private void UpdateProvider(ISecurityProvider provider)
{
if (_securityProvider == provider)
return;
if (_securityProvider != null)
{
_securityProvider.Added -= AddSecurities;
_securityProvider.Removed -= RemoveSecurities;
_securityProvider.Cleared -= ClearSecurities;
SecurityTextBox.ItemsSource = Enumerable.Empty<Security>();
_itemsSource = null;
}
_securityProvider = provider;
if (_securityProvider == null)
return;
var itemsSource = new ObservableCollectionEx<Security>();
_itemsSource = new ThreadSafeObservableCollection<Security>(itemsSource);
_itemsSource.AddRange(_securityProvider.LookupAll());
_securityProvider.Added += AddSecurities;
_securityProvider.Removed += RemoveSecurities;
_securityProvider.Cleared += ClearSecurities;
SecurityTextBox.ItemsSource = itemsSource;
}
public NotesController(IMyDiaryData data,
IUserIdProvider userIdProvider)
: base(data)
{
this.userIdProvider = userIdProvider;
this.securityProvider = new SecurityProvider();
}
public static ISecurityProvider CreateInstance()
{
if (_instance == null)
_instance = new MiniSecurity();
return _instance;
}
/// <summary>
/// Initializes a new instance of the <see cref="SecurityIdentity"/> class.
/// </summary>
/// <param name="provider">An <see cref="ISecurityProvider"/> of the user.</param>
/// <exception cref="ArgumentNullException">Value specified for <paramref name="provider"/> is null.</exception>
public SecurityIdentity(ISecurityProvider provider)
{
if ((object)provider == null)
throw new ArgumentNullException(nameof(provider));
m_provider = provider;
}
/// <summary>
/// To get the underlying asset by the derivative.
/// </summary>
/// <param name="derivative">The derivative.</param>
/// <param name="provider">The provider of information about instruments.</param>
/// <returns>Underlying asset.</returns>
public static Security GetUnderlyingAsset(this Security derivative, ISecurityProvider provider)
{
if (derivative == null)
throw new ArgumentNullException("derivative");
if (provider == null)
throw new ArgumentNullException("provider");
if (derivative.Type == SecurityTypes.Option)
{
derivative.CheckOption();
return _underlyingSecurities.SafeAdd(derivative, key =>
{
var underlyingSecurity = provider.LookupById(key.UnderlyingSecurityId);
if (underlyingSecurity == null)
throw new InvalidOperationException(LocalizedStrings.Str704Params.Put(key.UnderlyingSecurityId));
return underlyingSecurity;
});
}
else
{
return provider.LookupById(derivative.UnderlyingSecurityId);
}
}
public AccountManager(
ISecurityProvider securityProvider,
IAccountRepository accountRepository,
IAccountValidator accountValidator,
ITimeSource timeSource,
int accountSessionCollectionCapacity,
ISessionRepository sessionRepository,
IActionRightResolver actionRightResolver/*,
Func<TBizAccountRegistrationData, TBizAccount> accountRegistrationDataToAccount*/)
{
// todo1[ak] check args
_securityProvider = securityProvider;
_accountRepository = accountRepository;
_accountValidator = accountValidator;
_timeSource = timeSource;
_sessionManager = new SessionManager(
_securityProvider,
_timeSource,
accountSessionCollectionCapacity,
sessionRepository);
_actionRightResolver = actionRightResolver;
//_accountRegistrationDataToAccount = accountRegistrationDataToAccount;
}
/// <summary>
/// Initializes a new instance of the <see cref="BlackScholes"/>.
/// </summary>
/// <param name="option">Options contract.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="dataProvider">The market data provider.</param>
public BlackScholes(Security option, ISecurityProvider securityProvider, IMarketDataProvider dataProvider)
: this(securityProvider, dataProvider)
{
if (option == null)
throw new ArgumentNullException(nameof(option));
Option = option;
}
/// <summary>
/// Creates the brokerage under test and connects it
/// </summary>
/// <returns>A connected brokerage instance</returns>
protected override IBrokerage CreateBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider)
{
var environment = Config.Get("oanda-environment").ConvertTo<Environment>();
var accessToken = Config.Get("oanda-access-token");
var accountId = Config.Get("oanda-account-id");
return new OandaBrokerage(orderProvider, securityProvider, environment, accessToken, accountId);
}
public MembershipProviderManagementService(IPersonRepository personRepository,
ISecurityProvider securityProvider)
{
Check.Require(personRepository != null, "userRepository may not be null");
_personRepository = personRepository;
_securityProvider = securityProvider;
}
public void SetSecurityProvider(ISecurityProvider provider)
{
if (_securityProvider != null) return;
lock (_locker)
{
if (_securityProvider != null) return;
_securityProvider = provider;
}
}
public UserController(
ISecurityProvider securityProvider,
ICommercialRepository repositoryCommerce,
IMailProvider mailProvider)
{
_securityProvider = securityProvider;
_repositoryCommerce = repositoryCommerce;
_mailProvider = mailProvider;
}
/// <summary>
/// Creates the brokerage under test
/// </summary>
/// <returns>A connected brokerage instance</returns>
protected override IBrokerage CreateBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider)
{
var server = Config.Get("fxcm-server");
var terminal = Config.Get("fxcm-terminal");
var userName = Config.Get("fxcm-user-name");
var password = Config.Get("fxcm-password");
var accountId = Config.Get("fxcm-account-id");
return new FxcmBrokerage(orderProvider, securityProvider, server, terminal, userName, password, accountId);
}
/// <summary>
/// Initializes a new instance of the <see cref="Synthetic"/>.
