// runs after simulation is complete
void bw_RunWorkerCompleted(object sender, RunWorkerCompletedEventArgs e)
{
debug(_sb.ToString());
_sb = new System.Text.StringBuilder(10000000);
GauntArgs gargs = (GauntArgs)e.Result;
if (!e.Cancelled)
{
List <Trade> list = SimBroker.GetTradeList();
tradeResults1.NewResultTrades(LogFile("Trades"), list);
if (gargs.Trades)
{
debug("writing " + list.Count + " trades...");
Util.ClosedPLToText(list, ',', LogFile("Trades"));
}
if (gargs.Orders)
{
List <Order> olist = SimBroker.GetOrderList();
debug("writing " + olist.Count + " orders...");
StreamWriter sw = new StreamWriter(LogFile("Orders"), false);
string[] cols = Enum.GetNames(typeof(OrderField));
sw.WriteLine(string.Join(",", cols));
for (int i = 0; i < olist.Count; i++)
{
sw.WriteLine(OrderImpl.Serialize(olist[i]));
}
sw.Close();
}
string msg = "Done. Ticks: " + gargs.TicksProcessed + " Speed:" + gargs.TicksSecond.ToString("N0") + " t/s Fills: " + gargs.Executions.ToString();
debug(msg);
status(msg);
}
else
{
debug("Canceled.");
}
// close indicators
if (indf != null)
{
indf.Close();
indf = null;
}
// reset simulation
h.Reset();
count = 0;
lastp = 0;
if (args.isUnattended)
{
Close();
return;
}
// enable new runs
ProgressBar1.Enabled = false;
ProgressBar1.Value = 0;
queuebut.Enabled = true;
Invalidate(true);
}
public void SerializationAndDeserialization()
{
// create an order
const string s = "TST";
const string x = "NYSE";
const string a = "ACCOUNT";
const string u = "COMMENT";
const decimal p = 10;
const int z = 100;
const CurrencyType c = CurrencyType.USD;
const SecurityType t = SecurityType.STK;
Order o = new OrderImpl(s, z);
o.date = 20080718;
o.time = 94800;
o.price = p;
o.Account = a;
o.ex = x;
o.Currency = c;
o.Security = t;
o.comment = u;
var inst = OrderInstructionType.GTC;
o.ValidInstruct = inst;
//o.TIF = ot;
// convert it to a message
string msg = OrderImpl.Serialize(o);
// convert it back to an object and validate nothing was lost
string exception = null;
Order n = new OrderImpl();
try
{
n = OrderImpl.Deserialize(msg);
}
catch (Exception ex) { exception = ex.ToString(); }
Assert.That(exception == null, msg + " " + exception);
Assert.That(n.Account == a, n.Account);
Assert.That(n.symbol == s, n.symbol);
Assert.That(n.size == z, n.size.ToString());
Assert.That(n.price == p, n.price.ToString());
Assert.That(n.Exchange == x, n.Exchange);
Assert.That(n.Security == t, n.Security.ToString());
Assert.That(n.Currency == c, n.Currency.ToString());
Assert.That(n.ValidInstruct == inst, n.ValidInstruct.ToString(), "unexpected instruction: " + n.ValidInstruct.ToString());
Assert.That(n.date == o.date, n.date.ToString());
Assert.That(n.time == o.time, n.time.ToString());
}
void updatecompletedtrades(List <Trade> list, bool savetrades, bool saveorders)
{
tradeResults1.NewResultTrades(LogFile("Trades"), list);
TradeResults.GetPortfolioPlot("Equity", _initialequity.Value, 0, 0, Util.ToTLDate(), Util.ToTLTime(), list, ref equitychart, tradeResults1.CurrentResults.ComPerShare);
if (savetrades)
{
debug("writing " + list.Count + " trades...");
Util.ClosedPLToText(list, ',', LogFile("Trades"));
}
if (saveorders)
{
List <Order> olist = SimBroker.GetOrderList();
debug("writing " + olist.Count + " orders...");
StreamWriter sw = new StreamWriter(LogFile("Orders"), false);
string[] cols = Enum.GetNames(typeof(OrderField));
sw.WriteLine(string.Join(",", cols));
for (int i = 0; i < olist.Count; i++)
{
sw.WriteLine(OrderImpl.Serialize(olist[i]));
}
sw.Close();
}
}