Performance improvements ariel

AnalyticReports/ReportDictionary.xaml

@@ -1,6 +1,5 @@
 <ResourceDictionary xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
                     xmlns:oxy="http://oxyplot.org/wpf"
-                    xmlns:contrib="http://oxyplot.org/wpf/contrib"
                     xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
                     xmlns:Formatters="clr-namespace:VisualHFT.Converters">
 
@@ -33,14 +32,14 @@
     </Style>
 
     <Style x:Key="ExpanderHeaderStyle" TargetType="TextBlock">
-        <Setter Property="Height" Value="30" />        
+        <Setter Property="Height" Value="30" />
         <Setter Property="Foreground" Value="White" />
         <Setter Property="Background" Value="#898a75" />
         <Setter Property="FontWeight" Value="100" />
         <Setter Property="FontFamily" Value="Myriad Pro" />
-        <Setter Property="Padding" Value="10,6,0,0" />        
+        <Setter Property="Padding" Value="10,6,0,0" />
     </Style>
-    
+
     <Style x:Key="DataTitleStyle" TargetType="Label">
         <Setter Property="FontWeight" Value="300" />
         <Setter Property="Foreground" Value="#4d4e3a" />
@@ -61,7 +60,7 @@
         <Setter Property="Foreground" Value="#4d4e3a" />
         <Setter Property="FontSize" Value="12" />
     </Style>
-    
+
     <Style x:Key="GridDataStyle" TargetType="Label">
         <Setter Property="Template">
             <Setter.Value>
@@ -71,7 +70,7 @@
                     </Border>
                 </ControlTemplate>
             </Setter.Value>
-        </Setter>        
+        </Setter>
         <Setter Property="Background" Value="#fff" />
         <Setter Property="Foreground" Value="#4d4e3a" />
         <Setter Property="FontSize" Value="12" />
@@ -97,12 +96,12 @@
         <Setter Property="Background" Value="GhostWhite" />
         <Setter Property="Foreground" Value="Black" />
         <Setter Property="FontSize" Value="12" />
-        <Setter Property="FontFamily" Value="Segoe UI" />        
+        <Setter Property="FontFamily" Value="Segoe UI" />
         <Setter Property="ToolTipService.ShowDuration" Value="10000"/>
         <Setter Property="TextBlock.TextWrapping" Value="Wrap" />
     </Style>
     <!--CHARTS-->
-        
+
     <Style x:Key="ChartTitleStyle" TargetType="Label">
         <Setter Property="FontWeight" Value="300" />
         <Setter Property="Foreground" Value="#4d4e3a" />
@@ -118,18 +117,5 @@
         <Setter Property="VerticalAlignment" Value="Top" />
         <Setter Property="HorizontalAlignment" Value="Center"/>
     </Style>
-    <Style x:Key="PlotStyle" TargetType="{x:Type contrib:Plot}">
-        <Setter Property="DefaultTrackerTemplate">
-            <Setter.Value>
-                <ControlTemplate>
-                    <oxy:TrackerControl Position="{Binding Position}" LineExtents="{Binding PlotModel.PlotArea}">
-                        <oxy:TrackerControl.Content>
-                            <TextBlock Text="{Binding}" Margin="7" />
-                        </oxy:TrackerControl.Content>
-                    </oxy:TrackerControl>
-                </ControlTemplate>
-            </Setter.Value>
-        </Setter>
-    </Style>
 </ResourceDictionary>
 

AnalyticReports/View/ucCharts.xaml

@@ -1,6 +1,5 @@
 <UserControl x:Class="VisualHFT.AnalyticReports.View.ucCharts"
              xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-             xmlns:contrib="http://oxyplot.org/wpf/contrib"
              xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
              xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
              xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
@@ -22,6 +21,7 @@
             <ColumnDefinition  Width="*" SharedSizeGroup="A"/>
             <ColumnDefinition  Width="*" SharedSizeGroup="A"/>
         </Grid.ColumnDefinitions>
+        <!--
         <contrib:Plot x:Name="chart1" Title="By Hour Win/Loss | Qty of Trades" Grid.Column="0" Grid.Row="0" IsEnabled="True" Style="{StaticResource PlotStyle}" Margin="0,0,0,10" >
             <contrib:Plot.Resources>
                 <SolidColorBrush x:Key="PlotBackgroundBrush" Color="{DynamicResource PrimaryHueLight}" />
@@ -65,6 +65,6 @@
                 <contrib:BarSeries Title="Losses" ItemsSource="{Binding HourSerieLosses}" ValueField="PLAmount" Color="Red"/>
             </contrib:Plot.Series>
         </contrib:Plot>
-
+        -->
     </Grid>
 </UserControl>

