HistoryEmulationConnector

HistoryEmulationConnector

public HistoryEmulationConnector(ISecurityProvider securityProvider)

historyEmulationConnector = HistoryEmulationConnector(securityProvider)

Initializes a new instance of the HistoryEmulationConnector.

securityProvider

The provider of information about instruments.

HistoryEmulationConnector

public HistoryEmulationConnector(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IStorageRegistry storageRegistry)

historyEmulationConnector = HistoryEmulationConnector(securityProvider, portfolioProvider, storageRegistry)

Initializes a new instance of the HistoryEmulationConnector.

securityProvider

The provider of information about instruments.

portfolioProvider

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

storageRegistry

Market data storage.

HistoryEmulationConnector

public HistoryEmulationConnector(IEnumerable<Security> securities, IEnumerable<Portfolio> portfolios)

historyEmulationConnector = HistoryEmulationConnector(securities, portfolios)

Initializes a new instance of the HistoryEmulationConnector.

securities

Instruments, which will be sent through the SecurityReceived event.

portfolios

Portfolios, which will be sent through the PortfolioReceived event.

HistoryEmulationConnector

public HistoryEmulationConnector(IEnumerable<Security> securities, IEnumerable<Portfolio> portfolios, IStorageRegistry storageRegistry)

historyEmulationConnector = HistoryEmulationConnector(securities, portfolios, storageRegistry)

Initializes a new instance of the HistoryEmulationConnector.

securities

Instruments, the operation will be performed with.

portfolios

Portfolios, the operation will be performed with.

storageRegistry

Market data storage.

HistoryEmulationConnector

public HistoryEmulationConnector(ISecurityProvider securityProvider, IEnumerable<Portfolio> portfolios)

historyEmulationConnector = HistoryEmulationConnector(securityProvider, portfolios)

Initializes a new instance of the HistoryEmulationConnector.

securityProvider

The provider of information about instruments.

portfolios

Portfolios, the operation will be performed with.

HistoryEmulationConnector

public HistoryEmulationConnector(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider)

historyEmulationConnector = HistoryEmulationConnector(securityProvider, portfolioProvider, exchangeInfoProvider)

Initializes a new instance of the HistoryEmulationConnector.

securityProvider

The provider of information about instruments.

portfolioProvider

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

exchangeInfoProvider

Exchanges and trading boards provider.

HistoryEmulationConnector

public HistoryEmulationConnector(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider, IStorageRegistry storageRegistry)

historyEmulationConnector = HistoryEmulationConnector(securityProvider, portfolioProvider, exchangeInfoProvider, storageRegistry)

Initializes a new instance of the HistoryEmulationConnector.

securityProvider

The provider of information about instruments.

portfolioProvider

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

storageRegistry

Market data storage.

exchangeInfoProvider

Exchanges and trading boards provider.

HistoryEmulationConnector

public HistoryEmulationConnector(IMessageAdapter innerAdapter, bool ownInnerAdapter, IMessageChannel inChannel, ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider)

historyEmulationConnector = HistoryEmulationConnector(innerAdapter, ownInnerAdapter, inChannel, securityProvider, portfolioProvider, exchangeInfoProvider)

Initializes a new instance of the HistoryEmulationConnector.

innerAdapter

Underlying adapter.

ownInnerAdapter

Control lifetime.

inChannel

Incoming messages channel.

securityProvider

The provider of information about instruments.

portfolioProvider

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

exchangeInfoProvider

Exchanges and trading boards provider.

CommissionRules

public IEnumerable<ICommissionRule> CommissionRules { get; set; }

value = historyEmulationConnector.CommissionRules
historyEmulationConnector.CommissionRules = value

Commission rules.

EmulationSettings

public MarketEmulatorSettings EmulationSettings { get; }

value = historyEmulationConnector.EmulationSettings

Settings

HistoryMessageAdapter

public HistoryMessageAdapter HistoryMessageAdapter { get; }

value = historyEmulationConnector.HistoryMessageAdapter

The adapter, receiving messages form the storage IStorageRegistry.

