Added TimeProvider (instead of using DateTime.Now). This will help wh…

…en needing to backtest
syther-labs · Jan 9, 2024 · 7922350 · 7922350
1 parent 59b3474
commit 7922350
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Showing 23 changed files with 36 additions and 282 deletions.
diff --git a/DataRetriever/FIXDataRetriever.cs b/DataRetriever/FIXDataRetriever.cs
@@ -170,8 +170,8 @@ private void HandleMarketDataSnapshot(MarketDataSnapshotFullRefresh snapshot)
                     Size = size.ToDouble(),
                     IsBid = type == '0',
                     EntryID = entryId.ToString(),
-                    LocalTimeStamp = DateTime.Now,
-                    ServerTimeStamp = DateTime.Now,
+                    LocalTimeStamp = HelperTimeProvider.Now,
+                    ServerTimeStamp = HelperTimeProvider.Now,
                     DecimalPlaces = decimalPlaces.Value,
                     ProviderID = 12, //FXCM
                     Symbol = symbol,
@@ -202,7 +202,7 @@ private void HandleMarketDataSnapshot(MarketDataSnapshotFullRefresh snapshot)
         }
         private void HandleHeartBeat()
         {
-            var provider = new VisualHFT.ViewModel.Model.Provider() { LastUpdated = DateTime.Now, ProviderCode = 12, ProviderID = 12, ProviderName = "FXCM", Status = eSESSIONSTATUS.BOTH_CONNECTED };
+            var provider = new VisualHFT.ViewModel.Model.Provider() { LastUpdated = HelperTimeProvider.Now, ProviderCode = 12, ProviderID = 12, ProviderName = "FXCM", Status = eSESSIONSTATUS.BOTH_CONNECTED };
             var model = new List<VisualHFT.ViewModel.Model.Provider>() { provider };
             // Raise an event or further process the data as needed
             OnDataReceived?.Invoke(this, new DataEventArgs { DataType = "HeartBeats", ParsedModel = model, RawData = "" });

diff --git a/DataRetriever/KafkaDataRetriever.cs b/DataRetriever/KafkaDataRetriever.cs
@@ -68,7 +68,7 @@ private void HandleMessage(string message)
             // Raise the OnDataReceived event
             OnDataReceived?.Invoke(this, new DataEventArgs { DataType = "Market", RawData = message, ParsedModel = model });
 
-            var provider = new VisualHFT.ViewModel.Model.Provider() { LastUpdated = DateTime.Now, ProviderID = 2, ProviderName = "Kafka", Status = eSESSIONSTATUS.BOTH_CONNECTED };
+            var provider = new VisualHFT.ViewModel.Model.Provider() { LastUpdated = HelperTimeProvider.Now, ProviderID = 2, ProviderName = "Kafka", Status = eSESSIONSTATUS.BOTH_CONNECTED };
             // Raise the OnDataReceived event
             OnDataReceived?.Invoke(this, new DataEventArgs { DataType = "HeartBeats", RawData = message, ParsedModel = model });
         }

diff --git a/DataRetriever/ZeroMQDataRetriever.cs b/DataRetriever/ZeroMQDataRetriever.cs
@@ -63,7 +63,7 @@ private void HandleMessage(string message)
 
 
 
-            var provider = new VisualHFT.ViewModel.Model.Provider() { LastUpdated = DateTime.Now, ProviderID = 1, ProviderName = "ZeroMQ", Status = eSESSIONSTATUS.BOTH_CONNECTED };
+            var provider = new VisualHFT.ViewModel.Model.Provider() { LastUpdated = HelperTimeProvider.Now, ProviderID = 1, ProviderName = "ZeroMQ", Status = eSESSIONSTATUS.BOTH_CONNECTED };
             // Raise the OnDataReceived event
             OnDataReceived?.Invoke(this, new DataEventArgs { DataType = "HeartBeats", RawData = message, ParsedModel = model });
 

diff --git a/DataTradeRetriever/FIXTradesRetriever.cs b/DataTradeRetriever/FIXTradesRetriever.cs
@@ -180,7 +180,7 @@ public ReadOnlyCollection<VisualHFT.Model.Position> Positions
                         order.ProviderId = _providerId;
                         order.ProviderName = _providerName;
                         order.Executions = new List<VisualHFT.Model.Execution>();
-                        order.LastUpdated = System.DateTime.Now;
+                        order.LastUpdated = HelperTimeProvider.Now;
                         parsedOrders.Add(order.ClOrdId, order);
                     }
                     else if (dicFIX[Tags.MsgType] == MsgType.ORDER_CANCEL_REPLACE_REQUEST)
@@ -203,7 +203,7 @@ public ReadOnlyCollection<VisualHFT.Model.Position> Positions
                             exec.Side = (int)order.Side;
                             exec.Price = 0;
                             exec.QtyFilled = 0;
-                            order.LastUpdated = System.DateTime.Now;
+                            order.LastUpdated = HelperTimeProvider.Now;
                             order.Executions.Add(new VisualHFT.Model.Execution(exec, order.Symbol));
                         }
                         else
@@ -238,7 +238,7 @@ public ReadOnlyCollection<VisualHFT.Model.Position> Positions
                             order.Executions.Add(new Execution(exec, order.Symbol));
 
                             order.Status = ParseOrderStatus(dicFIX[Tags.OrdStatus]);
-                            order.LastUpdated = System.DateTime.Now;
+                            order.LastUpdated = HelperTimeProvider.Now;
 