AnalyticReports/View/ucChartsStatistics.xaml

@@ -1,6 +1,5 @@
 <UserControl x:Class="VisualHFT.AnalyticReports.View.ucChartsStatistics"
              xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-             xmlns:contrib="http://oxyplot.org/wpf/contrib"
              xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
              xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
              xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
@@ -26,7 +25,7 @@
             <ColumnDefinition  Width="*" SharedSizeGroup="A"/>
         </Grid.ColumnDefinitions>
         <!--Trade Duration (Qty trades by holding period)-->
-        <contrib:Plot x:Name="chart1" Title="Trade Duration (Qty trades by holding period)" Grid.Column="0" Grid.Row="0" IsEnabled="True" Style="{StaticResource PlotStyle}" Margin="0,0,0,10">
+        <!--<contrib:Plot x:Name="chart1" Title="Trade Duration (Qty trades by holding period)" Grid.Column="0" Grid.Row="0" IsEnabled="True" Style="{StaticResource PlotStyle}" Margin="0,0,0,10">
             <contrib:Plot.Resources>
                 <SolidColorBrush x:Key="PlotBackgroundBrush" Color="{DynamicResource PrimaryHueLight}" />
                 <SolidColorBrush x:Key="PlotTextBrush" Color="{DynamicResource PrimaryHueMid}" />
@@ -47,9 +46,9 @@
                 <contrib:BarSeries Title="Wins" ItemsSource="{Binding heldBars}" ValueField="WinPnLCount" Color="Green"/>
                 <contrib:BarSeries Title="Losses" ItemsSource="{Binding heldBars}" ValueField="LossPnlCount" Color="Red"/>
             </contrib:Plot.Series>
-        </contrib:Plot>
+        </contrib:Plot>-->
         <!--Trade Duration (PnL by holding period)-->
-        <contrib:Plot x:Name="chart2" Title="Trade Duration (PnL by holding period)" Grid.Column="1" Grid.Row="0" IsEnabled="True" Style="{StaticResource PlotStyle}" Margin="0,0,0,10">
+        <!--<contrib:Plot x:Name="chart2" Title="Trade Duration (PnL by holding period)" Grid.Column="1" Grid.Row="0" IsEnabled="True" Style="{StaticResource PlotStyle}" Margin="0,0,0,10">
             <contrib:Plot.Resources>
                 <SolidColorBrush x:Key="PlotBackgroundBrush" Color="{DynamicResource PrimaryHueLight}" />
                 <SolidColorBrush x:Key="PlotTextBrush" Color="{DynamicResource PrimaryHueMid}" />
@@ -70,9 +69,9 @@
                 <contrib:BarSeries Title="Wins" ItemsSource="{Binding heldBars}" ValueField="TotalWinPnL" Color="Green"/>
                 <contrib:BarSeries Title="Losses" ItemsSource="{Binding heldBars}" ValueField="TotalLossPnl" Color="Red"/>
             </contrib:Plot.Series>
-        </contrib:Plot>
+        </contrib:Plot>-->
         <!--Top 20 Symbols (by PL)-->
-        <contrib:Plot x:Name="chart3" Title="Top 20 Symbols (by PL)" Grid.Column="0" Grid.Row="1" IsEnabled="True" Style="{StaticResource PlotStyle}" Margin="0,0,0,10">
+        <!--<contrib:Plot x:Name="chart3" Title="Top 20 Symbols (by PL)" Grid.Column="0" Grid.Row="1" IsEnabled="True" Style="{StaticResource PlotStyle}" Margin="0,0,0,10">
             <contrib:Plot.Resources>
                 <SolidColorBrush x:Key="PlotBackgroundBrush" Color="{DynamicResource PrimaryHueLight}" />
                 <SolidColorBrush x:Key="PlotTextBrush" Color="{DynamicResource PrimaryHueMid}" />
@@ -93,9 +92,9 @@
                 <contrib:BarSeries Title="Wins" ItemsSource="{Binding Top20}" ValueField="WinsPnL" Color="Green"/>
                 <contrib:BarSeries Title="Losses" ItemsSource="{Binding Top20}" ValueField="LossesPnL" Color="Red"/>
             </contrib:Plot.Series>
-        </contrib:Plot>
+        </contrib:Plot>-->
         <!--PL Ranges-->