IsFinished

public bool IsFinished { get; private set; }

value = historyEmulationConnector.IsFinished
historyEmulationConnector.IsFinished = value

Has the emulator ended its operation due to end of data, or it was interrupted through the Disconnectmethod. A run that ended on an error has not, and StopError says why.

MarketTimeChangedInterval

public override TimeSpan MarketTimeChangedInterval { set; }

historyEmulationConnector.MarketTimeChangedInterval = value

The TimeMessage message generating Interval. The default is 10 milliseconds.

MaxMessageCount

public int MaxMessageCount { get; set; }

value = historyEmulationConnector.MaxMessageCount
historyEmulationConnector.MaxMessageCount = value

Maximum number of messages processed during backtesting. Negative value means the option is ignored.

RiskManager

public override IRiskManager RiskManager { get; }

value = historyEmulationConnector.RiskManager

Risk control manager.

State

public ChannelStates State { get; }

value = historyEmulationConnector.State

The emulator state.

StopError

public Exception StopError { get; private set; }

value = historyEmulationConnector.StopError
historyEmulationConnector.StopError = value

The error the emulation ended on, or if it ended without one: a run left with none of its market data, a run stopped on a failed subscription, a replay that failed.

StopOnSubscriptionError

public bool StopOnSubscriptionError { get; set; }

value = historyEmulationConnector.StopOnSubscriptionError
historyEmulationConnector.StopOnSubscriptionError = value

End the run on any market data subscription that fails, not only when none of its market data is left: such a run is not finished, and StopError holds the failure.

SupportSnapshots

public override bool SupportSnapshots { get; }

value = historyEmulationConnector.SupportSnapshots

Use SnapshotHolderMessageAdapter.

ClearCacheAsync

public override ValueTask ClearCacheAsync(CancellationToken cancellationToken)

result = historyEmulationConnector.ClearCacheAsync(cancellationToken)

Clear cache.

DisposeManagedAsync

protected override ValueTask DisposeManagedAsync()

result = historyEmulationConnector.DisposeManagedAsync()

To release allocated resources. In particular, to disconnect from the trading system. It is what both Dispose and DisposeAsync run.

Returns: ValueTask

OnConnectAsync

protected override ValueTask OnConnectAsync(CancellationToken cancellationToken)

result = historyEmulationConnector.OnConnectAsync(cancellationToken)

Connect to trading system.

OnDisconnectAsync

protected override ValueTask OnDisconnectAsync(CancellationToken cancellationToken)

result = historyEmulationConnector.OnDisconnectAsync(cancellationToken)

Disconnect from trading system.

OnDisconnectedAsync

protected override ValueTask OnDisconnectedAsync(CancellationToken cancellationToken)

result = historyEmulationConnector.OnDisconnectedAsync(cancellationToken)

Called once the connection is closed, before Disconnected is raised.

cancellationToken

CancellationToken

Returns: ValueTask

OnProcessMessage

protected override ValueTask OnProcessMessage(Message message, CancellationToken cancellationToken)

result = historyEmulationConnector.OnProcessMessage(message, cancellationToken)

Process message.

message

Message.

cancellationToken

CancellationToken

RaiseSubscriptionFailed

protected override void RaiseSubscriptionFailed(Subscription subscription, Exception error, bool isSubscribe)

historyEmulationConnector.RaiseSubscriptionFailed(subscription, error, isSubscribe)

StartAsync

public ValueTask StartAsync(CancellationToken cancellationToken)

result = historyEmulationConnector.StartAsync(cancellationToken)

To start the emulation.

SuspendAsync

public ValueTask SuspendAsync(CancellationToken cancellationToken)

result = historyEmulationConnector.SuspendAsync(cancellationToken)

To suspend the emulation.

ProgressChanged

public event Action<int> ProgressChanged

historyEmulationConnector.ProgressChanged += handler

Progress changed event.

StateChanged

public event Action StateChanged

historyEmulationConnector.StateChanged += handler

The event on the emulator state change State.

StateChanged2

public event Action<ChannelStates> StateChanged2

historyEmulationConnector.StateChanged2 += handler

The event on the emulator state change State.