/// </summary>
/// <param name="security">The instrument (the option or the underlying asset).</param>
/// <param name="provider">The provider of information about instruments.</param>
public Synthetic(Security security, ISecurityProvider provider)
{
if (security == null)
throw new ArgumentNullException(nameof(security));
if (provider == null)
throw new ArgumentNullException(nameof(provider));
_security = security;
_provider = provider;
}
/// <summary>
/// Initialize <see cref="BlackScholes"/>.
/// </summary>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="dataProvider">The market data provider.</param>
protected BlackScholes(ISecurityProvider securityProvider, IMarketDataProvider dataProvider)
{
if (securityProvider == null)
throw new ArgumentNullException(nameof(securityProvider));
if (dataProvider == null)
throw new ArgumentNullException(nameof(dataProvider));
SecurityProvider = securityProvider;
DataProvider = dataProvider;
}
/// <summary>
/// Creates a new instance of the <see cref="FxcmBrokerage"/> class
/// </summary>
/// <param name="orderProvider">The order provider</param>
/// <param name="securityProvider">The holdings provider</param>
/// <param name="server">The url of the server</param>
/// <param name="terminal">The terminal name</param>
/// <param name="userName">The user name (login id)</param>
/// <param name="password">The user password</param>
/// <param name="accountId">The account id</param>
public FxcmBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider, string server, string terminal, string userName, string password, string accountId)
: base("FXCM Brokerage")
{
_orderProvider = orderProvider;
_securityProvider = securityProvider;
_server = server;
_terminal = terminal;
_userName = userName;
_password = password;
_accountId = accountId;
}
public StrategyConnector(StrategyContainer strategy, DateTimeOffset startDate, DateTimeOffset stopDate, TimeSpan useCandlesTimeFrame, bool onlyInitialize)
{
if (strategy == null)
throw new ArgumentNullException(nameof(strategy));
UpdateSecurityLastQuotes = false;
UpdateSecurityByLevel1 = false;
var entityRegistry = ConfigManager.GetService<IStudioEntityRegistry>();
_strategy = strategy;
_useCandlesTimeFrame = useCandlesTimeFrame;
_onlyInitialize = onlyInitialize;
_sessionStrategy = entityRegistry.ReadSessionStrategyById(strategy.Strategy.Id);
if (_sessionStrategy == null)
throw new InvalidOperationException("sessionStrategy = null");
Id = strategy.Id;
Name = strategy.Name + " Connector";
_realConnector = (StudioConnector)ConfigManager.GetService<IStudioConnector>();
_realConnector.NewMessage += RealConnectorNewMessage;
_securityProvider = new StudioSecurityProvider();
var storageRegistry = new StudioStorageRegistry { MarketDataSettings = strategy.MarketDataSettings };
//EntityFactory = new StorageEntityFactory(entityRegistry, storageRegistry);
Adapter.InnerAdapters.Add(_historyMessageAdapter = new HistoryMessageAdapter(TransactionIdGenerator, _securityProvider)
{
StartDate = startDate,
StopDate = stopDate,
StorageRegistry = storageRegistry
});
//_historyMessageAdapter.UpdateCurrentTime(startDate);
var transactionAdapter = new PassThroughMessageAdapter(TransactionIdGenerator);
transactionAdapter.AddTransactionalSupport();
Adapter.InnerAdapters.Add(transactionAdapter);
_historyMessageAdapter.MarketTimeChangedInterval = useCandlesTimeFrame;
// при инициализации по свечкам, время меняется быстрее и таймаут должен быть больше 30с.
ReConnectionSettings.TimeOutInterval = TimeSpan.MaxValue;
//_historyMessageAdapter.BasketStorage.InnerStorages.AddRange(GetExecutionStorages());
this.LookupById(strategy.Security.Id);
new ChartAutoRangeCommand(true).Process(_strategy);
}
/// <summary>
/// Initializes a new instance of the <see cref="OandaBrokerage"/> class.
/// </summary>
/// <param name="orderProvider">The order provider.</param>
/// <param name="securityProvider">The holdings provider.</param>
/// <param name="environment">The Oanda environment (Trade or Practice)</param>
/// <param name="accessToken">The Oanda access token (can be the user's personal access token or the access token obtained with OAuth by QC on behalf of the user)</param>
/// <param name="accountId">The account identifier.</param>
public OandaBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider, Environment environment, string accessToken, int accountId)
: base("Oanda Brokerage")
{
_orderProvider = orderProvider;
_securityProvider = securityProvider;
if (environment != Environment.Trade && environment != Environment.Practice)
throw new NotSupportedException("Oanda Environment not supported: " + environment);
_environment = environment;
_accessToken = accessToken;
_accountId = accountId;
}
protected override IBrokerage CreateBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider)
{
if (!_manualGatewayControl && !_gatewayLaunched)
{
_gatewayLaunched = true;
InteractiveBrokersGatewayRunner.Start(Config.Get("ib-controller-dir"),
Config.Get("ib-tws-dir"),
Config.Get("ib-user-name"),
Config.Get("ib-password"),
Config.GetBool("ib-use-tws")
);
}
return new InteractiveBrokersBrokerage(orderProvider, securityProvider);
}
/// <summary>
/// Creates a new instance of the <see cref="FxcmBrokerage"/> class
/// </summary>
/// <param name="orderProvider">The order provider</param>
/// <param name="securityProvider">The holdings provider</param>
/// <param name="server">The url of the server</param>
/// <param name="terminal">The terminal name</param>
/// <param name="userName">The user name (login id)</param>
/// <param name="password">The user password</param>
/// <param name="accountId">The account id</param>
public FxcmBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider, string server, string terminal, string userName, string password, string accountId)
: base("FXCM Brokerage")
{
_orderProvider = orderProvider;
_securityProvider = securityProvider;
_server = server;
_terminal = terminal;
_userName = userName;
_password = password;
_accountId = accountId;
HistoryResponseTimeout = 5000;
MaximumHistoryRetryAttempts = 1;
}
/// <summary>
/// Инициализировать <see cref="BasketStrike"/>.
