public MainWindow()
{
Common.Logging.LogManager.Adapter = new NLogLoggerFactoryAdapter(new Common.Logging.Configuration.NameValueCollection());
//make sure we can connect to the database
CheckDBConnection();
//set the log directory
SetLogDirectory();
//set the connection string
DBUtils.SetConnectionString();
//set EF configuration, necessary for MySql to work
DBUtils.SetDbConfiguration();
InitializeComponent();
DataContext = this;
//load datagrid layout
string layoutFile = AppDomain.CurrentDomain.BaseDirectory + "GridLayout.xml";
if (File.Exists(layoutFile))
{
try
{
InstrumentsGrid.DeserializeLayout(File.ReadAllText(layoutFile));
}
catch
{
}
}
LogMessages = new ConcurrentNotifierBlockingList <LogEventInfo>();
//target is where the log managers send their logs, here we grab the memory target which has a Subject to observe
var target = LogManager.Configuration.AllTargets.Single(x => x.Name == "myTarget") as MemoryTarget;
//Log unhandled exceptions
AppDomain.CurrentDomain.UnhandledException += AppDomain_CurrentDomain_UnhandledException;
//we subscribe to the messages and send them all to the LogMessages collection
if (target != null)
{
target.Messages.Subscribe(msg => LogMessages.TryAdd(msg));
}
//build the instruments grid context menu
//we want a button for each BarSize enum value in the UpdateFreqSubMenu menu
foreach (int value in Enum.GetValues(typeof(BarSize)))
{
var button = new MenuItem
{
Header = Regex.Replace(((BarSize)value).ToString(), "([A-Z])", " $1").Trim(),
Tag = (BarSize)value
};
button.Click += UpdateHistoricalDataBtn_ItemClick;
((MenuItem)Resources["UpdateFreqSubMenu"]).Items.Add(button);
}
//create metadata db if it doesn't exist
var entityContext = new MyDBContext();
entityContext.Database.Initialize(false);
//seed the datasources no matter what, because these are added frequently
Seed.SeedDatasources(entityContext);
//check for any exchanges, seed the db with initial values if nothing is found
if (!entityContext.Exchanges.Any())
{
Seed.DoSeed();
}
//create data db if it doesn't exist
var dataContext = new DataDBContext();
dataContext.Database.Initialize(false);
dataContext.Dispose();
//create quartz db if it doesn't exist
QuartzUtils.InitializeDatabase(Settings.Default.databaseType);
//build the tags menu
var allTags = entityContext.Tags.ToList();
BuildTagContextMenu(allTags);
//build session templates menu
BuildSetSessionTemplateMenu();
Instruments = new ObservableCollection <Instrument>();
var instrumentRepo = new InstrumentRepository(entityContext);
var instrumentList = instrumentRepo.FindInstruments().Result;
foreach (Instrument i in instrumentList)
{
Instruments.Add(i);
}
//create brokers
var cfRealtimeBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient(
"RTDBCFClient",
"127.0.0.1",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.hDBPort,
Properties.Settings.Default.httpPort,
Properties.Settings.Default.apiKey,
useSsl: Properties.Settings.Default.useSsl),
connectImmediately: false);
var cfHistoricalBroker = new ContinuousFuturesBroker(new QDMSClient.QDMSClient(
"HDBCFClient",
"127.0.0.1",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.hDBPort,
Properties.Settings.Default.httpPort,
Properties.Settings.Default.apiKey,
useSsl: Properties.Settings.Default.useSsl),
connectImmediately: false);
var localStorage = DataStorageFactory.Get();
RealTimeBroker = new RealTimeDataBroker(cfRealtimeBroker, localStorage,
new IRealTimeDataSource[] {
//new Xignite(Properties.Settings.Default.xigniteApiToken),
