public Sweeper_BondArb(
BondPair pair,
Account bondAccount)
{
try
{
this.ID = g_curID++;
this._bStartWithSweeperMode = false;
this.EnterCodeWithMarketType = pair.EnterCodeWithMarketType;
this.PairCodeWithMarketType = pair.PairCodeWithMarketType;
this.EnterPrice = pair.EnterPrice;
this.PairPrice = pair.PairPrice;
logger.Info("[Start BondArb Sweeper] #{0:n0}, '{1}' ({2:n0} -> {3:n0}) ({4:n0})",
this.ID,
BondUtil.GetCodeNoTail(this.EnterCodeWithMarketType),
this.EnterPrice,
this.PairPrice,
pair.Count);
SweepUnitContext_Bond_Long contextLong =
new SweepUnitContext_Bond_Long(TradingDirection.Long, pair, bondAccount, this);
_sweepUnitLong = new SweepUnitTemplate(contextLong, this, 5);
_sweepUnitLong.CompleteCarefully();
SweepUnitContext_Bond_Short contextShort =
new SweepUnitContext_Bond_Short(TradingDirection.Short, pair, bondAccount, this);
_sweepUnitShort = new SweepUnitTemplate(contextShort, this, 5);
_sweepUnitShort.CompleteCarefully();
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
void InitSweepUnit_FO(POrder o, Account accountFO)
{
SweepUnitContext_FO context = new SweepUnitContext_FO(
o.ReqCount,
o.Code,
o.ReqPrice,
o,
accountFO,
this);
this.SweepUnit = new SweepUnitTemplate(context, this);
}
void SetShortUnit(Account account, RemainPositionDatum datum)
{
SweepUnitContext_Bond_Short contextShort =
new SweepUnitContext_Bond_Short(TradingDirection.Short, datum, account, this);
_sweepUnitShort = new SweepUnitTemplate(contextShort, this, 5);
_sweepUnitShort.CompleteCarefully();
_sweepUnitShort.StartWithRequestSweepOrdersState();
}
void SetLongUnitAsDone(Account account, RemainPositionDatum datum)
{
SweepUnitContext_Bond_Long_StartWithDone contextLong =
new SweepUnitContext_Bond_Long_StartWithDone(datum, account, this);
_sweepUnitLong = new SweepUnitTemplate(contextLong, this, 5);
_sweepUnitLong.StartWithDone();
}