/// <summary>
/// Creates a new instance of the <see cref="Timestamp"/> from an existing line image.
/// </summary>
/// <param name="lineImage">Line image to parse.</param>
public Timestamp(string lineImage)
{
string[] parts = lineImage.Split(':');
double seconds;
double milliseconds = 0.0D;
if (parts.Length == 4)
{
double.TryParse(parts[parts.Length - 1], out milliseconds);
parts = new[] { parts[0], parts[1], parts[2] };
}
double.TryParse(parts[parts.Length - 1], out seconds);
seconds += milliseconds;
parts[parts.Length - 1] = seconds.ToString("00.000000");
lineImage = string.Join(":", parts).RemoveWhiteSpace();
DateTime result;
DateTime.TryParseExact(lineImage, new[] {"d/M/yyyy,H:mm:ss.ffffff", "M/d/yyyy,H:mm:ss.ffffff"}, CultureInfo.InvariantCulture, DateTimeStyles.None, out result);
Value = result.Ticks;
}
/// <summary>
/// Constructs a new <see cref="Frame"/> given the specified parameters.
/// </summary>
/// <param name="timestamp">Timestamp, in ticks, for this <see cref="Frame"/>.</param>
/// <param name="measurements">Initial set of measurements to load into the <see cref="Frame"/>, if any.</param>
public Frame(Ticks timestamp, IDictionary<MeasurementKey, IMeasurement> measurements)
{
m_timestamp = timestamp;
m_receivedTimestamp = DateTime.UtcNow.Ticks;
m_measurements = new ConcurrentDictionary<MeasurementKey, IMeasurement>(measurements);
m_sortedMeasurements = -1;
}
/// <summary>
/// Initializes a new instance of the <see cref="TimestampTest"/> class.
/// </summary>
public TimestampTest()
{
m_badTimestampMeasurements = new Dictionary<Ticks, LinkedList<IMeasurement>>();
m_timeToPurge = Ticks.FromSeconds(1.0);
m_warnInterval = Ticks.FromSeconds(4.0);
m_purgeTimer = new Timer();
m_warningTimer = new Timer();
}
/// <summary>
/// Constructs a new <see cref="Measurement"/> using default settings.
/// </summary>
public Measurement()
{
#if UseHighResolutionTime
m_receivedTimestamp = PrecisionTimer.UtcNow.Ticks;
#else
m_receivedTimestamp = DateTime.UtcNow.Ticks;
#endif
m_multiplier = 1.0D;
}
/// <summary>
/// Creates a new <see cref="ConfigurationCell"/> from serialization parameters.
/// </summary>
/// <param name="info">The <see cref="SerializationInfo"/> with populated with data.</param>
/// <param name="context">The source <see cref="StreamingContext"/> for this deserialization.</param>
protected ConfigurationCell(SerializationInfo info, StreamingContext context)
: base(info, context)
{
// Deserialize configuration cell
m_timeOffset = info.GetInt64("timeOffset");
m_longitude = info.GetDouble("longitude");
m_latitude = info.GetDouble("latitude");
m_numberOfSatellites = info.GetInt32("numberOfSatellites");
}
/// <summary>
/// Creates a new instance of the <see cref="FlatlineTest"/> class.
/// </summary>
public FlatlineTest()
{
m_minFlatline = Ticks.FromSeconds(4);
m_warnInterval = Ticks.FromSeconds(4);
m_emailInterval = Ticks.FromSeconds(3600);
m_smtpServer = Mail.DefaultSmtpServer;
m_lastChange = new Dictionary<MeasurementKey, IMeasurement>();
m_lastNotified = new Dictionary<MeasurementKey, Ticks>();
m_warningTimer = new Timer();
}
/// <summary>
/// Constructs a new <see cref="TemporalMeasurement"/> given the specified parameters.
/// </summary>
/// <param name="id">Numeric ID of the <see cref="TemporalMeasurement"/>.</param>
/// <param name="source">Source of the <see cref="TemporalMeasurement"/>(e.g., name of archive).</param>
/// <param name="value">Value of the <see cref="TemporalMeasurement"/>.</param>
/// <param name="timestamp">Timestamp of the <see cref="TemporalMeasurement"/>.</param>
/// <param name="lagTime">Past time deviation tolerance, in seconds - this becomes the amount of time to wait before publishing begins.</param>
/// <param name="leadTime">Future time deviation tolerance, in seconds - this becomes the tolerated +/- accuracy of the local clock to real-time.</param>
public TemporalMeasurement(uint id, string source, double value, Ticks timestamp, double lagTime, double leadTime)
: base(id, source, value, timestamp)
{
if (lagTime <= 0)
throw new ArgumentOutOfRangeException("lagTime", "lagTime must be greater than zero, but it can be less than one");
if (leadTime <= 0)
throw new ArgumentOutOfRangeException("leadTime", "leadTime must be greater than zero, but it can be less than one");
m_lagTime = lagTime;
m_leadTime = leadTime;
}
private IMeasurement m_lastSortedMeasurement; // Last measurement sorted into this frame
#endregion
#region [ Constructors ]
/// <summary>
/// Constructs a new <see cref="Frame"/> given the specified parameters.
/// </summary>
/// <param name="timestamp">Timestamp, in ticks, for this <see cref="Frame"/>.</param>
/// <param name="expectedMeasurements">Expected number of measurements for the <see cref="Frame"/>.</param>
public Frame(Ticks timestamp, int expectedMeasurements = -1)
{
m_timestamp = timestamp;
m_receivedTimestamp = DateTime.UtcNow.Ticks;
if (expectedMeasurements > 0)
m_measurements = new ConcurrentDictionary<MeasurementKey, IMeasurement>(s_defaultConcurrencyLevel, expectedMeasurements * 2);
else
m_measurements = new ConcurrentDictionary<MeasurementKey, IMeasurement>();
m_sortedMeasurements = -1;
}
static void Main(string[] args)
{
//Using delegates write a class Timer that has can execute certain method at each t seconds.
Timer objct = new Timer();
Ticks timer = new Ticks(objct.Ticksing);//the delegate calls the method
while (true)
{
Thread.Sleep(60);//every 60 ms a number is printed
timer(10);
}
}
/// <summary>
/// Constructs a new <see cref="Frame"/> given the specified parameters.
/// </summary>
/// <param name="timestamp">Timestamp, in ticks, for this <see cref="Frame"/>.</param>
/// <param name="expectedMeasurements">Expected number of measurements for the <see cref="Frame"/>.</param>
public Frame(Ticks timestamp, int expectedMeasurements)
{
m_timestamp = timestamp;
#if UseHighResolutionTime
m_receivedTimestamp = PrecisionTimer.UtcNow.Ticks;
#else
m_receivedTimestamp = DateTime.UtcNow.Ticks;
#endif
if (expectedMeasurements > 0)
m_measurements = new ConcurrentDictionary<MeasurementKey, IMeasurement>(s_defaultConcurrencyLevel, expectedMeasurements * 2);
else
m_measurements = new ConcurrentDictionary<MeasurementKey, IMeasurement>();
m_sortedMeasurements = -1;
}
/// <summary>
/// Data arriving here will now be filtered.
/// </summary>
/// <param name="data">Ticks data array</param>
public void OnData(Ticks data)
{
if (!data.ContainsKey("SPY")) return;
var spyTickList = data["SPY"];
//Ticks return a list of ticks this second
foreach (var tick in spyTickList)
{
Log(tick.Exchange);
}
if (!Portfolio.Invested)
{
SetHoldings("SPY", 1);
}
}
/// <summary>
/// Creates a new <see cref="ConfigurationFrame"/> from specified parameters.
/// </summary>
/// <param name="idCode">The ID code of this <see cref="ConfigurationFrame"/>.</param>
/// <param name="timestamp">The exact timestamp, in <see cref="Ticks"/>, of the data represented by this <see cref="ConfigurationFrame"/>.</param>
/// <param name="frameRate">The defined frame rate of this <see cref="ConfigurationFrame"/>.</param>
/// <param name="nominalFrequency">The nominal <see cref="LineFrequency"/> of this <see cref="ConfigurationFrame"/>.</param>
/// <param name="timeOffset">The time offset of F-NET device in <see cref="Ticks"/>.</param>
/// <param name="stationName">The station name of the F-NET device.</param>
/// <remarks>
/// This constructor is used by a consumer to generate an F-NET configuration frame.
/// </remarks>
public ConfigurationFrame(ushort idCode, Ticks timestamp, ushort frameRate, LineFrequency nominalFrequency, Ticks timeOffset, string stationName)
: base(idCode, new ConfigurationCellCollection(), timestamp, frameRate)
{
ConfigurationCell configCell = new ConfigurationCell(this, nominalFrequency, timeOffset);
// FNet protocol sends data for one device
Cells.Add(configCell);
// Assign station name
if (string.IsNullOrEmpty(stationName))
configCell.StationName = "F-NET Unit-" + idCode;
else
configCell.StationName = stationName;
// Add a single frequency definition
configCell.FrequencyDefinition = new FrequencyDefinition(configCell, "Line frequency");
// Add a single phasor definition
configCell.PhasorDefinitions.Add(new PhasorDefinition(configCell, "120V Phasor", PhasorType.Voltage, null));
}
/// <summary>
/// Creates a new <see cref="TimeSlice"/> for the specified time using the specified data
/// </summary>
/// <param name="utcDateTime">The UTC frontier date time</param>
/// <param name="algorithmTimeZone">The algorithm's time zone, required for computing algorithm and slice time</param>
/// <param name="cashBook">The algorithm's cash book, required for generating cash update pairs</param>
/// <param name="data">The data in this <see cref="TimeSlice"/></param>
/// <param name="changes">The new changes that are seen in this time slice as a result of universe selection</param>
/// <returns>A new <see cref="TimeSlice"/> containing the specified data</returns>
public static TimeSlice Create(DateTime utcDateTime, DateTimeZone algorithmTimeZone, CashBook cashBook, List<KeyValuePair<Security, List<BaseData>>> data, SecurityChanges changes)
{
int count = 0;
var security = new List<KeyValuePair<Security, BaseData>>();
var custom = new List<KeyValuePair<Security, List<BaseData>>>();
var consolidator = new List<KeyValuePair<SubscriptionDataConfig, List<BaseData>>>();
var allDataForAlgorithm = new List<BaseData>(data.Count);
var cash = new List<KeyValuePair<Cash, BaseData>>(cashBook.Count);
var cashSecurities = new HashSet<Symbol>();
foreach (var cashItem in cashBook.Values)
{
cashSecurities.Add(cashItem.SecuritySymbol);
}
Split split;
Dividend dividend;
Delisting delisting;
SymbolChangedEvent symbolChange;
var algorithmTime = utcDateTime.ConvertFromUtc(algorithmTimeZone);
var tradeBars = new TradeBars(algorithmTime);
var ticks = new Ticks(algorithmTime);
var splits = new Splits(algorithmTime);
var dividends = new Dividends(algorithmTime);
var delistings = new Delistings(algorithmTime);
var symbolChanges = new SymbolChangedEvents(algorithmTime);
foreach (var kvp in data)
{
var list = kvp.Value;
var symbol = kvp.Key.Symbol;
// keep count of all data points
if (list.Count == 1 && list[0] is BaseDataCollection)
{
count += ((BaseDataCollection) list[0]).Data.Count;
}
else
{
count += list.Count;
}
BaseData update = null;
var consolidatorUpdate = new List<BaseData>(list.Count);
for (int i = 0; i < list.Count; i++)
{
var baseData = list[i];
if (!kvp.Key.SubscriptionDataConfig.IsInternalFeed)
{
// this is all the data that goes into the algorithm
allDataForAlgorithm.Add(baseData);
if (kvp.Key.SubscriptionDataConfig.IsCustomData)
{
// this is all the custom data
custom.Add(kvp);
}
}
// don't add internal feed data to ticks/bars objects
if (baseData.DataType != MarketDataType.Auxiliary)
{
if (!kvp.Key.SubscriptionDataConfig.IsInternalFeed)
{
// populate ticks and tradebars dictionaries with no aux data
if (baseData.DataType == MarketDataType.Tick)
{
List<Tick> ticksList;
if (!ticks.TryGetValue(symbol, out ticksList))
{
ticksList = new List<Tick> {(Tick) baseData};
ticks[symbol] = ticksList;
}
ticksList.Add((Tick) baseData);
}
else if (baseData.DataType == MarketDataType.TradeBar)
{
tradeBars[symbol] = (TradeBar) baseData;
}
// this is data used to update consolidators
consolidatorUpdate.Add(baseData);
}
// this is the data used set market prices
update = baseData;
}
// include checks for various aux types so we don't have to construct the dictionaries in Slice
else if ((delisting = baseData as Delisting) != null)
{
delistings[symbol] = delisting;
}
else if ((dividend = baseData as Dividend) != null)
{
dividends[symbol] = dividend;
}
else if ((split = baseData as Split) != null)
{
splits[symbol] = split;
}
else if ((symbolChange = baseData as SymbolChangedEvent) != null)
{
// symbol changes is keyed by the requested symbol
symbolChanges[kvp.Key.SubscriptionDataConfig.Symbol] = symbolChange;
}
}
// check for 'cash securities' if we found valid update data for this symbol
// and we need this data to update cash conversion rates, long term we should
// have Cash hold onto it's security, then he can update himself, or rather, just
// patch through calls to conversion rate to compue it on the fly using Security.Price
if (update != null && cashSecurities.Contains(kvp.Key.Symbol))
{
foreach (var cashKvp in cashBook)
{
if (cashKvp.Value.SecuritySymbol == kvp.Key.Symbol)
{
cash.Add(new KeyValuePair<Cash, BaseData>(cashKvp.Value, update));
}
}
}
security.Add(new KeyValuePair<Security, BaseData>(kvp.Key, update));
consolidator.Add(new KeyValuePair<SubscriptionDataConfig, List<BaseData>>(kvp.Key.SubscriptionDataConfig, consolidatorUpdate));
}
var slice = new Slice(utcDateTime.ConvertFromUtc(algorithmTimeZone), allDataForAlgorithm, tradeBars, ticks, splits, dividends, delistings, symbolChanges, allDataForAlgorithm.Count > 0);
return new TimeSlice(utcDateTime, count, slice, data, cash, security, consolidator, custom, changes);
}
/// <summary>
/// Initializes <see cref="FileExporter"/>.
/// </summary>
public override void Initialize()
{
base.Initialize();
Dictionary <string, string> settings = Settings;
const string errorMessage = "{0} is missing from Settings - Example: exportInterval=5; useReferenceAngle=True; referenceAngleMeasurement=DEVARCHIVE:6; companyTagPrefix=TVA; useNumericQuality=True; inputMeasurementKeys={{FILTER ActiveMeasurements WHERE Device='SHELBY' AND SignalType='FREQ'}}";
string setting;
double seconds;
// Load required parameters
if (!settings.TryGetValue("exportInterval", out setting) || !double.TryParse(setting, out seconds))
{
throw new ArgumentException(string.Format(errorMessage, "exportInterval"));
}
m_exportInterval = (int)(seconds * 1000.0D);
m_lastPublicationTime = 0;
if (m_exportInterval <= 0)
{
throw new ArgumentException("exportInterval should not be 0 - Example: exportInterval=5.5");
}
if (InputMeasurementKeys == null || InputMeasurementKeys.Length == 0)
{
throw new InvalidOperationException("There are no input measurements defined. You must define \"inputMeasurementKeys\" to define which measurements to export.");
}
if (!settings.TryGetValue("useReferenceAngle", out setting))
{
throw new ArgumentException(string.Format(errorMessage, "useReferenceAngle"));
}
m_useReferenceAngle = setting.ParseBoolean();
if (m_useReferenceAngle)
{
// Reference angle measurement has to be defined if using reference angle
if (!settings.TryGetValue("referenceAngleMeasurement", out setting))
{
throw new ArgumentException(string.Format(errorMessage, "referenceAngleMeasurement"));
}
m_referenceAngleKey = MeasurementKey.Parse(setting);
// Make sure reference angle is part of input measurement keys collection
if (!InputMeasurementKeys.Contains(m_referenceAngleKey))
{
InputMeasurementKeys = InputMeasurementKeys.Concat(new[] { m_referenceAngleKey }).ToArray();
}
// Make sure sure reference angle key is actually an angle measurement
SignalType signalType = InputMeasurementKeyTypes[InputMeasurementKeys.IndexOf(key => key == m_referenceAngleKey)];
if (signalType != SignalType.IPHA && signalType != SignalType.VPHA)
{
throw new InvalidOperationException(string.Format("Specified reference angle measurement key is a {0} signal, not a phase angle.", signalType.GetFormattedName()));
}
}
// Load optional parameters
if (settings.TryGetValue("companyTagPrefix", out setting))
{
m_companyTagPrefix = setting.ToUpper().Trim();
}
else
{
m_companyTagPrefix = null;
}
if (settings.TryGetValue("useNumericQuality", out setting))
{
m_useNumericQuality = setting.ParseBoolean();
}
else
{
m_useNumericQuality = false;
}
// Suffix company tag prefix with an underscore if defined
if (!string.IsNullOrWhiteSpace(m_companyTagPrefix))
{
m_companyTagPrefix = m_companyTagPrefix.EnsureEnd('_');
}
// Define a default export location - user can override and add multiple locations in config later...
m_dataExporter = new MultipleDestinationExporter(ConfigurationSection, m_exportInterval);
m_dataExporter.StatusMessage += m_dataExporter_StatusMessage;
m_dataExporter.ProcessException += m_dataExporter_ProcessException;
m_dataExporter.Initialize(new[] { new ExportDestination(FilePath.GetAbsolutePath(ConfigurationSection + ".txt"), false) });
// Create new measurement tag name dictionary
m_measurementTags = new ConcurrentDictionary <MeasurementKey, string>();
string pointID = "undefined";
// Lookup point tag name for input measurement in the ActiveMeasurements table
foreach (MeasurementKey key in InputMeasurementKeys)
{
try
{
// Get measurement key as a string
pointID = key.ToString();
// Lookup measurement key in active measurements table
DataRow row = DataSource.Tables["ActiveMeasurements"].Select(string.Format("ID='{0}'", pointID))[0];
// Remove invalid symbols that may be in tag name
string pointTag = row["PointTag"].ToNonNullString(pointID).Replace('-', '_').Replace(':', '_').ToUpper();
// Prefix point tag with company prefix if defined
if (!string.IsNullOrWhiteSpace(m_companyTagPrefix) && !pointTag.StartsWith(m_companyTagPrefix))
{
pointTag = m_companyTagPrefix + pointTag;
}
m_measurementTags.TryAdd(key, pointTag);
}
catch (ThreadAbortException)
{
throw;
}
catch (Exception ex)
{
OnProcessException(new InvalidOperationException(string.Format("Failed to lookup point tag for measurement [{0}] due to exception: {1}", pointID, ex.Message)));
}
}
// We enable tracking of latest measurements so we can use these values if points are missing - since we are using
// latest measurement tracking, we sort all incoming points even though most of them will be thrown out...
