static void Main(string[] args)
{
Config.Settings = new Dictionary <string, string>();
Config.Settings["APP_NAME"] = "Midax";
Config.Settings["IG_KEY"] = "8d341413c2eae2c35bb5b47a594ef08ae18cb3b7";
Config.Settings["IG_USER_NAME"] = "ksbitlsoftdemo";
Config.Settings["IG_PASSWORD"] = "******";
Config.Settings["DB_CONTACTPOINT"] = "192.168.1.25";
var startDate = DateTime.Now;
Config.Settings["PUBLISHING_CSV"] = string.Format("..\\..\\..\\TradingActivity\\trading_{0}_{1}_{2}.csv", startDate.Day, startDate.Month, startDate.Year);
Config.Settings["PUBLISHING_START_TIME"] = string.Format("{0}:{1}:{2}", 0, 0, 50);
Config.Settings["PUBLISHING_STOP_TIME"] = string.Format("{0}:{1}:{2}", 23, 59, 59);
Config.Settings["TRADING_START_TIME"] = string.Format("{0}:{1}:{2}", 0, 1, 0);
Config.Settings["TRADING_STOP_TIME"] = string.Format("{0}:{1}:{2}", 23, 59, 50);
Config.Settings["TRADING_CLOSING_TIME"] = string.Format("{0}:{1}:{2}", 23, 59, 55);
Config.Settings["TRADING_MODE"] = "PRODUCTION";
Config.Settings["TRADING_SIGNAL"] = "Rob_1_48_20_15_CS.D.GBPUSD.TODAY.IP,Rob_1_48_20_15_CS.D.EURUSD.TODAY.IP,Rob_60_48_20_15_IX.D.DAX.DAILY.IP,Rob_60_48_20_15_IX.D.FTSE.DAILY.IP,Rob_60_48_20_15_CS.D.USCSI.TODAY.IP";
Config.Settings["TRADING_LIMIT_PER_BP"] = "5";
Config.Settings["TRADING_CURRENCY"] = "GBP";
Config.Settings["INDEX_DOW"] = "DOW:IX.D.DOW.DAILY.IP";
Config.Settings["INDEX_DAX"] = "DAX:IX.D.DAX.DAILY.IP";
Config.Settings["INDEX_FTSE"] = "FTSE:IX.D.FTSE.DAILY.IP";
Config.Settings["FX_EURUSD"] = "EURUSD:CS.D.EURUSD.TODAY.IP";
Config.Settings["FX_GBPUSD"] = "GBPUSD:CS.D.GBPUSD.TODAY.IP";
Config.Settings["COM_SILVER"] = "SIL:CS.D.USCSI.TODAY.IP";
Config.Settings["INDEX_ICEDOW"] = "DOW:IceConnection.DJI";
Config.Settings["CALENDAR_PATH"] = "C:\\Shared\\MidaxTester\\Calendar";
Config.Settings["TIME_GMT_CALENDAR"] = "1";
var index = IceStreamingMarketData.Instance;
var models = new List <Model>();
var dax = new MarketData(Config.Settings["INDEX_DAX"]);
var dow = new MarketData(Config.Settings["INDEX_DOW"]);
var ftse = new MarketData(Config.Settings["INDEX_FTSE"]);
var gbpusd = new MarketData(Config.Settings["FX_GBPUSD"]);
var eurusd = new MarketData(Config.Settings["FX_EURUSD"]);
var silver = new MarketData(Config.Settings["COM_SILVER"]);
var robinhood_eurusd = new ModelRobinHood(eurusd, 1);
var robinhood_gbpusd = new ModelRobinHood(gbpusd, 1);
var robinhood_silver = new ModelRobinHood(silver);
var robinhood_dax = new ModelRobinHood(dax);
var robinhood_ftse = new ModelRobinHood(ftse);
models.Add(robinhood_eurusd);
//models.Add(robinhood_gbpusd);
//models.Add(robinhood_dax);
//models.Add(robinhood_ftse);
//models.Add(robinhood_silver);
Console.WriteLine("Starting signals...");
var trader = new Trader(models, onShutdown);
trader.Init(Config.GetNow);
Console.WriteLine("Trading...");
_stopEvent = new AutoResetEvent(false);
_stopEvent.WaitOne();
Console.WriteLine("Trading stopped");
}
public override int run(string[] args)
{
try
{
if (args.Length != 0)
{
throw new ApplicationException("starting: too many arguments in application call.");
}
Log.APPNAME = Midax.Properties.Settings.Default.APP_NAME;
Dictionary <string, string> dicSettings = new Dictionary <string, string>();
