226 lines
10 KiB
C#
226 lines
10 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Text;
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using System.Threading.Tasks;
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using System.IO;
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using MarketData.Utils;
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using MarketData.Generator.Model;
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namespace MarketData.Generator.CMTrend
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{
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public class CMTSessionParams
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{
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public DateTime LastUpdated { get; set; }
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public DateTime TradeDate { get; set; }
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public DateTime StartDate { get; set; }
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public DateTime AnalysisDate { get; set; }
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public CMTParams CMTParams { get; set; }
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public ActivePositions ActivePositions { get; set; }
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public Positions AllPositions { get; set; }
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public CMTCandidates Candidates { get; set; }
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public CMTPricingExceptions PricingExceptions { get; set; }
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public StopLimits StopLimits { get; set; }
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public double CashBalance { get; set; }
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public double NonTradeableCash{ get; set; }
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public double InitialCash { get; set; }
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// This gets AllPositions+Positions
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public Positions GetCombinedPositions()
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{
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Positions positions=new Positions();
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foreach(Position position in AllPositions) positions.Add(position);
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foreach(Position position in ActivePositions) positions.Add(position);
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return positions;
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}
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}
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// *****************************************************************************
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public class CMTSessionManager
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{
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private CMTSessionManager()
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{
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}
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public static bool SaveSession(CMTSessionParams sessionParams,String pathSessionFile)
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{
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try
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{
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if(null==pathSessionFile) return false;
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pathSessionFile=GetSessionFileName(pathSessionFile);
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FileStream outStream=new FileStream(pathSessionFile,FileMode.Create);
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StreamWriter streamWriter=new StreamWriter(outStream);
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streamWriter.WriteLine("CMTSESSIONv1.00");
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streamWriter.WriteLine((new NVP("LastUpdated",sessionParams.LastUpdated.ToString())).ToString());
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streamWriter.WriteLine((new NVP("TradeDate",sessionParams.TradeDate.ToShortDateString())).ToString());
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streamWriter.WriteLine((new NVP("StartDate",sessionParams.StartDate.ToShortDateString())).ToString());
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streamWriter.WriteLine((new NVP("AnalysisDate",sessionParams.AnalysisDate.ToShortDateString())).ToString());
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streamWriter.WriteLine((new NVP("CashBalance",sessionParams.CashBalance.ToString())).ToString());
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streamWriter.WriteLine((new NVP("NonTradeableCash",sessionParams.NonTradeableCash.ToString())).ToString());
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NVPCollection configurationCollection=sessionParams.CMTParams.ToNVPCollection();
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streamWriter.WriteLine(configurationCollection.ToString());
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NVPCollections nvpPricingExceptionCollections=sessionParams.PricingExceptions.ToNVPCollections();
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List<String> nvpPricingExceptionCollectionsList=nvpPricingExceptionCollections.ToList();
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streamWriter.WriteLine((new NVP("PricingExceptions",nvpPricingExceptionCollectionsList.Count.ToString())).ToString());
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foreach(String str in nvpPricingExceptionCollectionsList) streamWriter.WriteLine(str);
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NVPCollections nvpCollections=sessionParams.ActivePositions.ToNVPCollections();
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List<String> nvpActivePositionsStringList=nvpCollections.ToList();
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streamWriter.WriteLine((new NVP("TotalActivePositions",nvpActivePositionsStringList.Count.ToString())).ToString());
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foreach(String str in nvpActivePositionsStringList) streamWriter.WriteLine(str);
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NVPCollections allPositionsCollections=sessionParams.AllPositions.ToNVPCollections();
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List<String> nvpAllCollectionsStringList=allPositionsCollections.ToList();
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streamWriter.WriteLine((new NVP("TotalPositions",nvpAllCollectionsStringList.Count.ToString())).ToString());
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foreach(String str in nvpAllCollectionsStringList) streamWriter.WriteLine(str);
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NVPCollections allCandidatesCollections=sessionParams.Candidates.ToNVPCollections();
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List<String> nvpSetupsCollectionsStringList=allCandidatesCollections.ToList();
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streamWriter.WriteLine((new NVP("TotalCandidates",nvpSetupsCollectionsStringList.Count.ToString())).ToString());
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foreach(String str in nvpSetupsCollectionsStringList) streamWriter.WriteLine(str);
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NVPCollections allStopLimitsCollections=sessionParams.StopLimits.ToNVPCollections();
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List<String> nvpStopLimitsCollectionsStringList=allStopLimitsCollections.ToList();
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streamWriter.WriteLine((new NVP("TotalStopLimits",nvpStopLimitsCollectionsStringList.Count.ToString())).ToString());
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foreach(String str in nvpStopLimitsCollectionsStringList) streamWriter.WriteLine(str);
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streamWriter.Flush();
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outStream.Flush();
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streamWriter.Close();
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streamWriter.Dispose();
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outStream.Close();
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outStream.Dispose();
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return true;
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}
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catch(Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("{0}",exception.ToString()));
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return false;
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}
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}
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public static CMTSessionParams RestoreSession(String pathSessionFile)
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{
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FileStream inStream=null;
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StreamReader streamReader=null;
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try
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{
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pathSessionFile=GetSessionFileName(pathSessionFile);
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if(!SessionAvailable(pathSessionFile)) return null;
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CMTSessionParams sessionParams=new CMTSessionParams();
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inStream=new FileStream(pathSessionFile,FileMode.Open);
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streamReader=new StreamReader(inStream);
