public Framework(string name = "", bool createServers = true) { this.name = name; this.LoadConfiguration(); this.eventBus = new EventBus(this, EventBusMode.Realtime); this.clock = new Clock(this, ClockMode.Realtime, false); this.eventBus.reminderQueue = this.clock.reminderQueue; this.eventServer = new EventServer(this, this.eventBus); this.eventManager = new EventManager(this, this.eventBus); this.streamerManager = new StreamerManager(); this.streamerManager.Add(new DataObjectStreamer()); this.streamerManager.Add(new InstrumentStreamer()); this.streamerManager.Add(new BidStreamer()); this.streamerManager.Add(new AskStreamer()); this.streamerManager.Add(new QuoteStreamer()); this.streamerManager.Add(new TradeStreamer()); this.streamerManager.Add(new BarStreamer()); this.streamerManager.Add(new Level2SnapshotStreamer()); this.streamerManager.Add(new Level2UpdateStreamer()); this.streamerManager.Add(new NewsStreamer()); this.streamerManager.Add(new FundamentalStreamer()); this.streamerManager.Add(new DataSeriesStreamer()); if (createServers) { if (this.configuration.IsInstrumentFileLocal) { this.instrumentServer = new FileInstrumentServer(this, this.configuration.InstrumentFileName, null); } else { this.instrumentServer = new FileInstrumentServer(this, "instruments.quant", this.configuration.InstrumentFileHost); } this.instrumentManager = new InstrumentManager(this, this.InstrumentServer); if (this.configuration.IsDataFileLocal) { this.dataServer = new FileDataServer(this, this.configuration.DataFileName, null); } else { this.dataServer = new FileDataServer(this, "data.quant", this.configuration.DataFileHost); } this.dataManager = new DataManager(this, this.dataServer); } this.providerManager = new ProviderManager(this, null, new ExecutionSimulator(this)); this.eventLoggerManager = new EventLoggerManager(); this.subscriptionManager = new SubscriptionManager(this); this.orderManager = new OrderManager(this); this.portfolioManager = new PortfolioManager(this); this.strategyManager = new StrategyManager(this); this.groupManager = new GroupManager(this); this.accountDataManager = new AccountDataManager(this); this.currencyConverter = new CurrencyConverter(this); this.dataFileManager = new DataFileManager(Installation.DataDir.FullName); if (Framework.currentFramework == null) { Framework.currentFramework = this; } }
public DataManager(Framework framework, DataServer server) { this.framework = framework; this.server = server; if (server != null) { server.Open(); } }
public DataManager(Framework framework, DataServer server) { this.framework = framework; this.server = server; if (server != null) { server.Open(); } }
public Framework(string name, EventBus externalBus, InstrumentServer instrumentServer, DataServer dataServer = null) { this.isExternalDataQueue = true; this.name = name; this.LoadConfiguration(); this.clock = new Clock(this, ClockMode.Realtime, false); this.eventBus = new EventBus(this, EventBusMode.Realtime); this.eventBus.reminderQueue = this.clock.reminderQueue; externalBus.Attach(this.eventBus); this.eventServer = new EventServer(this, this.eventBus); this.eventManager = new EventManager(this, this.eventBus); this.streamerManager = new StreamerManager(); this.streamerManager.Add(new DataObjectStreamer()); this.streamerManager.Add(new InstrumentStreamer()); this.streamerManager.Add(new BidStreamer()); this.streamerManager.Add(new AskStreamer()); this.streamerManager.Add(new QuoteStreamer()); this.streamerManager.Add(new TradeStreamer()); this.streamerManager.Add(new BarStreamer()); this.streamerManager.Add(new Level2SnapshotStreamer()); this.streamerManager.Add(new Level2UpdateStreamer()); this.streamerManager.Add(new NewsStreamer()); this.streamerManager.Add(new FundamentalStreamer()); this.streamerManager.Add(new DataSeriesStreamer()); this.instrumentServer = instrumentServer; this.instrumentManager = new InstrumentManager(this, instrumentServer); this.dataServer = dataServer; this.dataManager = new DataManager(this, dataServer); this.providerManager = new ProviderManager(this, null, new ExecutionSimulator(this)); this.eventLoggerManager = new EventLoggerManager(); this.orderManager = new OrderManager(this); this.portfolioManager = new PortfolioManager(this); this.strategyManager = new StrategyManager(this); this.groupManager = new GroupManager(this); this.currencyConverter = new CurrencyConverter(this); this.dataFileManager = new DataFileManager(Installation.DataDir.FullName); if (Framework.currentFramework == null) { Framework.currentFramework = this; } }
