/// <summary>
/// Initializes a new instance of the <see cref="Connector"/>.
/// </summary>
/// <param name="initAdapter">Initialize basket adapter.</param>
/// <param name="initChannels">Initialize channels.</param>
/// <param name="storageRegistry">The storage of market data.</param>
/// <param name="snapshotRegistry">Snapshot storage registry.</param>
/// <param name="initManagers">Initialize managers.</param>
protected Connector(bool initAdapter, bool initChannels = true,
IStorageRegistry storageRegistry = null, SnapshotRegistry snapshotRegistry = null,
bool initManagers = true)
{
_entityCache = new EntityCache(this)
{
ExchangeInfoProvider = new InMemoryExchangeInfoProvider()
};
_subscriptionManager = new SubscriptionManager(this);
UpdateSecurityLastQuotes = UpdateSecurityByLevel1 = UpdateSecurityByDefinition = true;
SupportLevel1DepthBuilder = true;
SupportFilteredMarketDepth = true;
if (initManagers)
{
//PnLManager = new PnLManager();
RiskManager = new RiskManager();
}
_connectorStat.Add(this);
if (initChannels)
{
InMessageChannel = new InMemoryMessageChannel($"Connector In ({Name})", RaiseError);
OutMessageChannel = new InMemoryMessageChannel($"Connector Out ({Name})", RaiseError);
}
if (initAdapter)
{
InitAdapter(storageRegistry, snapshotRegistry);
}
}
private void ProcessRisk(Message message)
{
foreach (var rule in RiskManager.ProcessRules(message))
{
_innerAdapter.AddWarningLog(LocalizedStrings.Str855Params,
rule.GetType().GetDisplayName(), rule.Title, rule.Action);
switch (rule.Action)
{
case RiskActions.ClosePositions:
{
break;
}
case RiskActions.StopTrading:
_innerAdapter.SendInMessage(new DisconnectMessage());
break;
case RiskActions.CancelOrders:
_innerAdapter.SendInMessage(new OrderGroupCancelMessage {
TransactionId = _innerAdapter.TransactionIdGenerator.GetNextId()
});
break;
default:
throw new ArgumentOutOfRangeException();
}
}
}
private void CalculateRisk_Click(object sender, EventArgs e)
{
try
{
if (listView.CheckedItems.Count > 0)
{
SetTradeVolumeToDefault();
var checkedSynths = new List <FinancialPair>();
foreach (var code in listView.CheckedItems.OfType <ListViewItem>().Select(i => i.Name).ToArray())
{
checkedSynths.Add(pairs.First(i => i.Name.ToString() == code));
}
var rc = new RiskManager(checkedSynths.ToArray(), balance.Value.ToDouble());
rc.Calculate();
listView_Click(this, null);
}
else
{
MessageBox.Show("Pairs are not selected.");
}
}
catch (Exception ex)
{
MessageBox.Show("CalculateRisk => " + ex.Message);
}
}
private void Start()
{
turnText = GameObject.Find("Turn").GetComponent <Text>();
score = GameObject.Find("Score").GetComponent <ScoreMain>();
manager = GameObject.FindGameObjectsWithTag("RiskManager")[0].GetComponent <RiskManager>();
deliverys = GameObject.Find("Deliverys").GetComponent <Deliverys>();
storeController = GameObject.Find("StoreController").GetComponent <StoreController>();
teamController = GameObject.Find("TeamController").GetComponent <TeamController>();
teamControllerStore = GameObject.Find("TeamControllerStore").GetComponent <TeamControllerStore>();
buildController = GameObject.Find("BuildController").GetComponent <BuildController>();
wether = GameObject.Find("Wether").GetComponent <Image>();
score.ChangeScore(-10000000);
mounths = new string[12];
mounths[0] = "Июнь";
mounths[1] = "Июль";
mounths[2] = "Август";
mounths[3] = "Сентябрь";
mounths[4] = "Октябрь";
mounths[5] = "Ноябрь";
mounths[6] = "Декабрь";
mounths[7] = "Янаврь";
mounths[8] = "Февраль";
mounths[9] = "Март";
mounths[10] = "Апрель";