//new Oanda(Properties.Settings.Default.oandaAccountId, Properties.Settings.Default.oandaAccessToken),
new IB(Properties.Settings.Default.ibClientHost, Properties.Settings.Default.ibClientPort, Properties.Settings.Default.rtdClientIBID),
//new ForexFeed(Properties.Settings.Default.forexFeedAccessKey, ForexFeed.PriceType.Mid)
});
HistoricalBroker = new HistoricalDataBroker(cfHistoricalBroker, localStorage,
new IHistoricalDataSource[] {
new Yahoo(),
new FRED(),
//new Forexite(),
new IB(Properties.Settings.Default.ibClientHost, Properties.Settings.Default.ibClientPort, Properties.Settings.Default.histClientIBID),
new Quandl(Properties.Settings.Default.quandlAuthCode),
new BarChart(Properties.Settings.Default.barChartApiKey)
});
var countryCodeHelper = new CountryCodeHelper(entityContext.Countries.ToList());
EconomicReleaseBroker = new EconomicReleaseBroker("FXStreet",
new[] { new fx.FXStreet(countryCodeHelper) });
//create the various servers
_realTimeServer = new RealTimeDataServer(Properties.Settings.Default.rtDBPubPort, Properties.Settings.Default.rtDBReqPort, RealTimeBroker);
_historicalDataServer = new HistoricalDataServer(Properties.Settings.Default.hDBPort, HistoricalBroker);
//and start them
_realTimeServer.StartServer();
_historicalDataServer.StartServer();
//we also need a client to make historical data requests with
_client = new QDMSClient.QDMSClient(
"SERVERCLIENT",
"localhost",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.hDBPort,
Properties.Settings.Default.httpPort,
Properties.Settings.Default.apiKey,
useSsl: Properties.Settings.Default.useSsl);
_client.Connect();
_client.HistoricalDataReceived += _client_HistoricalDataReceived;
ActiveStreamGrid.ItemsSource = RealTimeBroker.ActiveStreams;
//create the scheduler
var quartzSettings = QuartzUtils.GetQuartzSettings(Settings.Default.databaseType);
ISchedulerFactory schedulerFactory = new StdSchedulerFactory(quartzSettings);
_scheduler = schedulerFactory.GetScheduler();
_scheduler.JobFactory = new JobFactory(HistoricalBroker,
Properties.Settings.Default.updateJobEmailHost,
Properties.Settings.Default.updateJobEmailPort,
Properties.Settings.Default.updateJobEmailUsername,
Properties.Settings.Default.updateJobEmailPassword,
Properties.Settings.Default.updateJobEmailSender,
Properties.Settings.Default.updateJobEmail,
new UpdateJobSettings(
noDataReceived: Properties.Settings.Default.updateJobReportNoData,
errors: Properties.Settings.Default.updateJobReportErrors,
outliers: Properties.Settings.Default.updateJobReportOutliers,
requestTimeouts: Properties.Settings.Default.updateJobTimeouts,
timeout: Properties.Settings.Default.updateJobTimeout,
toEmail: Properties.Settings.Default.updateJobEmail,
fromEmail: Properties.Settings.Default.updateJobEmailSender),
localStorage,
EconomicReleaseBroker);
_scheduler.Start();
//Take jobs stored in the qmds db and move them to the quartz db - this can be removed in the next version
MigrateJobs(entityContext, _scheduler);
var bootstrapper = new CustomBootstrapper(
DataStorageFactory.Get(),
EconomicReleaseBroker,
HistoricalBroker,
RealTimeBroker,
Properties.Settings.Default.apiKey);
var uri = new Uri((Settings.Default.useSsl ? "https" : "http") + "://localhost:" + Properties.Settings.Default.httpPort);
var host = new NancyHost(bootstrapper, uri);
host.Start();
entityContext.Dispose();
ShowChangelog();
}
private void ComposeObjects()
{
var container = new Container();
container.Options.SuppressLifestyleMismatchVerification = true;
container.RegisterSingleton <ISettings>(() => Settings.Default);
