public static void Init()
{
FreeQuant.Instruments.Currency.Converter = new DefaultCurrencyConverter();
foreach (FreeQuant.Instruments.Instrument fq_instrument in FreeQuant.Instruments.InstrumentManager.Instruments)
{
OpenQuant.AddInstrument(fq_instrument);
}
FreeQuant.Instruments.InstrumentManager.InstrumentAdded += (e) =>
{
OpenQuant.AddInstrument(e.Instrument);
};
FreeQuant.Instruments.InstrumentManager.InstrumentRemoved += (e) =>
{
OpenQuant.RemoveInstrument(e.Instrument);
};
foreach (FreeQuant.Instruments.Portfolio sq_portfolio in PortfolioManager.Portfolios)
{
OpenQuant.AddPortfolio(sq_portfolio);
}
PortfolioManager.PortfolioAdded += (e) =>
{
OpenQuant.AddPortfolio(e.Portfolio);
};
OpenQuant.InitOrders();
OrderManager.NewOrder += (e) =>
{
Order order;
if (Map.FQ_OQ_Order.ContainsKey(e.Order))
{
order = Map.FQ_OQ_Order[e.Order] as Order;
}
else
{
order = new Order(e.Order);
Map.OQ_FQ_Order[order] = e.Order;
Map.FQ_OQ_Order[e.Order] = order;
}
OpenQuant.orders.Add(order);
};
OrderManager.OrderRemoved += (e) =>
{
Order order = Map.FQ_OQ_Order[e.Order] as Order;
OpenQuant.orders.Remove(order);
Map.FQ_OQ_Order.Remove(e.Order);
Map.OQ_FQ_Order.Remove(order);
};
OrderManager.OrderListUpdated += (sender, e) =>
{
OpenQuant.orders.Clear();
Map.OQ_FQ_Order.Clear();
Map.FQ_OQ_Order.Clear();
foreach (SingleOrder order1 in OrderManager.Orders.All)
{
Order order2 = new Order(order1);
OpenQuant.orders.Add(order2);
Map.OQ_FQ_Order[order2] = order1;
Map.FQ_OQ_Order[order1] = order2;
}
};
}
private static void SQInstrumentManager_InstrumentRemoved(InstrumentEventArgs args)
{
OpenQuant.RemoveInstrument(args.Instrument);
}