TrackLatestMeasurements = true;
}
/// <summary>
/// Process frame of time-aligned measurements that arrived within the defined lag time.
/// </summary>
/// <param name="frame"><see cref="IFrame"/> of measurements that arrived within lag time and are ready for processing.</param>
/// <param name="index">Index of <see cref="IFrame"/> within one second of data ranging from zero to frames per second - 1.</param>
protected override void PublishFrame(IFrame frame, int index)
{
Ticks timestamp = frame.Timestamp;
// Only publish when the export interval time has passed
if ((timestamp - m_lastPublicationTime).ToMilliseconds() > m_exportInterval)
{
ConcurrentDictionary <MeasurementKey, IMeasurement> measurements = frame.Measurements;
m_lastPublicationTime = timestamp;
if (measurements.Count > 0)
{
StringBuilder fileData = new StringBuilder();
IMeasurement measurement, referenceAngle;
MeasurementKey inputMeasurementKey;
SignalType signalType;
DataQuality measurementQuality;
double measurementValue, referenceAngleValue;
string measurementTag;
bool displayedWarning = false;
// We need to get calculated reference angle value in order to export relative phase angles
// If the value is not here, we don't export
referenceAngle = null;
// Make sure reference made it in this frame...
if (m_useReferenceAngle && !measurements.TryGetValue(m_referenceAngleKey, out referenceAngle))
{
OnProcessException(new InvalidOperationException("Calculated reference angle was not found in this frame, possible reasons: system is initializing, receiving no data or lag time is too small. File creation was skipped."));
}
else
{
// Export all defined input measurements
for (int i = 0; i < InputMeasurementKeys.Length; i++)
{
inputMeasurementKey = InputMeasurementKeys[i];
signalType = InputMeasurementKeyTypes[i];
// Look up measurement's tag name
if (m_measurementTags.TryGetValue(inputMeasurementKey, out measurementTag))
{
// See if measurement exists in this frame
if (measurements.TryGetValue(inputMeasurementKey, out measurement))
{
// Get measurement's adjusted value (takes into account any adder and or multipler)
measurementValue = measurement.AdjustedValue;
// Interpret data quality flags
measurementQuality = (measurement.ValueQualityIsGood() ? (measurement.TimestampQualityIsGood() ? DataQuality.Good : DataQuality.Suspect) : DataQuality.Bad);
}
else
{
// Didn't find measurement in this frame, try using a recent value
measurementValue = LatestMeasurements[inputMeasurementKey];
// Interpret data quality flags - if no recent measurement is available, we mark it as bad
measurementQuality = (Double.IsNaN(measurementValue) ? DataQuality.Bad : DataQuality.Good);
// We'll export zero instead of NaN for bad data
if (measurementQuality == DataQuality.Bad)
{
measurementValue = 0.0D;
}
}
// Export tag name field
fileData.Append(measurementTag);
fileData.Append(",");
// Export measurement value making any needed adjustments based on signal type
if (signalType == SignalType.VPHA || signalType == SignalType.IPHA)
{
// This is a phase angle measurement, export the value relative to the reference angle (if available)
if (referenceAngle == null)
{
// No reference angle defined, export raw angle
fileData.Append(measurementValue);
}
else
{
// Get reference angle's adjusted value (takes into account any adder and or multipler)
referenceAngleValue = referenceAngle.AdjustedValue;
// Handle relative angle wrapping
double dis0 = Math.Abs(measurementValue - referenceAngleValue);
double dis1 = Math.Abs(measurementValue - referenceAngleValue + 360);
double dis2 = Math.Abs(measurementValue - referenceAngleValue - 360);
if ((dis0 < dis1) && (dis0 < dis2))
{
measurementValue = measurementValue - referenceAngleValue;
}
else if (dis1 < dis2)
{
measurementValue = measurementValue - referenceAngleValue + 360;
}
else
{
measurementValue = measurementValue - referenceAngleValue - 360;
}
fileData.Append(measurementValue);
}
}
else if (signalType == SignalType.VPHM)
{
// Typical voltages from PMU's are line-to-neutral volts so we convert them to line-to-line kilovolts
fileData.Append(measurementValue * SqrtOf3 / 1000.0D);
}
else
{
// Export all other types of measurements as their raw value
fileData.Append(measurementValue);
}
// Export interpreted measurement quality
fileData.Append(",");
if (m_useNumericQuality)
{
fileData.Append((int)measurementQuality);
}
else
{
fileData.Append(measurementQuality);
}
// Terminate line (ICCP file link expects these two terminating commas, weird...)
fileData.AppendLine(",,");
}
else
{
// We were unable to find measurement tag for this key - this is unexpected
OnProcessException(new InvalidOperationException(string.Format("Failed to find measurement tag for measurement {0}", inputMeasurementKey)));
}
}
}
// Queue up measurement export to data exporter - this will only allow one export at a time
try
{
m_dataExporter.ExportData(fileData.ToString());
}
catch (ThreadAbortException)
{
throw;
}
catch (Exception ex)
{
m_skippedExports++;
OnStatusMessage("WARNING: Skipped export due to exception: " + ex.Message);
displayedWarning = true;
}
// We display export status every other minute
if (new DateTime(timestamp).Minute % 2 == 0 && !displayedWarning)
{
//Make sure message is only displayed once during the minute
if (!m_statusDisplayed)
{
OnStatusMessage("{0} successful file based measurement exports...", m_dataExporter.TotalExports);
m_statusDisplayed = true;
}
}
else
{
m_statusDisplayed = false;
}
}
else
{
// No data was available in the frame, lag time set too tight?
OnProcessException(new InvalidOperationException("No measurements were available for file based data export, possible reasons: system is initializing , receiving no data or lag time is too small. File creation was skipped."));
}
}
}
public IViewComponentResult Invoke()
{
// var chart = JsonConvert.DeserializeObject<ChartJs> (chartData);
Ticks ticks = new Ticks {
beginAtZero = true
};
Yax yax = new Yax {
ticks = ticks
};
Yax[] y = new Yax[1];
y[0] = yax;
Scales scales = new Scales();
scales.yAxes = y;
Data data = new Data();
MonthlySaleData saleData = GetMonthSaleData();
Dataset dataset = new Dataset
{
borderWidth = 1,
label = "Monthly Sale",
data = saleData.Amount.ToArray(),
backgroundColor = new string[] {
"rgba(255, 99, 132, 0.2)",
"rgba(54, 162, 235, 0.2)",
"rgba(255, 206, 86, 0.2)",
"rgba(75, 192, 192, 0.2)",
"rgba(153, 102, 255, 0.2)",
"rgba(54, 162, 235, 0.2)",
"rgba(255, 203, 83, 0.2)",
"rgba(255, 159, 64, 0.2)",
"rgba(255, 99, 132, 0.2)",
"rgba(54, 162, 235, 0.2)",
"rgba(255, 206, 86, 0.2)",
"rgba(75, 192, 192, 0.2)",
},
borderColor = new string[] {
"rgba(255, 99, 132, 1)",
"rgba(54, 162, 235, 1)",
"rgba(255, 206, 86, 1)",
"rgba(75, 192, 192, 1)",
"rgba(153, 102, 255, 1)",
"rgba(255, 203, 83, 1)",
"rgba(255, 159, 64, 1)",
"rgba(255, 99, 132, 1)",
"rgba(54, 162, 235, 1)",
"rgba(255, 206, 86, 1)",
"rgba(75, 192, 192, 1)",
"rgba(153, 102, 255, 1)",
}
};
ChartJs chart = new ChartJs
{
type = "bar",
responsive = true,
options = new Options {
scales = scales
},
data = new Data {
datasets = new Dataset[] { dataset }, labels = saleData.MonthName.ToArray()
}
};
var chartModel = new ChartJsViewModel
{
Chart = chart,
ChartJson = JsonConvert.SerializeObject(chart, new JsonSerializerSettings
{
NullValueHandling = NullValueHandling.Ignore
})
};
return(View(chartModel));
}
private void buttonImport_Click(object sender, EventArgs e)
{
if (openFileDialogSelectCSVImport.ShowDialog(this) != DialogResult.OK)
{
return;
}
string csvFile = FilePath.GetAbsolutePath(openFileDialogSelectCSVImport.FileName);
UpdateProgressBar(0);
ShowUpdateMessage("");
if (!File.Exists(csvFile))
{
ShowUpdateMessage($"CSV import file \"{csvFile}\" was not found. Import canceled.");
return;
}
Task.Run(() =>
{
try
{
SetControlEnabledState(buttonImport, false);
m_cancellationTokenSource = new CancellationTokenSource();
Dictionary <int, int> comPortIDCodeMap = new();
try
{
using TextFieldParser parser = new(csvFile);
parser.TextFieldType = FieldType.Delimited;
parser.SetDelimiters(",");
while (!parser.EndOfData)
{
string[] fields = parser.ReadFields();
if (!(fields?.Length > 1))
{
continue;
}
if (fields[0].StartsWith("COM", StringComparison.OrdinalIgnoreCase) && fields.Length > 3)
{
fields[0] = fields[0].Substring(3);
}
if (ushort.TryParse(fields[0], out ushort comPort) && ushort.TryParse(fields[1], out ushort idCode))
{
comPortIDCodeMap[comPort] = idCode;
}
}
}
catch (Exception ex)
{
ShowUpdateMessage($"ERROR: Failed while attempting to parse CSV file \"{Path.GetFileName(csvFile)}\": {ex.Message}");
m_log.Publish(MessageLevel.Error, nameof(AutoConfigPortScanner), exception: ex);
return;
}
if (comPortIDCodeMap.Count == 0)
{
ShowUpdateMessage($"No mappings found in CSV import file \"{csvFile}\".{Environment.NewLine} Verify format: column 1 should be COM port and column 2 should be ID code.");
return;
}
ShowUpdateMessage($"Loaded {comPortIDCodeMap.Count:N0} mappings from CSV import file \"{csvFile}\", starting scan and import...");
Ticks startTime = DateTime.UtcNow.Ticks;
int mappings = 0;
// Save original settings
string orgStartComPort = textBoxStartComPort.Text;
string orgEndComPort = textBoxEndComPort.Text;
string orgStartIDCode = textBoxStartIDCode.Text;
string orgEndIDCode = textBoxEndIDCode.Text;
SetProgressBarMinMax(0, comPortIDCodeMap.Count);
try
{
// Scan each row in import file
foreach (KeyValuePair <int, int> kvp in comPortIDCodeMap)
{
int comPort = kvp.Key;
int idCode = kvp.Value;
SetTextBoxText(textBoxStartComPort, comPort.ToString());
SetTextBoxText(textBoxEndComPort, comPort.ToString());
SetTextBoxText(textBoxStartIDCode, idCode.ToString());
SetTextBoxText(textBoxEndIDCode, idCode.ToString());
buttonScan_Click(buttonScan, e);
m_scanExecutionComplete.Wait();
if (m_cancellationTokenSource?.IsCancellationRequested ?? false)
{
break;
}
mappings++;
UpdateProgressBar(mappings);
}
}
catch (Exception ex)
{
ShowUpdateMessage($"ERROR: Failed while attempting to scan COM port to ID code mappings in CSV file \"{Path.GetFileName(csvFile)}\": {ex.Message}");
m_log.Publish(MessageLevel.Error, nameof(AutoConfigPortScanner), exception: ex);
}
finally
{
// Restore original settings
SetTextBoxText(textBoxStartComPort, orgStartComPort);
SetTextBoxText(textBoxEndComPort, orgEndComPort);
SetTextBoxText(textBoxStartIDCode, orgStartIDCode);
SetTextBoxText(textBoxEndIDCode, orgEndIDCode);
if (m_cancellationTokenSource?.IsCancellationRequested ?? false)
{
ShowUpdateMessage($"{Environment.NewLine}Import canceled after running for {(DateTime.UtcNow.Ticks - startTime).ToElapsedTimeString(3)}. Completed {mappings:N0} mappings from CSV file \"{Path.GetFileName(csvFile)}\" before cancel.");
}
else
{
ShowUpdateMessage($"{Environment.NewLine}Import for {mappings:N0} mappings in CSV file \"{Path.GetFileName(csvFile)}\" completed in {(DateTime.UtcNow.Ticks - startTime).ToElapsedTimeString(3)}");
}
}
}
finally
{
SetControlEnabledState(buttonImport, true);
}
});
}
/// <summary>
/// Creates a new <see cref="ConfigurationFrame3"/> from specified parameters.
/// </summary>
/// <param name="timebase">Timebase to use for fraction second resolution.</param>
/// <param name="idCode">The ID code of this <see cref="ConfigurationFrame3"/>.</param>
/// <param name="timestamp">The exact timestamp, in <see cref="Ticks"/>, of the data represented by this <see cref="ConfigurationFrame3"/>.</param>
/// <param name="frameRate">The defined frame rate of this <see cref="ConfigurationFrame3"/>.</param>
/// <remarks>
/// This constructor is used by a consumer to generate an IEEE C37.118 configuration frame, type 3.
/// </remarks>
public ConfigurationFrame3(uint timebase, ushort idCode, Ticks timestamp, ushort frameRate)
: base(timebase, idCode, timestamp, frameRate)
{
}
// Indicates whether the given measurement's value has changed.
private bool ClearIfNotFlatline(IMeasurement measurement)
{
if (measurement.Value != m_lastValue)
{
m_lastChanged = measurement.Timestamp;
m_lastValue = measurement.Value;
return true;
}
return false;
}
/// <summary>
/// Creates a new <see cref="TimeSlice"/> for the specified time using the specified data
/// </summary>
/// <param name="utcDateTime">The UTC frontier date time</param>
/// <param name="algorithmTimeZone">The algorithm's time zone, required for computing algorithm and slice time</param>
/// <param name="cashBook">The algorithm's cash book, required for generating cash update pairs</param>
/// <param name="data">The data in this <see cref="TimeSlice"/></param>
/// <param name="changes">The new changes that are seen in this time slice as a result of universe selection</param>
/// <param name="universeData"></param>
/// <returns>A new <see cref="TimeSlice"/> containing the specified data</returns>
public static TimeSlice Create(DateTime utcDateTime,
DateTimeZone algorithmTimeZone,
CashBook cashBook,
List <DataFeedPacket> data,
SecurityChanges changes,
Dictionary <Universe, BaseDataCollection> universeData)
{
int count = 0;
var security = new List <UpdateData <Security> >();
var custom = new List <UpdateData <Security> >();
var consolidator = new List <UpdateData <SubscriptionDataConfig> >();
var allDataForAlgorithm = new List <BaseData>(data.Count);
var optionUnderlyingUpdates = new Dictionary <Symbol, BaseData>();
Split split;
Dividend dividend;
Delisting delisting;
SymbolChangedEvent symbolChange;
// we need to be able to reference the slice being created in order to define the
// evaluation of option price models, so we define a 'future' that can be referenced
// in the option price model evaluation delegates for each contract
Slice slice = null;
var sliceFuture = new Lazy <Slice>(() => slice);
var algorithmTime = utcDateTime.ConvertFromUtc(algorithmTimeZone);
var tradeBars = new TradeBars(algorithmTime);
var quoteBars = new QuoteBars(algorithmTime);
var ticks = new Ticks(algorithmTime);
var splits = new Splits(algorithmTime);
var dividends = new Dividends(algorithmTime);
var delistings = new Delistings(algorithmTime);
var optionChains = new OptionChains(algorithmTime);
var futuresChains = new FuturesChains(algorithmTime);
var symbolChanges = new SymbolChangedEvents(algorithmTime);
if (universeData.Count > 0)
{
// count universe data
foreach (var kvp in universeData)
{
count += kvp.Value.Data.Count;
}
}
// ensure we read equity data before option data, so we can set the current underlying price
foreach (var packet in data)
{
var list = packet.Data;
var symbol = packet.Security.Symbol;
if (list.Count == 0)
{
continue;
}
// keep count of all data points
if (list.Count == 1 && list[0] is BaseDataCollection)
{
var baseDataCollectionCount = ((BaseDataCollection)list[0]).Data.Count;
if (baseDataCollectionCount == 0)
{
continue;
}
count += baseDataCollectionCount;
}
else
{
count += list.Count;
}
if (!packet.Configuration.IsInternalFeed && packet.Configuration.IsCustomData)
{
// This is all the custom data
custom.Add(new UpdateData <Security>(packet.Security, packet.Configuration.Type, list));
}
var securityUpdate = new List <BaseData>(list.Count);
var consolidatorUpdate = new List <BaseData>(list.Count);
for (int i = 0; i < list.Count; i++)
{
var baseData = list[i];
if (!packet.Configuration.IsInternalFeed)
{
// this is all the data that goes into the algorithm
allDataForAlgorithm.Add(baseData);
}
// don't add internal feed data to ticks/bars objects
if (baseData.DataType != MarketDataType.Auxiliary)
{
if (!packet.Configuration.IsInternalFeed)
{
PopulateDataDictionaries(baseData, ticks, tradeBars, quoteBars, optionChains, futuresChains);
// special handling of options data to build the option chain
if (packet.Security.Type == SecurityType.Option)
{
if (baseData.DataType == MarketDataType.OptionChain)
{
optionChains[baseData.Symbol] = (OptionChain)baseData;
}
else if (!HandleOptionData(algorithmTime, baseData, optionChains, packet.Security, sliceFuture, optionUnderlyingUpdates))
{
continue;
}
}
// special handling of futures data to build the futures chain
if (packet.Security.Type == SecurityType.Future)
{
if (baseData.DataType == MarketDataType.FuturesChain)
{
futuresChains[baseData.Symbol] = (FuturesChain)baseData;
}
else if (!HandleFuturesData(algorithmTime, baseData, futuresChains, packet.Security))
{
continue;
}
}
// this is data used to update consolidators
consolidatorUpdate.Add(baseData);
}
// this is the data used set market prices
// do not add it if it is a Suspicious tick
var tick = baseData as Tick;
if (tick != null && tick.Suspicious)
{
continue;
}
securityUpdate.Add(baseData);
// option underlying security update
if (packet.Security.Symbol.SecurityType == SecurityType.Equity)
{
optionUnderlyingUpdates[packet.Security.Symbol] = baseData;
}
}
// include checks for various aux types so we don't have to construct the dictionaries in Slice
else if ((delisting = baseData as Delisting) != null)
{
delistings[symbol] = delisting;
}
else if ((dividend = baseData as Dividend) != null)
{
dividends[symbol] = dividend;
}
else if ((split = baseData as Split) != null)
{
splits[symbol] = split;
}
else if ((symbolChange = baseData as SymbolChangedEvent) != null)
{
// symbol changes is keyed by the requested symbol
symbolChanges[packet.Configuration.Symbol] = symbolChange;
}
}
if (securityUpdate.Count > 0)
{
security.Add(new UpdateData <Security>(packet.Security, packet.Configuration.Type, securityUpdate));
}
if (consolidatorUpdate.Count > 0)
{
consolidator.Add(new UpdateData <SubscriptionDataConfig>(packet.Configuration, packet.Configuration.Type, consolidatorUpdate));
}
}
