Class RealTimeEmulationTrader<TUnderlyingMarketDataAdapter>

Namespace

StockSharp.Algo.Testing

Assembly

StockSharp.Algo.dll

The simulation connection, intended for strategy testing with real connection to trading system through UnderlyngMarketDataAdapter, but without real registering orders on stock. Execution of orders and their trades are emulated by connection, using information by order books, coming from real connection.

public class RealTimeEmulationTrader<TUnderlyingMarketDataAdapter> : BaseEmulationConnector, IConnector, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, IMarketDataProvider, ITransactionProvider, ISecurityProvider, ISecurityMessageProvider, ISubscriptionProvider, ITimeProvider, IPortfolioProvider, IPositionProvider where TUnderlyingMarketDataAdapter : class, IMessageAdapter

Type Parameters

TUnderlyingMarketDataAdapter

The type IMessageAdapter, through which market data will be received.

Inheritance

object

Disposable

BaseLogSource

BaseLogReceiver

Connector

BaseEmulationConnector

RealTimeEmulationTrader<TUnderlyingMarketDataAdapter>

Implements

IConnector

IMessageChannel

ICloneable<IMessageChannel>

ICloneable

IPersistable

ILogReceiver

ILogSource

IDisposable

IMarketDataProvider

ITransactionProvider

ISecurityProvider

ISecurityMessageProvider

ISubscriptionProvider

ITimeProvider

IPortfolioProvider

IPositionProvider

Inherited Members

BaseEmulationConnector.Load(SettingsStorage)

BaseEmulationConnector.Save(SettingsStorage)

BaseEmulationConnector.OnProcessMessage(Message)

BaseEmulationConnector.ClearCache()

BaseEmulationConnector.DisposeManaged()

BaseEmulationConnector.RegisterTrades(TradeGenerator)

BaseEmulationConnector.UnRegisterTrades(TradeGenerator)

BaseEmulationConnector.RegisterMarketDepth(MarketDepthGenerator)

BaseEmulationConnector.UnRegisterMarketDepth(MarketDepthGenerator)

BaseEmulationConnector.RegisterOrderLog(OrderLogGenerator)

BaseEmulationConnector.UnRegisterOrderLog(OrderLogGenerator)

BaseEmulationConnector.Portfolios

BaseEmulationConnector.CurrentTime

BaseEmulationConnector.EmulationAdapter

Connector.LookupById(SecurityId)

Connector.GetSessionState(ExchangeBoard)

Connector.Connect()

Connector.OnConnect()

Connector.Disconnect()

Connector.OnDisconnect()

Connector.GetPosition(Portfolio, Security, string, Sides?, string, string, TPlusLimits?)

Connector.RegisterOrder(Order)

Connector.IsOrderEditable(Order)

Connector.IsOrderReplaceable(Order)

Connector.EditOrder(Order, Order)

Connector.ReRegisterOrder(Order, Order)

Connector.CancelOrder(Order)

Connector.OnRegisterOrder(Order)

Connector.OnEditOrder(Order, Order)

Connector.OnReRegisterOrder(Order, Order)

Connector.OnCancelOrder(Order, long)

Connector.CancelOrders(bool?, Portfolio, Sides?, ExchangeBoard, Security, SecurityTypes?, long?)

Connector.OnCancelOrders(long, bool?, Portfolio, Sides?, ExchangeBoard, Security, SecurityTypes?)

Connector.ChangePassword(SecureString)

Connector.GetSecurity(SecurityId)

Connector.GetSecurityId(Security)

Connector.CreateSecurityId(string, string)

Connector.GetSecurityValue(Security, Level1Fields)

Connector.GetLevel1Fields(Security)

Connector.SendInMessage(Message)

Connector.SendOutMessage(Message)

Connector.SendOutError(Exception)

Connector.LookupByPortfolioName(string)

Connector.GetPortfolio(string)

Connector.RaiseError(Exception)

Connector.RaiseSubscriptionFailed(Subscription, Exception, bool)

Connector.Subscribe(Subscription)

Connector.UnSubscribe(Subscription)

