/// <summary>
/// Инициализация перед началом торговой сессии
/// </summary>
public void Initialize()
{
_logger.AddInfo("TickDispatcher", "Initialize ...");
UnsubscribeAll();
_insID_ticks.Clear();
_logger.AddInfo("TickDispatcher", "Initialized");
}
/// <summary>
/// Сохранение данных по всем сделкам для всех инструментов
/// </summary>
/// <param name="tickDispatcher">Диспетчер тиковых данных</param>
/// <param name="sessionDbPath">Каталог данных текущей сессии (определяется датой)</param>
public void SaveData(ITickDispatcher tickDispatcher, string sessionDbPath)
{
if (tickDispatcher == null)
{
throw new ArgumentNullException("tickDispatcher");
}
if (string.IsNullOrWhiteSpace(sessionDbPath))
{
throw new ArgumentException("SessionDbPath is empty, session not opened.");
}
_logger.AddInfo("AllTradesData", "Save data ...");
try
{
var allTradesDir = Path.Combine(sessionDbPath, "AllTrades");
if (!Directory.Exists(allTradesDir))
{
Directory.CreateDirectory(allTradesDir);
}
var insIDs = tickDispatcher.GetInstrumIDs();
foreach (var insID in insIDs)
{
Instrum ins = _instrumTable.GetInstrum(insID);
if (ins == null)
{
continue;
}
var ticks = tickDispatcher.GetTicks(insID);
if (ticks == null || !ticks.Any())
{
continue;
}
var encoder = new AllTradesEncoder(ins.Decimals);
var persist = new AllTradesPersist();
persist.Initialize(allTradesDir, ins.Ticker);
_insStoreData.InitInsStores(insID);
foreach (Tick tick in ticks)
{
uint seconds = (uint)(tick.Time.Hour * 60 * 60 + tick.Time.Minute * 60 + tick.Time.Second);
byte[] buf = encoder.AddTick(seconds, tick.Price, tick.Lots);
persist.Write(buf);
_insStoreData.AddTick(insID, tick.Time, tick.Price, tick.Lots);
}
persist.Close();
}
_insStoreData.SaveData();
}
catch (Exception ex)
{
_logger.AddException("AllTradesData", ex);
}
_logger.AddInfo("AllTradesData", "Data saved");
}
protected override void OnStart(string[] args)
{
_logger.AddInfo("Service", "OnStart");
try
{
_app.Initialize();
}
catch (Exception ex)
{
_logger.AddException("Service", ex);
}
}
public void OpenTerminal()
{
Type type = Type.GetTypeFromProgID("TEClient.SlotFace");
_sf = (SlotFace)Activator.CreateInstance(type);
_sf.Synchronized += OnSynchronized;
_sf.Open(0);
_logger.AddInfo("AlorTradeWrapper", "App opened");
}
public void Initialize()
{
_logger.AddInfo("BotManager", "Initialize ...");
_key_bots.Clear();
_bot_platform.Clear();
var keys = _botsConfig.GetBotKeys();
foreach (var key in keys)
{
var conf = _botsConfig.GetBotConfig(key);
if (conf == null)
{
continue;
}
try
{
var asm = Assembly.LoadFrom(conf.Assembly);
if (asm == null)
{
continue;
}
var type = asm.GetType(conf.Class);
if (type == null)
{
continue;
}
var platform = IoC.Resolve <ILeechPlatform>();
var bot = Activator.CreateInstance(type, platform) as IBot;
if (bot == null)
{
continue;
}
bot.Initialize(conf.InitData);
// после успешной инициализации бота
_bot_platform.Add(bot, platform);
_key_bots.Add(key, bot);
_logger.AddInfo("BotManager", "Bot '" + key + "' initialized");
}
catch (Exception ex)
{
_logger.AddException("BotManager", ex);
}
}
_logger.AddInfo("BotManager", "Initialized");
}
public void SaveData()
{
DateTime firstDate; DateTime lastDate;
var lastHistData = _reposBL.GetIntParam(LAST_HISTORY_DATA);
if (lastHistData == null)
{
firstDate = DateTime.Today.AddHours(_config.CorrectHours).Date;
}
else
{
firstDate = StorageLib.ToDateTime(lastHistData.Value).AddDays(1);
}
lastDate = firstDate;
_logger.AddInfo("InsStoreData", "Bars saving ...");
bool isNewTran = _storage.BeginTransaction();
try
{
foreach (var insStore in _insStore_barRow.Keys)
{
var bars = _insStore_barRow[insStore].Bars;
if (!bars.Any())
{
continue;
}
var lastBarDate = bars.Last().Time.Date;
if (lastBarDate > lastDate)
{
lastDate = lastBarDate;
}
_insStoreBL.InsertData(insStore.InsStoreID, bars, firstDate, lastBarDate, false, new CancellationToken());