slice = new Slice(algorithmTime, allDataForAlgorithm, tradeBars, quoteBars, ticks, optionChains, futuresChains, splits, dividends, delistings, symbolChanges, allDataForAlgorithm.Count > 0);
return(new TimeSlice(utcDateTime, count, slice, data, security, consolidator, custom, changes, universeData));
}
/// <inheritdoc />
public override int GetHashCode()
{
unchecked // Overflow is fine, just wrap
{
var hashCode = 41;
if (Visible != null)
{
hashCode = hashCode * 59 + Visible.GetHashCode();
}
if (Type != null)
{
hashCode = hashCode * 59 + Type.GetHashCode();
}
if (CategoryOrder != null)
{
hashCode = hashCode * 59 + CategoryOrder.GetHashCode();
}
if (CategoryArray != null)
{
hashCode = hashCode * 59 + CategoryArray.GetHashCode();
}
if (ThetaUnit != null)
{
hashCode = hashCode * 59 + ThetaUnit.GetHashCode();
}
if (Period != null)
{
hashCode = hashCode * 59 + Period.GetHashCode();
}
if (Direction != null)
{
hashCode = hashCode * 59 + Direction.GetHashCode();
}
if (Rotation != null)
{
hashCode = hashCode * 59 + Rotation.GetHashCode();
}
if (HoverFormat != null)
{
hashCode = hashCode * 59 + HoverFormat.GetHashCode();
}
if (UiRevision != null)
{
hashCode = hashCode * 59 + UiRevision.GetHashCode();
}
if (Color != null)
{
hashCode = hashCode * 59 + Color.GetHashCode();
}
if (ShowLine != null)
{
hashCode = hashCode * 59 + ShowLine.GetHashCode();
}
if (LineColor != null)
{
hashCode = hashCode * 59 + LineColor.GetHashCode();
}
if (LineWidth != null)
{
hashCode = hashCode * 59 + LineWidth.GetHashCode();
}
if (ShowGrid != null)
{
hashCode = hashCode * 59 + ShowGrid.GetHashCode();
}
if (GridColor != null)
{
hashCode = hashCode * 59 + GridColor.GetHashCode();
}
if (GridWidth != null)
{
hashCode = hashCode * 59 + GridWidth.GetHashCode();
}
if (TickMode != null)
{
hashCode = hashCode * 59 + TickMode.GetHashCode();
}
if (NTicks != null)
{
hashCode = hashCode * 59 + NTicks.GetHashCode();
}
if (Tick0 != null)
{
hashCode = hashCode * 59 + Tick0.GetHashCode();
}
if (DTick != null)
{
hashCode = hashCode * 59 + DTick.GetHashCode();
}
if (TickVals != null)
{
hashCode = hashCode * 59 + TickVals.GetHashCode();
}
if (TickText != null)
{
hashCode = hashCode * 59 + TickText.GetHashCode();
}
if (Ticks != null)
{
hashCode = hashCode * 59 + Ticks.GetHashCode();
}
if (TickLen != null)
{
hashCode = hashCode * 59 + TickLen.GetHashCode();
}
if (TickWidth != null)
{
hashCode = hashCode * 59 + TickWidth.GetHashCode();
}
if (TickColor != null)
{
hashCode = hashCode * 59 + TickColor.GetHashCode();
}
if (ShowTickLabels != null)
{
hashCode = hashCode * 59 + ShowTickLabels.GetHashCode();
}
if (ShowTickPrefix != null)
{
hashCode = hashCode * 59 + ShowTickPrefix.GetHashCode();
}
if (TickPrefix != null)
{
hashCode = hashCode * 59 + TickPrefix.GetHashCode();
}
if (ShowTickSuffix != null)
{
hashCode = hashCode * 59 + ShowTickSuffix.GetHashCode();
}
if (TickSuffix != null)
{
hashCode = hashCode * 59 + TickSuffix.GetHashCode();
}
if (ShowExponent != null)
{
hashCode = hashCode * 59 + ShowExponent.GetHashCode();
}
if (ExponentFormat != null)
{
hashCode = hashCode * 59 + ExponentFormat.GetHashCode();
}
if (MinExponent != null)
{
hashCode = hashCode * 59 + MinExponent.GetHashCode();
}
if (SeparateThousands != null)
{
hashCode = hashCode * 59 + SeparateThousands.GetHashCode();
}
if (TickFont != null)
{
hashCode = hashCode * 59 + TickFont.GetHashCode();
}
if (TickAngle != null)
{
hashCode = hashCode * 59 + TickAngle.GetHashCode();
}
if (TickFormat != null)
{
hashCode = hashCode * 59 + TickFormat.GetHashCode();
}
if (TickFormatStops != null)
{
hashCode = hashCode * 59 + TickFormatStops.GetHashCode();
}
if (Layer != null)
{
hashCode = hashCode * 59 + Layer.GetHashCode();
}
if (CategoryArraySrc != null)
{
hashCode = hashCode * 59 + CategoryArraySrc.GetHashCode();
}
if (TickValsSrc != null)
{
hashCode = hashCode * 59 + TickValsSrc.GetHashCode();
}
if (TickTextSrc != null)
{
hashCode = hashCode * 59 + TickTextSrc.GetHashCode();
}
return(hashCode);
}
}
/// <inheritdoc />
public bool Equals([AllowNull] AngularAxis other)
{
if (other == null)
{
return(false);
}
if (ReferenceEquals(this, other))
{
return(true);
}
return
((
Visible == other.Visible ||
Visible != null &&
Visible.Equals(other.Visible)
) &&
(
Type == other.Type ||
Type != null &&
Type.Equals(other.Type)
) &&
(
CategoryOrder == other.CategoryOrder ||
CategoryOrder != null &&
CategoryOrder.Equals(other.CategoryOrder)
) &&
(
Equals(CategoryArray, other.CategoryArray) ||
CategoryArray != null && other.CategoryArray != null &&
CategoryArray.SequenceEqual(other.CategoryArray)
) &&
(
ThetaUnit == other.ThetaUnit ||
ThetaUnit != null &&
ThetaUnit.Equals(other.ThetaUnit)
) &&
(
Period == other.Period ||
Period != null &&
Period.Equals(other.Period)
) &&
(
Direction == other.Direction ||
Direction != null &&
Direction.Equals(other.Direction)
) &&
(
Rotation == other.Rotation ||
Rotation != null &&
Rotation.Equals(other.Rotation)
) &&
(
HoverFormat == other.HoverFormat ||
HoverFormat != null &&
HoverFormat.Equals(other.HoverFormat)
) &&
(
UiRevision == other.UiRevision ||
UiRevision != null &&
UiRevision.Equals(other.UiRevision)
) &&
(
Color == other.Color ||
Color != null &&
Color.Equals(other.Color)
) &&
(
ShowLine == other.ShowLine ||
ShowLine != null &&
ShowLine.Equals(other.ShowLine)
) &&
(
LineColor == other.LineColor ||
LineColor != null &&
LineColor.Equals(other.LineColor)
) &&
(
LineWidth == other.LineWidth ||
LineWidth != null &&
LineWidth.Equals(other.LineWidth)
) &&
(
ShowGrid == other.ShowGrid ||
ShowGrid != null &&
ShowGrid.Equals(other.ShowGrid)
) &&
(
GridColor == other.GridColor ||
GridColor != null &&
GridColor.Equals(other.GridColor)
) &&
(
GridWidth == other.GridWidth ||
GridWidth != null &&
GridWidth.Equals(other.GridWidth)
) &&
(
TickMode == other.TickMode ||
TickMode != null &&
TickMode.Equals(other.TickMode)
) &&
(
NTicks == other.NTicks ||
NTicks != null &&
NTicks.Equals(other.NTicks)
) &&
(
Tick0 == other.Tick0 ||
Tick0 != null &&
Tick0.Equals(other.Tick0)
) &&
(
DTick == other.DTick ||
DTick != null &&
DTick.Equals(other.DTick)
) &&
(
Equals(TickVals, other.TickVals) ||
TickVals != null && other.TickVals != null &&
TickVals.SequenceEqual(other.TickVals)
) &&
(
Equals(TickText, other.TickText) ||
TickText != null && other.TickText != null &&
TickText.SequenceEqual(other.TickText)
) &&
(
Ticks == other.Ticks ||
Ticks != null &&
Ticks.Equals(other.Ticks)
) &&
(
TickLen == other.TickLen ||
TickLen != null &&
TickLen.Equals(other.TickLen)
) &&
(
TickWidth == other.TickWidth ||
TickWidth != null &&
TickWidth.Equals(other.TickWidth)
) &&
(
TickColor == other.TickColor ||
TickColor != null &&
TickColor.Equals(other.TickColor)
) &&
(
ShowTickLabels == other.ShowTickLabels ||
ShowTickLabels != null &&
ShowTickLabels.Equals(other.ShowTickLabels)
) &&
(
ShowTickPrefix == other.ShowTickPrefix ||
ShowTickPrefix != null &&
ShowTickPrefix.Equals(other.ShowTickPrefix)
) &&
(
TickPrefix == other.TickPrefix ||
TickPrefix != null &&
TickPrefix.Equals(other.TickPrefix)
) &&
(
ShowTickSuffix == other.ShowTickSuffix ||
ShowTickSuffix != null &&
ShowTickSuffix.Equals(other.ShowTickSuffix)
) &&
(
TickSuffix == other.TickSuffix ||
TickSuffix != null &&
TickSuffix.Equals(other.TickSuffix)
) &&
(
ShowExponent == other.ShowExponent ||
ShowExponent != null &&
ShowExponent.Equals(other.ShowExponent)
) &&
(
ExponentFormat == other.ExponentFormat ||
ExponentFormat != null &&
ExponentFormat.Equals(other.ExponentFormat)
) &&
(
MinExponent == other.MinExponent ||
MinExponent != null &&
MinExponent.Equals(other.MinExponent)
) &&
(
SeparateThousands == other.SeparateThousands ||
SeparateThousands != null &&
SeparateThousands.Equals(other.SeparateThousands)
) &&
(
TickFont == other.TickFont ||
TickFont != null &&
TickFont.Equals(other.TickFont)
) &&
(
TickAngle == other.TickAngle ||
TickAngle != null &&
TickAngle.Equals(other.TickAngle)
) &&
(
TickFormat == other.TickFormat ||
TickFormat != null &&
TickFormat.Equals(other.TickFormat)
) &&
(
Equals(TickFormatStops, other.TickFormatStops) ||
TickFormatStops != null && other.TickFormatStops != null &&
TickFormatStops.SequenceEqual(other.TickFormatStops)
) &&
(
Layer == other.Layer ||
Layer != null &&
Layer.Equals(other.Layer)
) &&
(
CategoryArraySrc == other.CategoryArraySrc ||
CategoryArraySrc != null &&
CategoryArraySrc.Equals(other.CategoryArraySrc)
) &&
(
TickValsSrc == other.TickValsSrc ||
TickValsSrc != null &&
TickValsSrc.Equals(other.TickValsSrc)
) &&
(
TickTextSrc == other.TickTextSrc ||
TickTextSrc != null &&
TickTextSrc.Equals(other.TickTextSrc)
));
}
// Any exceptions in this handler will be exposed through ProcessException event and cause OutageLogProcessor
// to requeue the data gap outage so it will be processed again (could be that remote system is offline).
private void ProcessDataGap(Outage dataGap)
{
// Establish start and stop time for temporal session
m_subscriptionInfo.StartTime = dataGap.Start.ToString(OutageLog.DateTimeFormat, CultureInfo.InvariantCulture);
m_subscriptionInfo.StopTime = dataGap.End.ToString(OutageLog.DateTimeFormat, CultureInfo.InvariantCulture);
OnStatusMessage(MessageLevel.Info, $"Starting data gap recovery for period \"{m_subscriptionInfo.StartTime}\" - \"{m_subscriptionInfo.StopTime}\"...");
// Enable data monitor
m_dataStreamMonitor.Enabled = true;
// Reset measurement counters
m_measurementsRecoveredForDataGap = 0;
m_measurementsRecoveredOverLastInterval = 0;
// Reset processing fields
m_mostRecentRecoveredTime = dataGap.Start.Ticks;
m_abnormalTermination = false;
// Reset process completion wait handle
m_dataGapRecoveryCompleted.Reset();
// Start temporal data recovery session
m_temporalSubscription.Subscribe(m_subscriptionInfo);
// Save the currently processing data gap for reporting
m_currentDataGap = dataGap;
// Wait for process completion - success or fail
m_dataGapRecoveryCompleted.Wait();
// Clear the currently processing data gap
m_currentDataGap = null;
// If temporal session failed to connect, retry data recovery for this outage
if (m_abnormalTermination)
{
// Make sure any data recovered so far doesn't get unnecessarily re-recovered, this requires that source historian report data in time-sorted order
dataGap = new Outage(new DateTime(GSF.Common.Max((Ticks)dataGap.Start.Ticks, m_mostRecentRecoveredTime - (m_subscriptionInfo.UseMillisecondResolution ? Ticks.PerMillisecond : 1L)), DateTimeKind.Utc), dataGap.End);
// Re-insert adjusted data gap at the top of the processing queue
m_dataGapLog.Add(dataGap);
if (m_measurementsRecoveredForDataGap == 0)
{
OnStatusMessage(MessageLevel.Warning, $"Failed to establish temporal session. Data recovery for period \"{m_subscriptionInfo.StartTime}\" - \"{m_subscriptionInfo.StopTime}\" will be re-attempted.");
}
else
{
OnStatusMessage(MessageLevel.Warning, $"Temporal session was disconnected during recovery operation. Data recovery for adjusted period \"{dataGap.Start.ToString(OutageLog.DateTimeFormat, CultureInfo.InvariantCulture)}\" - \"{m_subscriptionInfo.StopTime}\" will be re-attempted.");
}
}
// Unsubscribe from temporal session
m_temporalSubscription.Unsubscribe();
// Disable data monitor
m_dataStreamMonitor.Enabled = false;
OnStatusMessage(m_measurementsRecoveredForDataGap == 0 ? MessageLevel.Warning : MessageLevel.Info, $"Recovered {m_measurementsRecoveredForDataGap} measurements for period \"{m_subscriptionInfo.StartTime}\" - \"{m_subscriptionInfo.StopTime}\".");
}
/// <summary>Gets numeric value of this <see cref="TemporalMeasurement"/>, constrained within specified ticks.</summary>
/// <remarks>
/// <para>Operation will return NaN if ticks are outside of time deviation tolerances.</para>
/// </remarks>
/// <param name="timestamp">Timestamp, in ticks, used to constrain <see cref="TemporalMeasurement"/> (typically set to real-time, i.e. "now").</param>
/// <returns>Raw value of this measurement (i.e., value that is not offset by adder and multiplier).</returns>
public double GetValue(Ticks timestamp)
{
// We only return a measurement value that is up-to-date...
return(Timestamp.TimeIsValid(timestamp, m_lagTime, m_leadTime) ? base.Value : double.NaN);
}
private void BulkInsert(IEnumerable <IMeasurement> measurements)
{
Type measurementType = typeof(IMeasurement);
IDbCommand command = null;
StringBuilder commandBuilder = new StringBuilder();
string insertFormat = "INSERT INTO {0} ({1}) ";
string selectFormat = "SELECT {0} ";
string unionFormat = "UNION ALL ";
StringBuilder valuesBuilder;
string fields = m_fieldList.Aggregate((field1, field2) => field1 + "," + field2);
string values;
IDbDataParameter parameter;
char paramChar = m_isOracle ? ':' : '@';
int paramCount = 0;
try
{
command = m_connection.CreateCommand();
commandBuilder.Append(string.Format(insertFormat, m_dbTableName, fields));
foreach (IMeasurement measurement in measurements)
{
valuesBuilder = new StringBuilder();
// Build the values list.
foreach (string fieldName in m_fieldList)
{
string propertyName = m_fieldNames[fieldName];
object value = GetAllProperties(measurementType).FirstOrDefault(prop => prop.Name == propertyName).GetValue(measurement, null);
if (valuesBuilder.Length > 0)
{
valuesBuilder.Append(',');
}
if ((object)value == null)
{
valuesBuilder.Append("NULL");
continue;
}
valuesBuilder.Append(paramChar);
valuesBuilder.Append('p');
valuesBuilder.Append(paramCount);
parameter = command.CreateParameter();
parameter.ParameterName = paramChar + "p" + paramCount;
parameter.Direction = ParameterDirection.Input;
switch (propertyName.ToLower())
{
case "id":
parameter.Value = m_isJetEngine ? "{" + value + "}" : value;
break;
case "key":
parameter.Value = value.ToString();
break;
case "timestamp":
case "publishedtimestamp":
case "receivedtimestamp":
Ticks timestamp = (Ticks)value;
// If the value is a timestamp, use the timestamp format
// specified by the user when inserting the timestamp.
if (m_timestampFormat == null)
{
parameter.Value = (long)timestamp;
}
else
{
parameter.Value = timestamp.ToString(m_timestampFormat);
}
break;
case "stateflags":
// IMeasurement.StateFlags field is an uint, cast this back to a
// signed integer to work with most database field types
parameter.Value = Convert.ToInt32(value);
break;
default:
parameter.Value = value;
break;
}
command.Parameters.Add(parameter);
paramCount++;
}
values = valuesBuilder.ToString();
commandBuilder.Append(string.Format(selectFormat, values));
commandBuilder.Append(unionFormat);
}
// Remove "UNION ALL " from the end of the command text.
commandBuilder.Remove(commandBuilder.Length - unionFormat.Length, unionFormat.Length);
// Set the command text and execute the command.
command.CommandText = commandBuilder.ToString();
command.ExecuteNonQuery();
m_measurementCount += measurements.Count();
}
finally
{
if ((object)command != null)
{
command.Dispose();
}
}
}
// Any exceptions in this handler will be exposed through ProcessException event and cause OutageLogProcessor
// to requeue the data gap outage so it will be processed again (could be that remote system is offline).
private void ProcessDataGap(Outage dataGap)
{
// Establish start and stop time for temporal session
m_subscriptionInfo.StartTime = dataGap.Start.ToString(OutageLog.DateTimeFormat, CultureInfo.InvariantCulture);
m_subscriptionInfo.StopTime = dataGap.End.ToString(OutageLog.DateTimeFormat, CultureInfo.InvariantCulture);
OnStatusMessage("Starting data gap recovery for period \"{0}\" - \"{1}\"...", m_subscriptionInfo.StartTime, m_subscriptionInfo.StopTime);
// Enable data monitor
m_dataStreamMonitor.Enabled = true;
// Reset measurement counters
m_measurementsRecoveredForDataGap = 0;
m_measurementsRecoveredOverLastInterval = 0;
// Reset processing fields
m_mostRecentRecoveredTime = dataGap.Start.Ticks;
m_abnormalTermination = false;
// Reset process completion wait handle
m_dataGapRecoveryCompleted.Reset();
// Start temporal data recovery session
m_temporalSubscription.Subscribe(m_subscriptionInfo);
// Wait for process completion - success or fail
m_dataGapRecoveryCompleted.Wait();
// If temporal session failed to connect, retry data recovery for this outage
if (m_abnormalTermination)
{
// Make sure any data recovered so far doesn't get unnecessarily re-recovered, this requires that source historian report data in time-sorted order
dataGap = new Outage(new DateTime(GSF.Common.Max((Ticks)dataGap.Start.Ticks, m_mostRecentRecoveredTime - (m_subscriptionInfo.UseMillisecondResolution ? Ticks.PerMillisecond : 1L)), DateTimeKind.Utc), dataGap.End);
// Re-insert adjusted data gap at the top of the processing queue
m_dataGapLog.Insert(0, dataGap);
FlushLogAsync();
if (m_measurementsRecoveredForDataGap == 0)
OnStatusMessage("WARNING: Failed to establish temporal session. Data recovery for period \"{0}\" - \"{1}\" will be re-attempted.", m_subscriptionInfo.StartTime, m_subscriptionInfo.StopTime);
else
OnStatusMessage("WARNING: Temporal session was disconnected during recovery operation. Data recovery for adjusted period \"{0}\" - \"{1}\" will be re-attempted.", dataGap.Start.ToString(OutageLog.DateTimeFormat, CultureInfo.InvariantCulture), m_subscriptionInfo.StopTime);
}
// Disconnect temporal session
m_temporalSubscription.Stop();
// Disable data monitor
m_dataStreamMonitor.Enabled = false;
OnStatusMessage("{0}Recovered {1} measurements for period \"{2}\" - \"{3}\".", m_measurementsRecoveredForDataGap == 0 ? "WARNING: " : "", m_measurementsRecoveredForDataGap, m_subscriptionInfo.StartTime, m_subscriptionInfo.StopTime);
}
/// <summary>
/// Creates a new BPA PDCstream specific <see cref="DataFrame"/> for the given <paramref name="timestamp"/>.
