrdersNotOpen(symbol, new Tick(highLow[1], 0, bar.time), false);
}
public static void addBarTo(DataRow row, Bar bar)
{
row["time"] = bar.time;
row["open"] = bar.open;
row["high"] = bar.high;
row["low"] = bar.low;
row["close"] = bar.close;
}
protected void close(double tri)
{
if (lastBar != null)
{
processBar(lastBar);
}
lastTime = lastTime.AddDays(1);
lastBar = new Bar(tri, tri + 1, tri - 1, tri, lastTime);
processClose(lastBar);
}
void addRow(int barIndex, Bar bar)
{
var row = dataTable_.NewRow();
addBarTo(row, bar);
eachPane(pane => Objects.each(pane.spuds, pane.names, (spud, name) => {
if (spud.count() > barIndex)
{
addSpudTo(row, name, spud[barIndex]);
}
}));
var equity = spudPane(EQUITY).equity;
addEquityTo(row, equity[equity.Count - barIndex - 1]);
dataTable_.add(row);
}
protected override void onNewTick(Bar partialBar, Tick tick)
{
}
void fillOrdersClose(Symbol symbol, Bar bar)
{
fillOrdersNotOpen(symbol, new Tick(bar.close, 0, bar.time), true);
}
void fillOrdersOpen(Symbol symbol, Bar bar)
{
fillOrders(symbol, new Tick(bar.open, 0, bar.time), order => order.fillPrice(bar.open, true), false);
}
protected override void onNewTick(Bar partialBar, Tick tick)
{
placeOrders();
}
static StockPt stockPoint(Bar bar)
{
return(new StockPt(new XDate(bar.time).XLDate, bar.high, bar.low, bar.open, bar.close, bar.volume));
}
static void tick(Simulator simulator, Bar current, Symbol symbol)
{
symbol.publish(current);
simulator.waitForTick();
}