public void Go()
{
SimBroker.Reset();
if (responseengine != null)
{
responseengine.Reset();
}
if (myhistsim != null)
{
myhistsim.Reset();
myhistsim.PlayTo(MultiSimImpl.ENDSIM);
}
else
{
debug("No simulation defined on gauntlet engine.");
}
}
public void RawPerformance()
{
HistSim h = new HistSim(Environment.CurrentDirectory+"\\");
h.Initialize();
h.GotTick += new TradeLink.API.TickDelegate(raw_GotTick);
tickcount = 0;
syms.Clear();
lasttime = 0;
Assert.AreEqual(0, tickcount);
Assert.AreEqual(0, syms.Count);
Assert.AreEqual(0, lasttime);
Assert.Greater(h.TicksPresent, 0);
if (Environment.ProcessorCount == 1) EXPECTRAW *= 2.5;
DateTime start = DateTime.Now;
h.PlayTo(HistSim.ENDSIM);
double time = DateTime.Now.Subtract(start).TotalSeconds;
// make sure ticks arrived in order
Assert.IsTrue(GOODTIME,"Tick arrived out-of-order.");
// check running time
Assert.LessOrEqual(time, EXPECTRAW,"may fail on slow machines");
Assert.AreEqual(3,syms.Count);
// tick count is = 42610 (FTI) + 5001 (SPX) + 8041 (ABN)
Assert.AreEqual(42610 + 4991 + 8041, tickcount);
// variance from approximate count should be less than 1%
Assert.Less((tickcount - h.TicksPresent) / h.TicksPresent, .01);
// actual count should equal simulation count
Assert.AreEqual(h.TicksProcessed, tickcount);
// last time is 1649 on SPX
Assert.AreEqual(20080318155843, lasttime);
// printout simulation runtime
Console.WriteLine("Raw runtime: " + time.ToString("N2") + "sec, versus: " + EXPECTRAW + "sec expected.");
Console.WriteLine("Raw speed: " + ((double)tickcount / time).ToString("N0") + " ticks/sec");
}
public void BarPerformance()
{
HistSim h = new HistSim(Environment.CurrentDirectory + "\\");
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(HistSim.ENDSIM);
double time = DateTime.Now.Subtract(start).TotalSeconds;
Assert.GreaterOrEqual(tickcount, 50000);
Assert.AreEqual(3, bt.SymbolCount);
Assert.LessOrEqual(time, EXPECTBARS);
Console.WriteLine("BarList runtime: " + time.ToString("N2") + "sec, versus: " + EXPECTBARS + "sec expected.");
Console.WriteLine("BarList " + ((double)tickcount / time).ToString("N0") + " ticks/sec");
}
// runs the simulation in background
void bw_DoWork(object sender, DoWorkEventArgs e)
{
// get simulation arguments
GauntArgs ga = (GauntArgs)e.Argument;
// notify user
debug("Run started: " + ga.Name);
// prepare simulator
h = new HistSim(ga.Folder,ga.Filter);
h.GotDebug += new DebugDelegate(h_GotDebug);
h.GotTick += new TickDelegate(h_GotTick);
// start simulation
h.PlayTo(ga.PlayTo);
// end simulation
ga.Stopped = DateTime.Now;
ga.TicksProcessed = h.TicksProcessed;
ga.Executions = h.FillCount;
// save result
e.Result = ga;
}
public void Go()
{
_h.PlayTo(HistSim.ENDSIM);
}
