# coding: cp1251

import sys
import clr

sys.path.append(r'c:\WORK\StockSharp\References')  # harmless if there's no such path

clr.AddReference('StockSharp.Quik')
from StockSharp.Quik import QuikTerminal, QuikTrader

clr.AddReference('StockSharp.BusinessEntities')
from StockSharp.BusinessEntities import (Exchange, Currency, Security, Portfolio,
  Order, OrderDirections,
  )


clr.AddReference('StockSharp.Algo')
from StockSharp.Algo.Testing import (EmulationTrader, TrendMarketDepthGenerator,
  RandomWalkTradeGenerator,
  )
from StockSharp.Algo.Logging import StrategyLogManager, FileLogListener
from StockSharp.Algo.Storages import TradingStorage

clr.AddReference('Ecng.Serialization')
from Ecng.Serialization import InMemoryStorage

from System.Collections.Generic import IEnumerable, List
from System import TimeSpan, DateTime


gen_securities = [
  Security(Id="TST1", Code="TST1", Name="whatevername", MinStepSize=5,
    MinStepPrice=2, Decimals=0, Exchange=Exchange.Test),
  Security(Id="TST2", Code="TST2", Name="whatevername2", MinStepSize=5,
    MinStepPrice=2, Decimals=0, Exchange=Exchange.Test),
  ]
logManager = StrategyLogManager()
logManager.Listeners.Add(FileLogListener("log.txt"))
portfolio = Portfolio(Name="twst account", BeginAmount=Currency(Value=1000000))
trader = EmulationTrader(List[Security](gen_securities),
  List[Portfolio]([portfolio]),
  MarketTimeChangedInterval=TimeSpan.FromMinutes(50))
for security in gen_securities:
    security.LastTrade.Price = 155000
    trader.TradeGenerators[security] = RandomWalkTradeGenerator(security)
    trader.DepthGenerators[security] = TrendMarketDepthGenerator(security)


def new_securities(securities):
    for security in securities:
        print "security", security
        trader.RegisterQuotes(security)

def quotes_changed(depths):
    for depth in depths:
        print "Quotes: [{2}] {0} / {1}".format(depth.BestAsk.ToString(), depth.BestBid.ToString(), depth.Security)

def connect_done():
    print "connected"
    trader.NewSecurities += new_securities
    trader.QuotesChanged += quotes_changed
    trader.StartExport()
    trader.Start(DateTime(2009, 6, 1), DateTime(2009, 6, 2))

trader.Connected += connect_done
trader.Connect()

sys.stdin.readline()