}
_reposBL.SetIntParam(LAST_HISTORY_DATA, StorageLib.ToDbTime(lastDate));
_storage.Commit(isNewTran);
}
catch (Exception ex)
{
_storage.Rollback(isNewTran);
_logger.AddException("InsStoreBL:SaveData", ex);
}
_logger.AddInfo("InsStoreData", string.Format("Bars saved: {0} - {1}", firstDate.ToString("dd.MM.yyyy"), lastDate.ToString("dd.MM.yyyy")));
}
/// <summary>
/// Initialization database (create if need, convertation)
/// </summary>
/// <returns></returns>
public void Initialize()
{
_logger.AddInfo("DataStorage", "Initialize ...");
int version = GetDBVersion();
for (int v = 0; v < DbConvert.Scripts.Length; v++)
{
if (version < v)
{
Convert(DbConvert.Scripts[v], v);
}
}
_logger.AddInfo("DataStorage", "Initialized");
}
private async Task exportProject(ExportRunOptions runOptions)
{
var projectFile = runOptions.ProjectFile;
if (!FileHelper.FileExists(projectFile))
{
throw new OSPSuiteException($"Project file '{projectFile}' does not exist.");
}
DirectoryHelper.CreateDirectory(runOptions.OutputFolder);
_logger.AddInfo($"Starting project export for '{projectFile}'");
_workspacePersistor.LoadSession(_workspace, projectFile);
_logger.AddDebug($"Project loaded successfully from '{projectFile}'");
await ExportSimulationsIn(_workspace.Project, runOptions);
_logger.AddInfo($"Project export for '{projectFile}' terminated");
}
public async Task Start()
{
try
{
_logPresenter.ClearLog();
_view.EnableButtons(false);
_logger.AddInfo(PKSimConstants.Information.LoadingSnapshot(_loadFromSnapshotDTO.SnapshotFile, typeToLoad));
await Task.Run(() => PerformLoad(_loadFromSnapshotDTO.SnapshotFile));
_logger.AddInfo(PKSimConstants.Information.SnapshotLoaded(typeToLoad));
}
catch (Exception e)
{
_logger.AddException(e);
}
finally
{
_view.EnableButtons(cancelEnabled: true, okEnabled: ModelIsDefined, startEnabled: CanClose);
}
}
private void DoWork()
{
int lasttime = -1;
_logger.AddInfo("Scheduler", "Working");
while (_isWorking)
{
var now = DateTime.Now;
int curtime = now.Hour * 10000 + now.Minute * 100 + now.Second;
if (lasttime == curtime)
{
Thread.Sleep(200);
continue;
}
lasttime = curtime;
lock (_time_action)
{
foreach (var time in _time_action.Keys)
{
if (time != curtime)
{
continue;
}
Task.Factory.StartNew(() =>
{
try
{
_time_action[time].Invoke();
}
catch (Exception ex)
{
_logger.AddException("Scheduler", ex);
}
});
}
}
}
_logger.AddInfo("Scheduler", "Stop work");
}
public override void LogException(Exception ex)
{
if (ex.IsInfoException())
{
var message = ex.ExceptionMessage();
_dialogCreator.MessageBoxInfo(message);
_logger.AddInfo(message);
}
else
{
showException(ex);
}
}
public async Task RunBatchAsync(JsonRunOptions runOptions)
{
_logger.AddInfo($"Starting batch run: {DateTime.Now.ToIsoFormat()}");
await Task.Run(() => startJsonSimulationRun(runOptions));
_logger.AddInfo($"Batch run finished: {DateTime.Now.ToIsoFormat()}");
}
/// <summary>
/// Загрузить таблицу из базы (предварительно ее очистить)
/// </summary>
public void Load()
{
var list = _da.GetInstrumList();
_ticker_instrum.Clear();
_insID_instrum.Clear();
foreach (var ins in list)
{
if (_ticker_instrum.ContainsKey(ins.Ticker))
{
continue;
}
_ticker_instrum.Add(ins.Ticker, ins);
_insID_instrum.Add(ins.InsID, ins);
}
_logger.AddInfo("InstrumTable", "Load instrums: " + _ticker_instrum.Keys.Count.ToString());
}
private async Task <bool> ConnectAsync()
{
string url; string login; string password;
_dataProtect.GetPulxerParams(out url, out login, out password);
var res = await _socket.ConnectAsync(url, login, password);
if (!res.IsSuccess)
{
_logger.AddError("LpClientApp", "Pulxer connection error: " + res.Message);
return(false);
}
_core.Initialize(_sysPipe, "Leech Agent");
_logger.AddInfo("LpClientApp", "Pulxer connection successful.");
