We Keep Coding

Reading quickfix log file

I want to test my trading system by playing execution reports back into my application. Then I could verify that my order/position state is correct.
I found this somewhat related question: how to replay a quickfix log
The difference is that in the article the person was looking for a whole testing tool that would play back a log file. 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).
Does anything like this exist out there? Has everyone just been writing their own?

It sounds like you simply want a different kind of test tool.
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. (I'm guessing you're not designing for UTs, else you probably wouldn't need this suggestion.)
If not, then I think the best thing to do is write another app that your first app can connect to. You could create a simple Acceptor app that can use command-line commands to trigger ExecReports to be sent. If you're using QuickFIX/n (the C# port), you could steal code from QuickFIX/n's example apps "TradeClient" and "Executor".

Dynamic C# code execution

I need to run small snippets of C# code for educational purposes and for each execution, I should open the project (solution), delete existing code, type new code, build and compile, and then run the project. For example, for executing string.IsNullOrEmpty("something") I should follow all this procedure.
I just thought of something like:
In which I can enter code snippets, click execute, and then see the result. Is there anyway to do that?

You didn't explicitly state if you're looking for guidance on implementing your own solution or what, but if you're open to using a third party utility then LINQPad is pretty much exactly what you're describing.

Take a look at Snippet Compiler.
Not exactly what you're asking for, but from what I can tell it seems pretty close.

There is also ideone which can run C# code, as well as a large number of other languages.

There is also mono's csharp/gsharp:
see http://www.mono-project.com/CsharpRepl

Mono are doing the compiler as service stuff - this is what you are looking for: http://tirania.org/blog/archive/2010/Apr-27.html

Preprocessing C# - Detecting Methods

I require the ability to preprocess a number of C# files as a prebuild step for a project, detect the start of methods, and insert generated code at the start of the method, before any existing code. I am, however, having a problem detecting the opening of a method. I initially tried a regular expression to match, but ended up with far too many false positives.
I would use reflection, but the MethodInfo class does not reference the point in the original source.
EDIT: What I am really trying to do here is to support pre-conditions on methods, that pre-condition code being determined by attributes on the method. My initial thought being that I could look for the beginning of the method, and then insert generated code for handling the pre-conditions.
Is there a better way to do this? I am open to creating a Visual Studio Addin if need be.
This is a .NET 2.0 project.
Cheers

PostSharp or Mono.Cecil will let you do this cleanly by altering the generated code without getting into writing a C# parser which is unlikely to be core business for you...
Havent done anything of consequence with PostSharp but would be guessing its more appropriate than Mono for implementing something like preconditions or AOP. Alternately you might be able to do something AOPy with a DI container like Ninject
But of course the applicability of this idea Depends - you didnt say much other than that you wanted to insert code at the start of methods...
EDIT: In light of your desire to do preconditions... Code Contracts in .net 4 is definitely in that direction.
What sort of a tool do you have? Whats wrong with having a single Mono.Cecil.dll DLL shipped? Either way something other than a parser is the tool for the job.

I am sure there is an easier way but this might be a good excuse to take MGrammer for a spin.

How to make a "Call stack diagram"

Creating a call stack diagram
We have just recently been thrown into a big project that requires us to get into the code (duh).
We are using different methods to get acquainted with it, breakpoints etc. However we found that one method is to make a call tree of the application, what is the easiest /fastest way to do this?
By code? Plugins? Manually?
The project is a C# Windows application.

With the static analyzer NDepend, you can obtain a static method call graph, like the one below. Disclaimer: I am one of the developers of the tool
For that you just need to export to the graph the result of a CQLinq code query:
Such a code query, can be generated actually for any method, thanks to the right-click menu illustrated below.

Whenever I start a new job (which is frequently as I am a contractor) I spend two to three days reading through every single source file in the repository, and keep notes against each class in a simple text file. It is quite laborious but it means that you get a really good idea how the project fits together and you have a trusty map when you need to find the class that does somethnig.
Altought I love UML/diagramming when starting a project I, personally, do not find them at all useful when examining existing code.

Not a direct answer to your question, but NDepend is a good tool to get a 100ft view of a codebase, and it enables you to drill down into the relationships between classes (and many other features)

Edit: I believe the Microsoft's CLR Profiler is capable of displaying a call tree for a running application. If that is not sufficient I have left the link I posted below in case you would like to start on a custom solution.
Here is a CodeProject article that might point you in the right direction:
The download offered here is a Visual
Studio 2008 C# project for a simple
utility to list user function call
trees in C# code.
This call tree lister seems to work OK
for my style of coding, but will
likely be unreliable for some other
styles of coding. It is offered here
with two thoughts: first, some
programmers may find it useful as is;
second, I would be appreciative if
someone who is up-to-speed on C#
parsing would upgrade it by
incorporating an accurate C# parser
and turn out an improved utility that
is reliable regardless of coding style
The source code is available for download - perhaps you can use this as a starting point for a custom solution.

You mean something like this: http://erik.doernenburg.com/2008/09/call-graph-visualisation-with-aspectj-and-dot/

Not to be a stuck record, but if I get it running and pause it a few times, and each time capture the call stack, that gives me a real good picture of the call structure that accounts for the most time. It doesn't give me the call structure for things that happen real fast, however.

Compile swf at runtime via C#?

I'd like to know if it's possible to compile an .swf file at runtime via C# (would be called via a Flex Application). I've read some articles about using fsch.exe, but nothing that gave any concrete examples.
I'm fairly certain this is possible, so a secondary question is whether it's feasible on a medium scale. I'd like to allow users to configure an swf, and then compile those settings directly into the swf for delivery rather than relying on external data storage for holding configuration details.
Thanks in advance for any assistance you can offer -
Bill

You should be able to do this fairly simply using a command line compiler.
You need to be able to setup the compiler on your server. http://www.google.com.au/search?hl=en&q=swf+command+line+compiler&btnG=Search&meta=
In your C# code you can then execute a shell command to invoke your compiler. http://www.google.com.au/search?hl=en&q=execute+command+shell+asp+.net&btnG=Search&meta=
One thing to be careful with is waiting for the compiler to finish before attempting to retrieve the compiled file. You will need to process the response from the compiler and ensure that the compilation succeeded.
I don't see why this wouldn't be feasible on a medium scale.

You can try MTASC.. it's command line based ActionScript compiler so you can just use Process.Start to call it and then use the Process.WaitForExit method to wait until it finishes compiling