Connector.SecurityStorage

Connector.PositionStorage

Connector.ExchangeInfoProvider

Connector.StorageRegistry

Connector.SnapshotRegistry

Connector.BasketSecurityProcessorProvider

Connector.IsRestoreSubscriptionOnNormalReconnect

Connector.IsAutoUnSubscribeOnDisconnect

Connector.OrdersKeepCount

Connector.TransactionIdGenerator

Connector.SecurityIdGenerator

Connector.OverrideSecurityData

Connector.ExchangeBoards

Connector.Securities

Connector.Positions

Connector.RiskManager

Connector.LatencyManager

Connector.PnLManager

Connector.CommissionManager

Connector.SlippageManager

Connector.ConnectionState

Connector.UpdateSecurityLastQuotes

Connector.UpdateSecurityByLevel1

Connector.UpdateSecurityByDefinition

Connector.UpdatePortfolioByChange

Connector.ErrorCount

Connector.MarketTimeChangedInterval

Connector.TimeChange

Connector.KeepStrategiesPositions

Connector.SecurityLookup

Connector.BoardLookup

Connector.DataTypeLookup

Connector.PortfolioLookup

Connector.OrderLookup

Connector.SubscriptionsOnConnect

Connector.LookupMessagesOnConnect

Connector.CheckSteps

Connector.CanConnect

Connector.InMessageChannel

Connector.OutMessageChannel

Connector.InnerAdapter

Connector.Adapter

Connector.SupportBasketSecurities

Connector.SupportFilteredMarketDepth

Connector.SupportSnapshots

Connector.SupportAssociatedSecurity

Connector.SupportLevel1DepthBuilder

Connector.Buffer

Connector.TransactionAdapter

Connector.MarketDataAdapter

Connector.StorageAdapter

Connector.Subscriptions

Connector.NewMyTrade

Connector.NewOrder

Connector.OrderChanged

Connector.OrderEdited

Connector.OrderRegisterFailed

Connector.OrderCancelFailed

Connector.OrderEditFailed

Connector.OrderStatusFailed2

Connector.MassOrderCanceled

Connector.MassOrderCanceled2

Connector.MassOrderCancelFailed

Connector.MassOrderCancelFailed2

Connector.NewPortfolio

Connector.PortfolioChanged

Connector.NewPosition

Connector.PositionChanged

Connector.NewMessage

Connector.MarketTimeChanged

Connector.CurrentTimeChanged

Connector.Connected

Connector.Disconnected

Connector.ConnectionError

Connector.ConnectedEx

Connector.DisconnectedEx

Connector.ConnectionErrorEx

Connector.Error

Connector.LookupSecuritiesResult

Connector.LookupPortfoliosResult

Connector.LookupBoardsResult

Connector.LookupSecuritiesResult2

Connector.LookupPortfoliosResult2

Connector.LookupBoardsResult2

Connector.LookupTimeFramesResult

Connector.LookupTimeFramesResult2

Connector.SessionStateChanged

Connector.ValuesChanged

Connector.Level1Received

Connector.OrderBookReceived

Connector.TickTradeReceived

Connector.OrderLogReceived

Connector.SecurityReceived

Connector.BoardReceived

Connector.NewsReceived

Connector.CandleReceived

Connector.OwnTradeReceived

Connector.OrderReceived

Connector.OrderRegisterFailReceived

Connector.OrderCancelFailReceived

Connector.OrderEditFailReceived

Connector.PortfolioReceived

Connector.PositionReceived

Connector.DataTypeReceived

Connector.SubscriptionOnline

Connector.SubscriptionStarted

Connector.SubscriptionStopped

Connector.SubscriptionFailed

Connector.SubscriptionReceived

Connector.ConnectionRestored

Connector.ConnectionLost

Connector.ChangePasswordResult

BaseLogReceiver.LogVerbose(string, params object[])

BaseLogReceiver.LogDebug(string, params object[])

BaseLogReceiver.LogInfo(string, params object[])

BaseLogReceiver.LogWarning(string, params object[])

BaseLogReceiver.LogError(string, params object[])

BaseLogReceiver.LogError(Exception)

BaseLogSource.RaiseLog(LogMessage)

BaseLogSource.ToString()

BaseLogSource.Id

BaseLogSource.Name

BaseLogSource.Parent

BaseLogSource.LogLevel

BaseLogSource.IsRoot

BaseLogSource.ParentRemoved

BaseLogSource.Log

Disposable.Dispose()

Disposable.DisposeNative()

Disposable.ThrowIfDisposeStarted()

Disposable.ThrowIfDisposed()

Disposable.IsDisposed

Disposable.IsDisposeStarted

Disposable.Disposed

object.GetType()

object.MemberwiseClone()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

TraderHelper.AddOrderErrorLog(ILogReceiver, Order, string, Func<string>)

TraderHelper.AddOrderInfoLog(ILogReceiver, Order, string, Func<string>)

TraderHelper.AddAdapter(Connector, Type, Action<IMessageAdapter>)

TraderHelper.AddAdapter<TAdapter>(Connector, Action<TAdapter>)

TraderHelper.GetSecurityCriteria(Connector, SecurityLookupMessage, IExchangeInfoProvider)

TraderHelper.LookupAll(Connector)

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

MarketRuleHelper.WhenConnected(IConnector)

MarketRuleHelper.WhenConnectionLost(IConnector)

MarketRuleHelper.WhenDisconnected(IConnector)

TraderHelper.CancelOrders(IConnector, IEnumerable<Order>, bool?, Portfolio, Sides?, ExchangeBoard, Security, SecurityTypes?)

