public MockupManager()
{
if (MockupManager.StrategyDictionary == null)
{
MockupManager.StrategyDictionary = new Dictionary<string, Strategy>();
StrategyOrderList = new List<StrategyOrderInfo>();
StrategyDictionary["ST1"] = new Strategy() { StrategyId = "ST1", StrategyName = "Q Strategy 1" };
StrategyDictionary["ST2"] = new Strategy() { StrategyId = "ST2", StrategyName = "Q Strategy 2" };
StrategyDictionary["ST3"] = new Strategy() { StrategyId = "ST3", StrategyName = "Q Strategy 3" };
StrategyDictionary["ST4"] = new Strategy() { StrategyId = "ST4", StrategyName = "Q Strategy 4" };
StrategyOrderInfo order1 = new StrategyOrderInfo(StrategyDictionary["ST1"], "BAC", "Trading", 112.12, 2.5, -300, 104.93, 2, 153879, 0.00073, 100, 250.00, 1000, 10000);
StrategyOrderInfo order2 = new StrategyOrderInfo(StrategyDictionary["ST1"], "AMD", "Trading", -1.23, 2.5, 100, 9.02, 3, 70200, -0.00002, 25.00, 2.00, 5000, 5000);
StrategyOrderInfo order3 = new StrategyOrderInfo(StrategyDictionary["ST1"], "MSFT", "Stopped", 0.45, 0.55, 250, 89.21, 1, 10100, 0.00000, -78.00, 45.56, 1000, 500);
StrategyOrderInfo order4 = new StrategyOrderInfo(StrategyDictionary["ST1"], "LVLT", "Max_Loss", 9.99, 2.5, 200, 70.10, 1, 98000, 0.00010, 2.00, 120.40, 100, 8500);
StrategyOrderInfo order5 = new StrategyOrderInfo(StrategyDictionary["ST1"], "INTC", "Trading", 3.45, 2.5, 0, 114.32, 0, 112352, 0.00003, 13.00, -2.45, 100, 24300);
StrategyOrderInfo order6 = new StrategyOrderInfo(StrategyDictionary["ST1"], "QQQQ", "Trading", -1.23, 2.5, -200, 41.20, 2, 65850, 0.00002, 5.00, 1.99, 100, 1000);
StrategyOrderList.Add(order1);
StrategyOrderList.Add(order2);
StrategyOrderList.Add(order3);
StrategyOrderList.Add(order4);
StrategyOrderList.Add(order5);
StrategyOrderList.Add(order6);
}
}
public SummaryOrder(StrategyOrderInfo strategyOrderInfo)
{
this.StrategyId = strategyOrderInfo.Strategy.StrategyId;
this.StrategyName = strategyOrderInfo.Strategy.StrategyName;
this.Status = App.AppManager.StgEngine.StrategyEngineStatus;
this.TotalCount = 1;
this.TradingCount = 0;
if (strategyOrderInfo.Status.Equals("Trading"))
{
this.TradingCount = 1;
}
this.Status = App.AppManager.StgEngine.StrategyEngineStatus;
this.SymbolTrading = string.Format("{0} of {1}", this.TradingCount, this.TotalCount);
this.PnL = strategyOrderInfo.PnL;
this.UR_PnL = strategyOrderInfo.UR_PnL;
this.PositionShares = strategyOrderInfo.Position_Shares;
this.PositionAmount = strategyOrderInfo.Position_Amount;
this.OpenOrders = strategyOrderInfo.Number_Of_Open_Orders;
this.Volume = strategyOrderInfo.Volume;
this.TradingRevenue = strategyOrderInfo.Trading_Revenue;
this.RebateRevenue = strategyOrderInfo.Rebate_Revenue;
this.MaxLoss = strategyOrderInfo.Max_Loss;
this.SeedRemaining = strategyOrderInfo.SeedRemaining;
}
public static void AddNew(int count)
{
int oldCount = StrategyOrderList.Count;
int newCount = oldCount + count;
for (int x = oldCount; x < newCount; x++)
{
string symbol = "SYMBOL_"+ (x+1).ToString();
StrategyOrderInfo order1 = new StrategyOrderInfo(StrategyDictionary["ST1"], symbol, "Trading", 112.12, 2.5, -300, 104.93, 2, 153879, 0.00073, 100, 250.00, 1000, 10000);
StrategyOrderList.Add(order1);
}
}
public void UpdateSummaryRow(ItemCollection _itemCollection)
{
StrategyOrderInfo summaryRow = new StrategyOrderInfo();
summaryRow.IsSummaryRow = true;
summaryRow.Symbol = "Totals:";
for (int i = 0; i < _itemCollection.Count; i++)