return(true);
}
public void MessageBoxInfo(string message)
{
_logger.AddInfo(message);
}
public async Task RunBatchAsync(QualificationRunOptions runOptions)
{
_runOptions = runOptions;
if (!FileHelper.FileExists(runOptions.ConfigurationFile))
{
throw new QualificationRunException(ConfigurationFileNotFound(runOptions.ConfigurationFile));
}
setupOutputFolder();
dynamic qualificationPlan = await _jsonSerializer.Deserialize <dynamic>(runOptions.ConfigurationFile);
IReadOnlyList <Project> projects = GetListFrom <Project>(qualificationPlan.Projects);
if (projects == null)
{
throw new QualificationRunException(ProjectsNotDefinedInQualificationFile);
}
IReadOnlyList <SimulationPlot> allPlots = retrieveProjectPlots(qualificationPlan);
IReadOnlyList <Input> allInputs = retrieveInputs(qualificationPlan);
var begin = DateTime.UtcNow;
await updateProjectsFullPath(projects);
//Configurations only need to be created once!
var projectConfigurations = await Task.WhenAll(projects.Select(p => createQualifcationConfigurationFor(p, projects, allPlots, allInputs)));
_logger.AddDebug("Copying static files");
StaticFiles staticFiles = await copyStaticFiles(qualificationPlan);
_logger.AddInfo("Starting validation runs...");
var validations = await Task.WhenAll(projectConfigurations.Select(validateProject));
var invalidConfigurations = validations.Where(x => !x.Success).ToList();
if (invalidConfigurations.Any())
{
throw new QualificationRunException(errorMessageFrom(invalidConfigurations));
}
//Run all qualification projects
_logger.AddInfo("Starting qualification runs...");
var runResults = await Task.WhenAll(projectConfigurations.Select(runQualification));
var invalidRunResults = runResults.Where(x => !x.Success).ToList();
if (invalidRunResults.Any())
{
throw new QualificationRunException(errorMessageFrom(invalidRunResults));
}
await createReportConfigurationPlan(runResults, staticFiles, qualificationPlan);
var end = DateTime.UtcNow;
var timeSpent = end - begin;
_logger.AddInfo($"Qualification scenario finished in {timeSpent.ToDisplay()}");
}
public async Task RunBatchAsync(QualificationRunOptions runOptions)
{
_snapshotProjectCache.Clear();
_logger.AddInfo(runOptions.Validate ? "Starting validation run..." : "Starting qualification run...");
var config = await readConfigurationFrom(runOptions);
if (config == null)
{
throw new QualificationRunException(UnableToLoadQualificationConfigurationFromFile(runOptions.ConfigurationFile));
}
var errorMessage = config.Validate().Message;
if (!string.IsNullOrEmpty(errorMessage))
{
throw new QualificationRunException(errorMessage);
}
_logger.AddDebug($"Loading project from snapshot file '{config.SnapshotFile}'...");
var snapshot = await snapshotProjectFromFile(config.SnapshotFile);
//Ensures that the name of the snapshot is also the name of the project as defined in the configuration
snapshot.Name = config.Project;
_logger.AddDebug($"Project {snapshot.Name} loaded from snapshot file '{config.SnapshotFile}'.");
await performBuildingBlockSwap(snapshot, config.BuildingBlocks);
await performSimulationParameterSwap(snapshot, config.SimulationParameters);
//Retrieve charts and validate inputs before exiting validation to ensure that we can throw error messages if an element is not available
var plots = retrievePlotDefinitionsFrom(snapshot, config);
validateInputs(snapshot, config);
if (runOptions.Validate)
{
_logger.AddInfo($"Validation run terminated for {snapshot.Name}");
return;
}
var begin = DateTime.UtcNow;
var project = await _snapshotTask.LoadProjectFromSnapshot(snapshot);
_workspace.Project = project;
var projectOutputFolder = createProjectOutputFolder(config.OutputFolder, project.Name);
_logger.AddDebug($"Exporting project {project.Name} to '{projectOutputFolder}'", project.Name);
var exportRunOptions = new ExportRunOptions