/// </summary>
/// <param name="underlyingAsset">Базовый актив.</param>
/// <param name="securityProvider">Поставщик информации об инструментах.</param>
/// <param name="dataProvider">Поставщик маркет-данных.</param>
protected BasketStrike(Security underlyingAsset, ISecurityProvider securityProvider, IMarketDataProvider dataProvider)
{
if (underlyingAsset == null)
throw new ArgumentNullException("underlyingAsset");
if (securityProvider == null)
throw new ArgumentNullException("securityProvider");
if (dataProvider == null)
throw new ArgumentNullException("dataProvider");
UnderlyingAsset = underlyingAsset;
SecurityProvider = securityProvider;
DataProvider = dataProvider;
}
internal SessionManager(ISecurityProvider securityProvider, ITimeSource timeSource, int accountSessionCollectionCapacity, ISessionRepository sessionRepository)
{
// todo1[ak] check args
_securityProvider = securityProvider;
_timeSource = timeSource;
_accountSessionCollectionCapacity = accountSessionCollectionCapacity;
_accountSessions = new Dictionary<string, IAccountSessionCollection>();
_lock = new object();
_allSessions = new Dictionary<string, BizSession>();
_sessionRepository = sessionRepository;
}
public FakeAccountRepository(IEnumerable<BizAccountRegistrationData> initialRegDatas, ISecurityProvider securityProvider)
{
_accounts = new Dictionary<long, AccountRec>();
if (initialRegDatas != null)
{
foreach (var rd in initialRegDatas)
{
BizAccount acc = WagenBackendHelper.AccountRegistrationDataToAccount(rd);
string hash = securityProvider.GetPasswordHashString(rd.Password);
this.AddAccount(acc, hash);
}
}
}
/// <summary>
/// Initializes a new instance of the <see cref="FilterableSecurityProvider"/>.
/// </summary>
/// <param name="provider">Security meta info provider.</param>
/// <param name="ownProvider"><see langword="true"/> to leave the <paramref name="provider"/> open after the <see cref="FilterableSecurityProvider"/> object is disposed; otherwise, <see langword="false"/>.</param>
///// <param name="excludeFilter">Filter for instruments exclusion.</param>
public FilterableSecurityProvider(ISecurityProvider provider, bool ownProvider = false/*, Func<Security, bool> excludeFilter = null*/)
{
if (provider == null)
throw new ArgumentNullException(nameof(provider));
_provider = provider;
_ownProvider = ownProvider;
//ExcludeFilter = excludeFilter;
_provider.Added += AddSecurities;
_provider.Removed += RemoveSecurities;
_provider.Cleared += ClearSecurities;
AddSecurities(_provider.LookupAll());
}
/// <summary>
/// Creates the brokerage under test
/// </summary>
/// <returns>A connected brokerage instance</returns>
protected override IBrokerage CreateBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider)
{
var accountID = TradierBrokerageFactory.Configuration.AccountID;
var tradier = new TradierBrokerage(orderProvider, securityProvider, accountID);
var qcUserID = TradierBrokerageFactory.Configuration.QuantConnectUserID;
var tokens = TradierBrokerageFactory.GetTokens();
tradier.SetTokens(qcUserID, tokens.AccessToken, tokens.RefreshToken, tokens.IssuedAt, TimeSpan.FromSeconds(tokens.ExpiresIn));
// keep the tokens up to date in the event of a refresh
tradier.SessionRefreshed += (sender, args) =>
{
File.WriteAllText(TradierBrokerageFactory.TokensFile, JsonConvert.SerializeObject(args, Formatting.Indented));
};
return tradier;
}
public static void Init(
ISecurityProvider securityProvider,
bool alwaysCheck,
IUpdateHandler updateHandler,
ISourceProvider[] sourceProviders)
{
if (securityProvider == null || updateHandler == null)
{
throw new ArgumentException("Parameters missed!");
}
var sp = new List<ISourceProvider> { new WebApiSourceProvider(securityProvider) };
if (sourceProviders != null && sourceProviders.Any())
{
sp.AddRange(sourceProviders);
}
var updateManager = new UpdateManager(updateHandler, sp);
updateManager.InitialCheck();
if (alwaysCheck)
{
updateManager.Subscribe();
}
}
/// <summary>
/// Initializes a new instance of the <see cref="HistoryEmulationConnector"/>.
/// </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="exchangeInfoProvider">Exchanges and trading boards provider.</param>
public HistoryEmulationConnector(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider, IStorageRegistry storageRegistry)
: this(new HistoryMessageAdapter(new IncrementalIdGenerator(), securityProvider) { StorageRegistry = storageRegistry }, true, new InMemoryMessageChannel(new MessageByLocalTimeQueue(), "Emulator in", err => err.LogError()), securityProvider, portfolioProvider, exchangeInfoProvider)
{
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="service"></param>
/// <param name="securityProvider"></param>
public AESKeyGeneratorController(ISecurityProvider securityProvider)
: base(securityProvider)
{
}
// http://riskencyclopedia.com/articles/black_1976/
/// <summary>
/// Initializes a new instance of the <see cref="Black"/>.
/// </summary>
/// <param name="option">Options contract.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="dataProvider">The market data provider.</param>
public Black(Security option, ISecurityProvider securityProvider, IMarketDataProvider dataProvider)
: base(option, securityProvider, dataProvider)
{
}
// http://riskencyclopedia.com/articles/black_1976/
/// <summary>
/// Initializes a new instance of the <see cref="Black"/>.
