///// <summary>
///// пример
///// </summary>
///// <param name="args"></param>
//override public void Do(string[] args)
//{
// //TradeConsole.ConsoleSetSize();
// //TradeConsole.LogAssemblyInfo(assemblies);
// //список доступных команд
// TradeConsole.ConsoleWriteCommands();
// Initialize();
// SetupStrategy(args);
// base.Do(args);
//}
/// <summary>
/// пример переопределения
/// Program.Sample1.Initialize()
/// </summary>
override public void Initialize()
{
Console.WriteLine("Program.Sample1.Initialize()");
marketDataProvider = new MarketDataProvider();
rawTradingDataProvider = new RawTradingDataProvider(DefaultLogger.Instance);
symbolsDataProvider = new SymbolsDataProvider();
traderBase = new TraderBase(new SmartComOrderManager());
adapter = new SmartComAdapter();
SmartComHandlers.Instance.Add <_IStClient_DisconnectedEventHandler>(IsDisconnected);
SmartComHandlers.Instance.Add <_IStClient_ConnectedEventHandler>(IsConnected);
sendItemTrade = new SendItemOnTrade(TradingData.Instance, DefaultLogger.Instance);
//ObservableQueue<Order> orderQueue = TradingData.Instance.Get<ObservableQueue<Order>>();
//ObservableHashSet<Order> orderQueue = TradingData.Instance.Get<ObservableHashSet<Order>>();
//sendItemOrder = new SendItemOnOrder(TradingData.Instance.Get<ObservableQueue<Order>>());
//Отправляем данные клиентам
{
//sendItemBar.AddItemHandler(TradeConsole.ConsoleWriteLineBar);
sendItemTrade.AddItemHandler(TradeConsole.ConsoleWriteLineTrade);
//senderItemOrder.AddedItemHandler(TradeHubStarter.sendOrder);
if (AppSettings.GetValue <bool>("SignalHub"))
{
//отправляем через signalR
//sendItemBar.AddItemHandler(TradeHubStarter.sendBar);
sendItemTrade.AddItemHandler(TradeHubStarter.sendTrade);
}
}
}
public void Setup()
{
this.tradingData = new TradingDataContext();
this.signalQueue = new ObservableQueue <Signal>();
this.orderQueue = new ObservableQueue <Order>();
this.orderManager = new MockOrderManager();
TraderBase traderBase = new TraderBase(this.tradingData, this.signalQueue, this.orderQueue, this.orderManager, new AlwaysTimeToTradeSchedule(), new NullLogger());
}
/// <summary>
/// пример переопределения
/// BackTest Sample1 Initialize()
/// </summary>
override public void Initialize()
{
Console.WriteLine("BackTest.Converter.Initialize()");
//marketDataProvider = new MarketDataProvider();
//rawTradingDataProvider = new RawTradingDataProvider(DefaultLogger.Instance);
//symbolsDataProvider = new SymbolsDataProvider();
orderManager = new TRL.Emulation.BacktestOrderManager(TradingData.Instance, DefaultLogger.Instance);
traderBase = new TraderBase(orderManager);
}
public void Setup()
{
this.tradingData = new TradingDataContext();
this.signalQueue = new ObservableQueue <Signal>();
this.orderQueue = new ObservableQueue <Order>();
this.orderManager = new MockOrderManager();
TraderBase traderBase = new TraderBase(this.tradingData, this.signalQueue, this.orderQueue, this.orderManager, new AlwaysTimeToTradeSchedule(), new NullLogger());
this.strategyHeader = new StrategyHeader(1, "strategyHeader", "BP12345-RF-01", "RTS-9.13_FT", 10);
AddStrategy(this.strategyHeader);
}
public void Setup()
{
this.tradingData = new TradingDataContext();
this.signalQueue = new ObservableQueue <Signal>();
this.orderQueue = new ObservableQueue <Order>();
this.orderManager = new MockOrderManager();
this.tb = new TraderBase(this.tradingData,
this.signalQueue,
this.orderQueue,
this.orderManager,
new AlwaysTimeToTradeSchedule(),
new NullLogger());
StrategyHeader strategyHeader = new StrategyHeader(1, "Strategy Description", "BP12345-RF-01", "RTS-9.13_FT", 10);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(strategyHeader);
