protected void debugMarketSimulationMaofSecsMaof(IWrite iWrite, string cmdName, object[] cmdArguments)
{
int[] ids = marketSimulationMaof.GetSecurities(); //get the list of securities
System.Collections.ArrayList names = new System.Collections.ArrayList();
names.Add("Id");
names.Add("Name");
names.Add("Bid:PriceVolume");
names.Add("Ask:PriceVolume");
int[] columns = JQuant.ArrayUtils.CreateInitializedArray(6, names.Count);
columns[0] = 10;
columns[1] = 16;
columns[2] = 30;
columns[3] = 30;
CommandLineInterface.printTableHeader(iWrite, names, columns);
System.Array.Sort(ids);
foreach (int id in ids)
{
MarketSimulationMaof.Option option = marketSimulationMaof.GetOption(id);
System.Collections.ArrayList values = new System.Collections.ArrayList();
values.Add(id);
values.Add(option.GetName());
values.Add(OrderBook2String(option.GetBookBid(), 9));
values.Add(OrderBook2String(option.GetBookAsk(), 9));
CommandLineInterface.printValues(iWrite, values, columns);
}
}
protected void debugProducerShowCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
{
System.Collections.ArrayList names;
System.Collections.ArrayList values;
int entry = 0;
int columnSize = 12;
bool isEmpty = true;
iWrite.WriteLine();
foreach (IResourceProducer producer in Resources.Producers)
{
producer.GetEventCounters(out names, out values);
isEmpty = false;
if (entry == 0)
{
names.Insert(0, "Name");
CommandLineInterface.printTableHeader((JQuant.IWrite) this, names, columnSize);
}
values.Insert(0, OutputUtils.FormatField(producer.Name, columnSize));
CommandLineInterface.printValues((JQuant.IWrite) this, values, columnSize);
entry++;
}
if (isEmpty)
{
iWrite.WriteLine("No producers");
}
}
protected void debugPrintResourcesNameAndStats(IWrite iWrite, System.Collections.ArrayList list)
{
int entry = 0;
int columnSize = 8;
bool isEmpty = true;
iWrite.WriteLine();
foreach (INamedResource resNamed in list)
{
isEmpty = false;
IResourceStatistics resStat = (IResourceStatistics)resNamed;
System.Collections.ArrayList names;
System.Collections.ArrayList values;
resStat.GetEventCounters(out names, out values);
if (entry == 0)
{
names.Insert(0, "Name");
CommandLineInterface.printTableHeader(iWrite, names, columnSize);
}
values.Insert(0, OutputUtils.FormatField(resNamed.Name, columnSize));
CommandLineInterface.printValues(iWrite, values, columnSize);
entry++;
}
if (isEmpty)
{
System.Console.WriteLine("Table is empty - no resources registered");
}
}
protected void debugMarketSimulationMaofStatCore(IWrite iWrite, string cmdName, object[] cmdArguments)
{
int columnSize = 8;
System.Collections.ArrayList names;
System.Collections.ArrayList values;
marketSimulationMaof.GetEventCounters(out names, out values);
CommandLineInterface.printTableHeader(iWrite, names, columnSize);
CommandLineInterface.printValues(iWrite, values, columnSize);
}
protected void debugHttpStat(IWrite iWrite, string cmdName, object[] cmdArguments)
{
IResourceStatistics resStat = JQuantHttp.Http.GetIResourceStatistics();
System.Collections.ArrayList names;
System.Collections.ArrayList values;
resStat.GetEventCounters(out names, out values);
int columnSize = 8;
CommandLineInterface.printTableHeader(iWrite, names, columnSize);
CommandLineInterface.printValues(iWrite, values, columnSize);
}
public void printList()
{
int[] list = marketSimulationMaof.WatchList();
for (int i = 0; i < list.Length; i++)
{
int id = list[i];
MarketSimulationMaof.Option option = marketSimulationMaof.GetOption(id);
string optionName = option.GetName();
System.Collections.ArrayList values = new System.Collections.ArrayList();
values.Add(id);
values.Add(optionName);
CommandLineInterface.printValues(iWrite, values, this.columns);
}
}
public void printLegend()
{
System.Collections.ArrayList values = new System.Collections.ArrayList();
values.Add("Tick");
values.Add("Id");
values.Add("Name");
values.Add("LastTradeSize");
values.Add("DayVolume");
values.Add("Bids");
values.Add("Asks");
CommandLineInterface.printValues(iWrite, values, this.columns);
}
/// <summary>
/// This method do two things
/// - get list of securities from the MarketSimulationMaof
/// For every security ask MarketSimulation.Core what the Core thinks about it.
