protected StrategyBase(string name, string description) { this.metaStrategyBase = (MetaStrategyBase)null; this.name = name; this.description = description; this.isEnabled = true; this.isActive = true; this.ReportManager = StrategyComponentManager.GetComponent("getcom", (object)this) as ReportManager; this.MarketManager = StrategyComponentManager.GetComponent("getcom", (object)this) as MarketManager; this.portfolio = PortfolioManager.Portfolios[name]; if (this.portfolio == null) { this.portfolio = new Portfolio(name); } this.tester = new LiveTester(this.portfolio); this.stops = new StopList(); this.triggers = new TriggerList(); this.marketDataProvider = (IMarketDataProvider)null; this.executionProvider = (IExecutionProvider)null; this.newsProvider = (INewsProvider)null; this.executionService = (IExecutionService)null; this.orders = new OrderTable(); this.global = new Hashtable(); this.activeInstruments = new InstrumentList(); this.barSliceManager = new BarSliceManager(); this.componentTypeList = new List <ComponentType>(); this.componentTypeList.Add(ComponentType.MarketManager); this.componentTypeList.Add(ComponentType.ReportManager); this.activeStops = new Dictionary <Instrument, List <StopBase> >(); this.portfolios = new Dictionary <Instrument, Portfolio>(); this.testers = new Dictionary <Instrument, LiveTester>(); this.statisticsPerInstrumentEnabled = false; }
public ATSStrategy(string name, string description) : base(name, description) { this.ATSCrossComponent = StrategyComponentManager.GetComponent("componentname", this) as ATSCrossComponent; this.ATSComponent = StrategyComponentManager.GetComponent("componentname", this) as ATSComponent; this.csNiLdTRqH = new Dictionary <Instrument, ATSComponent>(); this.componentTypeList.Add(ComponentType.ATSComponent); this.componentTypeList.Add(ComponentType.ATSCrossComponent); }
public static IComponentBase GetDefaultComponent(ComponentType type, object issuer) { switch (type) { case ComponentType.CrossEntry: return(StrategyComponentManager.GetComponent("getCom", issuer)); case ComponentType.ATSCrossComponent: return(StrategyComponentManager.GetComponent("getCom", issuer)); case ComponentType.ReportManager: return(StrategyComponentManager.GetComponent("getCom", issuer)); case ComponentType.ATSComponent: return(StrategyComponentManager.GetComponent("getCom", issuer)); case ComponentType.MetaMoneyManager: return(StrategyComponentManager.GetComponent("getCom", issuer)); case ComponentType.MetaRiskManager: return(StrategyComponentManager.GetComponent("getCom", issuer)); case ComponentType.SimulationManager: return(StrategyComponentManager.GetComponent("getCom", issuer)); case ComponentType.ExecutionManager: return(StrategyComponentManager.GetComponent("getCom", issuer)); case ComponentType.OptimizationManager: return(StrategyComponentManager.GetComponent("getCom", issuer)); case ComponentType.MetaExposureManager: return(StrategyComponentManager.GetComponent("getCom", issuer)); case ComponentType.RiskManager: return(StrategyComponentManager.GetComponent("getCom", issuer)); case ComponentType.MarketManager: return(StrategyComponentManager.GetComponent("getCom", issuer)); case ComponentType.Entry: return(StrategyComponentManager.GetComponent("getCom", issuer)); case ComponentType.Exit: return(StrategyComponentManager.GetComponent("getCom", issuer)); case ComponentType.ExposureManager: return(StrategyComponentManager.GetComponent("getCom", issuer)); case ComponentType.MoneyManager: return(StrategyComponentManager.GetComponent("getCom", issuer)); default: return((IComponentBase)null); } }
public MetaStrategy(string name) : base(name) { this.MetaExposureManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as MetaExposureManager; this.ExecutionManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as ExecutionManager; this.MetaRiskManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as MetaRiskManager; this.aNKR2wRnBL = new SignalList(); this.componentTypeList.Add(ComponentType.MetaRiskManager); this.componentTypeList.Add(ComponentType.MetaExposureManager); this.componentTypeList.Add(ComponentType.ExecutionManager); }
public Strategy(string name, string description) : base(name, description) { this.CrossExit = StrategyComponentManager.GetComponent("GetComponent", (object)this) as CrossExit; this.CrossEntry = StrategyComponentManager.GetComponent("GetComponent", (object)this) as CrossEntry; this.Entry = StrategyComponentManager.GetComponent("GetComponent", (object)this) as Entry; this.Exit = StrategyComponentManager.GetComponent("GetComponent", (object)this) as Exit; this.MoneyManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as MoneyManager; this.RiskManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as RiskManager; this.ExposureManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as ExposureManager; this.entries = new Dictionary <Instrument, Entry>(); this.exits = new Dictionary <Instrument, Exit>(); this.moneyManagers = new Dictionary <Instrument, MoneyManager>(); this.riskManagers = new Dictionary <Instrument, RiskManager>(); this.componentTypeList.Add(ComponentType.Entry); this.componentTypeList.Add(ComponentType.Exit); this.componentTypeList.Add(ComponentType.CrossEntry); this.componentTypeList.Add(ComponentType.CrossExit); this.componentTypeList.Add(ComponentType.RiskManager); this.componentTypeList.Add(ComponentType.MoneyManager); this.componentTypeList.Add(ComponentType.ExposureManager); }
public static IComponentBase GetComponent(string guid, object issuer) { return(StrategyComponentManager.GetComponent(new Guid(guid), issuer)); }