StopPointsSettings spSettings = new StopPointsSettings(strategyHeader, 50, false);
this.tradingData.Get <ICollection <StopPointsSettings> >().Add(spSettings);
StopLossOrderSettings sloSettings = new StopLossOrderSettings(strategyHeader, 100);
this.tradingData.Get <ICollection <StopLossOrderSettings> >().Add(sloSettings);
ProfitPointsSettings ppSettings = new ProfitPointsSettings(strategyHeader, 100, false);
this.tradingData.Get <ICollection <ProfitPointsSettings> >().Add(ppSettings);
TakeProfitOrderSettings tpoSettings = new TakeProfitOrderSettings(strategyHeader, 100);
this.tradingData.Get <ICollection <TakeProfitOrderSettings> >().Add(tpoSettings);
StrategyStopLossByPointsOnTick stopLossHandler =
new StrategyStopLossByPointsOnTick(strategyHeader, this.tradingData, this.signalQueue, new NullLogger());
StrategyTakeProfitByPointsOnTick takeProfitHandler =
new StrategyTakeProfitByPointsOnTick(strategyHeader, this.tradingData, this.signalQueue, new NullLogger());
PlaceStrategyStopLossByPointsOnTrade placeStopOnTradeHandler =
new PlaceStrategyStopLossByPointsOnTrade(strategyHeader, this.tradingData, this.signalQueue, new NullLogger());
PlaceStrategyTakeProfitByPointsOnTrade placeTakeProfitOnTradeHandler =
new PlaceStrategyTakeProfitByPointsOnTrade(strategyHeader, this.tradingData, this.signalQueue, new NullLogger());
Assert.AreEqual(0, this.tradingData.Get <IEnumerable <Signal> >().Count());
Assert.AreEqual(0, this.tradingData.Get <IEnumerable <Order> >().Count());
Assert.AreEqual(0, this.tradingData.Get <IEnumerable <Trade> >().Count());
Assert.AreEqual(0, this.tradingData.Get <IEnumerable <Position> >().Count());
Assert.AreEqual(0, this.signalQueue.Count);
Assert.AreEqual(0, this.orderQueue.Count);
}
public TraderBaseInitializer()
{
this.tradingData = SampleTradingDataContextFactory.Make();
this.signalQueue = new ObservableQueue <Signal>();
this.orderQueue = new ObservableQueue <Order>();
this.orderManager = new MockOrderManager();
this.traderBase =
new TraderBase(this.tradingData,
this.signalQueue,
this.orderQueue,
this.orderManager,
new AlwaysTimeToTradeSchedule(),
new NullLogger());
}
///// <summary>
///// пример
///// </summary>
///// <param name="args"></param>
//override public void Do(string[] args)
//{
// //TradeConsole.ConsoleSetSize();
// //TradeConsole.LogAssemblyInfo(assemblies);
// //список доступных команд
// TradeConsole.ConsoleWriteCommands();
// Initialize();
// SetupStrategy(args);
// base.Do(args);
//}
/// <summary>
/// пример переопределения
/// BackTest Sample1 Initialize()
/// </summary>
override public void Initialize()
{
Console.WriteLine("BackTest.Sample1.Initialize()");
marketDataProvider = new MarketDataProvider();
rawTradingDataProvider = new RawTradingDataProvider(DefaultLogger.Instance);
symbolsDataProvider = new SymbolsDataProvider();
orderManager = new TRL.Emulation.BacktestOrderManager(TradingData.Instance, DefaultLogger.Instance);
//private static SmartComAdapter adapter =
// new SmartComAdapter();
traderBase = new TraderBase(orderManager);
//new TraderBase(new SmartComOrderManager());
//strategySettings = new StrategySettings(1,
// "ReversMaOnBar strategy",
// AppSettings.GetStringValue("Portfolio"),
// AppSettings.GetStringValue("Symbol"),
// AppSettings.GetValue<double>("Amount"));
//barSettings = new BarSettings(
// strategySettings,
// strategySettings.Symbol,
// AppSettings.GetValue<int>("Interval"),
// AppSettings.GetValue<int>("Period"));
//assemblies = { "Interop.SmartCOM3Lib.dll", "TRL.Common.dll", "TRL.Connect.Smartcom.dll" };
}