/// <summary>
/// Initializes a new instance of the <see cref="BatchEmulation"/>.
/// </summary>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolios">Portfolios, the operation will be performed with.</param>
/// <param name="storageRegistry">Market data storage.</param>
public BatchEmulation(ISecurityProvider securityProvider, IEnumerable <Portfolio> portfolios, IStorageRegistry storageRegistry)
{
if (securityProvider == null)
{
throw new ArgumentNullException(nameof(securityProvider));
}
if (portfolios == null)
{
throw new ArgumentNullException(nameof(portfolios));
}
if (storageRegistry == null)
{
throw new ArgumentNullException(nameof(storageRegistry));
}
Strategies = Enumerable.Empty <Strategy>();
EmulationSettings = new EmulationSettings();
EmulationConnector = new HistoryEmulationConnector(securityProvider, portfolios, storageRegistry)
{
UpdateSecurityLastQuotes = false,
UpdateSecurityByLevel1 = false
};
//_basketSessionHolder = new HistoryBasketSessionHolder(EmulationConnector.TransactionIdGenerator);
EmulationConnector.Adapter.InnerAdapters.Add(new BasketEmulationAdapter(EmulationConnector.TransactionIdGenerator, EmulationSettings));
EmulationConnector.StateChanged += EmulationConnectorOnStateChanged;
EmulationConnector.MarketTimeChanged += EmulationConnectorOnMarketTimeChanged;
}
/// <summary>
/// Initializes a new instance of the <see cref="BatchEmulation"/>.
/// </summary>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolios">Portfolios, the operation will be performed with.</param>
/// <param name="storageRegistry">Market data storage.</param>
public BatchEmulation(ISecurityProvider securityProvider, IEnumerable <Portfolio> portfolios, IStorageRegistry storageRegistry)
{
if (securityProvider == null)
{
throw new ArgumentNullException(nameof(securityProvider));
}
if (portfolios == null)
{
throw new ArgumentNullException(nameof(portfolios));
}
if (storageRegistry == null)
{
throw new ArgumentNullException(nameof(storageRegistry));
}
Strategies = Enumerable.Empty <Strategy>();
EmulationSettings = new EmulationSettings();
EmulationConnector = new HistoryEmulationConnector(securityProvider, portfolios, storageRegistry)
{
UpdateSecurityLastQuotes = false,
UpdateSecurityByLevel1 = false
};
EmulationConnector.StateChanged += EmulationConnectorOnStateChanged;
EmulationConnector.MarketTimeChanged += EmulationConnectorOnMarketTimeChanged;
EmulationConnector.Disconnected += EmulationConnectorOnDisconnected;
EmulationConnector.NewSecurities += EmulationConnectorOnNewSecurities;
}
/// <summary>
/// Initializes a new instance of the <see cref="BatchEmulation"/>.
/// </summary>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolioProvider">The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.</param>
/// <param name="storageRegistry">Market data storage.</param>
/// <param name="storageFormat">The format of market data. <see cref="StorageFormats.Binary"/> is used by default.</param>
/// <param name="drive">The storage which is used by default. By default, <see cref="IStorageRegistry.DefaultDrive"/> is used.</param>
public BatchEmulation(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IStorageRegistry storageRegistry, StorageFormats storageFormat = StorageFormats.Binary, IMarketDataDrive drive = null)
{
_securityProvider = securityProvider ?? throw new ArgumentNullException(nameof(securityProvider));
_portfolioProvider = portfolioProvider ?? throw new ArgumentNullException(nameof(portfolioProvider));
EmulationSettings = new EmulationSettings();
StorageSettings = new StorageCoreSettings
{
StorageRegistry = storageRegistry,
Drive = drive,
Format = storageFormat,
};
}
/// <summary>
/// Создать <see cref="BatchEmulation"/>.
