/// <summary>
/// Initializes a new instance of the <see cref="BaseEmulationConnector"/>.
/// </summary>
/// <param name="emulationAdapter">Emulation message adapter.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolioProvider">The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.</param>
public BaseEmulationConnector(EmulationMessageAdapter emulationAdapter, ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider)
{
Adapter.InnerAdapters.Add(emulationAdapter ?? throw new ArgumentNullException(nameof(emulationAdapter)));
Adapter.ApplyHeartbeat(EmulationAdapter, EmulationAdapter.OwnInnerAdapter);
TimeChange = false;
EntityFactory = new StorageEntityFactory(securityProvider ?? throw new ArgumentNullException(nameof(securityProvider)), portfolioProvider ?? throw new ArgumentNullException(nameof(portfolioProvider)));
}
/// <summary>
/// Initializes a new instance of the <see cref="BaseEmulationConnector"/>.
/// </summary>
/// <param name="emulationAdapter">Emulation message adapter.</param>
/// <param name="applyHeartbeat">Apply on/off heartbeat mode for the specified adapter.</param>
public BaseEmulationConnector(EmulationMessageAdapter emulationAdapter, bool applyHeartbeat)
{
Adapter.InnerAdapters.Add(emulationAdapter ?? throw new ArgumentNullException(nameof(emulationAdapter)));
Adapter.ApplyHeartbeat(EmulationAdapter, applyHeartbeat);
TimeChange = false;
EntityFactory = new StorageEntityFactory(emulationAdapter.Emulator.SecurityProvider, emulationAdapter.Emulator.PortfolioProvider);
}
/// <summary>
/// Initializes a new instance of the <see cref="BaseEmulationConnector"/>.
/// </summary>
/// <param name="emulationAdapter">Emulation message adapter.</param>
/// <param name="applyHeartbeat">Apply on/off heartbeat mode for the specified adapter.</param>
protected BaseEmulationConnector(EmulationMessageAdapter emulationAdapter, bool applyHeartbeat)
: base(
new InMemorySecurityStorage(emulationAdapter.CheckOnNull().Emulator.SecurityProvider),
new InMemoryPositionStorage(emulationAdapter.Emulator.PortfolioProvider),
emulationAdapter.Emulator.ExchangeInfoProvider)
{
Adapter.InnerAdapters.Add(emulationAdapter ?? throw new ArgumentNullException(nameof(emulationAdapter)));
Adapter.ApplyHeartbeat(EmulationAdapter, applyHeartbeat);
TimeChange = false;
// sync transaction ids with underlying adapter
TransactionIdGenerator = emulationAdapter.TransactionIdGenerator;
}
/// <summary>
/// Создать <see cref="HistoryEmulationConnector"/>.
/// </summary>
/// <param name="securityProvider">Поставщик информации об инструментах.</param>
/// <param name="portfolios">Портфели, с которыми будет вестись работа.</param>
/// <param name="storageRegistry">Хранилище данных.</param>
public HistoryEmulationConnector(ISecurityProvider securityProvider, IEnumerable <Portfolio> portfolios, IStorageRegistry storageRegistry)
{
if (securityProvider == null)
{
throw new ArgumentNullException("securityProvider");
}
if (portfolios == null)
{
throw new ArgumentNullException("portfolios");
}
if (storageRegistry == null)
{
throw new ArgumentNullException("storageRegistry");
}
// чтобы каждый раз при повторной эмуляции получать одинаковые номера транзакций
TransactionIdGenerator = new IncrementalIdGenerator();
_initialMoney = portfolios.ToDictionary(pf => pf, pf => pf.BeginValue);
EntityFactory = new EmulationEntityFactory(securityProvider, _initialMoney.Keys);
OutMessageChannel = new PassThroughMessageChannel();
_emulationAdapter = new EmulationMessageAdapter(TransactionIdGenerator);
_historyAdapter = new HistoryMessageAdapter(TransactionIdGenerator, securityProvider)
{
StorageRegistry = storageRegistry
};
_historyChannel = new InMemoryMessageChannel("History Out", SendOutError);
Adapter = new HistoryBasketMessageAdapter(this);
Adapter.InnerAdapters.Add(_emulationAdapter);
Adapter.InnerAdapters.Add(new ChannelMessageAdapter(_historyAdapter, new InMemoryMessageChannel("History In", SendOutError), _historyChannel));
// при тестировании по свечкам, время меняется быстрее и таймаут должен быть больше 30с.
