public void ExecutionPerformance()
{
execute.GotTick += new TradeLink.API.TickDelegate(execute_GotTick);
execute.SimBroker.GotFill += new TradeLink.API.FillDelegate(SimBroker_GotFill);
execute.Initialize();
tickcount = 0;
lasttime = 0;
Assert.AreEqual(0, lasttime);
Assert.Greater(execute.TicksPresent, 0);
if (Environment.ProcessorCount == 1)
{
EXPECTEX *= 2.5;
}
DateTime start = DateTime.Now;
execute.PlayTo(HistSim.ENDSIM);
double time = DateTime.Now.Subtract(start).TotalSeconds;
Assert.AreEqual(desiredfills, fillcount);
Assert.LessOrEqual(time, EXPECTEX);
Console.WriteLine("Execution runtime: " + time.ToString("N2") + "sec, versus: " + EXPECTEX + "sec expected.");
Console.WriteLine("Execution " + ((double)tickcount / time).ToString("N0") + " ticks/sec. " + ((double)fillcount / time).ToString("N0") + " fills/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");
}
public Playback(HistSim simulator)
{
h = simulator;
h.Reset();
h.Initialize();
WorkerSupportsCancellation = true;
WorkerReportsProgress = true;
}
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");
}
void Play(object sender, DoWorkEventArgs e)
{
PlayTo type = (PlayTo)e.Argument;
if (e.Cancel)
{
return;
}
int t = (int)type;
h.Initialize();
int maxmin = (t > 127) && (t < 450) ? t - 127 : 0;
long firsttime = h.NextTickTime % 1000000;
long rem = h.NextTickTime - firsttime;
int stop = Util.FTADD((int)firsttime, maxmin * 60);
rem += stop;
h.PlayTo(rem);
}