container.Register <IMyDbContext, MyDBContext>(Lifestyle.Transient);
container.Register <IInstrumentSource, InstrumentRepository>(Lifestyle.Transient);
container.RegisterSingleton <IDataClient>(() => new QDMSClient.QDMSClient(
"SERVERCLIENT",
"127.0.0.1",
Settings.Default.rtDBReqPort,
Settings.Default.rtDBPubPort,
Settings.Default.hDBPort,
Settings.Default.httpPort,
Settings.Default.apiKey,
useSsl: Settings.Default.useSsl));
container.Register(DataStorageFactory.Get);
container.Register <ICountryCodeHelper, CountryCodeHelper>(Lifestyle.Singleton);
//These sources provide both real time and historical data
var ibReg = Lifestyle.Singleton.CreateRegistration <IB>(container);
var binanceReg = Lifestyle.Singleton.CreateRegistration <Binance>(container);
var bothSources = new[] { ibReg, binanceReg };
//Realtime sources
container.Register <IIBClient, IBClient>();
var realtimeSources = new Type[]
{
};
container.Collection.Register <IRealTimeDataSource>(realtimeSources
.Select(type => Lifestyle.Singleton.CreateRegistration(type, container))
.Concat(bothSources));
//Historical sources
var historicalSources = new[]
{
typeof(Yahoo),
typeof(FRED),
typeof(Quandl),
typeof(BarChart)
};
container.Collection.Register <IHistoricalDataSource>(historicalSources
.Select(type => Lifestyle.Singleton.CreateRegistration(type, container))
.Concat(bothSources));
//economic release sources
var econReleaseSources = new[]
{
typeof(fx.FXStreet)
};
container.Collection.Register <IEconomicReleaseSource>(econReleaseSources
.Select(type => Lifestyle.Singleton.CreateRegistration(type, container)));
//dividend sources
var dividendSources = new[]
{
typeof(NasdaqDs.Nasdaq),
typeof(DivDotCom.DividendDotCom)
};
container.Collection.Register <IDividendDataSource>(dividendSources
.Select(type => Lifestyle.Singleton.CreateRegistration(type, container)));
//earnings announcement sources
var earningsSources = new[]
{
typeof(CBOEModule.CBOE)
};
container.Collection.Register <IEarningsAnnouncementSource>(earningsSources
.Select(type => Lifestyle.Singleton.CreateRegistration(type, container)));
//brokers
container.Register <IContinuousFuturesBroker, ContinuousFuturesBroker>(Lifestyle.Singleton);
container.Register <IRealTimeDataBroker, RealTimeDataBroker>(Lifestyle.Singleton);
container.Register <IHistoricalDataBroker, HistoricalDataBroker>(Lifestyle.Singleton);
container.Register <IEconomicReleaseBroker, EconomicReleaseBroker>(Lifestyle.Singleton);
container.Register <IDividendsBroker, DividendsBroker>(Lifestyle.Singleton);
container.Register <IEarningsAnnouncementBroker, EarningsAnnouncementBroker>(Lifestyle.Singleton);
//servers
container.Register <IRealTimeDataServer, RealTimeDataServer>(Lifestyle.Singleton);
container.Register <IHistoricalDataServer, HistoricalDataServer> (Lifestyle.Singleton);
//scheduler
container.Register <IJobFactory, JobFactory>(Lifestyle.Singleton);
var quartzSettings = QuartzUtils.GetQuartzSettings(Settings.Default.databaseType);
var factory = new StdSchedulerFactory(quartzSettings);
container.RegisterSingleton(() => factory.GetScheduler());
container.RegisterInitializer <IScheduler>(scheduler =>
{
scheduler.JobFactory = container.GetInstance <IJobFactory>();
});
//http server
container.Register <INancyBootstrapper, CustomBootstrapper>();
//UI
container.Register(() => DialogCoordinator.Instance);
//ViewModels
container.Register <MainViewModel>();
var vm = container.GetInstance <MainViewModel>();
var mainWindow = new MainWindow(vm, container.GetInstance <IDataClient>());
mainWindow.Show();
}