/// </summary>
/// <param name="securityProvider">Поставщик информации об инструментах.</param>
/// <param name="portfolios">Портфели, с которыми будет вестись работа.</param>
/// <param name="storageRegistry">Хранилище данных.</param>
public BatchEmulation(ISecurityProvider securityProvider, IEnumerable <Portfolio> portfolios, IStorageRegistry storageRegistry)
{
if (securityProvider == null)
{
throw new ArgumentNullException("securityProvider");
}
if (portfolios == null)
{
throw new ArgumentNullException("portfolios");
}
if (storageRegistry == null)
{
throw new ArgumentNullException("storageRegistry");
}
Strategies = Enumerable.Empty <Strategy>().ToEx();
EmulationSettings = new EmulationSettings();
EmulationConnector = new HistoryEmulationConnector(securityProvider, portfolios, storageRegistry)
{
UpdateSecurityLastQuotes = false,
UpdateSecurityByLevel1 = false
};
_basketSessionHolder = new HistoryBasketSessionHolder(EmulationConnector.TransactionIdGenerator);
EmulationConnector.TransactionAdapter = new BasketEmulationAdapter(_basketSessionHolder, EmulationSettings)
{
OutMessageProcessor = new NonThreadMessageProcessor()
};
EmulationConnector.StateChanged += EmulationConnectorOnStateChanged;
EmulationConnector.MarketTimeChanged += EmulationConnectorOnMarketTimeChanged;
}
public BasketEmulationAdapter(IdGenerator transactionIdGenerator, IPortfolioMessageAdapterProvider adapterProvider, CandleBuilderProvider candleBuilderProvider, EmulationSettings settings)
: base(transactionIdGenerator, adapterProvider, candleBuilderProvider)
{
_settings = settings;
}
public BasketEmulationAdapter(IdGenerator transactionIdGenerator, IPortfolioMessageAdapterProvider adapterProvider, IExchangeInfoProvider exchangeInfoProvider, EmulationSettings settings)
: base(transactionIdGenerator, adapterProvider, exchangeInfoProvider)
{
_settings = settings;
}
public BasketEmulationAdapter(IdGenerator transactionIdGenerator, EmulationSettings settings)
: base(transactionIdGenerator)
{
_settings = settings;
}
public BasketEmulationAdapter(IdGenerator transactionIdGenerator, EmulationSettings settings)
: base(transactionIdGenerator)
{
_settings = settings;
}
/// <summary>
/// Initializes a new instance of the <see cref="BatchEmulation"/>.
/// </summary>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolios">Portfolios, the operation will be performed with.</param>
/// <param name="storageRegistry">Market data storage.</param>
public BatchEmulation(ISecurityProvider securityProvider, IEnumerable<Portfolio> portfolios, IStorageRegistry storageRegistry)
{
if (securityProvider == null)
throw new ArgumentNullException(nameof(securityProvider));
if (portfolios == null)
throw new ArgumentNullException(nameof(portfolios));
if (storageRegistry == null)
throw new ArgumentNullException(nameof(storageRegistry));
Strategies = Enumerable.Empty<Strategy>().ToEx();
EmulationSettings = new EmulationSettings();
EmulationConnector = new HistoryEmulationConnector(securityProvider, portfolios, storageRegistry)
{
UpdateSecurityLastQuotes = false,
UpdateSecurityByLevel1 = false
};
//_basketSessionHolder = new HistoryBasketSessionHolder(EmulationConnector.TransactionIdGenerator);
EmulationConnector.Adapter.InnerAdapters.Add(new BasketEmulationAdapter(EmulationConnector.TransactionIdGenerator, EmulationSettings));
EmulationConnector.StateChanged += EmulationConnectorOnStateChanged;
EmulationConnector.MarketTimeChanged += EmulationConnectorOnMarketTimeChanged;
}
public BasketEmulationAdapter(BasketSessionHolder sessionHolder, EmulationSettings settings)
: base(MessageAdapterTypes.Transaction, sessionHolder)
{
_settings = settings;
}
