public static STR_KtbSkel CreateStrategy(String jsonInput, String strategyName)
{
Input_KtbSkel input = GetInput(jsonInput);
STR_KtbSkel strategy = new STR_KtbSkel(
strategyName,
input.DownBoundary,
input.UpBoundary,
input.MaxNotional,
input.Spot10yrCode,
input.Future10yrCode,
input.FutureAccount);
return strategy;
}
public ProcessController_KtbSkel(double downBoundary, double upBoundary, long notional, STR_KtbSkel parent)
{
this.DownBoundary = downBoundary;
this.UpBoundary = upBoundary;
this.MaxNotional = notional;
this.Parent = parent;
this.FutureAccount = this.Parent.FutureAccount;
this.MonitorExit = new MonitorExit_KtbSkel(this);
this.SortedPositionStack = new SortedPositionStack_KtbSkel(this, this.Parent.GetStrategyName(),
parent.SpotCode, parent.FutureCode, notional, DownBoundary, UpBoundary);
_processState = new ProcessState_Default(this);
}