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String versionInfo=streamReader.ReadLine();
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if(!versionInfo.StartsWith("CMTSESSION")) return null;
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double version=double.Parse(Utility.BetweenString(versionInfo,"v",null));
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if(1.00!=version) return null;
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NVP lastUpdated=new NVP(streamReader.ReadLine());
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NVP tradeDate=new NVP(streamReader.ReadLine());
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NVP startDate=new NVP(streamReader.ReadLine());
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NVP analysisDate=new NVP(streamReader.ReadLine());
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NVP cashBalance=new NVP(streamReader.ReadLine());
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NVP nonTradeableCash=new NVP(streamReader.ReadLine());
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sessionParams.LastUpdated=lastUpdated.Get<DateTime>();
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sessionParams.TradeDate=tradeDate.Get<DateTime>();
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sessionParams.StartDate=startDate.Get<DateTime>();
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sessionParams.AnalysisDate=analysisDate.Get<DateTime>();
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sessionParams.CashBalance=cashBalance.Get<double>();
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sessionParams.NonTradeableCash=nonTradeableCash.Get<double>();
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NVPCollection configurationCollection=new NVPCollection(streamReader.ReadLine());
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sessionParams.CMTParams=CMTParams.FromNVPCollection(configurationCollection);
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int totalPricingExceptions=(new NVP(streamReader.ReadLine())).Get<int>();
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sessionParams.PricingExceptions=new CMTPricingExceptions();
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for(int pricingExceptionIndex=0;pricingExceptionIndex<totalPricingExceptions;pricingExceptionIndex++)
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{
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NVPCollection nvpCollection=new NVPCollection(streamReader.ReadLine());
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sessionParams.PricingExceptions.AddFromNVPCollection(nvpCollection);
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}
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int totalActivePositions=(new NVP(streamReader.ReadLine())).Get<int>();
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sessionParams.ActivePositions=new ActivePositions();
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for(int positionIndex=0;positionIndex<totalActivePositions;positionIndex++)
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{
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NVPCollection nvpCollection=new NVPCollection(streamReader.ReadLine());
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sessionParams.ActivePositions.AddFromNVPCollection(nvpCollection);
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}
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int totalPositions=(new NVP(streamReader.ReadLine())).Get<int>();
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NVPCollections nvpCollections=new NVPCollections();
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for(int positionIndex=0;positionIndex<totalPositions;positionIndex++)
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{
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NVPCollection nvpCollection=new NVPCollection(streamReader.ReadLine());
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nvpCollections.Add(nvpCollection);
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}
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int totalCandidates=(new NVP(streamReader.ReadLine())).Get<int>();
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sessionParams.Candidates=new CMTCandidates();
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for(int setupIndex=0;setupIndex<totalCandidates;setupIndex++)
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{
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NVPCollection nvpCollection=new NVPCollection(streamReader.ReadLine());
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sessionParams.Candidates.AddFromNVPCollection(nvpCollection);
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}
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int totalStopLimits=(new NVP(streamReader.ReadLine())).Get<int>();
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sessionParams.StopLimits=new StopLimits();
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for(int stopLimitIndex=0;stopLimitIndex<totalStopLimits;stopLimitIndex++)
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{
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NVPCollection nvpCollection=new NVPCollection(streamReader.ReadLine());
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sessionParams.StopLimits.AddFromNVPCollection(nvpCollection);
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}
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sessionParams.AllPositions=Positions.FromNVPCollections(nvpCollections);
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inStream.Close();
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inStream.Dispose();
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inStream=null;
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streamReader.Close();
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streamReader.Dispose();
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streamReader=null;
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return sessionParams;
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}
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finally
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{
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if(null!=streamReader) streamReader.Close();
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if(null!=inStream) inStream.Close();
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}
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}
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public static String GetSessionFileName(String pathSessionFile)
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{
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if(null==pathSessionFile) return null;
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String directory=Path.GetDirectoryName(pathSessionFile);
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if("".Equals(directory)) directory=Directory.GetCurrentDirectory();
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return directory+"\\"+Path.GetFileNameWithoutExtension(pathSessionFile)+".txt";
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}
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public static bool SessionAvailable(String pathSessionFile)
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{
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return IsValidSessionFile(pathSessionFile);
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}
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public static bool IsValidSessionFile(String pathSessionFile)
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{
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FileStream inStream=null;
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StreamReader streamReader=null;
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try
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{
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if(null==pathSessionFile) return false;
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pathSessionFile=pathSessionFile.ToLower();
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pathSessionFile=GetSessionFileName(pathSessionFile);
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if(!File.Exists(pathSessionFile)) return false;
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inStream=new FileStream(pathSessionFile,FileMode.Open);
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streamReader=new StreamReader(inStream);
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String versionInfo=streamReader.ReadLine();
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if(!versionInfo.StartsWith("CMTSESSION")) return false;
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double version=double.Parse(Utility.BetweenString(versionInfo,"v",null));
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if(1.00!=version) return false;
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return true;
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}
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catch(Exception)
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{
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return false;
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}
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finally
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{
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if(null!=streamReader) streamReader.Close();
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if(null!=inStream) inStream.Close();
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}
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}
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}
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}
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