TraderHelper.GetSecurityValue<T>(IMarketDataProvider, Security, Level1Fields)

TraderHelper.GetSecurityValues(IMarketDataProvider, Security)

TraderHelper.GetAllSecurity(ISecurityProvider)

TraderHelper.Lookup(ISecurityProvider, Security)

TraderHelper.LookupAll(ISecurityProvider)

TraderHelper.LookupByCode(ISecurityProvider, string, SecurityTypes?)

TraderHelper.LookupByNativeId(ISecurityProvider, INativeIdStorage, string, object)

CandleHelper.GetSeries<TCandle>(ISubscriptionProvider, Security, object)

CandleHelper.IsCandlesRegistered<TCandle>(ISubscriptionProvider, Security, object)

CandleHelper.Start<TCandle>(ISubscriptionProvider, CandleSeries)

MarketRuleHelper.WhenCandlesChanged(ISubscriptionProvider, Subscription)

MarketRuleHelper.WhenCandlesChanged<TCandle>(ISubscriptionProvider, Subscription)

MarketRuleHelper.WhenCandlesFinished(ISubscriptionProvider, Subscription)

MarketRuleHelper.WhenCandlesFinished<TCandle>(ISubscriptionProvider, Subscription)

MarketRuleHelper.WhenCandlesStarted(ISubscriptionProvider, Subscription)

MarketRuleHelper.WhenCandlesStarted<TCandle>(ISubscriptionProvider, Subscription)

MarketRuleHelper.WhenCandles<TCandle>(ISubscriptionProvider, Subscription)

MarketRuleHelper.WhenChanged<TCandle>(ISubscriptionProvider, TCandle)

MarketRuleHelper.WhenClosePriceLess<TCandle>(ISubscriptionProvider, TCandle, Unit)

MarketRuleHelper.WhenClosePriceMore<TCandle>(ISubscriptionProvider, TCandle, Unit)

MarketRuleHelper.WhenFinished<TCandle>(ISubscriptionProvider, TCandle)

MarketRuleHelper.WhenOrderReceived(ISubscriptionProvider)

MarketRuleHelper.WhenOrderRegistered(ISubscriptionProvider)

MarketRuleHelper.WhenOwnTradeReceived(ISubscriptionProvider)

MarketRuleHelper.WhenPartiallyFinishedCandles<TCandle>(ISubscriptionProvider, Subscription, decimal)

MarketRuleHelper.WhenPartiallyFinished<TCandle>(ISubscriptionProvider, TCandle, decimal)

MarketRuleHelper.WhenPortfolioReceived(ISubscriptionProvider)

MarketRuleHelper.WhenPositionReceived(ISubscriptionProvider)

MarketRuleHelper.WhenTotalVolumeMore<TCandle>(ISubscriptionProvider, TCandle, Unit)

TraderHelper.LookupBoards(ISubscriptionProvider, ExchangeBoard, IMessageAdapter, MessageOfflineModes)

TraderHelper.LookupBoards(ISubscriptionProvider, BoardLookupMessage)

TraderHelper.LookupDataTypes(ISubscriptionProvider, DataTypeLookupMessage)

TraderHelper.LookupOrders(ISubscriptionProvider, Order, IMessageAdapter, MessageOfflineModes)

TraderHelper.LookupOrders(ISubscriptionProvider, OrderStatusMessage)

TraderHelper.LookupPortfolios(ISubscriptionProvider, Portfolio, IMessageAdapter, MessageOfflineModes)

TraderHelper.LookupPortfolios(ISubscriptionProvider, PortfolioLookupMessage)

TraderHelper.LookupSecurities(ISubscriptionProvider, Security, IMessageAdapter, MessageOfflineModes)

TraderHelper.LookupSecurities(ISubscriptionProvider, SecurityLookupMessage)

TraderHelper.SubscribeBoard(ISubscriptionProvider, ExchangeBoard, DateTimeOffset?, DateTimeOffset?, long?, IMessageAdapter, long?)

TraderHelper.SubscribeCandles(ISubscriptionProvider, CandleSeries, DateTimeOffset?, DateTimeOffset?, long?, long?, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.SubscribeCandles(ISubscriptionProvider, Security, DataType, DateTimeOffset?, DateTimeOffset?, long?, long?, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.SubscribeFilteredMarketDepth(ISubscriptionProvider, Security)

TraderHelper.SubscribeLevel1(ISubscriptionProvider, Security, DateTimeOffset?, DateTimeOffset?, long?, MarketDataBuildModes, DataType, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.SubscribeMarketData(ISubscriptionProvider, Security, MarketDataMessage)

TraderHelper.SubscribeMarketData(ISubscriptionProvider, MarketDataMessage)

TraderHelper.SubscribeMarketDepth(ISubscriptionProvider, Security, DateTimeOffset?, DateTimeOffset?, long?, MarketDataBuildModes, DataType, int?, TimeSpan?, IOrderLogMarketDepthBuilder, bool, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.SubscribeNews(ISubscriptionProvider, Security, DateTimeOffset?, DateTimeOffset?, long?, IMessageAdapter, long?)