{
StrategyOrderInfo orderInfo = _itemCollection[i] as StrategyOrderInfo;
if (orderInfo != null)
{
summaryRow.Max_Loss += orderInfo.Max_Loss;
summaryRow.Number_Of_Open_Orders += orderInfo.Number_Of_Open_Orders;
summaryRow.PnL += orderInfo.PnL;
summaryRow.UR_PnL += orderInfo.UR_PnL;
summaryRow.Position_Shares += orderInfo.Position_Shares;
summaryRow.Position_Amount += orderInfo.Position_Amount;
summaryRow.Rebate_Revenue += orderInfo.Rebate_Revenue;
summaryRow.SeedRemaining += orderInfo.SeedRemaining;
summaryRow.Trading_Revenue += orderInfo.Trading_Revenue;
summaryRow.Volume += orderInfo.Volume;
}
}
if (summaryRow.Volume != 0)
{
summaryRow.PnL_Per_Share = summaryRow.PnL / summaryRow.Volume;
}
else
{
summaryRow.PnL_Per_Share = 0;
}
App.AppManager.RunOnDispatcherThread(() =>
{
if (App.AppManager.DataMgr.AggregateStrategyOrderInfo.Count > 0)
{
App.AppManager.DataMgr.AggregateStrategyOrderInfo[0] = summaryRow;
}
//App.AppManager.DataMgr.AggregateStrategyOrderInfo.Clear();
//App.AppManager.DataMgr.AggregateStrategyOrderInfo.Add(summaryRow);
});
}
internal void Update(StrategyOrderInfo oldStrategyOrderInfo, StrategyOrderInfo strategyOrderInfo)
{
if (oldStrategyOrderInfo != null)
{
if (oldStrategyOrderInfo.Status.Equals("Trading"))
{
this.TradingCount = this.TradingCount - 1;
}
this.TotalCount -= 1;
this.PnL -= oldStrategyOrderInfo.PnL;
this.UR_PnL -= oldStrategyOrderInfo.UR_PnL;
this.PositionShares -= oldStrategyOrderInfo.Position_Shares;
this.PositionAmount -= oldStrategyOrderInfo.Position_Amount;
this.Volume -= oldStrategyOrderInfo.Volume;
this.OpenOrders -= oldStrategyOrderInfo.Number_Of_Open_Orders;
this.TradingRevenue -= oldStrategyOrderInfo.Trading_Revenue;
this.RebateRevenue -= oldStrategyOrderInfo.Rebate_Revenue;
this.MaxLoss -= oldStrategyOrderInfo.Max_Loss;
this.SeedRemaining -= oldStrategyOrderInfo.SeedRemaining;
}
this.StrategyName = strategyOrderInfo.Strategy.StrategyName;
this.TotalCount += 1;
if (strategyOrderInfo.Status.Equals("Trading"))
{
this.TradingCount = this.TradingCount + 1;
}
if (App.AppManager != null)
{
this.Status = App.AppManager.StgEngine.StrategyEngineStatus;
this.SymbolTrading = string.Format("{0} of {1}", this.TradingCount, this.TotalCount);
this.PnL += strategyOrderInfo.PnL;
this.UR_PnL += strategyOrderInfo.UR_PnL;
this.PositionShares += strategyOrderInfo.Position_Shares;
this.PositionAmount += strategyOrderInfo.Position_Amount;
this.OpenOrders += strategyOrderInfo.Number_Of_Open_Orders;
this.Volume += strategyOrderInfo.Volume;
this.TradingRevenue += strategyOrderInfo.Trading_Revenue;
this.RebateRevenue += strategyOrderInfo.Rebate_Revenue;
this.MaxLoss += strategyOrderInfo.Max_Loss;
this.SeedRemaining += strategyOrderInfo.SeedRemaining;
}
}
private static void ProcessOrder(ProcessType _processType, StrategyOrderInfo order)
{
switch (_processType)
{
case ProcessType.START: order.Status = "Trading"; break;
case ProcessType.STOP: order.Status = "Stopped"; break;
case ProcessType.LOCK: order.Status = "Locked"; break;
case ProcessType.UNLOCK: order.Status = "Stopped"; break;
case ProcessType.CANCELALL: order.Status = "Hung"; break;
case ProcessType.UNWIND: order.Status = "MaxLoss"; break;
default: break;
}
}
public void Update(StrategyOrderInfo strategyOrderInfo)
{
this.Strategy.StrategyId = strategyOrderInfo.Strategy.StrategyId;
this.Strategy.StrategyName = strategyOrderInfo.Strategy.StrategyName;