List <string> stockList = new List <string>();
foreach (SettingsPropertyValue prop in Midax.Properties.Settings.Default.PropertyValues)
{
if (prop.Name == "STOCKS")
{
string[] stockArray = new string[100];
((StringCollection)prop.PropertyValue).CopyTo(stockArray, 0);
foreach (string stock in stockArray)
{
if (stock != null && stock != "")
{
stockList.Add(stock);
}
}
}
else
{
dicSettings.Add(prop.Name, (string)prop.PropertyValue);
}
}
Config.Settings = dicSettings;
Ice.ObjectAdapter adapter = communicator().createObjectAdapter("MidaxIce");
Ice.Properties properties = communicator().getProperties();
Ice.Identity id = communicator().stringToIdentity(properties.getProperty("Identity"));
//Thread.Sleep(10000);
/*
* List<string> rsiRefMappingGBP = new List<string> { dicSettings["FX_GBPEUR"], dicSettings["FX_GBPUSD"] };
* List<string> rsiRefMappingUSD = new List<string> { dicSettings["FX_USDJPY"], dicSettings["FX_EURUSD"] };
* List<decimal> volcoeffsGBP = new List<decimal> { 1m, 0.8m };
* List<decimal> volcoeffsUSD = new List<decimal> { 0.75m, 0.7m };*/
var index = IceStreamingMarketData.Instance;
var dax = new MarketData(dicSettings["INDEX_DAX"]);
var dow = new MarketData(dicSettings["INDEX_DOW"]);
var cac = new MarketData(dicSettings["INDEX_CAC"]);
var ftse = new MarketData(dicSettings["INDEX_FTSE"]);
var icedow = new MarketData(dicSettings["INDEX_ICEDOW"]);
var gbpusd = new MarketData(dicSettings["FX_GBPUSD"]);
var eurusd = new MarketData(dicSettings["FX_EURUSD"]);
var btcusd = new MarketData(dicSettings["FX_BTCUSD"]);
var silver = new MarketData(dicSettings["COM_SILVER"]);
/*
* List<MarketData> otherIndices = new List<MarketData>();
* otherIndices.Add(new MarketData(dicSettings["INDEX_CAC"]));
* otherIndices.Add(icedow);
* otherIndices.Add(gbpusd);
* otherIndices.Add(eurusd);
* otherIndices.Add(silver);*/
var models = new List <Model>();
//var macD_10_30_90_dax = new ModelMacD(dax, 10, 30, 90);
var robinhood_eurusd = new ModelRobinHood(eurusd);
var robinhood_gbpusd = new ModelRobinHood(gbpusd);
//var robinhood_btcusd = new ModelRobinHood(btcusd);
var robinhood_silver = new ModelRobinHood(silver);
var robinhood_dax = new ModelRobinHood(dax);
//var robinhood_cac = new ModelRobinHood(cac);
var robinhood_ftse = new ModelRobinHood(ftse);
var robinhood_dow = new ModelRobinHood(dow, 60, 48, 0, 20, 15, new IndicatorVolume(icedow, 60));
//models.Add(macD_10_30_90_dax);
models.Add(robinhood_eurusd);
models.Add(robinhood_gbpusd);
//models.Add(robinhood_btcusd);
//models.Add(robinhood_silver);
models.Add(robinhood_dax);
//models.Add(robinhood_cac);
//models.Add(robinhood_dow);
//models.Add(robinhood_ftse);
//models.Add(new ModelANN("WMA_5_2", macD_10_30_90_dax, null, null, otherIndices));
_trader = new Trader(models, communicator().shutdown);
_trader.Init(Config.GetNow);
adapter.add(new MidaxIceI(_trader, properties.getProperty("Ice.ProgramName")), id);
adapter.activate();
communicator().waitForShutdown();
}
catch (SEHException exc)
{
Log.Instance.WriteEntry("Midax server interop error: " + exc.ToString() + ", Error code: " + exc.ErrorCode, EventLogEntryType.Error);
}
catch (Exception exc)
{
Log.Instance.WriteEntry("Midax server error: " + exc.ToString(), EventLogEntryType.Error);
}
return(0);
}