/// </summary>
protected void debugMarketSimulationMaofSecsCore(IWrite iWrite, string cmdName, object[] cmdArguments)
{
int[] ids = marketSimulationMaof.GetSecurities(); //get the list of securities
System.Collections.ArrayList names = new System.Collections.ArrayList();
names.Add("Id");
names.Add("Name");
names.Add("CoreId");
names.Add("Bid:PriceVolume");
names.Add("Ask:PriceVolume");
names.Add("LastTrade");
names.Add("LastTradeSize");
names.Add("DayVolume");
int[] columns = JQuant.ArrayUtils.CreateInitializedArray(6, names.Count);
columns[0] = 9;
columns[1] = 12;
columns[2] = 9;
columns[3] = 30;
columns[4] = 30;
CommandLineInterface.printTableHeader(iWrite, names, columns);
System.Array.Sort(ids);
foreach (int id in ids)
{
// i need MarketSimulationMaof.Option to show the name of the option
// currently I take care only of options
MarketSimulationMaof.Option option = marketSimulationMaof.GetOption(id);
// get information kept in the MrketSimulation.Core
MarketSimulation.MarketData md = marketSimulationMaof.GetSecurity(id);
System.Collections.ArrayList values = new System.Collections.ArrayList();
values.Add(id);
values.Add(option.GetName());
values.Add(md.id);
values.Add(OrderBook2String(md.bid, 9));
values.Add(OrderBook2String(md.ask, 9));
values.Add(md.lastTrade);
values.Add(md.lastTradeSize);
values.Add(md.dayVolume);
CommandLineInterface.printValues(iWrite, values, columns);
}
}
/// <summary>
/// this guy is called by Main() and will never be called by anybody else
/// Use static property instance to access methods of the class
/// </summary>
protected Program()
{
cli = new CommandLineInterface("JQuant");
LoadCommandLineInterface();
#if WITHGUI
// tricky part - i need output console before main form is initialized
consoleOut = new JQuantForms.ConsoleOutDummy();
// now the rest of the GUI controls
Thread guiThread = new Thread(this.InitGUI);
guiThread.Priority = ThreadPriority.Lowest;
guiThread.Start();
#endif
#if WITHHTTP
StartHttp();
#endif
}
/// <summary>
/// this guy is called by Main() and will never be called by anybody else
/// Use static property instance to access methods of the class
/// </summary>
protected Program()
{
cli = new CommandLineInterface("JQuant");
LoadCommandLineInterface();
#if WITHGUI
// tricky part - i need output console before main form is initialized
consoleOut = new JQuantForms.ConsoleOutDummy();
// now the rest of the GUI controls
Thread guiThread = new Thread(this.InitGUI);
guiThread.Priority = ThreadPriority.Lowest;
guiThread.Start();
#endif
#if WITHHTTP
StartHttp();
#endif
}
protected void algoStat(IWrite iWrite, string cmdName, object[] cmdArguments)
{
if (algoMachine == null)
{
iWrite.WriteLine("No algo started");
return;
}
IResourceStatistics resStat = algoMachine;
System.Collections.ArrayList names;
System.Collections.ArrayList values;
resStat.GetEventCounters(out names, out values);
int columnSize = 8;
CommandLineInterface.printTableHeader(iWrite, names, columnSize);
CommandLineInterface.printValues(iWrite, values, columnSize);
}
/// <summary>
/// called by MarketSimulation when a change is in the status of the security
/// </summary>
public void callback(MarketSimulation.MarketData md)
{
int id = md.id;
MarketSimulationMaof.Option option = marketSimulationMaof.GetOption(id);
string optionName = option.GetName();
// print everything out - name, bids, asks
MarketSimulation.OrderPair[] bids = md.bid;
MarketSimulation.OrderPair[] asks = md.ask;
System.Collections.ArrayList values = new System.Collections.ArrayList();
values.Add(md.tick);
values.Add(id);
values.Add(optionName);
values.Add(md.lastTrade);
values.Add(md.dayVolume);
values.Add(OrderBook2String(bids, 9));
values.Add(OrderBook2String(asks, 9));
CommandLineInterface.printValues(iWrite, values, this.columns);
}
protected void debugMarketSimulationMaofStatBook(IWrite iWrite, string cmdName, object[] cmdArguments)
{
int[] ids = marketSimulationMaof.GetSecurities(); //get the list of securities
int[] columns = new int[0];
bool firstLoop = true;
System.Collections.ArrayList names = new System.Collections.ArrayList();
names.Add("Name");
System.Array.Sort(ids);
foreach (int id in ids)
{
MarketSimulationMaof.Option option = marketSimulationMaof.GetOption(id);
System.Collections.ArrayList values = new System.Collections.ArrayList();
JQuant.IResourceStatistics bids = marketSimulationMaof.GetOrderBook(id, JQuant.TransactionType.BUY);
System.Collections.ArrayList bidValues;
System.Collections.ArrayList bidNames;
bids.GetEventCounters(out bidNames, out bidValues);
JQuant.IResourceStatistics asks = marketSimulationMaof.GetOrderBook(id, JQuant.TransactionType.SELL);
System.Collections.ArrayList askValues;
System.Collections.ArrayList askNames;
asks.GetEventCounters(out askNames, out askValues);
// print table header if this is first loop
if (firstLoop)
{
firstLoop = false;
for (int i = 0; i < bidNames.Count; i++)
{
names.Add(bidNames[i]);
}
for (int i = 0; i < askNames.Count; i++)
{
names.Add(askNames[i]);
}
columns = JQuant.ArrayUtils.CreateInitializedArray(6, names.Count);
columns[0] = 16;
columns[1] = 10;
columns[2] = 6;
columns[3] = 6;
columns[4] = 6;
columns[5] = 10;
columns[6] = 6;
columns[7] = 6;
columns[8] = 6;
CommandLineInterface.printTableHeader(iWrite, names, columns);
}
values.Add(option.GetName());
for (int i = 0; i < bidValues.Count; i++)
{
values.Add(bidValues[i]);
}
for (int i = 0; i < askValues.Count; i++)
{
values.Add(askValues[i]);
}
CommandLineInterface.printValues(iWrite, values, columns);
}
}