public WinServiceHostBase(string serviceName, IEnumerable <IRuntimeService> services, IAbstractLogger logger)
{
_logger = logger;
WinServiceName = ServiceName = serviceName;
_services = services;
_stateMachine = StateMachine <RuntimeServiceState> .Create().SetName(serviceName).UseLogger(logger).UseStateDef(new RuntimeServiceStateDef())
.TransitionTable(RuntimeServiceState.Stopped)
.AddTrans(RuntimeServiceState.Started, start)
.AddTrans(RuntimeServiceState.Closed, close)
.Build()
.TransitionTable(RuntimeServiceState.Started)
.AddTrans(RuntimeServiceState.Stopped, stop)
.AddTrans(RuntimeServiceState.Suspended, suspend)
.Build()
.TransitionTable(RuntimeServiceState.Suspended)
.AddTrans(RuntimeServiceState.Stopped, close)
.AddTrans(RuntimeServiceState.Started, resume)
.Build()
.Build();
_stateMachine.StateChanging += stateChangingHndl;
_stateMachine.StateChanged += stateChangedHandler;
}
public ServerMonitor(int monitorPeriodMS, T monitorActivity, IAbstractLogger logger, params IMonitorable <T>[] controlables)
{
_monitorPeriodMS = monitorPeriodMS;
_monitorActivity = monitorActivity;
_logger = logger;
_controlables = controlables;
}
public MailServerSender(IAbstractLogger logger, int maxRetry, int retryTimeSeconds, int maxParallelMessages, ISmtpClientFactory clifac)
{
_maxRetry = maxRetry;
_retryTimeSeconds = retryTimeSeconds;
_maxParallelMessages = maxParallelMessages;
_clifac = clifac;
_logger = logger;
_cancelSrc = new CancellationTokenSource();
_token = _cancelSrc.Token;
}
public MainForm(IAbstractLogger logger)
{
_logger = logger;
InitializeComponent();
treeDirs.Sorted = true;
treeDirs.TreeViewNodeSorter = new TreeNodeDirectoryComparer();
lstCurDir.Sorting = SortOrder.Ascending;
lstCurDir.ListViewItemSorter = new ListViewDirectoryComparer(true);
}
private void ButtonBuildExtremums_Click(object sender, RoutedEventArgs e)
{
InputData inData = new InputData();
inData.LoadFromDirectory(symbolChooser.SelectedItemPath, null);
IAbstractLogger logger = (LoggerMessage as IAbstractLogger);
int tp = Int32.Parse(TextBoxTP.Text);
int startTime = Int32.Parse(TextBoxStartTradeHour.Text);
int endTime = Int32.Parse(TextBoxEndTradeHour.Text);
logger.AddLog("syn" + " = {" + Analyse(inData, tp, startTime, endTime).ToString() + "};", IAbstractLoggerMessageType.General);
}
private void ButtonCombine_Click(object sender, RoutedEventArgs e)
{
List <InputData> listInputData = new List <InputData>();
foreach (SymbolChooser.SymbolViewItem svi in symbolChooser.SymbolViewItems)
{
InputData inData = new InputData();
inData.LoadFromDirectory(svi.FullPath, null);
listInputData.Add(inData);
}
QuotesBuilder quotesBuilder = new QuotesBuilder(listInputData, TickHistory.tickInOneMinute);
List <PartialQuote> listPartialQuotes = new List <PartialQuote>();
listPartialQuotes.Add(new PartialQuote("EURUSD", 0.5));
listPartialQuotes.Add(new PartialQuote("GBPUSD", 0.5));
InputData inputData = quotesBuilder.BuildForPeriod(listPartialQuotes);
IAbstractLogger logger = (LoggerMessage as IAbstractLogger);
int tp = Int32.Parse(TextBoxTP.Text);
logger.AddLog("syn" + " = {" + Analyse(inputData, tp, 0, 0).ToString() + "};", IAbstractLoggerMessageType.General);
foreach (InputData currInputData in listInputData)
{
logger.AddLog(currInputData.Symbol + " = {" + Analyse(currInputData, tp, 0, 0).ToString() + "};", IAbstractLoggerMessageType.General);
}
//StringBuilder builder = new StringBuilder();
//int max = inputData.Data.Max(p => p.OpenAsk);
//int min = inputData.Data.Min(p => p.OpenAsk);
//builder.AppendLine("Max for syntetic = " + (max - QuotesBuilder.StartValue).ToString());
//builder.AppendLine("Min for syntetic = " + (QuotesBuilder.StartValue - min).ToString());
//foreach (InputData currInputData in listInputData)
//{
// builder.AppendLine(string.Format("Max for {0} = {1}", currInputData.Symbol,
