static void generateCurves(LiveSystem system, IEnumerable <JMarket> markets, QDirectory directory, DateTime start, DateTime end, DataSource metricSource)
{
var symbols = convert(markets, market => new Symbol(market.name(), market.bigPointValue()));
var parameters = new Parameters {
{ "systemId", system.id() },
{ "RunMode", (double)RunMode.LIVE }
};
var startLoading = DateTime.Now;
Bomb.when(system.details().runInNativeCurrency(), () => "portfolio optimization requires systems to run in dollars, not native currency");
var bars = new SystemDbBarLoader(system.details().interval(), symbols, start, end);
var simulator = new Simulator(new SystemArguments(symbols, parameters), bars, "QUEDGE");
var startProcessing = DateTime.Now;
var perSecond = simulator.processBars();
saveMetric(system, "marketBarsPerSecond", metricSource, perSecond);
var startMetricCalc = DateTime.Now;
simulator.metrics();
saveMetric(system, "metricCalculationSeconds", metricSource, secondsSince(startMetricCalc));
saveMetric(system, "totalRunSeconds", metricSource, secondsSince(startProcessing));
simulator.writeCurveFiles(directory);
saveMetric(system, "totaSeconds", metricSource, secondsSince(startLoading));
Db.commit();
}
public static Simulator run(int systemId, IEnumerable <Symbol> symbols, IEnumerable <QPortfolio> portfolios, int runNumber, BarLoader data, bool dumpParamsOnly, bool shutdown)
{
var parameters = new Parameters {
{ "systemId", systemId },
{ "RunMode", (double)RunMode.STO },
{ "RunNumber", runNumber }
};
try {
parameters.runNumber();
LogC.err("" + parameters);
if (dumpParamsOnly)
{
return(null);
}
var simulator = new Simulator(new SystemArguments(symbols, portfolios, parameters), data, "QUEDGE");
simulator.processBars();
if (shutdown)
{
simulator.shutdown();
}
else
{
var metrics = simulator.metrics();
LogC.verbose(() => "skipping shutdown based on noShutdown parameter.");
LogC.verbose(() => toShortString(metrics["ALL"]));
}
return(simulator);
} catch (Exception e) {
throw Bomb.toss("\nFailed in run " + runNumber + "\nUsing:\n" + parameters + "\n", e);
}
}