/// </summary>
/// <param name="timestamp">Timestamp for new <see cref="IFrame"/> in <see cref="Ticks"/>.</param>
/// <returns>New BPA PDCstream <see cref="DataFrame"/> at given <paramref name="timestamp"/>.</returns>
/// <remarks>
/// Note that the <see cref="ConcentratorBase"/> class (which the <see cref="ActionAdapterBase"/> is derived from)
/// is designed to sort <see cref="IMeasurement"/> implementations into an <see cref="IFrame"/> which represents
/// a collection of measurements at a given timestamp. The <c>CreateNewFrame</c> method allows consumers to create
/// their own <see cref="IFrame"/> implementations, in our case this will be a BPA PDCstream data frame.
/// </remarks>
protected override IFrame CreateNewFrame(Ticks timestamp)
{
// We create a new BPA PDCstream data frame based on current configuration frame
ushort sampleNumber = (ushort)((timestamp.DistanceBeyondSecond() + 1.0D) / base.TicksPerFrame);
DataFrame dataFrame = new DataFrame(timestamp, m_configurationFrame, 1, sampleNumber);
DataCell dataCell;
foreach (ConfigurationCell configurationCell in m_configurationFrame.Cells)
{
// Create a new BPA PDCstream data cell (i.e., a PMU entry for this frame)
dataCell = new DataCell(dataFrame, configurationCell, true);
// Add data cell to the frame
dataFrame.Cells.Add(dataCell);
}
return dataFrame;
}
/********************************************************
* CLASS METHODS
*********************************************************/
/// <summary>
/// Launch the algorithm manager to run this strategy
/// </summary>
/// <param name="job">Algorithm job</param>
/// <param name="algorithm">Algorithm instance</param>
/// <param name="feed">Datafeed object</param>
/// <param name="transactions">Transaction manager object</param>
/// <param name="results">Result handler object</param>
/// <param name="setup">Setup handler object</param>
/// <param name="realtime">Realtime processing object</param>
/// <remarks>Modify with caution</remarks>
public static void Run(AlgorithmNodePacket job, IAlgorithm algorithm, IDataFeed feed, ITransactionHandler transactions, IResultHandler results, ISetupHandler setup, IRealTimeHandler realtime)
{
//Initialize:
_dataPointCount = 0;
var startingPortfolioValue = setup.StartingPortfolioValue;
var backtestMode = (job.Type == PacketType.BacktestNode);
var methodInvokers = new Dictionary <Type, MethodInvoker>();
var marginCallFrequency = TimeSpan.FromMinutes(5);
var nextMarginCallTime = DateTime.MinValue;
//Initialize Properties:
_algorithmId = job.AlgorithmId;
_algorithmState = AlgorithmStatus.Running;
_previousTime = setup.StartingDate.Date;
//Create the method accessors to push generic types into algorithm: Find all OnData events:
// Algorithm 1.0 data accessors
var hasOnTradeBar = AddMethodInvoker <Dictionary <string, TradeBar> >(algorithm, methodInvokers, "OnTradeBar");
var hasOnTick = AddMethodInvoker <Dictionary <string, List <Tick> > >(algorithm, methodInvokers, "OnTick");
// Algorithm 2.0 data accessors
var hasOnDataTradeBars = AddMethodInvoker <TradeBars>(algorithm, methodInvokers);
var hasOnDataTicks = AddMethodInvoker <Ticks>(algorithm, methodInvokers);
// determine what mode we're in
var backwardsCompatibilityMode = !hasOnDataTradeBars && !hasOnDataTicks;
// dividend and split events
var hasOnDataDividends = AddMethodInvoker <Dividends>(algorithm, methodInvokers);
var hasOnDataSplits = AddMethodInvoker <Splits>(algorithm, methodInvokers);
//Go through the subscription types and create invokers to trigger the event handlers for each custom type:
foreach (var config in feed.Subscriptions)
{
//If type is a tradebar, combine tradebars and ticks into unified array:
if (config.Type.Name != "TradeBar" && config.Type.Name != "Tick")
{
//Get the matching method for this event handler - e.g. public void OnData(Quandl data) { .. }
var genericMethod = (algorithm.GetType()).GetMethod("OnData", new[] { config.Type });
//If we already have this Type-handler then don't add it to invokers again.
if (methodInvokers.ContainsKey(config.Type))
{
continue;
}
//If we couldnt find the event handler, let the user know we can't fire that event.
if (genericMethod == null)
{
algorithm.RunTimeError = new Exception("Data event handler not found, please create a function matching this template: public void OnData(" + config.Type.Name + " data) { }");
_algorithmState = AlgorithmStatus.RuntimeError;
return;
}
methodInvokers.Add(config.Type, genericMethod.DelegateForCallMethod());
}
}
//Loop over the queues: get a data collection, then pass them all into relevent methods in the algorithm.
Log.Debug("AlgorithmManager.Run(): Algorithm initialized, launching time loop.");
foreach (var newData in DataStream.GetData(feed, setup.StartingDate))
{
//Check this backtest is still running:
if (_algorithmState != AlgorithmStatus.Running)
{
break;
}
//Execute with TimeLimit Monitor:
if (Isolator.IsCancellationRequested)
{
return;
}
var time = DataStream.AlorithmTime;
//If we're in backtest mode we need to capture the daily performance. We do this here directly
//before updating the algorithm state with the new data from this time step, otherwise we'll
//produce incorrect samples (they'll take into account this time step's new price values)
if (backtestMode)
{
//Refresh the realtime event monitor:
//in backtest mode use the algorithms clock as realtime.
realtime.SetTime(time);
//On day-change sample equity and daily performance for statistics calculations
if (_previousTime.Date != time.Date)
{
//Sample the portfolio value over time for chart.
results.SampleEquity(_previousTime, Math.Round(algorithm.Portfolio.TotalPortfolioValue, 4));
//Check for divide by zero
if (startingPortfolioValue == 0m)
{
results.SamplePerformance(_previousTime.Date, 0);
}
else
{
results.SamplePerformance(_previousTime.Date, Math.Round((algorithm.Portfolio.TotalPortfolioValue - startingPortfolioValue) * 100 / startingPortfolioValue, 10));
}
startingPortfolioValue = algorithm.Portfolio.TotalPortfolioValue;
}
}
//Update algorithm state after capturing performance from previous day
//On each time step push the real time prices to the cashbook so we can have updated conversion rates
algorithm.Portfolio.CashBook.Update(newData);
//Update the securities properties: first before calling user code to avoid issues with data
algorithm.Securities.Update(time, newData);
// perform margin calls, in live mode we can also use realtime to emit these
if (time >= nextMarginCallTime || (Engine.LiveMode && nextMarginCallTime > DateTime.Now))
{
// determine if there are possible margin call orders to be executed
var marginCallOrders = algorithm.Portfolio.ScanForMarginCall();
if (marginCallOrders.Count != 0)
{
// execute the margin call orders
var executedOrders = algorithm.Portfolio.MarginCallModel.ExecuteMarginCall(marginCallOrders);
foreach (var order in executedOrders)
{
algorithm.Error(string.Format("Executed MarginCallOrder: {0} - Quantity: {1} @ {2}", order.Symbol, order.Quantity, order.Price));
}
}
nextMarginCallTime = time + marginCallFrequency;
}
//Check if the user's signalled Quit: loop over data until day changes.
if (algorithm.GetQuit())
{
_algorithmState = AlgorithmStatus.Quit;
break;
}
if (algorithm.RunTimeError != null)
{
_algorithmState = AlgorithmStatus.RuntimeError;
break;
}
//Pass in the new time first:
algorithm.SetDateTime(time);
//Trigger the data events: Invoke the types we have data for:
var oldBars = new Dictionary <string, TradeBar>();
var oldTicks = new Dictionary <string, List <Tick> >();
var newBars = new TradeBars(time);
var newTicks = new Ticks(time);
var newDividends = new Dividends(time);
var newSplits = new Splits(time);
//Invoke all non-tradebars, non-ticks methods and build up the TradeBars and Ticks dictionaries
// --> i == Subscription Configuration Index, so we don't need to compare types.
foreach (var i in newData.Keys)
{
//Data point and config of this point:
var dataPoints = newData[i];
var config = feed.Subscriptions[i];
//Keep track of how many data points we've processed
_dataPointCount += dataPoints.Count;
//We don't want to pump data that we added just for currency conversions
if (config.IsInternalFeed)
{
continue;
}
//Create TradeBars Unified Data --> OR --> invoke generic data event. One loop.
// Aggregate Dividends and Splits -- invoke portfolio application methods
foreach (var dataPoint in dataPoints)
{
var dividend = dataPoint as Dividend;
if (dividend != null)
{
Log.Trace("AlgorithmManager.Run(): Applying Dividend for " + dividend.Symbol);
// if this is a dividend apply to portfolio
algorithm.Portfolio.ApplyDividend(dividend);
if (hasOnDataDividends)
{
// and add to our data dictionary to pump into OnData(Dividends data)
newDividends.Add(dividend);
}
continue;
}
var split = dataPoint as Split;
if (split != null)
{
Log.Trace("AlgorithmManager.Run(): Applying Split for " + split.Symbol);
// if this is a split apply to portfolio
algorithm.Portfolio.ApplySplit(split);
if (hasOnDataSplits)
{
// and add to our data dictionary to pump into OnData(Splits data)
newSplits.Add(split);
}
continue;
}
//Update registered consolidators for this symbol index
try
{
for (var j = 0; j < config.Consolidators.Count; j++)
{
config.Consolidators[j].Update(dataPoint);
}
}
catch (Exception err)
{
algorithm.RunTimeError = err;
_algorithmState = AlgorithmStatus.RuntimeError;
Log.Error("AlgorithmManager.Run(): RuntimeError: Consolidators update: " + err.Message);
return;
}
// TRADEBAR -- add to our dictionary
var bar = dataPoint as TradeBar;
if (bar != null)
{
try
{
if (backwardsCompatibilityMode)
{
oldBars[bar.Symbol] = bar;
}
else
{
newBars[bar.Symbol] = bar;
}
}
catch (Exception err)
{
Log.Error(time.ToLongTimeString() + " >> " + bar.Time.ToLongTimeString() + " >> " + bar.Symbol + " >> "
+ bar.Value.ToString("C"));
Log.Error("AlgorithmManager.Run(): Failed to add TradeBar (" + bar.Symbol + ") Time: (" + time.ToLongTimeString()
+ ") Count:(" + newBars.Count + ") " + err.Message);
}
continue;
}
// TICK -- add to our dictionary
var tick = dataPoint as Tick;
if (tick != null)
{
if (backwardsCompatibilityMode)
{
List <Tick> ticks;
if (!oldTicks.TryGetValue(tick.Symbol, out ticks))
{
ticks = new List <Tick>(3);
oldTicks.Add(tick.Symbol, ticks);
}
ticks.Add(tick);
}
else
{
List <Tick> ticks;
if (!newTicks.TryGetValue(tick.Symbol, out ticks))
{
ticks = new List <Tick>(3);
newTicks.Add(tick.Symbol, ticks);
}
ticks.Add(tick);
}
continue;
}
// if it was nothing else then it must be custom data
// CUSTOM DATA -- invoke on data method
//Send data into the generic algorithm event handlers
try
{
methodInvokers[config.Type](algorithm, dataPoint);
}
catch (Exception err)
{
algorithm.RunTimeError = err;
_algorithmState = AlgorithmStatus.RuntimeError;
Log.Debug("AlgorithmManager.Run(): RuntimeError: Custom Data: " + err.Message + " STACK >>> " + err.StackTrace);
return;
}
}
}
try
{
// fire off the dividend and split events before pricing events
if (hasOnDataDividends && newDividends.Count != 0)
{
methodInvokers[typeof(Dividends)](algorithm, newDividends);
}
if (hasOnDataSplits && newSplits.Count != 0)
{
methodInvokers[typeof(Splits)](algorithm, newSplits);
}
}
catch (Exception err)
{
algorithm.RunTimeError = err;
_algorithmState = AlgorithmStatus.RuntimeError;
Log.Debug("AlgorithmManager.Run(): RuntimeError: Dividends/Splits: " + err.Message + " STACK >>> " + err.StackTrace);
return;
}
//After we've fired all other events in this second, fire the pricing events:
if (backwardsCompatibilityMode)
{
//Log.Debug("AlgorithmManager.Run(): Invoking v1.0 Event Handlers...");
try
{
if (hasOnTradeBar && oldBars.Count > 0)
{
methodInvokers[typeof(Dictionary <string, TradeBar>)](algorithm, oldBars);
}
if (hasOnTick && oldTicks.Count > 0)
{
methodInvokers[typeof(Dictionary <string, List <Tick> >)](algorithm, oldTicks);
}
}
catch (Exception err)
{
algorithm.RunTimeError = err;
_algorithmState = AlgorithmStatus.RuntimeError;
Log.Debug("AlgorithmManager.Run(): RuntimeError: Backwards Compatibility Mode: " + err.Message + " STACK >>> " + err.StackTrace);
return;
}
}
else
{
//Log.Debug("AlgorithmManager.Run(): Invoking v2.0 Event Handlers...");
try
{
if (hasOnDataTradeBars && newBars.Count > 0)
{
methodInvokers[typeof(TradeBars)](algorithm, newBars);
}
if (hasOnDataTicks && newTicks.Count > 0)
{
methodInvokers[typeof(Ticks)](algorithm, newTicks);
}
}
catch (Exception err)
{
algorithm.RunTimeError = err;
_algorithmState = AlgorithmStatus.RuntimeError;
Log.Debug("AlgorithmManager.Run(): RuntimeError: New Style Mode: " + err.Message + " STACK >>> " + err.StackTrace);
return;
}
}
//If its the historical/paper trading models, wait until market orders have been "filled"
// Manually trigger the event handler to prevent thread switch.
transactions.ProcessSynchronousEvents();
//Save the previous time for the sample calculations
_previousTime = time;
// Process any required events of the results handler such as sampling assets, equity, or stock prices.
results.ProcessSynchronousEvents();
} // End of ForEach DataStream
//Stream over:: Send the final packet and fire final events:
Log.Trace("AlgorithmManager.Run(): Firing On End Of Algorithm...");
try
{
algorithm.OnEndOfAlgorithm();
}
catch (Exception err)
{
_algorithmState = AlgorithmStatus.RuntimeError;
algorithm.RunTimeError = new Exception("Error running OnEndOfAlgorithm(): " + err.Message, err.InnerException);
Log.Debug("AlgorithmManager.OnEndOfAlgorithm(): " + err.Message + " STACK >>> " + err.StackTrace);
return;
}
// Process any required events of the results handler such as sampling assets, equity, or stock prices.
results.ProcessSynchronousEvents(forceProcess: true);
//Liquidate Holdings for Calculations:
if (_algorithmState == AlgorithmStatus.Liquidated || !Engine.LiveMode)
{
// without this we can't liquidate equities since the exchange is 'technically' closed
var hackedFrontier = algorithm.Time.AddMilliseconds(-1);
algorithm.SetDateTime(hackedFrontier);
foreach (var security in algorithm.Securities)
{
security.Value.SetMarketPrice(hackedFrontier, null);
}
Log.Trace("AlgorithmManager.Run(): Liquidating algorithm holdings...");
algorithm.Liquidate();
results.LogMessage("Algorithm Liquidated");
results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Liquidated);
}
//Manually stopped the algorithm
if (_algorithmState == AlgorithmStatus.Stopped)
{
Log.Trace("AlgorithmManager.Run(): Stopping algorithm...");
results.LogMessage("Algorithm Stopped");
results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Stopped);
}
//Backtest deleted.
if (_algorithmState == AlgorithmStatus.Deleted)
{
Log.Trace("AlgorithmManager.Run(): Deleting algorithm...");
results.DebugMessage("Algorithm Id:(" + job.AlgorithmId + ") Deleted by request.");
results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Deleted);
}
//Algorithm finished, send regardless of commands:
results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Completed);
//Take final samples:
results.SampleRange(algorithm.GetChartUpdates());
results.SampleEquity(DataStream.AlorithmTime, Math.Round(algorithm.Portfolio.TotalPortfolioValue, 4));
results.SamplePerformance(DataStream.AlorithmTime, Math.Round((algorithm.Portfolio.TotalPortfolioValue - startingPortfolioValue) * 100 / startingPortfolioValue, 10));
} // End of Run();
private int m_numberOfSatellites = 1; // We'll initially assume synchronization is good until told otherwise
#endregion
#region [ Constructors ]
/// <summary>
/// Creates a new <see cref="ConfigurationCell"/> from specified parameters.
/// </summary>
/// <param name="parent">The reference to parent <see cref="ConfigurationFrame"/> of this <see cref="ConfigurationCell"/>.</param>
/// <param name="nominalFrequency">The nominal <see cref="LineFrequency"/> of the <see cref="FrequencyDefinition"/> of this <see cref="ConfigurationCell"/>.</param>
/// <param name="timeOffset">The time offset of F-NET device in <see cref="Ticks"/>.</param>
internal ConfigurationCell(ConfigurationFrame parent, LineFrequency nominalFrequency, Ticks timeOffset)
: base(parent, parent.IDCode, Common.MaximumPhasorValues, Common.MaximumAnalogValues, Common.MaximumDigitalValues)
{
NominalFrequency = nominalFrequency;
m_timeOffset = timeOffset;
}
/// <summary>
/// Creates a new <see cref="CommonFrameHeader"/> from specified parameters.