                             if (order.Status == eORDERSTATUS.REPLACED)
                             {                                

diff --git a/Helpers/HelperActiveOrders.cs b/Helpers/HelperActiveOrders.cs
@@ -80,7 +80,7 @@ private bool UpdateData(VisualHFT.Model.Order order)
                 //Check provider
                 if (!this.ContainsKey(order.ClOrdId))
                 {
-                    order.CreationTimeStamp = DateTime.Now;
+                    order.CreationTimeStamp = HelperTimeProvider.Now;
                     return this.TryAdd(order.ClOrdId, order);
                 }
                 else

diff --git a/Helpers/HelperCommon.cs b/Helpers/HelperCommon.cs
@@ -13,9 +13,9 @@ public class HelperCommon
     {
         public static DateTime GetCurrentSessionIni(DateTime? currentSessionDate)
         {
-            currentSessionDate = currentSessionDate.ToDate().AddHours(DateTime.Now.Hour).AddMinutes(DateTime.Now.Minute);
+            currentSessionDate = currentSessionDate.ToDate().AddHours(HelperTimeProvider.Now.Hour).AddMinutes(HelperTimeProvider.Now.Minute);
             if (!currentSessionDate.HasValue)
-                currentSessionDate = DateTime.Now;
+                currentSessionDate = HelperTimeProvider.Now;
             DateTime DateAt00 = currentSessionDate.ToDate();
             DateTime DateAt500PM = DateAt00.AddHours(17);
             DateTime DateAt530PM = DateAt00.AddHours(17).AddMinutes(30);
@@ -24,13 +24,13 @@ public static DateTime GetCurrentSessionIni(DateTime? currentSessionDate)
             else if (currentSessionDate > DateAt00 && currentSessionDate < DateAt500PM)
                 return DateAt530PM.AddDays(-1);
             else
-                return DateTime.Now;
+                return HelperTimeProvider.Now;
         }
         public static DateTime GetCurrentSessionEnd(DateTime? currentSessionDate)
         {
-            currentSessionDate = currentSessionDate.ToDate().AddHours(DateTime.Now.Hour).AddMinutes(DateTime.Now.Minute);
+            currentSessionDate = currentSessionDate.ToDate().AddHours(HelperTimeProvider.Now.Hour).AddMinutes(HelperTimeProvider.Now.Minute);
             if (!currentSessionDate.HasValue)
-                currentSessionDate = DateTime.Now;
+                currentSessionDate = HelperTimeProvider.Now;
             DateTime DateAt00 = currentSessionDate.ToDate();
             DateTime DateAt500PM = DateAt00.AddHours(17);
             DateTime DateAt530PM = DateAt00.AddHours(17).AddMinutes(30);
@@ -39,7 +39,7 @@ public static DateTime GetCurrentSessionEnd(DateTime? currentSessionDate)
             else if (currentSessionDate > DateAt00 && currentSessionDate < DateAt500PM)
                 return DateAt500PM;
             else
-                return DateTime.Now;
+                return HelperTimeProvider.Now;
         }
         public static int TimerMillisecondsToGetVariables = 1000 * 10; //10 seconds
 

diff --git a/Helpers/HelperDataGrid.cs b/Helpers/HelperDataGrid.cs
diff --git a/Model/PositionManager.cs b/Model/PositionManager.cs
@@ -44,7 +44,7 @@ public PositionManager(List<VisualHFT.Model.Order> orders, PositionManagerCalcul
 
             PLRealized = CalculateRealizedPnL();
             PLTot = PLRealized + PLOpen;
-            LastUpdated = DateTime.Now;
+            LastUpdated = HelperTimeProvider.Now;
         }
         private List<VisualHFT.Model.Order> Buys {
             get => _buys;
@@ -149,7 +149,7 @@ public void AddOrder(VisualHFT.Model.Order newOrder)
             PLRealized = CalculateRealizedPnL();
             PLOpen = CalculateOpenPnl();
             PLTot = _plRealized + _plOpen;
-            LastUpdated = DateTime.Now;
+            LastUpdated = HelperTimeProvider.Now;
             UpdateUI();
         }
         public void UpdateLastMidPrice(double newMidPrice)
@@ -158,7 +158,7 @@ public void UpdateLastMidPrice(double newMidPrice)
             PLOpen = CalculateOpenPnl();
             PLTot = _plRealized + _plOpen;
             UpdateUI();
-            LastUpdated = DateTime.Now;
+            LastUpdated = HelperTimeProvider.Now;
         }
     }
 }
diff --git a/ViewModel/vmMultiVenuePrices.cs b/ViewModel/vmMultiVenuePrices.cs
@@ -151,7 +151,7 @@ private void LIMITORDERBOOK_OnDataReceived(OrderBook e)
             _latesPrice[e.ProviderID] = e.MidPrice;
             foreach (var key in _allDataSeries.Keys)
             {
-                _allDataSeries[key].Item1.Add(new PlotInfo() { Date = DateTime.Now, Value = _latesPrice[key] });
+                _allDataSeries[key].Item1.Add(new PlotInfo() { Date = HelperTimeProvider.Now, Value = _latesPrice[key] });
                 _allDataSeries[key].Item2.ItemsSource = _allDataSeries[key].Item1.Select(x => new OxyPlot.DataPoint(x.Date.Ticks, x.Value));
             }
         }