TraderHelper.SubscribeOrderLog(ISubscriptionProvider, Security, DateTimeOffset?, DateTimeOffset?, long?, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.SubscribeOrders(ISubscriptionProvider, Security, DateTimeOffset?, DateTimeOffset?, long?, IEnumerable<OrderStates>, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.SubscribeOrders(ISubscriptionProvider, OrderStatusMessage)

TraderHelper.SubscribePositions(ISubscriptionProvider, Security, Portfolio, DateTimeOffset?, DateTimeOffset?, long?, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.SubscribePositions(ISubscriptionProvider, PortfolioLookupMessage)

TraderHelper.SubscribeTrades(ISubscriptionProvider, Security, DateTimeOffset?, DateTimeOffset?, long?, MarketDataBuildModes, DataType, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.UnSubscribe(ISubscriptionProvider, long)

TraderHelper.UnSubscribeBoard(ISubscriptionProvider, ExchangeBoard)

TraderHelper.UnSubscribeCandles(ISubscriptionProvider, CandleSeries)

TraderHelper.UnSubscribeLevel1(ISubscriptionProvider, Security)

TraderHelper.UnSubscribeMarketData(ISubscriptionProvider, Security, MarketDataMessage)

TraderHelper.UnSubscribeMarketData(ISubscriptionProvider, MarketDataMessage)

TraderHelper.UnSubscribeMarketDepth(ISubscriptionProvider, Security)

TraderHelper.UnSubscribeNews(ISubscriptionProvider, Security)

TraderHelper.UnSubscribeOrderLog(ISubscriptionProvider, Security)

TraderHelper.UnSubscribeOrders(ISubscriptionProvider, long)

TraderHelper.UnSubscribePositions(ISubscriptionProvider, long)

TraderHelper.UnSubscribeTrades(ISubscriptionProvider, Security)

MarketRuleHelper.WhenIntervalElapsed(ITimeProvider, TimeSpan)

MarketRuleHelper.WhenTimeCome(ITimeProvider, IEnumerable<DateTimeOffset>)

MarketRuleHelper.WhenTimeCome(ITimeProvider, params DateTimeOffset[])

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Constructors

RealTimeEmulationTrader(TUnderlyingMarketDataAdapter, ISecurityProvider)

Initializes a new instance of the RealTimeEmulationTrader<TUnderlyingMarketDataAdapter>.

public RealTimeEmulationTrader(TUnderlyingMarketDataAdapter underlyngMarketDataAdapter, ISecurityProvider securityProvider)

Parameters

underlyngMarketDataAdapter TUnderlyingMarketDataAdapter

IMessageAdapter, through which market data will be got.

securityProvider ISecurityProvider

The provider of information about instruments.

RealTimeEmulationTrader(TUnderlyingMarketDataAdapter, ISecurityProvider, IPortfolioProvider, IExchangeInfoProvider, bool)

Initializes a new instance of the RealTimeEmulationTrader<TUnderlyingMarketDataAdapter>.

public RealTimeEmulationTrader(TUnderlyingMarketDataAdapter underlyngMarketDataAdapter, ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider, bool ownAdapter = true)

Parameters

underlyngMarketDataAdapter TUnderlyingMarketDataAdapter

IMessageAdapter, through which market data will be got.

securityProvider ISecurityProvider

The provider of information about instruments.

portfolioProvider IPortfolioProvider

The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.

exchangeInfoProvider IExchangeInfoProvider

Exchanges and trading boards provider.

ownAdapter bool

Track the connection underlyngMarketDataAdapter lifetime.

RealTimeEmulationTrader(TUnderlyingMarketDataAdapter, ISecurityProvider, Portfolio, bool)

Initializes a new instance of the RealTimeEmulationTrader<TUnderlyingMarketDataAdapter>.

public RealTimeEmulationTrader(TUnderlyingMarketDataAdapter underlyngMarketDataAdapter, ISecurityProvider securityProvider, Portfolio portfolio, bool ownAdapter = true)

Parameters

underlyngMarketDataAdapter TUnderlyingMarketDataAdapter

IMessageAdapter, through which market data will be got.

securityProvider ISecurityProvider

The provider of information about instruments.

portfolio Portfolio

The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.

ownAdapter bool

Track the connection underlyngMarketDataAdapter lifetime.

Properties

UnderlyngMarketDataAdapter

IMessageAdapter, through which market data will be got.

public TUnderlyingMarketDataAdapter UnderlyngMarketDataAdapter { get; }

Property Value

TUnderlyingMarketDataAdapter