/// </summary>
/// <param name="frameSize">The <see cref="SelFastMessage.FrameSize"/> of this frame.</param>
/// <param name="timestamp">The timestamp of this frame.</param>
public CommonFrameHeader(FrameSize frameSize, Ticks timestamp)
{
m_frameSize = frameSize;
m_timestamp = timestamp;
}
// PI data updated handler
private void m_dataUpdateObserver_DataUpdated(object sender, EventArgs<AFValue> e)
{
OnStatusMessage("DEBUG: Data observer event handler called with a new value: {0:N3}...", Convert.ToDouble(e.Argument.Value));
AFValue value = e.Argument;
MeasurementKey key;
OnStatusMessage("DEBUG: Data observer event handler looking up point ID {0:N0} in table...", value.PIPoint.ID);
if ((object)value != null && m_tagKeyMap.TryGetValue(value.PIPoint.ID, out key))
{
OnStatusMessage("DEBUG: Data observer event handler found point ID {0:N0} in table: {1}...", value.PIPoint.ID, key);
Measurement measurement = new Measurement();
measurement.Key = key;
measurement.Value = Convert.ToDouble(value.Value);
measurement.Timestamp = value.Timestamp.UtcTime;
OnNewMeasurements(new[] { measurement });
m_lastReceivedTimestamp = measurement.Timestamp;
m_lastReceivedValue = measurement.Value;
}
else
{
OnStatusMessage("DEBUG: Data observer event handler did not find point ID {0:N0} in table...", value.PIPoint.ID);
}
}
/// <summary>
/// Processes 1-second data window consisting of measurements.
/// </summary>
/// <param name="timestamp">Top of second window timestamp.</param>
/// <param name="dataWindow">1-second data window for input values.</param>
/// <returns>New result measurements ready for publication.</returns>
public void ProcessDataWindow(Ticks timestamp, IMeasurement[,] dataWindow)
{
Debug.Assert(dataWindow.GetLength(1) == FramesPerSecond, $"Expected {FramesPerSecond} data window inputs, received {dataWindow.Length}.");
int inputCount = InputTypes.Length;
// Break measurement data window into parallel value, time and quality vectors
double[,] values = new double[inputCount, FramesPerSecond];
bool[,] valueQualities = new bool[inputCount, FramesPerSecond];
bool[,] timeQualities = new bool[inputCount, FramesPerSecond];
for (int i = 0; i < inputCount; i++)
{
switch (InputTypes[i])
{
case SignalType.VPHM:
for (int j = 0; j < FramesPerSecond; j++)
{
values[i, j] = dataWindow[i, j].AdjustedValue;
valueQualities[i, j] = dataWindow[i, j].ValueQualityIsGood();
timeQualities[i, j] = dataWindow[i, j].TimestampQualityIsGood();
}
break;
case SignalType.VPHA:
for (int j = 0; j < FramesPerSecond; j++)
{
values[i, j] = dataWindow[i, j].AdjustedValue;
valueQualities[i, j] = dataWindow[i, j].ValueQualityIsGood();
timeQualities[i, j] = dataWindow[i, j].TimestampQualityIsGood();
}
break;
case SignalType.IPHM:
for (int j = 0; j < FramesPerSecond; j++)
{
values[i, j] = dataWindow[i, j].AdjustedValue;
valueQualities[i, j] = dataWindow[i, j].ValueQualityIsGood();
timeQualities[i, j] = dataWindow[i, j].TimestampQualityIsGood();
}
break;
case SignalType.IPHA:
for (int j = 0; j < FramesPerSecond; j++)
{
values[i, j] = dataWindow[i, j].AdjustedValue;
valueQualities[i, j] = dataWindow[i, j].ValueQualityIsGood();
timeQualities[i, j] = dataWindow[i, j].TimestampQualityIsGood();
}
break;
default:
for (int j = 0; j < FramesPerSecond; j++)
{
values[i, j] = dataWindow[i, j].AdjustedValue;
valueQualities[i, j] = dataWindow[i, j].ValueQualityIsGood();
timeQualities[i, j] = dataWindow[i, j].TimestampQualityIsGood();
}
break;
}
}
// Derive overall time result quality state based on all incoming states
bool[] allQualities = new bool[inputCount * FramesPerSecond];
for (int i = 0; i < inputCount; i++)
{
for (int j = 0; j < FramesPerSecond; j++)
{
allQualities[i * FramesPerSecond + j] = timeQualities[i, j];
}
}
m_timeQualityIsGood = allQualities.All(state => state);
// Process vector based data window
DetectorAPI.Load(timestamp, values, valueQualities);
}
/// <summary>
/// Creates a new <see cref="DataFrame"/> from specified parameters.
/// </summary>
/// <param name="timestamp">The exact timestamp, in <see cref="Ticks"/>, of the data represented by this <see cref="DataFrame"/>.</param>
/// <param name="configurationFrame">The <see cref="ConfigurationFrame"/> associated with this <see cref="DataFrame"/>.</param>
/// <param name="packetNumber">Packet number for this <see cref="DataFrame"/>.</param>
/// <param name="sampleNumber">Sample number for this <see cref="DataFrame"/>.</param>
/// <remarks>
/// This constructor is used by a consumer to generate a BPA PDCstream data frame.
/// </remarks>
public DataFrame(Ticks timestamp, ConfigurationFrame configurationFrame, byte packetNumber, ushort sampleNumber)
: base(new DataCellCollection(), timestamp, configurationFrame)
{
PacketNumber = packetNumber;
m_sampleNumber = sampleNumber;
}
public Slice(DateTime time, IEnumerable <BaseData> data, TradeBars tradeBars, QuoteBars quoteBars, Ticks ticks, OptionChains optionChains, Splits splits, Dividends dividends, Delistings delistings, SymbolChangedEvents symbolChanges, bool?hasData = null)
{
Time = time;
_dataByType = new Dictionary <Type, Lazy <object> >();
_data = new Lazy <DataDictionary <SymbolData> >(() => CreateDynamicDataDictionary(data));
HasData = hasData ?? _data.Value.Count > 0;
_ticks = CreateTicksCollection(ticks);
_bars = CreateCollection <TradeBars, TradeBar>(tradeBars);
_quoteBars = CreateCollection <QuoteBars, QuoteBar>(quoteBars);
_optionChains = CreateCollection <OptionChains, OptionChain>(optionChains);
_splits = CreateCollection <Splits, Split>(splits);
_dividends = CreateCollection <Dividends, Dividend>(dividends);
_delistings = CreateCollection <Delistings, Delisting>(delistings);
_symbolChangedEvents = CreateCollection <SymbolChangedEvents, SymbolChangedEvent>(symbolChanges);
}
/// <summary>
/// Creates a new <see cref="TimeTagBase"/>, given standard .NET <see cref="DateTime"/>.
/// </summary>
/// <param name="baseDateOffsetTicks">Ticks of timetag base.</param>
/// <param name="timestamp">Timestamp in <see cref="Ticks"/> used to create timetag from.</param>
protected TimeTagBase(long baseDateOffsetTicks, Ticks timestamp)
{
// Zero base 100-nanosecond ticks from 1/1/1970 and convert to seconds.
m_baseDateOffsetTicks = baseDateOffsetTicks;
m_seconds = (timestamp - m_baseDateOffsetTicks) / (decimal)Ticks.PerSecond;
}
/// <summary>
/// Gets a short one-line status of this <see cref="AdapterBase"/>.
/// </summary>
/// <param name="maxLength">Maximum number of available characters for display.</param>
/// <returns>A short one-line summary of the current status of this <see cref="AdapterBase"/>.</returns>
public override string GetShortStatus(int maxLength)
{
TimeSpan time = Ticks.FromSeconds(m_dataIndex / (double)m_sampleRate);
return(string.Format("Streaming {0} at time {1} / {2} - {3:0.00%}.", Path.GetFileName(WavFileName), time.ToString(@"m\:ss"), m_audioLength.ToString(@"m\:ss"), time.TotalSeconds / m_audioLength.TotalSeconds));
}
// Generates new measurements since the last time this was called.
private void ProcessMeasurements()
{
// Declare the variables use in this method.
List <IMeasurement> measurements = new List <IMeasurement>((int)(Ticks.ToSeconds(GapThreshold) * m_sampleRate * m_channels * 1.1D));
LittleBinaryValue[] sample;
while (Enabled)
{
try
{
SpinWait spinner = new SpinWait();
// Determine what time it is now.
long now = DateTime.UtcNow.Ticks;
// Assign a timestamp to the next sample based on its location
// in the file relative to the other samples in the file.
long timestamp = m_startTime + (m_dataIndex * Ticks.PerSecond / m_sampleRate);
if (now - timestamp > GapThreshold)
{
// Reset the start time and delay next transmission in an attempt to catch up
m_startTime = now - (m_dataIndex * Ticks.PerSecond / m_sampleRate) + Ticks.FromSeconds(RecoveryDelay);
timestamp = now;
OnStatusMessage("Start time reset.");
}
// Keep generating measurements until
// we catch up to the current time.
while (timestamp < now)
{
sample = m_data.GetNextSample();
// If the sample is null, we've reached the end of the file.
// Close and reopen it, resetting the data index and start time.
if (sample == null)
{
m_data.Close();
m_data.Dispose();
m_data = WaveDataReader.FromFile(WavFileName);
m_dataIndex = 0;
m_startTime = timestamp;
sample = m_data.GetNextSample();
}
// Create new measurements, one for each channel,
// and add them to the measurements list.
for (int i = 0; i < m_channels; i++)
{
measurements.Add(Measurement.Clone(OutputMeasurements[i], sample[i].ConvertToType(TypeCode.Double), timestamp));
}
// Update the data index and recalculate
// the assigned timestamp for the next sample.
m_dataIndex++;
timestamp = m_startTime + (m_dataIndex * Ticks.PerSecond / m_sampleRate);
}
OnNewMeasurements(measurements);
measurements.Clear();
while (DateTime.UtcNow.Ticks - timestamp <= GapThreshold / 100)
{
// Ahead of schedule -- pause for a moment
spinner.SpinOnce();
}
}
catch (Exception ex)
{
OnProcessException(ex);
}
}
}
public void Ages()
{
UT_INIT();
Log.SetVerbosity(new ConsoleLogger(), Verbosity.Verbose, "/");
Log.MapThreadName("UnitTest");
Log.SetDomain("TickWatch", Scope.Method);
TickWatch tt = new TickWatch();
// minimum time measuring
{
tt.Start();
tt.Sample();
tt.Reset(); // we need to do this once before, otherwise C# might be
// very slow. Obviously the optimizer...
tt.Start();
tt.Sample();
long ttAverageInNanos = tt.GetAverage().InNanos();
long ttAverageInMicros = tt.GetAverage().InMicros();
long ttAverageInMillis = tt.GetAverage().InMillis();
Log.Info("TickWatch minimum measurement nanos: " + ttAverageInNanos);
Log.Info("TickWatch minimum measurement micros: " + ttAverageInMicros);
Log.Info("TickWatch minimum measurement millis: " + ttAverageInMillis);
UT_TRUE(ttAverageInNanos < 5000);
UT_TRUE(ttAverageInMicros <= 5);
UT_TRUE(ttAverageInMillis == 0);
}
// minimum sleep time measuring
{
tt.Reset();
for (int i = 0; i < 100; i++)
{
ALIB.SleepNanos(1);
tt.Sample();
}
Ticks avg = tt.GetAverage();
Log.Info("100 probes of 1 ns of sleep leads to average sleep time of " + avg.InNanos() + " ns");
}
// sleep two times 20 ms and probe it to an average
{
tt.Reset();
tt.Start();
ALIB.SleepMillis(20);
tt.Sample();
ALIB.SleepMillis(80);
tt.Start();
ALIB.SleepMillis(20);
tt.Sample();
long cnt = tt.GetSampleCnt();
long avg = tt.GetAverage().InMillis();
double hertz = tt.GetAverage().InHertz(1);
Log.Info("TickWatch sum is " + tt.GetCumulated().InMillis() + " after " + cnt + " times 20 ms sleep");
Log.Info(" average is: " + avg + " ms");
Log.Info(" in Hertz: " + hertz);
UT_TRUE(hertz < 53);
UT_TRUE(hertz > 30); // should work even on heavily loaded machines
UT_EQ(2, cnt);
UT_TRUE(avg >= 18);
UT_TRUE(avg < 45); // should work even on heavily loaded machines
}
// Ticks Since
{
Ticks tt1 = new Ticks(); tt1.FromSeconds(1000);
Ticks tt2 = new Ticks(); tt2.FromSeconds(1001);
UT_TRUE(tt2.Since(tt1).InMillis() == 1000L);
UT_TRUE(tt2.Since(tt1).InMicros() == 1000L * 1000L);
UT_TRUE(tt2.Since(tt1).InNanos() == 1000L * 1000L * 1000L);
}
}
private int m_numberOfSatellites = 1; // We'll initially assume synchronization is good until told otherwise
#endregion
#region [ Constructors ]
/// <summary>
/// Creates a new <see cref="ConfigurationCell"/> from specified parameters.
/// </summary>
/// <param name="parent">The reference to parent <see cref="ConfigurationFrame"/> of this <see cref="ConfigurationCell"/>.</param>
/// <param name="nominalFrequency">The nominal <see cref="LineFrequency"/> of the <see cref="FrequencyDefinition"/> of this <see cref="ConfigurationCell"/>.</param>
/// <param name="timeOffset">The time offset of F-NET device in <see cref="Ticks"/>.</param>
internal ConfigurationCell(ConfigurationFrame parent, LineFrequency nominalFrequency, Ticks timeOffset)
: base(parent, parent.IDCode, Common.MaximumPhasorValues, Common.MaximumAnalogValues, Common.MaximumDigitalValues)
{
NominalFrequency = nominalFrequency;
m_timeOffset = timeOffset;
}
public void Basics()
{
UT_INIT();
Log.SetVerbosity(new ConsoleLogger(), Verbosity.Verbose, "/");
Log.MapThreadName("UnitTest");
Log.SetDomain("TickWatch", Scope.Method);
Log.Info("\n### TicksBasics ###");
// check times
{
Ticks t = new Ticks();
t.FromNanos(42); // beyond resolution in C#: UT_EQ( t.InNanos(), 42L);
UT_EQ(t.InMicros(), 0L);
UT_EQ(t.InMillis(), 0L);
UT_EQ(t.InSeconds(), 0L);
t.FromMicros(42); UT_EQ(t.InNanos(), 42000L);
UT_EQ(t.InMicros(), 42L);
UT_EQ(t.InMillis(), 0L);
UT_EQ(t.InSeconds(), 0L);
t.FromMillis(42); UT_EQ(t.InNanos(), 42000000L);
UT_EQ(t.InMicros(), 42000L);
UT_EQ(t.InMillis(), 42L);
UT_EQ(t.InSeconds(), 0L);
t.FromSeconds(42); UT_EQ(t.InNanos(), 42000000000L);
UT_EQ(t.InMicros(), 42000000L);
UT_EQ(t.InMillis(), 42000L);
UT_EQ(t.InSeconds(), 42L);
Ticks diff = new Ticks();
diff.FromMillis(100);
t.Add(diff); UT_EQ(t.InNanos(), 42100000000L);
UT_EQ(t.InMicros(), 42100000L);
UT_EQ(t.InMillis(), 42100L);
UT_EQ(t.InSeconds(), 42L);
t.Sub(diff); UT_EQ(t.InNanos(), 42000000000L);
UT_EQ(t.InMicros(), 42000000L);
UT_EQ(t.InMillis(), 42000L);
UT_EQ(t.InSeconds(), 42L);
t.FromMillis(100); UT_EQ(t.InHertz(), 10.0);
t.FromMillis(300); UT_EQ(t.InHertz(0), 3.0);
UT_EQ(t.InHertz(1), 3.3);
UT_EQ(t.InHertz(2), 3.33);
UT_EQ(t.InHertz(5), 3.33333);
}
// check internal frequency
{
double freq = Ticks.InternalFrequency;
Log.Info("TickWatch InternalFrequency: " + freq);
UT_TRUE(freq >= 1000000.0);
}
// check TickWatch creation time
{
Ticks creationTimeDiff = new Ticks();
creationTimeDiff.Sub(Ticks.CreationTime);
Log.Info("TickWatch library creation was: " + creationTimeDiff.InNanos() + "ns ago");
Log.Info("TickWatch library creation was: " + creationTimeDiff.InMicros() + "µs ago");
Log.Info("TickWatch library creation was: " + creationTimeDiff.InMillis() + "ms ago");
Log.Info("TickWatch library creation was: " + creationTimeDiff.InSeconds() + "s ago");
UT_TRUE(creationTimeDiff.InNanos() > 100); // It should really take 100 nanoseconds to get here!
UT_TRUE(creationTimeDiff.InSeconds() < 3600); // these test will probably not last an hour
}
// check if we could sleep for 100ms
{
Ticks start = new Ticks();
ALIB.SleepMillis(30);
Ticks sleepTime = new Ticks();
sleepTime.Sub(start);
Log.Info("TickWatch diff after 100ms sleep: " + sleepTime.InMillis() + " ms");
UT_TRUE(sleepTime.InMillis() > 28);
UT_TRUE(sleepTime.InMillis() < 150); // should work even on heavily loaded machines
}
}
/// <summary>
/// Creates a new <see cref="UnixTimeTag"/>, given specified <see cref="Ticks"/>.
/// </summary>
/// <param name="timestamp">Timestamp in <see cref="Ticks"/> to create Unix timetag from (minimum valid date is 1/1/1970).</param>
/// <remarks>
/// This constructor will accept a <see cref="DateTime"/> parameter since <see cref="Ticks"/> is implicitly castable to a <see cref="DateTime"/>.
/// </remarks>
public UnixTimeTag(Ticks timestamp)
: base(BaseTicks, timestamp)
{
}
/// <summary>
/// Process frame of time-aligned measurements that arrived within the defined lag time.