-        <contrib:Plot x:Name="chart4" Title="PL Ranges" Grid.Column="1" Grid.Row="1" IsEnabled="True" Style="{StaticResource PlotStyle}" Margin="0,0,0,10">
+        <!--<contrib:Plot x:Name="chart4" Title="PL Ranges" Grid.Column="1" Grid.Row="1" IsEnabled="True" Style="{StaticResource PlotStyle}" Margin="0,0,0,10">
             <contrib:Plot.Resources>
                 <SolidColorBrush x:Key="PlotBackgroundBrush" Color="{DynamicResource PrimaryHueLight}" />
                 <SolidColorBrush x:Key="PlotTextBrush" Color="{DynamicResource PrimaryHueMid}" />
@@ -115,9 +114,9 @@
             <contrib:Plot.Series>
                 <contrib:BarSeries Title="Qty Trades" ItemsSource="{Binding ListPLRanges}" ValueField="Qty" Color="Blue"/>
             </contrib:Plot.Series>
-        </contrib:Plot>
+        </contrib:Plot>-->
         <!--PL Range($) vs Duration-->
-        <contrib:Plot x:Name="chart5" Title="PL Range($) vs Duration" Grid.ColumnSpan="2" Grid.Row="2" IsEnabled="True" Margin="0,0,0,10">
+        <!--<contrib:Plot x:Name="chart5" Title="PL Range($) vs Duration" Grid.ColumnSpan="2" Grid.Row="2" IsEnabled="True" Margin="0,0,0,10">
             <contrib:Plot.Resources>
                 <SolidColorBrush x:Key="PlotBackgroundBrush" Color="{DynamicResource PrimaryHueLight}" />
                 <SolidColorBrush x:Key="PlotTextBrush" Color="{DynamicResource PrimaryHueMid}" />
@@ -138,9 +137,9 @@
                 <contrib:ScatterSeries ItemsSource="{Binding PLRangeDuration}" DataFieldX="Duration" DataFieldY="PLRange" MarkerType="Circle" MarkerSize="2"/>
                 <contrib:LineSeries Title="Regression" ItemsSource="{Binding regressionLineData}" DataFieldX="X" DataFieldY="Y" Color="Blue"/>
             </contrib:Plot.Series>
-        </contrib:Plot>
+        </contrib:Plot>-->
         <!--Maximum Adverse Excursion (MAE)-->
-        <contrib:Plot x:Name="chart6" Title="Maximum Adverse Excursion (MAE)" Grid.Column="0" Grid.Row="3" IsEnabled="True" Margin="0,0,0,10">
+        <!--<contrib:Plot x:Name="chart6" Title="Maximum Adverse Excursion (MAE)" Grid.Column="0" Grid.Row="3" IsEnabled="True" Margin="0,0,0,10">
             <contrib:Plot.Resources>
                 <SolidColorBrush x:Key="PlotBackgroundBrush" Color="{DynamicResource PrimaryHueLight}" />
                 <SolidColorBrush x:Key="PlotTextBrush" Color="{DynamicResource PrimaryHueMid}" />
@@ -161,9 +160,9 @@
                 <contrib:ScatterSeries ItemsSource="{Binding MAE}" DataFieldX="XValue" DataFieldY="YValue" MarkerType="Circle" MarkerSize="2"/>
                 <contrib:LineSeries Title="Regression" ItemsSource="{Binding regressionLineDataMAE}" DataFieldX="X" DataFieldY="Y" Color="Blue"/>
             </contrib:Plot.Series>
-        </contrib:Plot>
+        </contrib:Plot>-->
         <!--Maximum Favorable Excursion (MFE)-->
-        <contrib:Plot x:Name="chart7" Title="Maximum Favorable Excursion (MFE)" Grid.Column="1" Grid.Row="3" IsEnabled="True" Margin="0,0,0,10">
+        <!--<contrib:Plot x:Name="chart7" Title="Maximum Favorable Excursion (MFE)" Grid.Column="1" Grid.Row="3" IsEnabled="True" Margin="0,0,0,10">
             <contrib:Plot.Resources>
                 <SolidColorBrush x:Key="PlotBackgroundBrush" Color="{DynamicResource PrimaryHueLight}" />
                 <SolidColorBrush x:Key="PlotTextBrush" Color="{DynamicResource PrimaryHueMid}" />
@@ -184,6 +183,6 @@
                 <contrib:ScatterSeries ItemsSource="{Binding MFE}" DataFieldX="XValue" DataFieldY="YValue" MarkerType="Circle" MarkerSize="2"/>
                 <contrib:LineSeries Title="Regression" ItemsSource="{Binding regressionLineDataMFE}" DataFieldX="X" DataFieldY="Y" Color="Blue"/>
             </contrib:Plot.Series>
-        </contrib:Plot>
+        </contrib:Plot>-->
     </Grid>
 </UserControl>