/// </summary>
/// <param name="option">Options contract.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="dataProvider">The market data provider.</param>
public Black(Security option, ISecurityProvider securityProvider, IMarketDataProvider dataProvider)
: base(option, securityProvider, dataProvider)
{
}
public ChatMessageRepository(IPersistenceContext <ChatMessage> dbContext, ISecurityProvider <ChatMessage> securityProvider, ChatUserSessionRepository chatUserSessionRepository, MessageBus messageBus = null) : base(dbContext, messageBus)
{
ChatUserSessionRepository = chatUserSessionRepository;
SecurityProvider = securityProvider;
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="service"></param>
/// <param name="securityProvider"></param>
public PasswordHashGeneratorController(ISecurityProvider securityProvider)
: base(securityProvider)
{
}
static WebAppConfig()
{
string appClassName = ConfigurationManager.AppSettings["WebAppClassName"];
_version = Assembly.GetExecutingAssembly().GetName().Version.ToString();
_templateCacheDuration = Convert.ToInt32(ConfigurationManager.AppSettings["TemplateCacheDuration"]);
_templateFileEncoding = string.IsNullOrEmpty(ConfigurationManager.AppSettings["TemplateFileEncoding"]) ? Encoding.Default : Encoding.GetEncoding(ConfigurationManager.AppSettings["TemplateFileEncoding"]);
bool.TryParse(ConfigurationManager.AppSettings["EnabledHttpCompress"], out _enabledHttpCompress);
string enabledPermission = ConfigurationManager.AppSettings["EnabledPermission"];
string defaultLanguageCode = ConfigurationManager.AppSettings["DefaultLanguageCode"];
if (defaultLanguageCode != null && defaultLanguageCode.Length >= 2)
{
_defaultLanguageCode = defaultLanguageCode;
}
_extension = ConfigurationManager.AppSettings["Extension"] ?? string.Empty;
_appKey = ConfigurationManager.AppSettings["AppKey"];
_appSecret = ConfigurationManager.AppSettings["AppSecret"];
_oAuthUri = ConfigurationManager.AppSettings["OAuthUri"];
//if (string.IsNullOrEmpty(_appKey))
// throw new CException("AppKey not found, please check the Web.config's configuration/appSettings.");
//if (string.IsNullOrEmpty(_appSecret))
// throw new CException("AppSecret not found, please check the Web.config's configuration/appSettings.");
//if (string.IsNullOrEmpty(_oAuthUri))
// throw new CException("OAuthUri not found, please check the Web.config's configuration/appSettings.");
//if (string.IsNullOrEmpty(_publicKey))
// throw new CException("PublicKey not found, please check the Web.config's configuration/appSettings.");
//if (string.IsNullOrEmpty(_privateKey))
// throw new CException("PrivateKey not found, please check the Web.config's configuration/appSettings.");
if (!string.IsNullOrEmpty(enabledPermission))
{
bool.TryParse(enabledPermission, out _enabledPermission);
}
if (string.IsNullOrEmpty(appClassName))
{
throw new CException("WebAppClassName not found, please check the Web.config's configuration/appSettings.");
}
Type appType = Type.GetType(appClassName, false);
if (appType == null)
{
throw new CException("Can not load the type of WebAppClassName '" + appClassName + "'");
}
MethodInfo initMethod = appType.GetMethod("Init", new Type[0]);
if (initMethod == null || !initMethod.IsStatic)
{
throw new CException("Can not found the static Init method of " + appType.FullName);
}
RegisterAssembly(appType.Assembly);
initMethod.Invoke(null, null);
if (_sessionType == null)
{
throw new CException("WebAppConfig.SessionType is null.");
}
if (_securityType == null)
{
throw new CException("WebAppConfig.SecurityType is null.");
}
LoadControllerClasses();
if (_timeProvider == null)
{
_timeProvider = new RealTimeProvider();
}
if (_deserializeProvider == null)
{
_deserializeProvider = new JSONDeserializer();
}
if (_serializeProvider == null)
{
_serializeProvider = new JSONSerializer();
}
if (_securityProvider == null)
{
_securityProvider = MiniSecurity.CreateInstance();
}
if (_stringFilterProvider == null)
{
_stringFilterProvider = new MFilter();
}
}
public StrategyConnector(StrategyContainer strategy, DateTimeOffset startDate, DateTimeOffset stopDate, TimeSpan useCandlesTimeFrame, bool onlyInitialize)
{
if (strategy == null)
{
throw new ArgumentNullException("strategy");
}
UpdateSecurityLastQuotes = false;
UpdateSecurityByLevel1 = false;
var entityRegistry = ConfigManager.GetService <IStudioEntityRegistry>();
_strategy = strategy;
_useCandlesTimeFrame = useCandlesTimeFrame;
_onlyInitialize = onlyInitialize;
_sessionStrategy = entityRegistry.ReadSessionStrategyById(strategy.Strategy.Id);
if (_sessionStrategy == null)
{
throw new InvalidOperationException("sessionStrategy = null");
}
Id = strategy.Id;
Name = strategy.Name + " Connector";
_realConnector = (StudioConnector)ConfigManager.GetService <IStudioConnector>();
_realConnector.NewMessage += RealConnectorNewMessage;
EntityFactory = new StudioConnectorEntityFactory();
_securityProvider = new StudioSecurityProvider();
var session = new HistorySessionHolder(TransactionIdGenerator, _securityProvider)
{
StartDate = startDate,
StopDate = stopDate,
};
session.UpdateCurrentTime(startDate);
var storageRegistry = new StudioStorageRegistry {
MarketDataSettings = strategy.MarketDataSettings
};
MarketDataAdapter = _historyMessageAdapter = new HistoryMessageAdapter(session)
{
StorageRegistry = storageRegistry
};
TransactionAdapter = new PassThroughMessageAdapter(session);
_historyMessageAdapter.SessionHolder.MarketTimeChangedInterval = useCandlesTimeFrame;
// при инициализации по свечкам, время меняется быстрее и таймаут должен быть больше 30с.
