RealTimeEmulationTrader и свечки

risty 03 Dezember 2015 · 8 Min. Lesezeit · 908 Aufrufe

тестирование

Версия api 4.3.13 Взят пример SampleSMA и следка доработан:

подключение по DDE заменено на LUA
закоммнтированы строки с выставлением заявки(чтобы стратегия не выполняла сделок)
добавлено логирование в метод обработки правила .WhenCandlesFinished() Получили красивый лог прихода свечей:

0001/01/01 00:00:00.000| |QuikTrader|Connect 2015/12/03 15:39:17.107| |Quik LUA. Transactions|From server: Logon 2015/12/03 15:39:17.129| |Quik LUA. Market data|From server: Logon 2015/12/03 15:39:17.229| |Quik LUA. Transactions|From server: PositionReport 2015/12/03 15:39:17.256| |QuikTrader|Создан новый портфель 7618123. 2015/12/03 15:39:17.278| |Quik LUA. Transactions|From server: PositionReport 2015/12/03 15:39:17.279| |Quik LUA. Transactions|From server: PositionReport 2015/12/03 15:39:17.281| |Quik LUA. Transactions|From server: PositionReport 2015/12/03 15:39:18.520| |Quik LUA. Market data|From server: SecurityList 2015/12/03 15:39:24.101| |SS_RIZ5@FORTS_7618123|Стратегия Запущена. [0,-1]. Позиция 0. 2015/12/03 15:39:26.126| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 10:00:00 +03:00 2015/12/03 15:39:27.710| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 10:05:00 +03:00 2015/12/03 15:39:28.553| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 10:10:00 +03:00 2015/12/03 15:39:29.701| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 10:15:00 +03:00 2015/12/03 15:39:30.410| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 10:20:00 +03:00 2015/12/03 15:39:31.231| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 10:25:00 +03:00 2015/12/03 15:39:32.063| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 10:30:00 +03:00 2015/12/03 15:39:32.702| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 10:35:00 +03:00 2015/12/03 15:39:33.262| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 10:40:00 +03:00 2015/12/03 15:39:33.844| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 10:45:00 +03:00 2015/12/03 15:39:34.352| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 10:50:00 +03:00 2015/12/03 15:39:35.291| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 10:55:00 +03:00 2015/12/03 15:39:36.625| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 11:00:00 +03:00 2015/12/03 15:39:37.847| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 11:05:00 +03:00 2015/12/03 15:39:38.667| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 11:10:00 +03:00 2015/12/03 15:39:39.243| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 11:15:00 +03:00 2015/12/03 15:39:39.908| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 11:20:00 +03:00 2015/12/03 15:39:40.336| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 11:25:00 +03:00 2015/12/03 15:39:40.895| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 11:30:00 +03:00 2015/12/03 15:39:41.965| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 11:35:00 +03:00 2015/12/03 15:39:42.426| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 11:40:00 +03:00 2015/12/03 15:39:42.892| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 11:45:00 +03:00 2015/12/03 15:39:43.437| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 11:50:00 +03:00 2015/12/03 15:39:43.897| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 11:55:00 +03:00 2015/12/03 15:39:45.227| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 12:00:00 +03:00 2015/12/03 15:39:46.067| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 12:05:00 +03:00 2015/12/03 15:39:46.787| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 12:10:00 +03:00 2015/12/03 15:39:47.518| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 12:15:00 +03:00 2015/12/03 15:39:47.744| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 12:20:00 +03:00 2015/12/03 15:39:47.986| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 12:25:00 +03:00 2015/12/03 15:39:48.368| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 12:30:00 +03:00 2015/12/03 15:39:48.950| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 12:35:00 +03:00 2015/12/03 15:39:49.259| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 12:40:00 +03:00 2015/12/03 15:39:49.614| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 12:45:00 +03:00 2015/12/03 15:39:50.265| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 12:50:00 +03:00 2015/12/03 15:39:50.470| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 12:55:00 +03:00 2015/12/03 15:39:51.087| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 13:00:00 +03:00 2015/12/03 15:39:51.477| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 13:05:00 +03:00 2015/12/03 15:39:52.933| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 13:10:00 +03:00 2015/12/03 15:39:53.292| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 13:15:00 +03:00 2015/12/03 15:39:53.627| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 13:20:00 +03:00 2015/12/03 15:39:53.809| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 13:25:00 +03:00 2015/12/03 15:39:54.906| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 13:30:00 +03:00 2015/12/03 15:39:55.622| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 13:35:00 +03:00 2015/12/03 15:39:55.999| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 13:40:00 +03:00 2015/12/03 15:39:56.268| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 13:45:00 +03:00 2015/12/03 15:39:56.564| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 13:50:00 +03:00 2015/12/03 15:39:56.888| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 13:55:00 +03:00 2015/12/03 15:39:57.025| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 14:00:00 +03:00 2015/12/03 15:39:57.312| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 14:05:00 +03:00 2015/12/03 15:39:57.511| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 14:10:00 +03:00 2015/12/03 15:39:57.720| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 14:15:00 +03:00 2015/12/03 15:39:57.905| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 14:20:00 +03:00 2015/12/03 15:39:58.156| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 14:25:00 +03:00 2015/12/03 15:39:58.835| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 14:30:00 +03:00 2015/12/03 15:39:59.308| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 14:35:00 +03:00 2015/12/03 15:39:59.661| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 14:40:00 +03:00 2015/12/03 15:40:00.444| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 14:45:00 +03:00 2015/12/03 15:40:00.814| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 14:50:00 +03:00 2015/12/03 15:40:01.113| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 14:55:00 +03:00 2015/12/03 15:40:01.629| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 15:00:00 +03:00 2015/12/03 15:40:01.974| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 15:05:00 +03:00 2015/12/03 15:40:02.163| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 15:10:00 +03:00 2015/12/03 15:40:02.468| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 15:15:00 +03:00 2015/12/03 15:40:02.701| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 15:20:00 +03:00 2015/12/03 15:40:02.894| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 15:25:00 +03:00 2015/12/03 15:40:03.154| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 15:30:00 +03:00 2015/12/03 15:40:03.661| |Quik LUA. Transactions|From server: PositionReport 2015/12/03 15:40:03.670| |Quik LUA. Transactions|From server: PositionReport 2015/12/03 15:40:03.936| |Quik LUA. Transactions|From server: PositionReport 2015/12/03 15:40:17.126| |Quik LUA. Transactions|From server: Heartbeat 2015/12/03 15:40:17.141| |Quik LUA. Market data|From server: Heartbeat 2015/12/03 15:40:26.369| |SS_RIZ5@FORTS_7618123|| candle.OpenTime = 12/03/2015 15:35:00 +03:00 2015/12/03 15:40:52.648| |SS_RIZ5@FORTS_7618123|Стратегия останавливается. [0,-1]. Позиция 0. 2015/12/03 15:40:52.648| |SS_RIZ5@FORTS_7618123|Ожидание снятия всех активных заявок. 2015/12/03 15:40:52.655| |SS_RIZ5@FORTS_7618123|Стратегия остановлена. [0,-1]. Позиция 0.