/// </summary>
/// <param name="frame"><see cref="IFrame"/> of measurements that arrived within lag time and are ready for processing.</param>
/// <param name="index">Index of <see cref="IFrame"/> within one second of data ranging from zero to frames per second - 1.</param>
protected override void PublishFrame(IFrame frame, int index)
{
Ticks timestamp = frame.Timestamp;
ConcurrentDictionary<MeasurementKey, IMeasurement> measurements = frame.Measurements;
if (measurements.Count > 0)
{
lock (m_fileDataLock)
{
IMeasurement measurement;
MeasurementKey inputMeasurementKey;
SignalType signalType;
double measurementValue;
if ((object)m_fileData == null)
{
m_fileData = new StringBuilder();
m_startTime = timestamp;
m_rowCount = 0;
}
m_fileData.AppendFormat("{0}", timestamp.ToString("dd-MMM-yyyy HH:mm:ss.fff"));
// Export all defined input measurements
for (int i = 0; i < InputMeasurementKeys.Length; i++)
{
m_fileData.Append(',');
inputMeasurementKey = InputMeasurementKeys[i];
signalType = InputMeasurementKeyTypes[i];
// Get measurement for this frame, falling back on latest value
measurementValue = measurements.TryGetValue(inputMeasurementKey, out measurement) ? measurement.AdjustedValue : LatestMeasurements[inputMeasurementKey];
// Export measurement value making any needed adjustments based on signal type
if (signalType == SignalType.VPHM)
{
// Convert voltages to base units
m_fileData.Append(measurementValue / SI.Kilo);
}
else
{
// Export all other types of measurements as their raw value
m_fileData.Append(measurementValue);
}
}
// Terminate line
m_fileData.AppendLine();
m_rowCount++;
}
}
// Only publish when the export interval time has passed
if ((timestamp - m_startTime).ToMilliseconds() > m_exportInterval)
m_fileExport.TryRunOnceAsync();
}
private void TemporalSubscription_NewMeasurements(object sender, EventArgs<ICollection<IMeasurement>> e)
{
ICollection<IMeasurement> measurements = e.Argument;
int total = measurements.Count;
if (total > 0)
{
m_measurementsRecoveredForDataGap += total;
m_measurementsRecoveredOverLastInterval += total;
// Publish recovered measurements back to consumer
OnRecoveredMeasurements(measurements);
// Track latest reporting time
long mostRecentRecoveredTime = measurements.Select(m => (long)m.Timestamp).Max();
if (mostRecentRecoveredTime > m_mostRecentRecoveredTime)
m_mostRecentRecoveredTime = mostRecentRecoveredTime;
}
// See if consumer has requested to stop recovery operations
if (!m_enabled)
{
OnStatusMessage("Data gap recovery has been canceled.");
m_abnormalTermination = true;
if ((object)m_dataGapRecoveryCompleted != null)
m_dataGapRecoveryCompleted.Set();
m_dataStreamMonitor.Enabled = false;
}
}
/// <summary>
/// Writes next COMTRADE record in ASCII format.
/// </summary>
/// <param name="output">Destination stream.</param>
/// <param name="schema">Source schema.</param>
/// <param name="timestamp">Record timestamp (implicitly castable as <see cref="DateTime"/>).</param>
/// <param name="values">Values to write - 16-bit digitals should exist as a word in an individual double value, method will write out bits.</param>
/// <param name="sample">User incremented sample index.</param>
/// <param name="injectFracSecValue">Determines if FRACSEC value should be automatically injected into stream as first digital - defaults to <c>true</c>.</param>
/// <param name="fracSecValue">FRACSEC value to inject into output stream - defaults to 0x0000.</param>
/// <remarks>
/// This function is primarily intended to write COMTRADE ASCII data records based on synchrophasor data
/// (see Annex H: Schema for Phasor Data 2150 Using the COMTRADE File Standard in IEEE C37.111-2010),
/// it may be necessary to manually write records for other COMTRADE needs (e.g., non 16-bit digitals).
/// </remarks>
public static void WriteNextRecordAscii(StreamWriter output, Schema schema, Ticks timestamp, double[] values, uint sample, bool injectFracSecValue = true, ushort fracSecValue = 0x0000)
{
// Make timestamp relative to beginning of file
timestamp -= schema.StartTime.Value;
uint microseconds = (uint)(timestamp.ToMicroseconds() / schema.TimeFactor);
double value;
StringBuilder line = new StringBuilder();
bool isFirstDigital = true;
line.Append(sample);
line.Append(',');
line.Append(microseconds);
for (int i = 0; i < values.Length; i++)
{
value = values[i];
if (i < schema.AnalogChannels.Length)
{
value -= schema.AnalogChannels[i].Adder;
value /= schema.AnalogChannels[i].Multiplier;
line.Append(',');
line.Append(value);
}
else
{
if (isFirstDigital)
{
// Handle automatic injection of IEEE C37.118 FRACSEC digital value if requested
isFirstDigital = false;
if (injectFracSecValue)
{
for (int j = 0; j < 16; j++)
{
line.Append(',');
line.Append(fracSecValue.CheckBits(BitExtensions.BitVal(j)) ? 1 : 0);
}
}
}
ushort digitalWord = (ushort)value;
for (int j = 0; j < 16; j++)
{
line.Append(',');
line.Append(digitalWord.CheckBits(BitExtensions.BitVal(j)) ? 1 : 0);
}
}
}
// Make sure FRACSEC values are injected
if (isFirstDigital && injectFracSecValue)
{
for (int j = 0; j < 16; j++)
{
line.Append(',');
line.Append(fracSecValue.CheckBits(BitExtensions.BitVal(j)) ? 1 : 0);
}
}
output.WriteLine(line.ToString());
}
// Indicates whether the given measurement has maintained the same
// value for at least a number of seconds defined by the delay.
private bool RaiseIfFlatline(IMeasurement measurement)
{
long dist, diff;
if (measurement.Value != m_lastValue)
{
m_lastChanged = measurement.Timestamp;
m_lastValue = measurement.Value;
}
dist = Ticks.FromSeconds(Delay.GetValueOrDefault());
diff = measurement.Timestamp - m_lastChanged;
return diff >= dist;
}
/// <summary>
/// Creates a new COMTRADE configuration <see cref="Schema"/>.
/// </summary>
/// <param name="metadata">Schema <see cref="ChannelMetadata"/> records.</param>
/// <param name="stationName">Station name for the schema.</param>
/// <param name="deviceID">Device ID for the schema.</param>
/// <param name="dataStartTime">Data start time.</param>
/// <param name="sampleCount">Total data samples (i.e., total number of rows).</param>
/// <param name="isBinary">Determines if data file should be binary or ASCII - defaults to <c>true</c> for binary.</param>
/// <param name="timeFactor">Time factor to use in schema - defaults to 1000.</param>
/// <param name="samplingRate">Desired sampling rate - defaults to 33.3333Hz.</param>
/// <param name="nominalFrequency">Nominal frequency - defaults to 60Hz.</param>
/// <param name="includeFracSecDefinition">Determines if the FRACSEC word digital definitions should be included - defaults to <c>true</c>.</param>
/// <returns>New COMTRADE configuration <see cref="Schema"/>.</returns>
/// <remarks>
/// This function is primarily intended to create a configuration based on synchrophasor data
/// (see Annex H: Schema for Phasor Data 2150 Using the COMTRADE File Standard in IEEE C37.111-2010),
/// it may be necessary to manually create a schema object for other COMTRADE needs. You can call
/// the <see cref="Schema.FileImage"/> property to return a string that that can be written to a file
/// that will be the contents of the configuration file.
/// </remarks>
public static Schema CreateSchema(IEnumerable<ChannelMetadata> metadata, string stationName, string deviceID, Ticks dataStartTime, int sampleCount, bool isBinary = true, double timeFactor = 1.0D, double samplingRate = 30.0D, double nominalFrequency = 60.0D, bool includeFracSecDefinition = true)
{
Schema schema = new Schema();
schema.StationName = stationName;
schema.DeviceID = deviceID;
SampleRate samplingFrequency = new SampleRate();
samplingFrequency.Rate = samplingRate;
samplingFrequency.EndSample = sampleCount;
schema.SampleRates = new[] { samplingFrequency };
Timestamp startTime;
startTime.Value = dataStartTime;
schema.StartTime = startTime;
schema.TriggerTime = startTime;
schema.FileType = isBinary ? FileType.Binary : FileType.Ascii;
schema.TimeFactor = timeFactor;
List<AnalogChannel> analogChannels = new List<AnalogChannel>();
List<DigitalChannel> digitalChannels = new List<DigitalChannel>();
int analogIndex = 1;
int digitalIndex = 1;
if (includeFracSecDefinition)
{
// Add default time quality digitals for IEEE C37.118 FRACSEC word. Note that these flags, as
// defined in Annex H of the IEEE C37.111-2010 standard, assume full export was all from one
// source device. This a poor assumption since data can be exported from historical data for any
// number of points which could have come from any number of devices all with different FRACSEC
// values. Regardless there is only one FRACSEC definition defined and, if included, it must
// come as the first set of digitals in the COMTRADE configuration.
for (int i = 0; i < 4; i++)
{
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex,
Name = "TQ_CNT" + i,
PhaseID = "T" + digitalIndex++
});
}
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex,
Name = "TQ_LSPND",
PhaseID = "T" + digitalIndex++
});
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex,
Name = "TQ_LSOCC",
PhaseID = "T" + digitalIndex++
});
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex,
Name = "TQ_LSDIR",
PhaseID = "T" + digitalIndex++
});
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex,
Name = "RSV",
PhaseID = "T" + digitalIndex++
});
for (int i = 1; i < 9; i++)
{
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex,
Name = "RESV" + i,
PhaseID = "T" + digitalIndex++
});
}
}
// Add meta data for selected points sorted analogs followed by status flags then digitals
foreach (ChannelMetadata record in metadata.OrderBy(m => m, ChannelMetadataSorter.Default))
{
if (record.IsDigital)
{
// Every synchrophasor digital is 16-bits
for (int i = 0; i < 16; i++)
{
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex++,
Name = record.Name,
PhaseID = "B" + i.ToString("X")
});
}
}
else
{
switch (record.SignalType)
{
case SignalType.IPHM: // Current Magnitude
analogChannels.Add(new AnalogChannel
{
Index = analogIndex++,
Name = record.Name,
PhaseID = "Pm",
Units = "A",
Multiplier = 0.05D
});
break;
case SignalType.VPHM: // Voltage Magnitude
analogChannels.Add(new AnalogChannel
{
Index = analogIndex++,
Name = record.Name,
PhaseID = "Pm",
Units = "V",
Multiplier = 5.77362D
});
break;
case SignalType.IPHA: // Current Phase Angle
case SignalType.VPHA: // Voltage Phase Angle
analogChannels.Add(new AnalogChannel
{
Index = analogIndex++,
Name = record.Name,
PhaseID = "Pa",
Units = "Rads",
Multiplier = 1.0E-4D
});
break;
case SignalType.FREQ: // Frequency
analogChannels.Add(new AnalogChannel
{
Index = analogIndex++,
Name = record.Name,
PhaseID = "F",
Units = "Hz",
Adder = (double)nominalFrequency,
Multiplier = 0.001D
});
break;
case SignalType.DFDT: // Frequency Delta (dF/dt)
analogChannels.Add(new AnalogChannel
{
Index = analogIndex++,
Name = record.Name,
PhaseID = "dF",
Units = "Hz/s",
Multiplier = 0.01D
});
break;
case SignalType.FLAG: // Status flags
// Add synchrophasor status flag specific digitals
int statusIndex = 0;
for (int i = 1; i < 5; i++)
{
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex++,
Name = record.Name + ":TRG" + i,
PhaseID = "S" + statusIndex++.ToString("X")
});
}
for (int i = 1; i < 3; i++)
{
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex++,
Name = record.Name + ":UNLK" + i,
PhaseID = "S" + statusIndex++.ToString("X")
});
}
for (int i = 1; i < 5; i++)
{
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex++,
Name = record.Name + ":SEC" + i,
PhaseID = "S" + statusIndex++.ToString("X")
});
}
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex++,
Name = record.Name + ":CFGCH",
PhaseID = "S" + statusIndex++.ToString("X")
});
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex++,
Name = record.Name + ":PMUTR",
PhaseID = "S" + statusIndex++.ToString("X")
});
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex++,
Name = record.Name + ":SORT",
PhaseID = "S" + statusIndex++.ToString("X")
});
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex++,
Name = record.Name + ":SYNC",
PhaseID = "S" + statusIndex++.ToString("X")
});
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex++,
Name = record.Name + ":PMUERR",
PhaseID = "S" + statusIndex++.ToString("X")
});
digitalChannels.Add(new DigitalChannel
{
Index = digitalIndex++,
Name = record.Name + ":DTVLD",
PhaseID = "S" + statusIndex.ToString("X")
});
break;
default: // All other signals assumed to be analog values
analogChannels.Add(new AnalogChannel
{
Index = analogIndex++,
Name = record.Name,
PhaseID = ""
});
break;
}
}
}
schema.AnalogChannels = analogChannels.ToArray();
schema.DigitalChannels = digitalChannels.ToArray();
schema.NominalFrequency = nominalFrequency;
return schema;
}
// Keeps track of the signal's timestamps to determine whether a given
// measurement is eligible to raise the alarm based on the delay.
private bool CheckDelay(IMeasurement measurement, bool raiseCondition)
{
Ticks dist;
if (!raiseCondition)
{
// Keep track of the last time
// the signal failed the raise test
m_lastNegative = measurement.Timestamp;
}
else
{
// Get the amount of time since the last
// time the signal failed the raise test
dist = measurement.Timestamp - m_lastNegative;
// If the amount of time is larger than
// the delay threshold, raise the alarm
if (dist >= Ticks.FromSeconds(m_delay.GetValueOrDefault()))
return true;
}
return false;
}
/// <summary>
/// Creates a new <see cref="ConfigurationFrameBase"/> from specified parameters.
/// </summary>
/// <param name="idCode">The ID code of this <see cref="ConfigurationFrameBase"/>.</param>
/// <param name="cells">The reference to the collection of cells for this <see cref="ConfigurationFrameBase"/>.</param>
/// <param name="timestamp">The exact timestamp, in <see cref="Ticks"/>, of the data represented by this <see cref="ConfigurationFrameBase"/>.</param>
/// <param name="frameRate">The defined frame rate of this <see cref="ConfigurationFrameBase"/>.</param>
protected ConfigurationFrameBase(ushort idCode, ConfigurationCellCollection cells, Ticks timestamp, ushort frameRate)
: base(idCode, cells, timestamp)
{
FrameRate = frameRate;
}
/// <summary>
/// Creates a new <see cref="ConfigurationFrame3"/> from specified parameters.
/// </summary>
/// <param name="timebase">Timebase to use for fraction second resolution.</param>
/// <param name="idCode">The ID code of this <see cref="ConfigurationFrame3"/>.</param>
/// <param name="timestamp">The exact timestamp, in <see cref="Ticks"/>, of the data represented by this <see cref="ConfigurationFrame3"/>.</param>
/// <param name="frameRate">The defined frame rate of this <see cref="ConfigurationFrame3"/>.</param>
/// <remarks>
/// This constructor is used by a consumer to generate an IEEE C37.118 configuration frame, type 3.
/// </remarks>
public ConfigurationFrame3(uint timebase, ushort idCode, Ticks timestamp, ushort frameRate)
: base(timebase, idCode, timestamp, frameRate)
{
}
/// <inheritdoc />
public override int GetHashCode()
{
unchecked // Overflow is fine, just wrap
{
var hashCode = 41;
if (ThicknessMode != null)
{
hashCode = hashCode * 59 + ThicknessMode.GetHashCode();
}
if (Thickness != null)
{
hashCode = hashCode * 59 + Thickness.GetHashCode();
}
if (LenMode != null)
{
hashCode = hashCode * 59 + LenMode.GetHashCode();
}
if (Len != null)
{
hashCode = hashCode * 59 + Len.GetHashCode();
}
if (X != null)
{
hashCode = hashCode * 59 + X.GetHashCode();
}
if (XAnchor != null)
{
hashCode = hashCode * 59 + XAnchor.GetHashCode();
}
if (XPad != null)
{
hashCode = hashCode * 59 + XPad.GetHashCode();
}
if (Y != null)
{
hashCode = hashCode * 59 + Y.GetHashCode();
}
if (YAnchor != null)
{
hashCode = hashCode * 59 + YAnchor.GetHashCode();
}
if (YPad != null)
{
hashCode = hashCode * 59 + YPad.GetHashCode();
}
if (OutlineColor != null)
{
hashCode = hashCode * 59 + OutlineColor.GetHashCode();
}
if (OutlineWidth != null)
{
hashCode = hashCode * 59 + OutlineWidth.GetHashCode();
}
if (BorderColor != null)
{
hashCode = hashCode * 59 + BorderColor.GetHashCode();
}
if (BorderWidth != null)
{
hashCode = hashCode * 59 + BorderWidth.GetHashCode();
}
if (BgColor != null)
{
hashCode = hashCode * 59 + BgColor.GetHashCode();
}
if (TickMode != null)
{
hashCode = hashCode * 59 + TickMode.GetHashCode();
}
if (NTicks != null)
{
hashCode = hashCode * 59 + NTicks.GetHashCode();
}
if (Tick0 != null)
{
hashCode = hashCode * 59 + Tick0.GetHashCode();
}
if (DTick != null)
{
hashCode = hashCode * 59 + DTick.GetHashCode();
}
if (TickVals != null)
{
hashCode = hashCode * 59 + TickVals.GetHashCode();
}
if (TickText != null)
{
hashCode = hashCode * 59 + TickText.GetHashCode();
}
if (Ticks != null)
{
hashCode = hashCode * 59 + Ticks.GetHashCode();
}
if (TickLabelPosition != null)
{
hashCode = hashCode * 59 + TickLabelPosition.GetHashCode();
}
if (TickLen != null)
{
hashCode = hashCode * 59 + TickLen.GetHashCode();
}
if (TickWidth != null)
{
hashCode = hashCode * 59 + TickWidth.GetHashCode();
}
if (TickColor != null)
{
hashCode = hashCode * 59 + TickColor.GetHashCode();
}
if (ShowTickLabels != null)
{
hashCode = hashCode * 59 + ShowTickLabels.GetHashCode();
}
if (TickFont != null)
{
hashCode = hashCode * 59 + TickFont.GetHashCode();
}
if (TickAngle != null)
{
hashCode = hashCode * 59 + TickAngle.GetHashCode();
}
if (TickFormat != null)
{
hashCode = hashCode * 59 + TickFormat.GetHashCode();
}
if (TickFormatStops != null)
{
hashCode = hashCode * 59 + TickFormatStops.GetHashCode();
}
if (TickPrefix != null)
{
hashCode = hashCode * 59 + TickPrefix.GetHashCode();
}
if (ShowTickPrefix != null)
{
hashCode = hashCode * 59 + ShowTickPrefix.GetHashCode();
}
if (TickSuffix != null)
{
hashCode = hashCode * 59 + TickSuffix.GetHashCode();
}
if (ShowTickSuffix != null)
{
hashCode = hashCode * 59 + ShowTickSuffix.GetHashCode();
}
if (SeparateThousands != null)
{
hashCode = hashCode * 59 + SeparateThousands.GetHashCode();
}
if (ExponentFormat != null)
{
hashCode = hashCode * 59 + ExponentFormat.GetHashCode();
}
if (MinExponent != null)
{
hashCode = hashCode * 59 + MinExponent.GetHashCode();
}
if (ShowExponent != null)
{
hashCode = hashCode * 59 + ShowExponent.GetHashCode();
}
if (Title != null)
{
hashCode = hashCode * 59 + Title.GetHashCode();
}
if (TickValsSrc != null)
{
hashCode = hashCode * 59 + TickValsSrc.GetHashCode();
}
if (TickTextSrc != null)
{
hashCode = hashCode * 59 + TickTextSrc.GetHashCode();
}
return(hashCode);
}
}
public void OnData(Ticks ticks)
{
}
/// <summary>
/// Creates a new <see cref="UnixTimeTag"/>, given specified <see cref="Ticks"/>.
