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读取quickfix日志文件

[英]Reading quickfix log file

原文 2013-01-21 00:03:58 3 1 c#/ quickfix

I want to test my trading system by playing execution reports back into my application. 我想通过将执行报告回放到我的应用程序中来测试我的交易系统。 Then I could verify that my order/position state is correct. 然后，我可以验证我的订单/头寸状态正确。

I found this somewhat related question: how to replay a quickfix log 我发现了一个与此相关的问题：如何重播quickfix日志

The difference is that in the article the person was looking for a whole testing tool that would play back a log file. 不同之处在于，本文中的人员正在寻找一种可以回放日志文件的完整测试工具。 What I was wondering is whether there exists a utility that will take a string representing a FIX message and then just generate a FIX object (ex: ExecutionReport ). 我想知道的是，是否存在一个实用程序，该实用程序将接收代表FIX消息的字符串，然后仅生成一个FIX对象（例如： ExecutionReport ）。

Does anything like this exist out there? 那里有这样的东西吗？ Has everyone just been writing their own? 每个人都只是在写自己的吗？

1 个解决方案

It sounds like you simply want a different kind of test tool. 听起来您只是想要一种不同的测试工具。

If you've written your app in unit-test-friendly fashion, then you could simply write unit tests to create ExecReport objects and pass them as parameters into some ExecReport-processor component. 如果您以对单元测试友好的方式编写了应用程序，则只需编写单元测试即可创建ExecReport对象，并将它们作为参数传递给某些ExecReport-processor组件。 (I'm guessing you're not designing for UTs, else you probably wouldn't need this suggestion.) （我猜您不是为UT设计的，否则您可能不需要此建议。）

If not, then I think the best thing to do is write another app that your first app can connect to. 如果没有，那么我认为最好的方法是编写第一个应用程序可以连接到的另一个应用程序。 You could create a simple Acceptor app that can use command-line commands to trigger ExecReports to be sent. 您可以创建一个简单的Acceptor应用程序，该应用程序可以使用命令行命令来触发ExecReports的发送。 If you're using QuickFIX/n (the C# port), you could steal code from QuickFIX/n's example apps "TradeClient" and "Executor". 如果您使用的是QuickFIX / n（C＃端口），则可以从QuickFIX / n的示例应用程序“ TradeClient”和“ Executor”中窃取代码。