mounths[11] = "Май";
}
public void CloseMesseageAndEventRisk()
{
GameObject panelMesseage = GameObject.FindWithTag("Window");
Destroy(panelMesseage);
RiskManager riskManager = GameObject.Find("RiskManager").GetComponent <RiskManager>();
riskManager.RiskCheckEvent();
SetIsAllopenWindow();
}
public void TestRiskManager()
{
var riskManager = new RiskManager();
//test bad phones
Assert.IsTrue(riskManager.CheckForBadPhones("+380111111111"));
//test good phones
Assert.IsFalse(riskManager.CheckForBadPhones("+380111111005"));
}
void Update()
{
time -= Time.deltaTime;
if (time <= 0)
{
RiskManager riskManager = GameObject.Find("RiskManager").GetComponent <RiskManager>();
riskManager.ShowRisk();
time = 1200f;
}
ShowTime();
}
public void CloseMesseageAndDeleteResponse()
{
GameObject panelMesseage = GameObject.FindWithTag("Window");;
Destroy(panelMesseage);
RiskManager riskManager = GameObject.Find("RiskManager").GetComponent <RiskManager>();
ResponseManager responseManager = GameObject.Find("InventoryData").GetComponent <ResponseManager>();
if (responseManager.responses[riskManager.response] != null)
{
responseManager.DeleteResponse(riskManager.response);
}
SetIsAllopenWindow();
}
/// <summary>
/// Создать <see cref="ManagedMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">Адаптер, в который будут перенаправляться сообщения.</param>
public ManagedMessageAdapter(IMessageAdapter innerAdapter)
{
if (innerAdapter == null)
{
throw new ArgumentNullException("innerAdapter");
}
_innerAdapter = innerAdapter;
_innerAdapter.NewOutMessage += ProcessOutMessage;
CommissionManager = new CommissionManager();
LatencyManager = new LatencyManager();
RiskManager = new RiskManager();
}
public void CalculateTest()
{
Stock[] stocks = CsvUtils.ReadAllDataFrom("csv-samples/", 4, false);
List <FinancialPair> pairs = FinancialPair.CreateMany(stocks);
RiskManager rm = new RiskManager(pairs.ToArray(), 100000.00);
rm.Calculate();
pairs.ForEach(i => { Assert.AreNotEqual(0, i.TradeVolume); });
Assert.AreEqual(100000.00, pairs.Select(i => i.TradeVolume).Sum());
Assert.AreEqual(1, pairs.Select(i => i.Weight).Sum());
}
static void Main(string[] args)
{
var marketData = CsvUtils.ReadAllDataFrom(MarketDataDirectory, 4, false);
var selectedShares = marketData.ToList().FindAll(i => Symbols.Contains(i.Name));
var financialPairs = FinancialPair.CreateMany(selectedShares);
var riskManager = new RiskManager(financialPairs, Balance);
riskManager.Calculate();
DisplayResults(financialPairs);
Console.WriteLine("PRESS 'ENTER' TO EXIT.");
Console.ReadLine();
}
void IMessageChannel.SendInMessage(Message message)
{
if (message.LocalTime.IsDefault())
{
message.LocalTime = _innerAdapter.CurrentTime.LocalDateTime;
}
if (message.Type == MessageTypes.Connect)
{
LatencyManager.Reset();
CommissionManager.Reset();
RiskManager.Reset();
}
else
{
LatencyManager.ProcessMessage(message);
ProcessRisk(message);
}
_innerAdapter.SendInMessage(message);
}
private void Calculate_Click(object sender, RoutedEventArgs e)
{
try
{
var checkedPairs = new List <FinancialPair>();
foreach (var item in pairsInfo)
{
if (item.Selected)
{
var pair = pairs.Find(i => i.Name == item.Name);
if (pair != null)
{
checkedPairs.Add(pair);
}
}
}
if (checkedPairs.Count > 0)
{
SetTradeVolumeToDefault();
var rc = new RiskManager(checkedPairs.ToArray(), balance.GetDouble());
rc.Calculate();
ShowValuesForPairInfo();
}
else
{
this.Display("Pairs are not selected.");
}
}
catch (Exception ex)
{
this.Display("CalculateRisk => " + ex.Message);
}
}