/// </summary>
/// <param name="timestamp">Timestamp in <see cref="Ticks"/> to create Unix time-tag from (minimum valid date is 1/1/1970).</param>
/// <remarks>
/// This constructor will accept a <see cref="DateTime"/> parameter since <see cref="Ticks"/> is implicitly castable to a <see cref="DateTime"/>.
/// </remarks>
public UnixTimeTag(Ticks timestamp) : base(BaseTicks, timestamp)
{
}
/// <summary>
/// Initializes a new instance of the <see cref="Slice"/> class
/// </summary>
/// <param name="time">The timestamp for this slice of data</param>
/// <param name="data">The raw data in this slice</param>
/// <param name="tradeBars">The trade bars for this slice</param>
/// <param name="quoteBars">The quote bars for this slice</param>
/// <param name="ticks">This ticks for this slice</param>
/// <param name="optionChains">The option chains for this slice</param>
/// <param name="futuresChains">The futures chains for this slice</param>
/// <param name="splits">The splits for this slice</param>
/// <param name="dividends">The dividends for this slice</param>
/// <param name="delistings">The delistings for this slice</param>
/// <param name="symbolChanges">The symbol changed events for this slice</param>
/// <param name="hasData">true if this slice contains data</param>
public Slice(DateTime time, IEnumerable <BaseData> data, TradeBars tradeBars, QuoteBars quoteBars, Ticks ticks, OptionChains optionChains, FuturesChains futuresChains, Splits splits, Dividends dividends, Delistings delistings, SymbolChangedEvents symbolChanges, bool?hasData = null)
{
Time = time;
_dataByType = new Dictionary <Type, object>();
// market data
_data = new Lazy <DataDictionary <SymbolData> >(() => CreateDynamicDataDictionary(data));
HasData = hasData ?? _data.Value.Count > 0;
_ticks = ticks;
_bars = tradeBars;
_quoteBars = quoteBars;
_optionChains = optionChains;
_futuresChains = futuresChains;
// auxiliary data
_splits = splits;
_dividends = dividends;
_delistings = delistings;
_symbolChangedEvents = symbolChanges;
}
/// <summary>
/// Calculates MW, MVAR and MVA then publishes those measurements
/// </summary>
/// <param name="frame">Input values for calculation</param>
/// <param name="index">Index of frame within second.</param>
protected override void PublishFrame(IFrame frame, int index)
{
ConcurrentDictionary <MeasurementKey, IMeasurement> measurements = frame.Measurements;
Ticks totalCalculationTime = DateTime.UtcNow.Ticks;
Ticks lastCalculationTime = DateTime.UtcNow.Ticks;
List <IMeasurement> outputMeasurements = new List <IMeasurement>();
IMeasurement measurement;
int calculations = 0;
foreach (PowerCalculation powerCalculation in m_configuredCalculations)
{
double activePower = double.NaN, reactivePower = double.NaN, apparentPower = double.NaN;
try
{
double voltageMagnitude = 0.0D, voltageAngle = 0.0D, currentMagnitude = 0.0D, currentAngle = 0.0D;
bool allValuesReceivedWithGoodQuality = false;
lastCalculationTime = DateTime.UtcNow.Ticks;
if (measurements.TryGetValue(powerCalculation.VoltageMagnitudeMeasurementKey, out measurement) && measurement.ValueQualityIsGood())
{
voltageMagnitude = measurement.AdjustedValue;
if (!m_adjustmentStrategies.TryGetValue(powerCalculation.VoltageMagnitudeMeasurementKey, out VoltageAdjustmentStrategy adjustmentStrategy))
{
adjustmentStrategy = AdjustmentStrategy;
}
switch (adjustmentStrategy)
{
case VoltageAdjustmentStrategy.LineToNeutral:
voltageMagnitude *= 3;
break;
case VoltageAdjustmentStrategy.LineToLine:
voltageMagnitude *= SqrtOf3;
break;
}
if (measurements.TryGetValue(powerCalculation.VoltageAngleMeasurementKey, out measurement) && measurement.ValueQualityIsGood())
{
voltageAngle = measurement.AdjustedValue;
if (measurements.TryGetValue(powerCalculation.CurrentMagnitudeMeasurementKey, out measurement) && measurement.ValueQualityIsGood())
{
currentMagnitude = measurement.AdjustedValue;
if (measurements.TryGetValue(powerCalculation.CurrentAngleMeasurementKey, out measurement) && measurement.ValueQualityIsGood())
{
currentAngle = measurement.AdjustedValue;
allValuesReceivedWithGoodQuality = true;
}
}
}
}
if (allValuesReceivedWithGoodQuality)
{
// Calculate power (P), reactive power (Q) and apparent power (|S|)
Phasor voltage = new Phasor(PhasorType.Voltage, Angle.FromDegrees(voltageAngle), voltageMagnitude);
Phasor current = new Phasor(PhasorType.Current, Angle.FromDegrees(currentAngle), currentMagnitude);
activePower = Phasor.CalculateActivePower(voltage, current) / SI.Mega;
reactivePower = Phasor.CalculateReactivePower(voltage, current) / SI.Mega;
apparentPower = Phasor.CalculateApparentPower(voltage, current) / SI.Mega;
}
}
catch (Exception ex)
{
OnProcessException(MessageLevel.Warning, ex);
}
finally
{
if ((object)powerCalculation.ActivePowerOutputMeasurement != null)
{
Measurement activePowerMeasurement = Measurement.Clone(powerCalculation.ActivePowerOutputMeasurement, activePower, frame.Timestamp);
if (AlwaysProduceResult || !double.IsNaN(activePowerMeasurement.Value))
{
outputMeasurements.Add(activePowerMeasurement);
calculations++;
m_lastActivePowerCalculations.Enqueue(activePowerMeasurement);
while (m_lastActivePowerCalculations.Count > ValuesToTrack)
{
m_lastActivePowerCalculations.TryDequeue(out measurement);
}
}
}
if ((object)powerCalculation.ReactivePowerOutputMeasurement != null)
{
Measurement reactivePowerMeasurement = Measurement.Clone(powerCalculation.ReactivePowerOutputMeasurement, reactivePower, frame.Timestamp);
if (AlwaysProduceResult || !double.IsNaN(reactivePowerMeasurement.Value))
{
outputMeasurements.Add(reactivePowerMeasurement);
calculations++;
m_lastReactivePowerCalculations.Enqueue(reactivePowerMeasurement);
while (m_lastReactivePowerCalculations.Count > ValuesToTrack)
{
m_lastReactivePowerCalculations.TryDequeue(out measurement);
}
}
}
if ((object)powerCalculation.ApparentPowerOutputMeasurement != null)
{
Measurement apparentPowerMeasurement = Measurement.Clone(powerCalculation.ApparentPowerOutputMeasurement, apparentPower, frame.Timestamp);
if (AlwaysProduceResult || !double.IsNaN(apparentPowerMeasurement.Value))
{
outputMeasurements.Add(apparentPowerMeasurement);
calculations++;
m_lastApparentPowerCalculations.Enqueue(apparentPowerMeasurement);
while (m_lastApparentPowerCalculations.Count > ValuesToTrack)
{
m_lastApparentPowerCalculations.TryDequeue(out measurement);
}
}
}
m_averageCalculationTime.AddValue((DateTime.UtcNow.Ticks - lastCalculationTime).ToMilliseconds());
}
}
m_lastTotalCalculationTime = (DateTime.UtcNow.Ticks - totalCalculationTime).ToMilliseconds();
m_averageTotalCalculationTime.AddValue(m_lastTotalCalculationTime);
m_lastTotalCalculations = calculations;
m_averageCalculationsPerFrame.AddValue(calculations);
OnNewMeasurements(outputMeasurements);
}
/********************************************************
* CLASS METHODS
*********************************************************/
/// <summary>
/// Launch the algorithm manager to run this strategy
/// </summary>
/// <param name="job">Algorithm job</param>
/// <param name="algorithm">Algorithm instance</param>
/// <param name="feed">Datafeed object</param>
/// <param name="transactions">Transaction manager object</param>
/// <param name="results">Result handler object</param>
/// <param name="setup">Setup handler object</param>
/// <param name="realtime">Realtime processing object</param>
/// <remarks>Modify with caution</remarks>
public static void Run(AlgorithmNodePacket job, IAlgorithm algorithm, IDataFeed feed, ITransactionHandler transactions, IResultHandler results, ISetupHandler setup, IRealTimeHandler realtime)
{
//Initialize:
var backwardsCompatibilityMode = false;
var tradebarsType = typeof (TradeBars);
var ticksType = typeof(Ticks);
var startingPerformance = setup.StartingCapital;
var backtestMode = (job.Type == PacketType.BacktestNode);
var methodInvokers = new Dictionary<Type, MethodInvoker>();
//Initialize Properties:
_frontier = setup.StartingDate;
_runtimeError = null;
_algorithmId = job.AlgorithmId;
_algorithmState = AlgorithmStatus.Running;
_previousTime = setup.StartingDate.Date;
//Create the method accessors to push generic types into algorithm: Find all OnData events:
//Algorithm 1.0 Data Accessors.
//If the users defined these methods, add them in manually. This allows keeping backwards compatibility to algorithm 1.0.
var oldTradeBarsMethodInfo = (algorithm.GetType()).GetMethod("OnTradeBar", new[] { typeof(Dictionary<string, TradeBar>) });
var oldTicksMethodInfo = (algorithm.GetType()).GetMethod("OnTick", new[] { typeof(Dictionary<string, List<Tick>>) });
//Algorithm 2.0 Data Generics Accessors.
//New hidden access to tradebars with custom type.
var newTradeBarsMethodInfo = (algorithm.GetType()).GetMethod("OnData", new[] { tradebarsType });
var newTicksMethodInfo = (algorithm.GetType()).GetMethod("OnData", new[] { ticksType });
if (newTradeBarsMethodInfo == null && newTicksMethodInfo == null)
{
backwardsCompatibilityMode = true;
if (oldTradeBarsMethodInfo != null) methodInvokers.Add(tradebarsType, oldTradeBarsMethodInfo.DelegateForCallMethod());
if (oldTradeBarsMethodInfo != null) methodInvokers.Add(ticksType, oldTicksMethodInfo.DelegateForCallMethod());
}
else
{
backwardsCompatibilityMode = false;
if (newTradeBarsMethodInfo != null) methodInvokers.Add(tradebarsType, newTradeBarsMethodInfo.DelegateForCallMethod());
if (newTicksMethodInfo != null) methodInvokers.Add(ticksType, newTicksMethodInfo.DelegateForCallMethod());
}
//Go through the subscription types and create invokers to trigger the event handlers for each custom type:
foreach (var config in feed.Subscriptions)
{
//If type is a tradebar, combine tradebars and ticks into unified array:
if (config.Type.Name != "TradeBar" && config.Type.Name != "Tick")
{
//Get the matching method for this event handler - e.g. public void OnData(Quandl data) { .. }
var genericMethod = (algorithm.GetType()).GetMethod("OnData", new[] { config.Type });
//Is we already have this Type-handler then don't add it to invokers again.
if (methodInvokers.ContainsKey(config.Type)) continue;
//If we couldnt find the event handler, let the user know we can't fire that event.
if (genericMethod == null)
{
_runtimeError = new Exception("Data event handler not found, please create a function matching this template: public void OnData(" + config.Type.Name + " data) { }");
_algorithmState = AlgorithmStatus.RuntimeError;
return;
}
methodInvokers.Add(config.Type, genericMethod.DelegateForCallMethod());
}
}
//Loop over the queues: get a data collection, then pass them all into relevent methods in the algorithm.
Log.Debug("AlgorithmManager.Run(): Algorithm initialized, launching time loop.");
foreach (var newData in DataStream.GetData(feed, setup.StartingDate))
{
//Check this backtest is still running:
if (_algorithmState != AlgorithmStatus.Running) break;
//Go over each time stamp we've collected, pass it into the algorithm in order:
foreach (var time in newData.Keys)
{
//Set the time frontier:
_frontier = time;
//Execute with TimeLimit Monitor:
if (Isolator.IsCancellationRequested) return;
//Refresh the realtime event monitor:
realtime.SetTime(time);
//Fire EOD if the time packet we just processed is greater
if (backtestMode && _previousTime.Date != time.Date)
{
//Sample the portfolio value over time for chart.
results.SampleEquity(_previousTime, Math.Round(algorithm.Portfolio.TotalPortfolioValue, 4));
if (startingPerformance == 0)
{
results.SamplePerformance(_previousTime.Date, 0);
}
else
{
results.SamplePerformance(_previousTime.Date, Math.Round((algorithm.Portfolio.TotalPortfolioValue - startingPerformance) * 100 / startingPerformance, 10));
}
startingPerformance = algorithm.Portfolio.TotalPortfolioValue;
}
//Check if the user's signalled Quit: loop over data until day changes.
if (algorithm.GetQuit())
{
_algorithmState = AlgorithmStatus.Quit;
break;
}
//Pass in the new time first:
algorithm.SetDateTime(time);
//Trigger the data events: Invoke the types we have data for:
var oldBars = new Dictionary<string, TradeBar>();
var oldTicks = new Dictionary<string, List<Tick>>();
var newBars = new TradeBars(time);
var newTicks = new Ticks(time);
//Invoke all non-tradebars, non-ticks methods:
// --> i == Subscription Configuration Index, so we don't need to compare types.
foreach (var i in newData[time].Keys)
{
//Data point and config of this point:
var dataPoints = newData[time][i];
var config = feed.Subscriptions[i];
//Create TradeBars Unified Data --> OR --> invoke generic data event. One loop.
foreach (var dataPoint in dataPoints)
{
//Update the securities properties: first before calling user code to avoid issues with data
algorithm.Securities.Update(time, dataPoint);
//Update registered consolidators for this symbol index
for (var j = 0; j < config.Consolidators.Count; j++)
{
config.Consolidators[j].Update(dataPoint);
}
switch (config.Type.Name)
{
case "TradeBar":
var bar = dataPoint as TradeBar;
try
{
if (bar != null)
{
if (backwardsCompatibilityMode)
{
if (!oldBars.ContainsKey(bar.Symbol)) oldBars.Add(bar.Symbol, bar);
}
else
{
if (!newBars.ContainsKey(bar.Symbol)) newBars.Add(bar.Symbol, bar);
}
}
}
catch (Exception err)
{
Log.Error(time.ToLongTimeString() + " >> " + bar.Time.ToLongTimeString() + " >> " + bar.Symbol + " >> " + bar.Value.ToString("C"));
Log.Error("AlgorithmManager.Run(): Failed to add TradeBar (" + bar.Symbol + ") Time: (" + time.ToLongTimeString() + ") Count:(" + newBars.Count + ") " + err.Message);
}
break;
case "Tick":
var tick = dataPoint as Tick;
if (tick != null)
{
if (backwardsCompatibilityMode) {
if (!oldTicks.ContainsKey(tick.Symbol)) { oldTicks.Add(tick.Symbol, new List<Tick>()); }
oldTicks[tick.Symbol].Add(tick);
}
else
{
if (!newTicks.ContainsKey(tick.Symbol)) { newTicks.Add(tick.Symbol, new List<Tick>()); }
newTicks[tick.Symbol].Add(tick);
}
}
break;
default:
//Send data into the generic algorithm event handlers
try
{
methodInvokers[config.Type](algorithm, dataPoint);
}
catch (Exception err)
{
_runtimeError = err;
_algorithmState = AlgorithmStatus.RuntimeError;
Log.Debug("AlgorithmManager.Run(): RuntimeError: Custom Data: " + err.Message + " STACK >>> " + err.StackTrace);
return;
}
break;
}
}
}
//After we've fired all other events in this second, fire the pricing events:
if (backwardsCompatibilityMode)
{
//Log.Debug("AlgorithmManager.Run(): Invoking v1.0 Event Handlers...");
try
{
if (oldTradeBarsMethodInfo != null && oldBars.Count > 0) methodInvokers[tradebarsType](algorithm, oldBars);
if (oldTicksMethodInfo != null && oldTicks.Count > 0) methodInvokers[ticksType](algorithm, oldTicks);
}
catch (Exception err)
{
_runtimeError = err;
_algorithmState = AlgorithmStatus.RuntimeError;
Log.Debug("AlgorithmManager.Run(): RuntimeError: Backwards Compatibility Mode: " + err.Message + " STACK >>> " + err.StackTrace);
return;
}
}
else
{
//Log.Debug("AlgorithmManager.Run(): Invoking v2.0 Event Handlers...");
try
{
if (newTradeBarsMethodInfo != null && newBars.Count > 0) methodInvokers[tradebarsType](algorithm, newBars);
if (newTicksMethodInfo != null && newTicks.Count > 0) methodInvokers[ticksType](algorithm, newTicks);
}
catch (Exception err)
{
_runtimeError = err;
_algorithmState = AlgorithmStatus.RuntimeError;
Log.Debug("AlgorithmManager.Run(): RuntimeError: New Style Mode: " + err.Message + " STACK >>> " + err.StackTrace);
return;
}
}
//If its the historical/paper trading models, wait until market orders have been "filled"
// Manually trigger the event handler to prevent thread switch.
transactions.ProcessSynchronousEvents();
//Save the previous time for the sample calculations
_previousTime = time;
} // End of Time Loop
// Process any required events of the results handler such as sampling assets, equity, or stock prices.
results.ProcessSynchronousEvents();
} // End of ForEach DataStream
//Stream over:: Send the final packet and fire final events:
Log.Trace("AlgorithmManager.Run(): Firing On End Of Algorithm...");
try
{
algorithm.OnEndOfAlgorithm();
}
catch (Exception err)
{
_algorithmState = AlgorithmStatus.RuntimeError;
_runtimeError = new Exception("Error running OnEndOfAlgorithm(): " + err.Message, err.InnerException);
Log.Debug("AlgorithmManager.OnEndOfAlgorithm(): " + err.Message + " STACK >>> " + err.StackTrace);
return;
}
// Process any required events of the results handler such as sampling assets, equity, or stock prices.
results.ProcessSynchronousEvents(forceProcess: true);
//Liquidate Holdings for Calculations:
if (_algorithmState == AlgorithmStatus.Liquidated || !Engine.LiveMode)
{
Log.Trace("AlgorithmManager.Run(): Liquidating algorithm holdings...");
algorithm.Liquidate();
results.LogMessage("Algorithm Liquidated");
results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Liquidated);
}
//Manually stopped the algorithm
if (_algorithmState == AlgorithmStatus.Stopped)
{
Log.Trace("AlgorithmManager.Run(): Stopping algorithm...");
results.LogMessage("Algorithm Stopped");
results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Stopped);
}
//Backtest deleted.
if (_algorithmState == AlgorithmStatus.Deleted)
{
Log.Trace("AlgorithmManager.Run(): Deleting algorithm...");
results.DebugMessage("Algorithm Id:(" + job.AlgorithmId + ") Deleted by request.");
results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Deleted);
}
//Algorithm finished, send regardless of commands:
results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Completed);
//Take final samples:
results.SampleRange(algorithm.GetChartUpdates());
results.SampleEquity(_frontier, Math.Round(algorithm.Portfolio.TotalPortfolioValue, 4));
results.SamplePerformance(_frontier, Math.Round((algorithm.Portfolio.TotalPortfolioValue - startingPerformance) * 100 / startingPerformance, 10));
}
private APIGatewayProxyResponse HandleUpdate(APIGatewayProxyRequest pRequest, ILambdaContext pContext, CognitoUser pCognitoUser, opendkpContext pDatabase)
{
var vResponse = HttpHelper.HandleError("[InsertOrUpdateAdjustment] Unknown error backend...", 500);
try
{
//Populate Model
dynamic vModel = JsonConvert.DeserializeObject(pRequest.Body);
int vIdRaid = vModel.IdRaid;
//We need to retrieve the ClientId for multitenancy purposes
var vClientId = pRequest.Headers["clientid"];
Dictionary <string, Characters> vCharacterModels = RaidHelper.GetCharacterModels(pDatabase, vClientId, vModel);
using (var dbContextTransaction = pDatabase.Database.BeginTransaction())
{
Raids vRaid = pDatabase.Raids.
