Beispiel #1
0
 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;
 }
Beispiel #2
0
    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;
    }