@SuppressWarnings("unchecked")
@Override
public void run() {
Map<String, IMutableSeries<Date, Double, ? extends ISeriesPoint<Date, Double>>>
targetSeriesMap =
new HashMap<
String, IMutableSeries<Date, Double, ? extends ISeriesPoint<Date, Double>>>();
for (Map.Entry<String, ? extends ISeries<Date, Double, ? extends ISeriesPoint<Date, Double>>>
entry : inputSeriesMap.entrySet()) {
targetSeriesMap.put(
entry.getKey(),
entry.getValue().createEmptyMutableSeries(entry.getValue().getPersistentID()));
}
this.inputSeriesStreamer = new InputSeriesStreamer(inputSeriesMap, targetSeriesMap);
Map<String, ? extends ISeries<Date, Double, ? extends ISeriesPoint<Date, Double>>>
simulatedInputSeries = inputSeriesStreamer.getStreamingSeries();
((ISimulatedExecutionService) executionService)
.setInputSeries(
(Collection<ISeries<Date, Double, ? extends ISeriesPoint<Date, Double>>>)
simulatedInputSeries.values());
try {
executionService.addPositionListener(this);
} catch (ConnectException e) {
logger.log(Level.SEVERE, "Exception while adding position listener", e);
}
try {
executionService.addOrderStatusListener(this);
} catch (ConnectException e) {
logger.log(Level.SEVERE, "Exception while adding order status listener", e);
}
tradingAgent.wire(simulatedInputSeries, outputSeries);
tradingAgent.setOrderReceiver(this);
Thread algoThread =
new Thread(
new Runnable() {
@Override
public void run() {
tradingAgent.run();
try {
executionService.removeOrderStatusListener(SimulatedTradingAgentExecution.this);
} catch (ConnectException e) {
logger.log(Level.SEVERE, "Exception while removing order status listener", e);
}
try {
executionService.removePositionListener(SimulatedTradingAgentExecution.this);
} catch (ConnectException e) {
logger.log(Level.SEVERE, "Exception while removing position listener", e);
}
}
});
algoThread.start();
while (tradingAgent.getRunningStatus() == RunningStatus.NEW) {
try {
Thread.sleep(ALGO_START_WAIT_QUANTUM);
} catch (InterruptedException e) {
logger.log(Level.WARNING, "Interrupted while waiting for algo to start", e);
}
}
inputSeriesStreamer.run();
tradingAgent.inputComplete();
try {
algoThread.join();
} catch (InterruptedException e) {
logger.log(Level.SEVERE, "Algo thread interrupted", e);
}
tradingAgent.unwire();
}
@Override
protected Date getCurrentTime() {
return inputSeriesStreamer.getLastTimestamp();
}