_historyMessageAdapter.SessionHolder.ReConnectionSettings.TimeOutInterval = TimeSpan.MaxValue;
_historyMessageAdapter.BasketStorage.InnerStorages.AddRange(GetExecutionStorages());
ApplyMessageProcessor(MessageDirections.In, true, true);
ApplyMessageProcessor(MessageDirections.Out, true, true);
this.LookupById(strategy.Security.Id);
new ChartAutoRangeCommand(true).Process(_strategy);
}
public DatabaseFileRepository(IPersistenceContext <DatabaseFile> dbContext, FileService fileService, ISecurityProvider <DatabaseFile> securityProvider = null, MessageBus messageBus = null) : base(dbContext, messageBus)
{
this.SecurityProvider = securityProvider;
this.FileService = fileService;
}
/// <summary>
/// Initializes a new instance of the <see cref="RealTimeEmulationTrader{T}"/>.
/// </summary>
/// <param name="underlyngMarketDataAdapter"><see cref="IMessageAdapter"/>, through which market data will be got.</param>
/// <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="ownAdapter">Track the connection <paramref name="underlyngMarketDataAdapter" /> lifetime.</param>
public RealTimeEmulationTrader(TUnderlyingMarketDataAdapter underlyngMarketDataAdapter, ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, bool ownAdapter = true)
: base(new EmulationMessageAdapter(underlyngMarketDataAdapter, new InMemoryMessageChannel(new MessageByOrderQueue(), "Emulator in", err => err.LogError()), false, securityProvider, portfolioProvider) { OwnInnerAdapter = ownAdapter }, ownAdapter)
{
UpdateSecurityByLevel1 = false;
UpdateSecurityLastQuotes = false;
UnderlyngMarketDataAdapter = underlyngMarketDataAdapter;
Adapter.IgnoreExtraAdapters = true;
}
/// <summary>
/// Initializes a new instance of the <see cref="OandaRestApiV1"/> class.
/// </summary>
/// <param name="symbolMapper">The symbol mapper.</param>
/// <param name="orderProvider">The order provider.</param>
/// <param name="securityProvider">The holdings provider.</param>
/// <param name="environment">The Oanda environment (Trade or Practice)</param>
/// <param name="accessToken">The Oanda access token (can be the user's personal access token or the access token obtained with OAuth by QC on behalf of the user)</param>
/// <param name="accountId">The account identifier.</param>
/// <param name="agent">The Oanda agent string</param>
public OandaRestApiV1(OandaSymbolMapper symbolMapper, IOrderProvider orderProvider, ISecurityProvider securityProvider, Environment environment, string accessToken, string accountId, string agent)
: base(symbolMapper, orderProvider, securityProvider, environment, accessToken, accountId, agent)
{
}
public ChatSessionRepository(ChatUserSessionRepository chatUserSessionRepository, IPersistenceContext <ChatSession> dbContext, ISecurityProvider <ChatSession> securityProvider = null, IUserSession userSession = null, MessageBus messageBus = null) : base(dbContext, messageBus)
{
ChatUserSessionRepository = chatUserSessionRepository;
SecurityProvider = securityProvider;
UserSession = userSession;
}
/// <summary>
/// Initializes a new instance of the <see cref="CustomHistoryMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">Underlying adapter.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
public CustomHistoryMessageAdapter(IMessageAdapter innerAdapter, ISecurityProvider securityProvider)
: this(innerAdapter)
{
_securityProvider = securityProvider ?? throw new ArgumentNullException(nameof(securityProvider));
}
/// <summary>
/// To get at the money options (ATM).
/// </summary>
/// <param name="underlyingAsset">Underlying asset.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="dataProvider">The market data provider.</param>
/// <returns>At the money options.</returns>
public static IEnumerable <Security> GetAtTheMoney(this Security underlyingAsset, ISecurityProvider securityProvider, IMarketDataProvider dataProvider)
{
return(underlyingAsset.GetAtTheMoney(dataProvider, underlyingAsset.GetDerivatives(securityProvider)));
}
/// <summary>
/// Creates a new InteractiveBrokersBrokerage using values from configuration:
/// ib-account (required)
/// ib-host (optional, defaults to LOCALHOST)
/// ib-port (optional, defaults to 4001)
/// ib-agent-description (optional, defaults to Individual)
/// </summary>
/// <param name="orderProvider">An instance of IOrderProvider used to fetch Order objects by brokerage ID</param>
/// <param name="securityProvider">The security provider used to give access to algorithm securities</param>
public InteractiveBrokersBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider)
: this(
orderProvider,
securityProvider,
Config.Get("ib-account"),
Config.Get("ib-host", "LOCALHOST"),
Config.GetInt("ib-port", 4001),
Config.GetValue("ib-agent-description", IB.AgentDescription.Individual)
)
{
}
/// <summary>
/// To get the main strike.