Include("Ticks.TicksXCharacters").
Include("ItemsXCharacters.Item").
Include("ItemsXCharacters.Character").
Include("IdPoolNavigation").
FirstOrDefault(x => x.ClientId.Equals(vClientId) && x.IdRaid == vIdRaid);
dynamic vOldModel = GetAuditModel(vRaid);
//Update some attributes of the raid
vRaid.Name = vModel.Name;
vRaid.Timestamp = vModel.Timestamp;
vRaid.UpdatedTimestamp = DateTime.Now;
vRaid.UpdatedBy = vModel.UpdatedBy;
vRaid.IdPool = vModel.Pool.IdPool;
vRaid.ClientId = vClientId;
//Three Cases to handle: Raid Tick Added, Raid Tick Removed, Raid Tick Updated
#region Handle Raid Tick Removed here
SimpleTick[] vSimpleTicks = vModel.Ticks.ToObject <SimpleTick[]>();
List <Ticks> vRemoveTicks = new List <Ticks>();
foreach (Ticks vIndex in vRaid.Ticks)
{
var vFound = vSimpleTicks.FirstOrDefault(x => x.TickId == vIndex.TickId);
if (vFound == null)
{
vRemoveTicks.Add(vIndex);
}
}
foreach (Ticks vTick in vRemoveTicks)
{
vRaid.Ticks.Remove(vTick);
}
#endregion
#region Handle Raid Tick Added & Raid Tick Updated Here
foreach (var vTick in vModel.Ticks)
{
int?vTickId = vTick.TickId;
//If tickId is null, we have to create an insert a new one
if (vTickId == null)
{
RaidHelper.CreateTick(pDatabase, vClientId, vRaid.IdRaid, vTick, vCharacterModels);
}
else
{
Ticks vFoundTick = vRaid.Ticks.FirstOrDefault(x => x.TickId == vTickId);
if (vFoundTick != null)
{
vFoundTick.Description = vTick.Description;
vFoundTick.Value = vTick.Value;
vFoundTick.ClientId = vClientId;
//Now that I've found the tick
vFoundTick.TicksXCharacters = new List <TicksXCharacters>();
foreach (string vAttendee in vTick.Attendees)
{
vFoundTick.TicksXCharacters.Add(new TicksXCharacters
{
IdCharacterNavigation = vCharacterModels[vAttendee.ToLower()],
IdTickNavigation = vFoundTick,
ClientId = vClientId
});
}
}
else
{
throw new Exception(string.Format("The tick id {0} does not exist, will not save raid", vTickId));
}
}
}
#endregion
//Handle Items
vRaid.ItemsXCharacters = new List <ItemsXCharacters>();
RaidHelper.InsertRaidItems(pDatabase, vClientId, vModel, vCharacterModels);
//Save
pDatabase.SaveChanges();
dbContextTransaction.Commit();
//Respond
vResponse = HttpHelper.HandleResponse(vModel, 200);
//Audit
AuditHelper.InsertAudit(pDatabase, vClientId, vOldModel, vModel, pCognitoUser.Username, Audit.ACTION_RAID_UPDATE);
//Update Caches
int vStatus = CacheManager.UpdateSummaryCacheAsync(vClientId).GetAwaiter().GetResult();
Console.WriteLine("SummaryCacheResponse=" + vStatus);
vStatus = CacheManager.UpdateItemCacheAsync(vClientId).GetAwaiter().GetResult();
Console.WriteLine("ItemCacheResponse=" + vStatus);
}
}
catch (Exception vException)
{
vResponse = HttpHelper.HandleError(vException.Message, 500);
}
return(vResponse);
}
/// <summary>
/// Writes next COMTRADE record in binary format.
/// </summary>
/// <param name="output">Destination stream.</param>
/// <param name="schema">Source schema.</param>
/// <param name="timestamp">Record timestamp (implicitly castable as <see cref="DateTime"/>).</param>
/// <param name="values">Values to write - 16-bit digitals should exist as a word in an individual double value.</param>
/// <param name="sample">User incremented sample index.</param>
/// <param name="injectFracSecValue">Determines if FRACSEC value should be automatically injected into stream as first digital - defaults to <c>true</c>.</param>
/// <param name="fracSecValue">FRACSEC value to inject into output stream - defaults to 0x0000.</param>
/// <remarks>
/// This function is primarily intended to write COMTRADE binary data records based on synchrophasor data
/// (see Annex H: Schema for Phasor Data 2150 Using the COMTRADE File Standard in IEEE C37.111-2010),
/// it may be necessary to manually write records for other COMTRADE needs (e.g., non 16-bit digitals).
/// </remarks>
public static void WriteNextRecordBinary(Stream output, Schema schema, Ticks timestamp, double[] values, uint sample, bool injectFracSecValue = true, ushort fracSecValue = 0x0000)
{
// Make timestamp relative to beginning of file
timestamp -= schema.StartTime.Value;
uint microseconds = (uint)(timestamp.ToMicroseconds() / schema.TimeFactor);
double value;
bool isFirstDigital = true;
output.Write(LittleEndian.GetBytes(sample), 0, 4);
output.Write(LittleEndian.GetBytes(microseconds), 0, 4);
for (int i = 0; i < values.Length; i++)
{
value = values[i];
if (i < schema.AnalogChannels.Length)
{
value -= schema.AnalogChannels[i].Adder;
value /= schema.AnalogChannels[i].Multiplier;
}
else if (isFirstDigital)
{
// Handle automatic injection of IEEE C37.118 FRACSEC digital value if requested
isFirstDigital = false;
if (injectFracSecValue)
output.Write(LittleEndian.GetBytes(fracSecValue), 0, 2);
}
output.Write(LittleEndian.GetBytes((ushort)value), 0, 2);
}
// Make sure FRACSEC values are injected
if (isFirstDigital && injectFracSecValue)
output.Write(LittleEndian.GetBytes(fracSecValue), 0, 2);
}
public static void Main(string[] args)
{
m_definedMeasurements = new ConcurrentDictionary <string, MeasurementMetadata>();
m_definedDevices = new ConcurrentDictionary <ushort, ConfigurationCell>();
if (WriteLogs)
{
m_exportFile = new StreamWriter(FilePath.GetAbsolutePath("InputTimestamps.csv"));
}
if (TestConcentrator)
{
// Create a new concentrator
concentrator = new Concentrator(WriteLogs, FilePath.GetAbsolutePath("OutputTimestamps.csv"));
concentrator.TimeResolution = 333000;
concentrator.FramesPerSecond = 30;
concentrator.LagTime = 3.0D;
concentrator.LeadTime = 9.0D;
concentrator.PerformTimestampReasonabilityCheck = false;
concentrator.ProcessByReceivedTimestamp = true;
concentrator.Start();
}
// Create a new protocol parser
parser = new MultiProtocolFrameParser();
parser.AllowedParsingExceptions = 500;
parser.ParsingExceptionWindow = 5;
// Attach to desired events
parser.ConnectionAttempt += parser_ConnectionAttempt;
parser.ConnectionEstablished += parser_ConnectionEstablished;
parser.ConnectionException += parser_ConnectionException;
parser.ParsingException += parser_ParsingException;
parser.ReceivedConfigurationFrame += parser_ReceivedConfigurationFrame;
parser.ReceivedDataFrame += parser_ReceivedDataFrame;
parser.ReceivedFrameBufferImage += parser_ReceivedFrameBufferImage;
parser.ConnectionTerminated += parser_ConnectionTerminated;
// Define the connection string
//parser.ConnectionString = @"phasorProtocol=IeeeC37_118V1; transportProtocol=UDP; localport=5000; server=233.123.123.123:5000; interface=0.0.0.0";
//parser.ConnectionString = @"phasorProtocol=Ieee1344; transportProtocol=File; file=D:\Projects\Applications\openPDC\Synchrophasor\Current Version\Build\Output\Debug\Applications\openPDC\Sample1344.PmuCapture";
//parser.ConnectionString = @"phasorProtocol=Macrodyne; accessID=1; transportProtocol=File; skipDisableRealTimeData = true; file=C:\Users\Ritchie\Desktop\Development\Macrodyne\ING.out; iniFileName=C:\Users\Ritchie\Desktop\Development\Macrodyne\BCH18Aug2011.ini; deviceLabel=ING1; protocolVersion=G";
//parser.ConnectionString = @"phasorProtocol=Iec61850_90_5; accessID=1; transportProtocol=UDP; skipDisableRealTimeData = true; localPort=102; interface=0.0.0.0; commandChannel={transportProtocol=TCP; server=172.21.1.201:4712; interface=0.0.0.0}";
//parser.ConnectionString = @"phasorProtocol=FNET; transportProtocol=TCP; server=172.21.4.100:4001; interface=0.0.0.0; isListener=false";
//parser.ConnectionString = @"phasorProtocol=Macrodyne; transportProtocol=Serial; port=COM6; baudrate=38400; parity=None; stopbits=One; databits=8; dtrenable=False; rtsenable=False;";
//parser.ConnectionString = @"phasorProtocol=SelFastMessage; transportProtocol=Serial; port=COM5; baudrate=57600; parity=None; stopbits=One; databits=8; dtrenable=False; rtsenable=False;";
//parser.ConnectionString = @"phasorProtocol=IEEEC37_118v1; transportProtocol=File; file=C:\Users\Ritchie\Desktop\MTI_Test_3phase.PmuCapture; checkSumValidationFrameTypes=DataFrame,HeaderFrame,CommandFrame";
parser.ConnectionString = @"phasorProtocol=IEEEC37_118V1; transportProtocol=tcp; accessID=105; server=172.31.105.135:4712; interface=0.0.0.0; isListener=false";
Dictionary <string, string> settings = parser.ConnectionString.ParseKeyValuePairs();
string setting;
// TODO: These should be optional picked up from connection string inside of MPFP
// Apply other settings as needed
if (settings.TryGetValue("accessID", out setting))
{
parser.DeviceID = ushort.Parse(setting);
}
if (settings.TryGetValue("simulateTimestamp", out setting))
{
parser.InjectSimulatedTimestamp = setting.ParseBoolean();
}
if (settings.TryGetValue("allowedParsingExceptions", out setting))
{
parser.AllowedParsingExceptions = int.Parse(setting);
}
if (settings.TryGetValue("parsingExceptionWindow", out setting))
{
parser.ParsingExceptionWindow = Ticks.FromSeconds(double.Parse(setting));
}
if (settings.TryGetValue("autoStartDataParsingSequence", out setting))
{
parser.AutoStartDataParsingSequence = setting.ParseBoolean();
}
if (settings.TryGetValue("skipDisableRealTimeData", out setting))
{
parser.SkipDisableRealTimeData = setting.ParseBoolean();
}
// When connecting to a file based resource you may want to loop the data
parser.AutoRepeatCapturedPlayback = true;
// Start frame parser
parser.AutoStartDataParsingSequence = true;
Console.WriteLine("ConnectionString: {0}", parser.ConnectionString);
parser.Start();
// To keep the console open while receiving live data with AutoRepeatCapturedPlayback = false, uncomment the following line of code:
Console.WriteLine("Press <enter> to terminate application...");
Console.ReadLine();
parser.Stop();
// Stop concentrator
if (TestConcentrator)
{
concentrator.Stop();
}
if (WriteLogs)
{
m_exportFile.Close();
}
}
/// <summary>
/// Creates a new <see cref="ConfigurationFrame"/> from specified parameters.
/// </summary>
/// <param name="idCode">The ID code of this <see cref="ConfigurationFrame"/>.</param>
/// <param name="timestamp">The exact timestamp, in <see cref="Ticks"/>, of the data represented by this <see cref="ConfigurationFrame"/>.</param>
/// <param name="frameRate">The defined frame rate of this <see cref="ConfigurationFrame"/>.</param>
public ConfigurationFrame(ushort idCode, Ticks timestamp, ushort frameRate)
: base(idCode, new ConfigurationCellCollection(), timestamp, frameRate)
{
}
/// <inheritdoc />
public bool Equals([AllowNull] ColorBar other)
{
if (other == null)
{
return(false);
}
if (ReferenceEquals(this, other))
{
return(true);
}
return
((
ThicknessMode == other.ThicknessMode ||
ThicknessMode != null &&
ThicknessMode.Equals(other.ThicknessMode)
) &&
(
Thickness == other.Thickness ||
Thickness != null &&
Thickness.Equals(other.Thickness)
) &&
(
LenMode == other.LenMode ||
LenMode != null &&
LenMode.Equals(other.LenMode)
) &&
(
Len == other.Len ||
Len != null &&
Len.Equals(other.Len)
) &&
(
X == other.X ||
X != null &&
X.Equals(other.X)
) &&
(
XAnchor == other.XAnchor ||
XAnchor != null &&
XAnchor.Equals(other.XAnchor)
) &&
(
XPad == other.XPad ||
XPad != null &&
XPad.Equals(other.XPad)
) &&
(
Y == other.Y ||
Y != null &&
Y.Equals(other.Y)
) &&
(
YAnchor == other.YAnchor ||
YAnchor != null &&
YAnchor.Equals(other.YAnchor)
) &&
(
YPad == other.YPad ||
YPad != null &&
YPad.Equals(other.YPad)
) &&
(
OutlineColor == other.OutlineColor ||
OutlineColor != null &&
OutlineColor.Equals(other.OutlineColor)
) &&
(
OutlineWidth == other.OutlineWidth ||
OutlineWidth != null &&
OutlineWidth.Equals(other.OutlineWidth)
) &&
(
BorderColor == other.BorderColor ||
BorderColor != null &&
BorderColor.Equals(other.BorderColor)
) &&
(
BorderWidth == other.BorderWidth ||
BorderWidth != null &&
BorderWidth.Equals(other.BorderWidth)
) &&
(
BgColor == other.BgColor ||
BgColor != null &&
BgColor.Equals(other.BgColor)
) &&
(
TickMode == other.TickMode ||
TickMode != null &&
TickMode.Equals(other.TickMode)
) &&
(
NTicks == other.NTicks ||
NTicks != null &&
NTicks.Equals(other.NTicks)
) &&
(
Tick0 == other.Tick0 ||
Tick0 != null &&
Tick0.Equals(other.Tick0)
) &&
(
DTick == other.DTick ||
DTick != null &&
DTick.Equals(other.DTick)
) &&
(
Equals(TickVals, other.TickVals) ||
TickVals != null && other.TickVals != null &&
TickVals.SequenceEqual(other.TickVals)
) &&
(
Equals(TickText, other.TickText) ||
TickText != null && other.TickText != null &&
TickText.SequenceEqual(other.TickText)
) &&
(
Ticks == other.Ticks ||
Ticks != null &&
Ticks.Equals(other.Ticks)
) &&
(
TickLabelPosition == other.TickLabelPosition ||
TickLabelPosition != null &&
TickLabelPosition.Equals(other.TickLabelPosition)
) &&
(
TickLen == other.TickLen ||
TickLen != null &&
TickLen.Equals(other.TickLen)
) &&
(
TickWidth == other.TickWidth ||
TickWidth != null &&
TickWidth.Equals(other.TickWidth)
) &&
(
TickColor == other.TickColor ||
TickColor != null &&
TickColor.Equals(other.TickColor)
) &&
(
ShowTickLabels == other.ShowTickLabels ||
ShowTickLabels != null &&
ShowTickLabels.Equals(other.ShowTickLabels)
) &&
(
TickFont == other.TickFont ||
TickFont != null &&
TickFont.Equals(other.TickFont)
) &&
(
TickAngle == other.TickAngle ||
TickAngle != null &&
TickAngle.Equals(other.TickAngle)
) &&
(
TickFormat == other.TickFormat ||
TickFormat != null &&
TickFormat.Equals(other.TickFormat)
) &&
(
Equals(TickFormatStops, other.TickFormatStops) ||
TickFormatStops != null && other.TickFormatStops != null &&
TickFormatStops.SequenceEqual(other.TickFormatStops)
) &&
(
TickPrefix == other.TickPrefix ||
TickPrefix != null &&
TickPrefix.Equals(other.TickPrefix)
) &&
(
ShowTickPrefix == other.ShowTickPrefix ||
ShowTickPrefix != null &&
ShowTickPrefix.Equals(other.ShowTickPrefix)
) &&
(
TickSuffix == other.TickSuffix ||
TickSuffix != null &&
TickSuffix.Equals(other.TickSuffix)
) &&
(
ShowTickSuffix == other.ShowTickSuffix ||
ShowTickSuffix != null &&
ShowTickSuffix.Equals(other.ShowTickSuffix)
) &&
(
SeparateThousands == other.SeparateThousands ||
SeparateThousands != null &&
SeparateThousands.Equals(other.SeparateThousands)
) &&
(
ExponentFormat == other.ExponentFormat ||
ExponentFormat != null &&
ExponentFormat.Equals(other.ExponentFormat)
) &&
(
MinExponent == other.MinExponent ||
MinExponent != null &&
MinExponent.Equals(other.MinExponent)
) &&
(
ShowExponent == other.ShowExponent ||
ShowExponent != null &&
ShowExponent.Equals(other.ShowExponent)
) &&
(
Title == other.Title ||
Title != null &&
Title.Equals(other.Title)
) &&
(
TickValsSrc == other.TickValsSrc ||
TickValsSrc != null &&
TickValsSrc.Equals(other.TickValsSrc)
) &&
(
TickTextSrc == other.TickTextSrc ||
TickTextSrc != null &&
TickTextSrc.Equals(other.TickTextSrc)
));
}