static GenericTracker <List <Token> > getstublessftable(GenericTracker <List <Token> > function2functoks)
{
var tmp = function2functoks.ToArray();
var stubtokens = new GenericTracker <List <Token> >(tmp.Length);
for (int i = 0; i < tmp.Length; i++)
{
stubtokens.addindex(function2functoks.getlabel(i), function2functoks[i]);
}
// now process every function stub
for (int i = 0; i < function2functoks.Count; i++)
{
// always pass in the stubs
var stubless = getstublessfunction(i, stubtokens);
// update the primary list with the stubless result
function2functoks[i] = stubless;
}
return(function2functoks);
}
public static bool PlayHistoricalTicks(Response r, GenericTracker<string> symbols, DateTime start, DateTime endexclusive, int expecteddays, DebugDelegate deb)
{
bool skipexpected = expecteddays == 0;
// prepare to track actual days for each symbol
GenericTracker<int> actualdays = new GenericTracker<int>();
foreach (string sym in symbols)
actualdays.addindex(sym, 0);
// prepare to track all tickfiles
Dictionary<string, List<string>> files = new Dictionary<string, List<string>>();
// get all required tickfiles for each symbol on each date
DateTime now = new DateTime(start.Ticks);
int tfc = 0;
while (now < endexclusive)
{
// get the tick files
List<string> allfiles = TikUtil.GetFilesFromDate(Util.TLTickDir, Util.ToTLDate(now));
// go through them all and see if we find expected number
foreach (string fn in allfiles)
{
// get security
SecurityImpl sec = SecurityImpl.FromTIK(fn);
// see if we want this symbol
int idx = symbols.getindex(sec.HistSource.RealSymbol);
if (idx < 0)
idx = symbols.getindex(sec.Symbol);
sec.HistSource.Close();
// skip if we don't
if (idx < 0)
continue;
string sym = symbols.getlabel(idx);
// if we have it, count actual day
actualdays[idx]++;
// save file and symbol
if (!files.ContainsKey(sym))
files.Add(sym, new List<string>());
files[sym].Add(fn);
// count files
tfc++;
}
// add one day
now = now.AddDays(1);
}
// notify
if (deb != null)
{
deb("found " + tfc + " tick files matching dates: " + Util.ToTLDate(start) + "->" + Util.ToTLDate(endexclusive) + " for: " + string.Join(",", symbols.ToArray()));
}
// playback when actual meets expected
bool allok = true;
foreach (string sym in symbols)
{
if (skipexpected || (actualdays[sym] >= expecteddays))
{
// get tick files
string[] tf = files[sym].ToArray();
// notify
if (deb != null)
{
deb(sym + " playing back " + tf.Length + " tick files.");
}
// playback
HistSim h = new SingleSimImpl(tf);
h.GotTick += new TickDelegate(r.GotTick);
h.PlayTo(MultiSimImpl.ENDSIM);
h.Stop();
// notify
if (deb != null)
{
deb(sym + " completed playback. ");
}
}
else
allok = false;
}
return allok;
}
