public void BarPerformance()
{
SingleSimImpl h = new SingleSimImpl(new string[] { @"Common\FTI20070926.TIK", @"Common\ABN20080318.TIK", @"Common\SPX20070926.TIK" });
h.GotTick += h_GotTick;
h.Initialize();
tickcount = 0;
lasttime = 0;
Assert.Equal(0, lasttime);
Assert.True(h.TicksPresent > 0);
if (Environment.ProcessorCount == 1)
{
EXPECTBARS *= 2.5;
}
DateTime start = DateTime.Now;
h.PlayTo(SingleSimImpl.Endsim);
double time = DateTime.Now.Subtract(start).TotalSeconds;
h.Stop();
Assert.True(tickcount >= 50000);
Assert.Equal(3, bt.SymbolCount);
Assert.True(time <= EXPECTBARS);
debug("BarList runtime: " + time.ToString("N2") + "sec, versus: " + EXPECTBARS + "sec expected.");
debug("BarList " + ((double)tickcount / time).ToString("N0") + " ticks/sec");
}
//[Test]
public void BarPerformance()
{
SingleSimImpl h = new SingleSimImpl(new string[] { "FTI20070926.TIK", "ABN20080318.TIK", "SPX20070926.TIK" });
h.GotTick += new TradeLink.API.TickDelegate(h_GotTick);
h.Initialize();
tickcount = 0;
lasttime = 0;
Assert.AreEqual(0, lasttime);
Assert.Greater(h.TicksPresent, 0);
if (Environment.ProcessorCount == 1)
{
EXPECTBARS *= 2.5;
}
DateTime start = DateTime.Now;
h.PlayTo(SingleSimImpl.ENDSIM);
double time = DateTime.Now.Subtract(start).TotalSeconds;
h.Stop();
Assert.GreaterOrEqual(tickcount, 50000);
Assert.AreEqual(3, bt.SymbolCount);
Assert.LessOrEqual(time, EXPECTBARS);
rt.d("BarList runtime: " + time.ToString("N2") + "sec, versus: " + EXPECTBARS + "sec expected.");
rt.d("BarList " + ((double)tickcount / time).ToString("N0") + " ticks/sec");
}
public void ExecutionPerformance()
{
System.Threading.Thread.Sleep(100);
h = new SingleSimImpl(new string[] { @"Common\FTI20070926.TIK", @"Common\ABN20080318.TIK", @"Common\SPX20070926.TIK" });
h.Initialize();
h.GotTick += execute_GotTick;
h.SimBroker.GotFill += SimBroker_GotFill;
tickcount = 0;
lasttime = 0;
Assert.Equal(0, tickcount);
Assert.Equal(0, syms.Count);
Assert.Equal(0, lasttime);
Assert.True(h.TicksPresent > 0);
if (Environment.ProcessorCount == 1)
{
EXPECTEX *= 2.5;
}
DateTime start = DateTime.Now;
h.PlayTo(SingleSimImpl.Endsim);
double time = DateTime.Now.Subtract(start).TotalSeconds;
debug("Execution runtime: " + time.ToString("N2") + "sec, versus: " + EXPECTEX + "sec expected.");
debug("Execution " + ((double)tickcount / time).ToString("N0") + " ticks/sec. " + ((double)fillcount / time).ToString("N0") + " fills/sec");
Assert.Equal(desiredfills, fillcount);
Assert.True(time <= EXPECTEX);
h.Stop();
}
//[Test]
public void ExecutionPerformance()
{
System.Threading.Thread.Sleep(100);
h = new SingleSimImpl(new string[] { "FTI20070926.TIK", "ABN20080318.TIK", "SPX20070926.TIK" });
h.Initialize();
h.GotTick += new TradeLink.API.TickDelegate(execute_GotTick);
h.SimBroker.GotFill += new TradeLink.API.FillDelegate(SimBroker_GotFill);
tickcount = 0;
lasttime = 0;
Assert.AreEqual(0, tickcount);
Assert.AreEqual(0, syms.Count);
Assert.AreEqual(0, lasttime);
Assert.Greater(h.TicksPresent, 0);
if (Environment.ProcessorCount == 1)
{
EXPECTEX *= 2.5;
}
DateTime start = DateTime.Now;
h.PlayTo(SingleSimImpl.ENDSIM);
double time = DateTime.Now.Subtract(start).TotalSeconds;
rt.d("Execution runtime: " + time.ToString("N2") + "sec, versus: " + EXPECTEX + "sec expected.");
rt.d("Execution " + ((double)tickcount / time).ToString("N0") + " ticks/sec. " + ((double)fillcount / time).ToString("N0") + " fills/sec");
Assert.AreEqual(desiredfills, fillcount);
Assert.LessOrEqual(time, EXPECTEX);
h.Stop();
}