ReConnectionSettings.TimeOutInterval = TimeSpan.MaxValue;
MaxMessageCount = 1000;
TradesKeepCount = 0;
}
/// <summary>
/// Инициализировать <see cref="BaseEmulationConnector"/>.
/// </summary>
protected BaseEmulationConnector()
{
var adapter = new EmulationMessageAdapter(new MarketEmulator(), TransactionIdGenerator);
Adapter.InnerAdapters.Add(adapter.ToChannel(this));
}
/// <summary>
/// Initialize <see cref="BaseEmulationConnector"/>.
/// </summary>
protected BaseEmulationConnector()
{
EmulationAdapter = new EmulationMessageAdapter(TransactionIdGenerator);
}
//protected override void CreateInnerAdapters()
//{
// var tradeIdGenerator = new IncrementalIdGenerator();
// var orderIdGenerator = new IncrementalIdGenerator();
// foreach (var session in SessionHolder.InnerSessions)
// {
// if (!session.IsTransactionEnabled)
// continue;
// var adapter = (EmulationMessageAdapter)session.CreateTransactionAdapter();
// ApplySettings(adapter, tradeIdGenerator, orderIdGenerator);
// AddInnerAdapter(adapter, SessionHolder.InnerSessions[session]);
// }
//}
private void ApplySettings(EmulationMessageAdapter adapter, IncrementalIdGenerator tradeIdGenerator, IncrementalIdGenerator orderIdGenerator)
{
adapter.Emulator.Settings.Load(_settings.Save());
((MarketEmulator)adapter.Emulator).TradeIdGenerator = tradeIdGenerator;
((MarketEmulator)adapter.Emulator).OrderIdGenerator = orderIdGenerator;
}
/// <summary>
/// »нициализировать <see cref="BaseEmulationConnector"/>.
/// </summary>
protected BaseEmulationConnector()
{
TransactionAdapter = _adapter = new EmulationMessageAdapter(new MarketEmulator(), new PassThroughSessionHolder(TransactionIdGenerator));
}
/// <summary>
/// Initialize <see cref="BaseEmulationConnector"/>.
/// </summary>
protected BaseEmulationConnector()
{
EmulationAdapter = new EmulationMessageAdapter(TransactionIdGenerator);
TimeChange = false;
}
/// <summary>
/// Инициализировать <see cref="BaseEmulationConnector"/>.
/// </summary>
protected BaseEmulationConnector()
{
var adapter = new EmulationMessageAdapter(new MarketEmulator(), TransactionIdGenerator);
Adapter.InnerAdapters.Add(adapter.ToChannel(this));
}
/// <summary>
/// Создать <see cref="HistoryEmulationConnector"/>.
/// </summary>
/// <param name="securityProvider">Поставщик информации об инструментах.</param>
/// <param name="portfolios">Портфели, с которыми будет вестись работа.</param>
/// <param name="storageRegistry">Хранилище данных.</param>
public HistoryEmulationConnector(ISecurityProvider securityProvider, IEnumerable<Portfolio> portfolios, IStorageRegistry storageRegistry)
{
if (securityProvider == null)
throw new ArgumentNullException("securityProvider");
if (portfolios == null)
throw new ArgumentNullException("portfolios");
if (storageRegistry == null)
throw new ArgumentNullException("storageRegistry");
// чтобы каждый раз при повторной эмуляции получать одинаковые номера транзакций
TransactionIdGenerator = new IncrementalIdGenerator();
_initialMoney = portfolios.ToDictionary(pf => pf, pf => pf.BeginValue);
EntityFactory = new EmulationEntityFactory(securityProvider, _initialMoney.Keys);
OutMessageChannel = new PassThroughMessageChannel();
_emulationAdapter = new EmulationMessageAdapter(TransactionIdGenerator);
_historyAdapter = new HistoryMessageAdapter(TransactionIdGenerator, securityProvider) { StorageRegistry = storageRegistry };
_historyChannel = new InMemoryMessageChannel("History Out", SendOutError);
Adapter = new HistoryBasketMessageAdapter(this);
Adapter.InnerAdapters.Add(_emulationAdapter);
Adapter.InnerAdapters.Add(new ChannelMessageAdapter(_historyAdapter, new InMemoryMessageChannel("History In", SendOutError), _historyChannel));
// при тестировании по свечкам, время меняется быстрее и таймаут должен быть больше 30с.
ReConnectionSettings.TimeOutInterval = TimeSpan.MaxValue;
MaxMessageCount = 1000;
}