this.Symbol = strategyOrderInfo.Symbol;
this.Status = strategyOrderInfo.Status;
this.TradingMode = strategyOrderInfo.TradingMode;
this.PnL = strategyOrderInfo.PnL;
this.UR_PnL = strategyOrderInfo.UR_PnL;
this.Position_Shares = strategyOrderInfo.Position_Shares;
this.Position_Amount = strategyOrderInfo.Position_Amount;
this.Number_Of_Open_Orders = strategyOrderInfo.Number_Of_Open_Orders;
this.Volume = strategyOrderInfo.Volume;
this.Trading_Revenue = strategyOrderInfo.Trading_Revenue;
this.Rebate_Revenue = strategyOrderInfo.Rebate_Revenue;
this.Max_Loss = strategyOrderInfo.Max_Loss;
this.SeedRemaining = strategyOrderInfo.SeedRemaining;
this.User_Message = strategyOrderInfo.User_Message;
this.InProcess = false;
}
internal void UpdateStrategyData(List<StrategyOrderInfo> updateOrderList, bool IsSendProcessReponse)
{
string logMessage = string.Format("Class: {0}, Method: {1}", "DataManager", "UpdateStrategyData(..)");
LogUtil.WriteLog(LogLevel.INFO, logMessage);
updateOrderList = updateOrderList.OrderBy(s => s.Strategy.StrategyName).ToList();
for (int i = 0; i < updateOrderList.Count; i++)
{
string symbolKey = updateOrderList[i].Symbol;
string strategyIdKey = updateOrderList[i].Strategy.StrategyId;
//oldStrategyInfo: To hold the value of existing order, so it will use in running summary-calculation,
//to subtract the values, before adding the new values
StrategyOrderInfo oldStrategyInfo = new StrategyOrderInfo();
if (!this.StrategyOrderDictionary.ContainsKey(strategyIdKey))
{
this.StrategyOrderDictionary[strategyIdKey] = new ConcurrentDictionary<string,StrategyOrderInfo>();
}
if (this.StrategyOrderDictionary[strategyIdKey].ContainsKey(symbolKey))
{
StrategyOrderInfo existingStrategyOrder = this.StrategyOrderDictionary[strategyIdKey][symbolKey];
if (existingStrategyOrder.InProcess == true && !IsSendProcessReponse)
{
//Since row is in send process, therefore auto-update should not modify
}
else
{
oldStrategyInfo.Update(existingStrategyOrder); //Clone the values of existingStrategyOrder
existingStrategyOrder.Update(updateOrderList[i]); // Update with new values
ModifyListCollectionView(strategyIdKey, symbolKey, "EDIT");
ModifyStrategyStatusListCollectionView(strategyIdKey, symbolKey, "EDIT");
}
}
else
{
oldStrategyInfo = null;
this.StrategyOrderDictionary[strategyIdKey][symbolKey] = updateOrderList[i];
RunOnDispatcherThread((Action)(() =>
{
if (!this.StrategyList.Any(s => s.StrategyId == updateOrderList[i].Strategy.StrategyId))
{
this.StrategyList.Add(new Strategy(updateOrderList[i].Strategy.StrategyId, updateOrderList[i].Strategy.StrategyName));
}
}));
ModifyListCollectionView(strategyIdKey, symbolKey, "NEW");
ModifyStrategyStatusListCollectionView(strategyIdKey, symbolKey, "NEW");
}
if (this.SummaryOrderDictionary.ContainsKey(strategyIdKey))
{
if (this.StrategyOrderDictionary[strategyIdKey][symbolKey].InProcess == true && !IsSendProcessReponse)
{
//Since row is in send process, therefore auto-update should not modify summary Row
}
else
{
this.SummaryOrderDictionary[strategyIdKey].Update(oldStrategyInfo, updateOrderList[i]);
ModifySummaryListCollectionView(strategyIdKey, "EDIT");
}
}
else
{
this.SummaryOrderDictionary[strategyIdKey] = new SummaryOrder(updateOrderList[i]);
ModifySummaryListCollectionView(strategyIdKey, "NEW");
}
}
if (this.DataUpdateCompleted != null)
{
this.DataUpdateCompleted(this, new EventArgs());
}
}