// currInputData.Data.Max(p => p.OpenAsk) - currInputData.Data.First().OpenAsk));
// builder.AppendLine(string.Format("Min for {0} = {1}", currInputData.Symbol,
// currInputData.Data.Min(p => p.OpenAsk) - currInputData.Data.First().OpenAsk));
//}
//logger.AddLog(builder.ToString(), IAbstractLoggerMessageType.General);
int k = 9;
}
private void ButtonCalculateTimeForPips_Click(object sender, RoutedEventArgs e)
{
IAbstractLogger logger = (LoggerMessage as IAbstractLogger);
logger.AddLog("Start CalculateTimeForPips");
foreach (SymbolChooser.SymbolViewItem svi in symbolChooser.SymbolViewItems)
{
string stringSide = "buy";
double value = Analysis.ResetTimeAnalysis.CalculateTimeOfOnePips(svi.FullPath, svi.Symbol, Analysis.ResetTimeAnalysis.SideAnalyser.Buy);
logger.AddLog(string.Format("{0} {1} = {2}", svi.Symbol, stringSide, value));
stringSide = "sell";
value = Analysis.ResetTimeAnalysis.CalculateTimeOfOnePips(svi.FullPath, svi.Symbol, Analysis.ResetTimeAnalysis.SideAnalyser.Sell);
logger.AddLog(string.Format("{0} {1} = {2}", svi.Symbol, stringSide, value));
}
logger.AddLog("Finished CalculateTimeForPips");
}
bool _donotStartService; //используется командами, которые предусматривают иные действия, чем запуск сервиса
public WinServiceHostBootstrap(string serviceName, IAbstractLogger logger)
{
if (logger == null)
{
throw new ArgumentException("Logger is not specified)");
}
_logger = logger;
ServiceName = serviceName;
RegisterCommandSwitch("reg", "Registering service", (x) => { _donotStartService = true; registerWinService(true); });
RegisterCommandSwitch("service", "Registering service", (x) => { _donotStartService = true; registerWinService(true); });
RegisterCommandSwitch("regserver", "Registering service", (x) => { _donotStartService = true; registerWinService(true); });
RegisterCommandSwitch("unreg", "Unregistering service", (x) => { _donotStartService = true; registerWinService(false); });
RegisterCommandSwitch("unregserver", "Unregistering service", (x) => { _donotStartService = true; registerWinService(false); });
RegisterCommandSwitch("test", "Starting as a console application", (x) => _testMode = true);
}
public StateMachine(string name, IAbstractLogger logger, StateDef <TState> stateDef, Dictionary <TState, TransitionDef <TState>[]> transitionMap, bool logTransitions = true)
{
if (logger == null)
{
throw new ArgumentNullException("logger");
}
_logger = logger;
_stateTransitions = new Dictionary <TState, TransitionDef <TState>[]>();
_logTransitions = logTransitions;
foreach (var kv in transitionMap)
{
TransitionDef <TState>[] tmp = (TransitionDef <TState>[])kv.Value.Clone();
Array.Sort <TransitionDef <TState> >(tmp);
_stateTransitions.Add(kv.Key, tmp);
}
_state = stateDef;
Name = name;
}
public RuntimeServiceBase(string serviceName, int order, IAbstractLogger logger)
{
_logger = logger;
StartingOrder = order;
_stateMachine = StateMachine <RuntimeServiceState> .Create().SetName(serviceName).UseLogger(logger).UseStateDef(new RuntimeServiceStateDef())
.TransitionTable(RuntimeServiceState.Stopped)
.AddTrans(RuntimeServiceState.Started, Starting)
.AddTrans(RuntimeServiceState.Closed, Closing)
.Build()
.TransitionTable(RuntimeServiceState.Started)
.AddTrans(RuntimeServiceState.Stopped, Stopping)
.AddTrans(RuntimeServiceState.Suspended, Suspending)
.Build()
.TransitionTable(RuntimeServiceState.Suspended)
.AddTrans(RuntimeServiceState.Stopped, Closing)
.AddTrans(RuntimeServiceState.Started, Resuming)
.Build()
.Build();
}
public SingleThreadSequentialExecuter(String name, IAbstractLogger logger)
{
Name = name;
_logger = logger;
createThread();
}
static public void RunCalculatePortfolio2(string pathString, PortfolioCalculationType portType, IAbstractLogger logger)
{
double initialDeposit = Double.Parse(ConfigurationManager.AppSettings["InitialDeposit"]);