AnalyticReports/View/ucEquityChart.xaml

@@ -1,6 +1,5 @@
 <UserControl x:Class="VisualHFT.AnalyticReports.View.ucEquityChart"
              xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-             xmlns:contrib="http://oxyplot.org/wpf/contrib"
              xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
              xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
              xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
@@ -12,7 +11,7 @@
             <ResourceDictionary.MergedDictionaries>
                 <ResourceDictionary Source="../ReportDictionary.xaml" />
             </ResourceDictionary.MergedDictionaries>
-        </ResourceDictionary>        
+        </ResourceDictionary>
     </UserControl.Resources>
 
     <Grid>
@@ -26,6 +25,7 @@
             <ColumnDefinition Width="*" />
         </Grid.ColumnDefinitions>
 
+        <!--
         <contrib:Plot x:Name="chartEquity" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Grid.Row="0" Grid.ColumnSpan="2" IsEnabled="True" Style="{StaticResource PlotStyle}" >
             <contrib:Plot.Resources>
                 <SolidColorBrush x:Key="PlotBackgroundBrush" Color="{DynamicResource PrimaryHueLight}" />
@@ -70,6 +70,7 @@
                 <contrib:BarSeries Title="Ammount" ItemsSource="{Binding DrawDowns}" ValueField="DrawDownAmmount" Color="Green" />
             </contrib:Plot.Series>
         </contrib:Plot>
+        -->
         <StackPanel Grid.Row="2" Grid.Column="1" Width="770" HorizontalAlignment="Center" >
             <Label Content="Monthly Performance" TextBlock.TextAlignment="Center" TextElement.FontWeight="Bold"></Label>
             <DataGrid AutoGenerateColumns="False" Name="dataGrid1" ItemsSource="{Binding}" VerticalAlignment="Stretch" IsReadOnly="True" UseLayoutRounding="True" FontSize="11" 

App.config

@@ -1,15 +1,11 @@
 <?xml version="1.0" encoding="utf-8"?>
 <configuration>
 	<connectionStrings>
-		<!--LOCAL-->
-		<add name="HFTEntities" connectionString="metadata=res://*/Model.hftModel.csdl|res://*/Model.hftModel.ssdl|res://*/Model.hftModel.msl;provider=System.Data.SqlClient;provider connection string=&quot;data source=.;initial catalog=HFT;integrated security=True;MultipleActiveResultSets=True;App=EntityFramework&quot;" providerName="System.Data.EntityClient"/>
 	</connectionStrings>
 	<appSettings>
 
 		<!--LOCAL	-->
-		<add key="ConnectionString" value="Data Source=(local);Initial Catalog=HFT;Trusted_Connection=True"/>
 		<add key="RestFullConnection" value="http://localhost:6800/"/>
-		<add key="WSorderBook" value="ws://localhost:6900/"/>
 
 		<add key="log4net.Internal.Debug" value="true"/>
 

App.xaml

@@ -1,31 +1,16 @@
 <Application x:Class="VisualHFT.App"
              xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
              xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-             xmlns:local="clr-namespace:VisualHFT"
+             xmlns:materialDesign="http://materialdesigninxaml.net/winfx/xaml/themes"
              StartupUri="View/Dashboard.xaml">
     <Application.Resources>
         <ResourceDictionary>
             <ResourceDictionary.MergedDictionaries>
 
-                <!--
-                <ResourceDictionary Source="pack://application:,,,/MaterialDesignThemes.Wpf;component/Themes/MaterialDesignTheme.Light.xaml" />
-                <ResourceDictionary Source="pack://application:,,,/MaterialDesignThemes.Wpf;component/Themes/MaterialDesignTheme.Dark.xaml" />
-                <ResourceDictionary Source="pack://application:,,,/MaterialDesignThemes.Wpf;component/Themes/MaterialDesignTheme.Defaults.xaml" />
-
-
 