Далее меняем:

_trader = new QuikTrader() 
{
  LuaFixServerAddress = "127.0.0.1:5001".To<EndPoint>(),
  LuaLogin = "quik",
  LuaPassword = "quik".To<SecureString>()
};

на

var quicktradermakketdataadapter = new QuikTrader()//(QuickPath.Text) { IsDde = true };
 {
   LuaFixServerAddress = "127.0.0.1:5001".To<EndPoint>(),
   LuaLogin = "quik",
   LuaPassword = "quik".To<SecureString>()

 }.MarketDataAdapter;

_trader = new RealTimeEmulationTrader<IMessageAdapter>(quicktradermakketdataadapter);

Собираем, запускаем, выбираем портфель "Симулятор". Смотрим тот же свечной лог:

0001/01/01 00:00:00.000| 2015/12/03 15:43:38.102| 2015/12/03 15:43:38.102| 2015/12/03 15:43:40.015| 2015/12/03 15:43:52.607| 2015/12/03 15:43:54.335| 2015/12/03 15:43:55.628| 2015/12/03 15:43:57.113| 2015/12/03 15:43:57.891| 2015/12/03 15:43:58.940| 2015/12/03 15:43:59.784| 2015/12/03 15:44:00.622| 2015/12/03 15:44:01.431| 2015/12/03 15:44:02.203| 2015/12/03 15:44:02.707| 2015/12/03 15:44:03.855| 2015/12/03 15:44:05.590| 2015/12/03 15:44:06.817| 2015/12/03 15:44:07.970| 2015/12/03 15:44:08.614| 2015/12/03 15:44:09.160| 2015/12/03 15:44:09.744| 2015/12/03 15:44:10.411| 2015/12/03 15:44:11.627| 2015/12/03 15:44:12.237| 2015/12/03 15:44:12.764| 2015/12/03 15:44:13.509| 2015/12/03 15:44:13.973| 2015/12/03 15:44:15.284| 2015/12/03 15:44:16.126| 2015/12/03 15:44:16.747| 2015/12/03 15:44:17.562| 2015/12/03 15:44:17.825| 2015/12/03 15:44:18.105| 2015/12/03 15:44:18.553| 2015/12/03 15:44:19.238| 2015/12/03 15:44:19.590| 2015/12/03 15:44:19.989| 2015/12/03 15:44:20.572| 2015/12/03 15:44:20.933| 2015/12/03 15:44:22.035| 2015/12/03 15:44:22.577| 2015/12/03 15:44:23.967| 2015/12/03 15:44:24.358| 2015/12/03 15:44:24.711| 2015/12/03 15:44:24.919| 2015/12/03 15:44:25.900| 2015/12/03 15:44:26.711| 2015/12/03 15:44:27.143| 2015/12/03 15:44:27.436| 2015/12/03 15:44:27.745| 2015/12/03 15:44:28.134| 2015/12/03 15:44:28.305| 2015/12/03 15:44:28.651| 2015/12/03 15:44:28.882| 2015/12/03 15:44:29.108| 2015/12/03 15:44:29.302| 2015/12/03 15:44:29.571| 2015/12/03 15:44:30.266| 2015/12/03 15:44:30.776| 2015/12/03 15:44:31.180| 2015/12/03 15:44:32.036| 2015/12/03 15:44:32.447| 2015/12/03 15:44:32.759| 2015/12/03 15:44:33.303| 2015/12/03 15:44:33.675| 2015/12/03 15:44:33.880| 2015/12/03 15:44:34.217| 2015/12/03 15:44:34.477| 2015/12/03 15:44:34.684| 2015/12/03 15:44:34.952| 2015/12/03 15:44:35.562| 2015/12/03 15:44:36.789| 2015/12/03 15:44:36.789| 2015/12/03 15:45:01.913| 2015/12/03 15:45:01.915| 2015/12/03 15:45:03.131| 2015/12/03 15:45:04.325| 2015/12/03 15:45:05.537| 2015/12/03 15:45:06.955| 2015/12/03 15:45:08.169| 2015/12/03 15:45:08.176| 2015/12/03 15:45:08.925| 2015/12/03 15:45:09.482| 2015/12/03 15:45:09.803| 2015/12/03 15:45:12.551| 2015/12/03 15:45:15.075| 2015/12/03 15:45:15.076| 2015/12/03 15:45:16.819| 2015/12/03 15:45:16.824| 2015/12/03 15:45:19.442| 2015/12/03 15:45:20.988| 2015/12/03 15:45:24.589| 2015/12/03 15:45:26.126| 2015/12/03 15:45:26.225| 2015/12/03 15:45:36.802| 2015/12/03 15:45:36.802| 2015/12/03 15:46:36.816| 2015/12/03 15:46:36.816| 2015/12/03 15:47:36.830| 2015/12/03 15:47:36.830| 2015/12/03 15:48:22.304| 2015/12/03 15:48:22.304| 2015/12/03 15:48:22.490| |RealTimeEmulationTrader1|Connect 2015/12/03 15:43:36.771| |Quik LUA. Market data|From server: Logon 2015/12/03 15:43:36.771| |Quik LUA. Market data|From server: Logon 2015/12/03 15:43:36.703| |RealTimeEmulationTrader1|Создан новый портфель Симулятор. |Quik LUA. Market data|From server: SecurityList |Quik LUA. Market data|From server: SecurityList |SS_RIZ5@FORTS_Симулятор|Стратегия Запущена. [0,-1]. Позиция 0. |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 10:00:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 10:05:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 10:10:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 10:15:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 10:20:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 10:25:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 10:30:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 10:35:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 10:40:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 10:45:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 10:50:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 10:55:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 11:00:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 11:05:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 11:10:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 11:15:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 11:20:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 11:25:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 11:30:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 11:35:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 11:40:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 