{
OutputFolder = projectOutputFolder,
ExportMode = SimulationExportMode.Xml | SimulationExportMode.Csv
};
var simulationExports = await _exportSimulationRunner.ExportSimulationsIn(project, exportRunOptions);
var simulationMappings = simulationExports.Select(x => simulationMappingFrom(x, config)).ToArray();
var observedDataMappings = await exportAllObservedData(project, config);
var inputMappings = exportInputs(project, config);
var mapping = new QualificationMapping
{
SimulationMappings = simulationMappings,
ObservedDataMappings = observedDataMappings,
Plots = plots,
Inputs = inputMappings
};
await _jsonSerializer.Serialize(mapping, config.MappingFile);
_logger.AddDebug($"Project mapping for '{project.Name}' exported to '{config.MappingFile}'", project.Name);
var projectFile = Path.Combine(config.TempFolder, $"{project.Name}{CoreConstants.Filter.PROJECT_EXTENSION}");
_workspacePersistor.SaveSession(_workspace, projectFile);
_logger.AddDebug($"Project saved to '{projectFile}'", project.Name);
var snapshotFile = Path.Combine(config.TempFolder, $"{project.Name}{Constants.Filter.JSON_EXTENSION}");
await _snapshotTask.ExportModelToSnapshot(project, snapshotFile);
_logger.AddDebug($"Project snapshot saved to '{snapshotFile}'", project.Name);
var end = DateTime.UtcNow;
var timeSpent = end - begin;
_logger.AddInfo($"Project '{project.Name}' exported for qualification in {timeSpent.ToDisplay()}", project.Name);
}
public void AddLog(string source, string text)
{
_logger.AddInfo("Bot:" + source, text);
}
public void Load()
{
_logger.AddInfo("BotsConfiguration", "Loading bots configuration ...");
_key_botconf.Clear();
try
{
XmlDocument xDoc = new XmlDocument();
xDoc.Load(_config.GetBotsConfigPath());
foreach (XmlNode xn in xDoc.DocumentElement.ChildNodes)
{
if (xn.Name != "Bot")
{
_logger.AddInfo("BotsConfiguration", "Skip node: " + xn.Name);
continue;
}
var xa_key = xn.Attributes["Key"];
if (xa_key == null)
{
_logger.AddError("BotsConfiguration", "Key attribute not found.");
continue;
}
string key = xa_key.Value;
var xa_assembly = xn.Attributes["Assembly"];
if (xa_assembly == null)
{
_logger.AddError("BotsConfiguration", "Assembly attribute not found.");
continue;
}
string assembly = xa_assembly.Value;
if (!Path.IsPathRooted(assembly))
{
assembly = Path.Combine(_config.GetBotsPath(), assembly);
}
var xa_class = xn.Attributes["Class"];
if (xa_class == null)
{
_logger.AddError("BotsConfiguration", "Class attribute not found.");
continue;
}
string cls = xa_class.Value;
var xa_initdata = xn.Attributes["InitData"];
string initdata = "";
if (xa_initdata != null)
{
initdata = xa_initdata.Value;
}
else
{
_logger.AddInfo("BotsConfiguration", "InitData attribute not found. Empty string used.");
}
if (_key_botconf.ContainsKey(key))
{
_logger.AddError("BotsConfiguration", "Duplicate key: " + key);
continue;
}
_key_botconf.Add(key, new BotConfig()
{
Assembly = assembly,
Class = cls,
InitData = initdata,
Key = key
});
_logger.AddInfo("BotsConfiguration",
string.Format("Bot config load: Key={0}, Assembly={1}, Class={2}", key, assembly, cls));
}
}
catch (FileNotFoundException ex)
{
_logger.AddError("BotsConfiguration", "Bots config file not found");
}
catch (Exception ex)
{
_logger.AddException("BotsConfiguration", ex);
}
}
/// <summary>
/// Инициализация перед началом торговой сессии.
/// </summary>
public void OpenSession()
{
_logger.AddInfo("LeechApp", "OpenSession");
_instrumTable.Load();
_accountTable.Load();
// создание каталогов
_sessionDbPath = _config.GetSessionDbPath(DateTime.Today);
if (!Directory.Exists(_sessionDbPath))
{
Directory.CreateDirectory(_sessionDbPath);
}
_tickDispatcher.Initialize();
_botsConfig.Load();
_botManager.Initialize();
_alorTrade.Initialize();
_lpClientApp.Initialize();
_logger.AddInfo("LeechApp", "Session opened");
}