-                <ResourceDictionary Source="pack://application:,,,/MaterialDesignColors;component/Themes/Recommended/Primary/MaterialDesignColor.Indigo.xaml" />
-                <ResourceDictionary Source="pack://application:,,,/MaterialDesignColors;component/Themes/Recommended/Accent/MaterialDesignColor.Red.xaml" />
-                <ResourceDictionary Source="pack://application:,,,/MaterialDesignColors;component/Themes/Recommended/Primary/MaterialDesignColor.DeepPurple.xaml" />
-                <ResourceDictionary Source="pack://application:,,,/MaterialDesignColors;component/Themes/Recommended/Accent/MaterialDesignColor.Lime.xaml" />
-                -->
+                <materialDesign:BundledTheme BaseTheme="Dark" PrimaryColor="Indigo" SecondaryColor="Red" />
 
-
-                <ResourceDictionary Source="pack://application:,,,/MaterialDesignThemes.Wpf;component/Themes/MaterialDesignTheme.Dark.xaml" />
-                <ResourceDictionary Source="pack://application:,,,/MaterialDesignThemes.Wpf;component/Themes/MaterialDesignTheme.Defaults.xaml" />
-
-                <ResourceDictionary Source="pack://application:,,,/MaterialDesignColors;component/Themes/Recommended/Primary/MaterialDesignColor.Indigo.xaml" />
-                <ResourceDictionary Source="pack://application:,,,/MaterialDesignColors;component/Themes/Recommended/Accent/MaterialDesignColor.Red.xaml" />
+                <ResourceDictionary Source="pack://application:,,,/MaterialDesignThemes.Wpf;component/Themes/MaterialDesign2.Defaults.xaml" />
 
             </ResourceDictionary.MergedDictionaries>
 

App.xaml.cs

@@ -1,12 +1,9 @@
 using System;
-using System.Collections.Generic;
-using System.Configuration;
-using System.Data;
-using System.Linq;
-using System.Threading;
+using System.Runtime;
 using System.Threading.Tasks;
 using System.Windows;
-using VisualHFT.PluginManager;
+using System.Windows.Interop;
+using System.Windows.Media;
 
 namespace VisualHFT
 {
@@ -22,7 +19,19 @@ protected override void OnStartup(StartupEventArgs e)
             //Initialize logging
             log4net.Config.XmlConfigurator.Configure(new System.IO.FileInfo("log4net.config"));
 
-            //Launch the GC cleanup thread
+            /*----------------------------------------------------------------------------------------------------------------------*/
+            /*  This is to avoid errors when rendering too much in short times
+             *
+             *  Exception thrown: 'System.Runtime.InteropServices.COMException' in PresentationCore.dll
+             *  An unhandled exception of type 'System.Runtime.InteropServices.COMException' occurred in PresentationCore.dll
+             *  UCEERR_RENDERTHREADFAILURE (0x88980406)
+             *  
+             */
+            //RenderOptions.ProcessRenderMode = RenderMode.SoftwareOnly; 
+            /*----------------------------------------------------------------------------------------------------------------------*/
+
+
+            //Launch the GC cleanup thread ==> *** Since using Object Pools, we improved a lot the memory prints. So We commented this out.
             Task.Run(async () => { await GCCleanupAsync(); });
 
             //Load Plugins
@@ -35,26 +44,25 @@ protected override void OnStartup(StartupEventArgs e)
                 catch (Exception ex)
                 {
                     // Handle the exception
-                    Application.Current.Dispatcher.Invoke(() =>
+                    Application.Current.Dispatcher.BeginInvoke(() =>
                     {
                         MessageBox.Show("ERROR LOADING Plugins: " + ex.Message, "Error", MessageBoxButton.OK, MessageBoxImage.Error);
                     });
                 }
             });
-
         }
-
         protected override void OnExit(ExitEventArgs e)
         {
             PluginManager.PluginManager.UnloadPlugins();
+
             base.OnExit(e);
         }
 
         private async Task LoadPlugins()
         {
             PluginManager.PluginManager.AllPluginsReloaded = false;
-            PluginManager.PluginManager.LoadPlugins();
-            PluginManager.PluginManager.StartPlugins();
+            await PluginManager.PluginManager.LoadPlugins();
+            await PluginManager.PluginManager.StartPlugins();
             PluginManager.PluginManager.AllPluginsReloaded = true;
         }
         private async Task GCCleanupAsync()
@@ -64,7 +72,7 @@ private async Task GCCleanupAsync()
             while (true)
             {
                 await Task.Delay(5000);
-                GC.Collect(); //force garbage collection
+                GC.Collect(0, GCCollectionMode.Forced, false); //force garbage collection
             };
 
         }