11:45:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 11:50:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 11:55:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 12:00:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 12:05:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 12:10:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 12:15:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 12:20:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 12:25:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 12:30:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 12:35:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 12:40:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 12:45:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 12:50:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 12:55:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 13:00:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 13:05:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 13:10:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 13:15:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 13:20:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 13:25:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 13:30:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 13:35:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 13:40:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 13:45:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 13:50:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 13:55:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 14:00:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 14:05:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 14:10:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 14:15:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 14:20:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 14:25:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 14:30:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 14:35:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 14:40:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 14:45:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 14:50:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 14:55:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:00:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:05:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:10:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:15:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:20:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:25:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:30:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:35:00 +03:00 |Quik LUA. Market data|From server: Heartbeat |Quik LUA. Market data|From server: Heartbeat |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:40:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:45:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:40:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:45:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:40:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:45:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:40:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:45:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:40:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:45:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:40:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:45:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:40:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:45:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:40:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:45:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:40:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:45:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:40:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:45:00 +03:00 |SS_RIZ5@FORTS_Симулятор|| candle.OpenTime = 12/03/2015 15:40:00 +03:00 |Quik LUA. Market data|From server: Heartbeat |Quik LUA. Market data|From server: Heartbeat |Quik LUA. Market data|From server: Heartbeat |Quik LUA. Market data|From server: Heartbeat |Quik LUA. Market data|From server: Heartbeat |Quik LUA. Market data|From server: Heartbeat |SS_RIZ5@FORTS_Симулятор|Стратегия останавливается. [0,-1]. Позиция 0. |SS_RIZ5@FORTS_Симулятор|Ожидание снятия всех активных заявок. |SS_RIZ5@FORTS_Симулятор|Стратегия остановлена. [0,-1]. Позиция 0.

Как видно в варианте с эмулятором последние несколько свечей приходят эхом в течении некоторого времени. Прошу проверить. Думаю не только у меня так. Как лечить ?

Архив с проектом для проверки воспроизведения ошибки по ссылке https://dropmefiles.com/88Q02

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