double reliability = Double.Parse(ConfigurationManager.AppSettings["Reliability"]);
int loss = Int32.Parse(ConfigurationManager.AppSettings["Loss"]);
double minVolume = Double.Parse(ConfigurationManager.AppSettings["MinVolume"]);
double minMarginLevel = Double.Parse(ConfigurationManager.AppSettings["MinMarginLevel"]);
PortfolioRawData portRawData = new PortfolioRawData();
foreach (string path in Directory.GetDirectories(pathString))
{
logger.AddLog(string.Format("Loading {0}", path), IAbstractLoggerMessageType.General);
SymbolResult input = SymbolResult.Load(path);
foreach (TestResult currTestResult in input.testResults)
{
try
{
string testResultName = Path.GetFileName(path) + "_" + currTestResult.Name;
logger.AddLog(string.Format("Analyzing {0}", testResultName), IAbstractLoggerMessageType.General);
PairAdapter adapter = new PairAdapter(testResultName, currTestResult, "TP", "OpenOrderShift");
portRawData.AddPortfolioRawItems(adapter.ProcessAndFill());
}
catch (ArgumentException exc)
{
logger.AddLog("Exception: " + exc.Message, IAbstractLoggerMessageType.Error);
}
}
}
logger.AddLog(string.Format("Calculating Portfolio"), IAbstractLoggerMessageType.General);
double[,] equity, margin;
// portRawData.AddInversePortfolioRawItem();
portRawData.FillArraysForScienceStyleGuys(out equity, out margin);
Mathematics.Portfolio theBestPortfolio = null;
int iterationsNumber = 100;
double lossResult = 0;
for (int iteration = 1; iteration < iterationsNumber; ++iteration)
{
double calculatedLoss = loss * iteration / iterationsNumber;
Mathematics.Portfolio portfolio;
switch (portType)
{
case PortfolioCalculationType.CalculateLinearFast:
portfolio = Mathematics.Portfolio.CalculateLinearFast(equity, margin, initialDeposit,
reliability, calculatedLoss, minMarginLevel, minVolume);
break;
case PortfolioCalculationType.CalculateLinearFastWithoutCorrelation:
Mathematics.PortfolioInput pInput = new Mathematics.PortfolioInput();
pInput.Equity = equity;
pInput.Reliability = reliability;
pInput.MaximumLoss = calculatedLoss;
pInput.InitialDeposit = initialDeposit;
pInput.MarginLevelThreshold = minMarginLevel;
pInput.Margin = margin;
pInput.MinimumCoefficientValue = minVolume;
portfolio = Mathematics.Portfolio.CalculateLinearFastWithoutCorrelation(pInput);
break;
default:
throw new ApplicationException("Not supported PortfolioCalculationType");
}
if (portfolio.Coefficients.Count(p => p > 0) < 5)
{
continue;
}
if (null == theBestPortfolio)
{
theBestPortfolio = portfolio;
lossResult = calculatedLoss;
}
else if (theBestPortfolio.Profit < portfolio.Profit)
{
theBestPortfolio = portfolio;
lossResult = calculatedLoss;
}
}
logger.AddLog(string.Format("Writing portfolio to file"), IAbstractLoggerMessageType.General);
using (StreamWriter stream = new StreamWriter(Path.Combine(pathString, "portfolio.txt")))
{
double[] coefficients = theBestPortfolio.Coefficients;
int i = 0;
foreach (PortfolioRawItem currPortfolioRawItem in portRawData.portfolioRawItems)
{
stream.WriteLine("[Symbol = {0}; {1}] = {2}", currPortfolioRawItem.Symbol, currPortfolioRawItem.StrategyParameter.ToString(';'),
coefficients[i++]);
}
stream.WriteLine("daily profit = {0}", theBestPortfolio.Profit);
stream.WriteLine("When = {0}", theBestPortfolio.When);
stream.WriteLine("Loss = {0}", lossResult);
}
}
public CustomUserAuthenticator(IAbstractLogger logger)
{
_logger = logger;
}
public MainForm(IAbstractLogger logger)
{
_logger = logger;
InitializeComponent();
}
public ThreadPoolSequentialExecuter(IAbstractLogger logger, string name = null)
{
_logger = logger;
Name = string.IsNullOrEmpty(name) ? "Unnamed":name;
_tmPostoned = new Timer(processPostponed, null, 2 * CommandPostponeTimeMS, CommandPostponeTimeMS);
}
public StateMachineBuilder <TState> UseLogger(IAbstractLogger logger)
{
_logger = logger;
return(this);
}