/// </summary>
/// <param name="underlyingAsset">Underlying asset.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="dataProvider">The market data provider.</param>
/// <param name="expirationDate">The options expiration date.</param>
/// <param name="optionType">Option type.</param>
/// <returns>The main strike.</returns>
public static Security GetCentralStrike(this Security underlyingAsset, ISecurityProvider securityProvider, IMarketDataProvider dataProvider, DateTimeOffset expirationDate, OptionTypes optionType)
{
return(underlyingAsset.GetCentralStrike(dataProvider, underlyingAsset.GetDerivatives(securityProvider, expirationDate).Filter(optionType)));
}
public EmulationEntityFactory(ISecurityProvider securityProvider, IEnumerable <Portfolio> portfolios)
{
_securityProvider = securityProvider ?? throw new ArgumentNullException(nameof(securityProvider));
_portfolios = portfolios.ToDictionary(p => p.Name, p => p, StringComparer.InvariantCultureIgnoreCase);
}
public NodeMessageRoutesRequestHandler(ISecurityProvider securityProvider,
INodeRoutesRegistrar nodeRoutesRegistrar)
{
this.securityProvider = securityProvider;
this.nodeRoutesRegistrar = nodeRoutesRegistrar;
}
/// <summary> /// Creates the brokerage under test and connects it /// </summary> /// <returns>A connected brokerage instance</returns> protected abstract IBrokerage CreateBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider);
/// <summary>
/// Constructor
/// </summary>
/// <param name="service"></param>
/// <param name="logoutService"></param>
/// <param name="securityProvider"></param>
public LoginController(IDomainLoginService service, IDomainLogoutService logoutService, ISecurityProvider securityProvider)
: base(securityProvider)
{
_service = service;
_logoutService = logoutService;
}
/// <summary>
/// Initializes a new instance of the <see cref="OandaRestApiV20"/> class.
/// </summary>
/// <param name="symbolMapper">The symbol mapper.</param>
/// <param name="orderProvider">The order provider.</param>
/// <param name="securityProvider">The holdings provider.</param>
/// <param name="aggregator">Consolidate ticks.</param>
/// <param name="environment">The Oanda environment (Trade or Practice)</param>
/// <param name="accessToken">The Oanda access token (can be the user's personal access token or the access token obtained with OAuth by QC on behalf of the user)</param>
/// <param name="accountId">The account identifier.</param>
/// <param name="agent">The Oanda agent string</param>
public OandaRestApiV20(OandaSymbolMapper symbolMapper, IOrderProvider orderProvider, ISecurityProvider securityProvider, IDataAggregator aggregator, Environment environment, string accessToken, string accountId, string agent)
: base(symbolMapper, orderProvider, securityProvider, aggregator, environment, accessToken, accountId, agent)
{
var basePathRest = environment == Environment.Trade ?
"https://api-fxtrade.oanda.com/v3" :
"https://api-fxpractice.oanda.com/v3";
var basePathStreaming = environment == Environment.Trade ?
"https://stream-fxtrade.oanda.com/v3" :
"https://stream-fxpractice.oanda.com/v3";
_apiRest = new DefaultApi(basePathRest);
_apiRest.Configuration.AddDefaultHeader(OandaAgentKey, Agent);
_apiStreaming = new DefaultApi(basePathStreaming);
}
private static void Configure(ISecurityProvider security, IConfigurationRoot configuration, string connectionstringName = "default")
{
#region License
var licensefile = "license.key";
if (File.Exists(licensefile))
{
try
{
var licenseText = File.ReadAllText(licensefile);
DWKitRuntime.RegisterLicense(licenseText);
}
catch
{
//TODO add write to log
}
}
#endregion
#if (DEBUG)
DWKitRuntime.UseMetadataCache = false;
//CodeActionsCompiler.DebugMode = true;
#elif (RELEASE)
DWKitRuntime.UseMetadataCache = true;
#endif
DWKitRuntime.ConnectionStringData = configuration[$"ConnectionStrings:{connectionstringName}"];
DWKitRuntime.DbProvider = AutoDetectProvider();
DWKitRuntime.Security = security;
var path = configuration["Metadata:path"];
if (string.IsNullOrEmpty(path))
{
path = "Metadata/metadata.json";
}
DWKitRuntime.Metadata = new DefaultMetadataProvider(path, "Metadata/Forms", "Metadata/Localization");
if (configuration["DWKit:BlockMetadataChanges"] == "True")
{
DWKitRuntime.Metadata.BlockMetadataChanges = true;
}
if (configuration["DWKit:BlockMetadataChanges"] == "True")
{
DWKitRuntime.Metadata.BlockMetadataChanges = true;
DWKitRuntime.Metadata.ResourceFolder = configuration["DWKit:ResourceFolder"];
}
if (!string.IsNullOrWhiteSpace(configuration["DWKit:CodeActionsDebugMode"]))
{
DWKitRuntime.CodeActionsDebugMode = bool.Parse(configuration["DWKit:CodeActionsDebugMode"]);
}
CodeActionsCompiler.RegisterAssembly(typeof(WorkflowRuntime).Assembly);
//It is necessary to have this assembly for compile code with dynamic
CodeActionsCompiler.RegisterAssembly(typeof(Microsoft.CSharp.RuntimeBinder.Binder).Assembly);
DWKitRuntime.CompileAllCodeActionsAsync().Wait();
DWKitRuntime.ServerActions.RegisterUsersProvider("filters", new Filters());
DWKitRuntime.ServerActions.RegisterUsersProvider("triggers", new Triggers());
//Initial inbox/outbox notifiers
DWKitRuntime.AddClientNotifier(typeof(ClientNotificationHub), ClientNotifiers.NotifyClientsAboutInboxStatus);
//Remove process after the document was removed
DynamicEntityOperationNotifier.SubscribeToDeleteByTableName("Document", "WorkflowDelete", (e, c) =>
{
Func <Task> task = async() => { await ClientNotifiers.DeleteWokflowAndNotifyClients(e, c); };
task.FireAndForgetWithDefaultExceptionLogger();
});
//Forcing the creation of a WF runtime to initialize timers and the Flow.
try
{
WorkflowInit.ForceInit();
}
catch (Exception e)
{
if (Debugger.IsAttached)
{
var info = ExceptionUtils.GetExceptionInfo(e);
var errorBuilder = new StringBuilder();
errorBuilder.AppendLine("Workflow engine start failed.");
errorBuilder.AppendLine($"Message: {info.Message}");
errorBuilder.AppendLine($"Exceptions: {info.Exeptions}");
errorBuilder.Append($"StackTrace: {info.StackTrace}");
Debug.WriteLine(errorBuilder);
}
}
}
/// <summary>
/// Initializes a new instance of the <see cref="RealTimeEmulationTrader{T}"/>.
/// </summary>
/// <param name="underlyngMarketDataAdapter"><see cref="IMessageAdapter"/>, through which market data will be got.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolio">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="ownAdapter">Track the connection <paramref name="underlyngMarketDataAdapter" /> lifetime.</param>
public RealTimeEmulationTrader(TUnderlyingMarketDataAdapter underlyngMarketDataAdapter, ISecurityProvider securityProvider, Portfolio portfolio, bool ownAdapter = true)
: this(underlyngMarketDataAdapter, securityProvider, new CollectionPortfolioProvider(new[] { portfolio }), ownAdapter)
{
}
/// <summary>
/// Initializes a new instance of the <see cref="HistoryEmulationConnector"/>.
/// </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 HistoryEmulationConnector(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));
// чтобы каждый раз при повторной эмуляции получать одинаковые номера транзакций
TransactionIdGenerator = new IncrementalIdGenerator();
_initialMoney = portfolios.ToDictionary(pf => pf, pf => pf.BeginValue);
EntityFactory = new EmulationEntityFactory(securityProvider, _initialMoney.Keys);
InMessageChannel = new PassThroughMessageChannel();
OutMessageChannel = new PassThroughMessageChannel();
LatencyManager = null;
RiskManager = null;
CommissionManager = null;
PnLManager = null;
SlippageManager = null;
HistoryMessageAdapter = new HistoryMessageAdapter(TransactionIdGenerator, securityProvider) { StorageRegistry = storageRegistry };
_historyChannel = new InMemoryMessageChannel("History Out", SendOutError);
Adapter = new HistoryBasketMessageAdapter(this);
Adapter.InnerAdapters.Add(EmulationAdapter);
Adapter.InnerAdapters.Add(new ChannelMessageAdapter(HistoryMessageAdapter, new InMemoryMessageChannel("History In", SendOutError), _historyChannel));
// при тестировании по свечкам, время меняется быстрее и таймаут должен быть больше 30с.
ReConnectionSettings.TimeOutInterval = TimeSpan.MaxValue;
MaxMessageCount = 1000;
TradesKeepCount = 0;
}
/// <summary>
/// Initializes a new instance of the <see cref="RealTimeEmulationTrader{T}"/>.
/// </summary>
/// <param name="underlyngMarketDataAdapter"><see cref="IMessageAdapter"/>, through which market data will be got.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
public RealTimeEmulationTrader(TUnderlyingMarketDataAdapter underlyngMarketDataAdapter, ISecurityProvider securityProvider)
: this(underlyngMarketDataAdapter, securityProvider, Portfolio.CreateSimulator())
{
}
private static void InitializeUsersWithRoutes(
JoggingTrackerDbContext context,
ISecurityProvider securityProvider,
IServerTime serverTime)
{
const string userUsernamePrefix = "User";
if (context.Users.Any(user => user.Username.StartsWith(userUsernamePrefix)))
{
return;
}
var random = new Random();
for (int userOrdinal = 1; userOrdinal <= 20; userOrdinal++)
{
var userUsername = $"{userUsernamePrefix}{userOrdinal}";
var year = 1995 - userOrdinal;
var month = userOrdinal % 12;
month = month == 0 ? userOrdinal : month;
var day = userOrdinal % 27;
day = day == 0 ? userOrdinal : day;
var gender = (Gender)random.Next(0, 1);
var userId = Guid.NewGuid();
var user = new User()
{
Id = userId,
Username = userUsername,
Password = securityProvider.CalculatePasswordHash($"{123}{userUsername}"),
Email = $"{userUsername}@jogging-tracker.com",
RegistrationDate = serverTime.UtcNow,
Name = userUsername,
Surname = userUsername,
BirthDate = new DateTime(year, month, day),
Gender = gender
};
context.Users.Add(user);
context.UserRoles.Add(new UserRole()
{
Role = context.Roles.Single(role => role.Name == Role.UserRole),
User = user
});
var runningStartDate = new DateTime(serverTime.UtcNow.Year - 1, user.BirthDate.Month, user.BirthDate.Day);
DateTime?previous = null;
for (int routeOrdinal = 0; routeOrdinal < 15; routeOrdinal++)
{
var distance = random.NextDouble() * 25;
distance = distance == 0 ? 1 : distance;
var hours = random.Next(0, 24);
var minutes = random.Next(0, 60);
var seconds = random.Next(0, 60);
if (previous == null)
{
previous = runningStartDate;
}
else
{
previous.Value.AddDays(random.Next(1, 3));
}
var startTime = previous.Value.Add(new TimeSpan(hours, minutes, seconds));
var endTime = startTime.AddMinutes(random.Next(15, 120));
endTime = endTime.AddSeconds(random.Next(0, 60));
var joggingRoute = new JoggingRoute()
{
Id = Guid.NewGuid(),
UserId = userId,
DistanceKilometers = (decimal)distance,
StartTime = startTime,
EndTime = endTime,
Date = startTime.Date
};
context.JoggingRoutes.Add(joggingRoute);
previous = endTime;
}
}
context.SaveChanges();
}
/// <summary>
/// Создать <see cref="BasketBlackScholes"/>.
/// </summary>
/// <param name="securityProvider">Поставщик информации об инструментах.</param>
/// <param name="dataProvider">Поставщик маркет-данных.</param>
public BasketBlackScholes(ISecurityProvider securityProvider, IMarketDataProvider dataProvider)
: base(securityProvider, dataProvider)
{
_innerModels = new InnerModelList(this);
}
/// <summary>
/// Initializes a new instance of the <see cref="HistoryEmulationConnector"/>.
/// </summary>
/// <param name="innerAdapter">Underlying adapter.</param>
/// <param name="ownInnerAdapter">Control <paramref name="innerAdapter"/> lifetime.</param>
/// <param name="inChannel">Incoming messages channel.</param>
/// <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="exchangeInfoProvider">Exchanges and trading boards provider.</param>
public HistoryEmulationConnector(IMessageAdapter innerAdapter, bool ownInnerAdapter, IMessageChannel inChannel, ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider)
: base(new EmulationMessageAdapter(innerAdapter, inChannel, true, securityProvider, portfolioProvider, exchangeInfoProvider) { OwnInnerAdapter = ownInnerAdapter }, false, false)
{
MarketTimeChangedInterval = HistoryMessageAdapter.MarketTimeChangedInterval;
Adapter.LatencyManager = null;
Adapter.CommissionManager = null;
Adapter.PnLManager = null;
Adapter.SlippageManager = null;
Adapter.IsSupportTransactionLog = false;
Adapter.SupportSecurityAll = false;
Adapter.SendFinishedCandlesImmediatelly = true;
InMessageChannel = new PassThroughMessageChannel();
OutMessageChannel = new PassThroughMessageChannel();
// при тестировании по свечкам, время меняется быстрее и таймаут должен быть больше 30с.
//ReConnectionSettings.TimeOutInterval = TimeSpan.MaxValue;
//MaxMessageCount = 1000;
//Adapter.SupportCandlesCompression = false;
Adapter.SupportBuildingFromOrderLog = false;
Adapter.SupportPartialDownload = false;
Adapter.SupportLookupTracking = false;
Adapter.SupportOrderBookTruncate = false;
Adapter.ConnectDisconnectEventOnFirstAdapter = false;
MarketTimeChanged += OnMarketTimeChanged;
Disconnected += OnDisconnected;
}
public UserService(ISecurityProvider securityProvider, DataContext context, IServiceProvider serviceProvider, IClaimsPrincipalProvider principalProvider, ILoggerFactory loggerFactory, IMapper mapper)
: base(context, serviceProvider, principalProvider, loggerFactory)
{
SecurityProvider = securityProvider;
_mapper = mapper;
}
/// <summary>
/// Creates a new InteractiveBrokersBrokerage from the specified values
/// </summary>
/// <param name="orderProvider">An instance of IOrderProvider used to fetch Order objects by brokerage ID</param>
/// <param name="securityProvider">The security provider used to give access to algorithm securities</param>
/// <param name="account">The Interactive Brokers account name</param>
/// <param name="host">host name or IP address of the machine where TWS is running. Leave blank to connect to the local host.</param>
/// <param name="port">must match the port specified in TWS on the Configure>API>Socket Port field.</param>
/// <param name="agentDescription">Used for Rule 80A describes the type of trader.</param>
public InteractiveBrokersBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider, string account, string host, int port, IB.AgentDescription agentDescription = IB.AgentDescription.Individual)
: base("Interactive Brokers Brokerage")
{
_orderProvider = orderProvider;
_securityProvider = securityProvider;
_account = account;
_host = host;
_port = port;
_clientID = IncrementClientID();
_agentDescription = agentDescription;
_client = new IB.IBClient();
// set up event handlers
_client.UpdatePortfolio += HandlePortfolioUpdates;
_client.OrderStatus += HandleOrderStatusUpdates;
_client.UpdateAccountValue += HandleUpdateAccountValue;
_client.Error += HandleError;
_client.TickPrice += HandleTickPrice;
_client.TickSize += HandleTickSize;
_client.CurrentTime += HandleBrokerTime;
// we need to wait until we receive the next valid id from the server
_client.NextValidId += (sender, e) =>
{
// only grab this id when we initialize, and we'll manually increment it here to avoid threading issues
if (_nextValidID == 0)
{
_nextValidID = e.OrderId;
_waitForNextValidID.Set();
}
Log.Trace("InteractiveBrokersBrokerage.HandleNextValidID(): " + e.OrderId);
};
}
public AccountController(AWSProvider aWSProvider,
ApplicationDbContext db,
ISecurityProvider securityProvider) : base(db, securityProvider)
{
}
protected override IBrokerage CreateBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider)
{
return(new InteractiveBrokersBrokerage(new QCAlgorithm(), orderProvider, securityProvider));
}
/// <summary>
/// To get Put for the underlying futures.
/// </summary>
/// <param name="future">Underlying futures.</param>
/// <param name="provider">The provider of information about instruments.</param>
/// <param name="strike">Strike.</param>
/// <param name="expirationDate">The date of the option expiration.</param>
/// <returns>The Put option.</returns>
public static Security GetPut(this Security future, ISecurityProvider provider, decimal strike, DateTimeOffset expirationDate)
{
return(future.GetOption(provider, strike, expirationDate, OptionTypes.Put));
}
public SecurityController(ISecurityProvider securityProvider)
{
_securityProvider = securityProvider;
}
public EmulationEntityFactory(ISecurityProvider securityProvider, IEnumerable <Portfolio> portfolios)
{
_securityProvider = securityProvider;
_portfolios = portfolios.ToDictionary(p => p.Name, p => p, StringComparer.InvariantCultureIgnoreCase);
}