public Framework(string name, EventBus externalBus, InstrumentServer instrumentServer, DataServer dataServer = null) { this.isExternalDataQueue = true; this.name = name; this.LoadConfiguration(); this.clock = new Clock(this, ClockMode.Realtime, false); this.eventBus = new EventBus(this, EventBusMode.Realtime); this.eventBus.reminderQueue = this.clock.reminderQueue; externalBus.Attach(this.eventBus); this.eventServer = new EventServer(this, this.eventBus); this.eventManager = new EventManager(this, this.eventBus); this.streamerManager = new StreamerManager(); this.streamerManager.Add(new DataObjectStreamer()); this.streamerManager.Add(new InstrumentStreamer()); this.streamerManager.Add(new BidStreamer()); this.streamerManager.Add(new AskStreamer()); this.streamerManager.Add(new QuoteStreamer()); this.streamerManager.Add(new TradeStreamer()); this.streamerManager.Add(new BarStreamer()); this.streamerManager.Add(new Level2SnapshotStreamer()); this.streamerManager.Add(new Level2UpdateStreamer()); this.streamerManager.Add(new NewsStreamer()); this.streamerManager.Add(new FundamentalStreamer()); this.streamerManager.Add(new DataSeriesStreamer()); this.instrumentServer = instrumentServer; this.instrumentManager = new InstrumentManager(this, instrumentServer); this.dataServer = dataServer; this.dataManager = new DataManager(this, dataServer); this.providerManager = new ProviderManager(this, null, new ExecutionSimulator(this)); this.eventLoggerManager = new EventLoggerManager(); this.orderManager = new OrderManager(this); this.portfolioManager = new PortfolioManager(this); this.strategyManager = new StrategyManager(this); this.groupManager = new GroupManager(this); this.currencyConverter = new CurrencyConverter(this); this.dataFileManager = new DataFileManager(Installation.DataDir.FullName); if (Framework.currentFramework == null) { Framework.currentFramework = this; } }
public Framework(string name = "", bool createServers = true) { this.name = name; this.LoadConfiguration(); this.eventBus = new EventBus(this, EventBusMode.Realtime); this.clock = new Clock(this, ClockMode.Realtime, false); this.eventBus.reminderQueue = this.clock.reminderQueue; this.eventServer = new EventServer(this, this.eventBus); this.eventManager = new EventManager(this, this.eventBus); this.streamerManager = new StreamerManager(); this.streamerManager.Add(new DataObjectStreamer()); this.streamerManager.Add(new InstrumentStreamer()); this.streamerManager.Add(new BidStreamer()); this.streamerManager.Add(new AskStreamer()); this.streamerManager.Add(new QuoteStreamer()); this.streamerManager.Add(new TradeStreamer()); this.streamerManager.Add(new BarStreamer()); this.streamerManager.Add(new Level2SnapshotStreamer()); this.streamerManager.Add(new Level2UpdateStreamer()); this.streamerManager.Add(new NewsStreamer()); this.streamerManager.Add(new FundamentalStreamer()); this.streamerManager.Add(new DataSeriesStreamer()); if (createServers) { if (this.configuration.IsInstrumentFileLocal) { this.instrumentServer = new FileInstrumentServer(this, this.configuration.InstrumentFileName, null); } else { this.instrumentServer = new FileInstrumentServer(this, "instruments.quant", this.configuration.InstrumentFileHost); } this.instrumentManager = new InstrumentManager(this, this.InstrumentServer); if (this.configuration.IsDataFileLocal) { this.dataServer = new FileDataServer(this, this.configuration.DataFileName, null); } else { this.dataServer = new FileDataServer(this, "data.quant", this.configuration.DataFileHost); } this.dataManager = new DataManager(this, this.dataServer); } this.providerManager = new ProviderManager(this, null, new ExecutionSimulator(this)); this.eventLoggerManager = new EventLoggerManager(); this.subscriptionManager = new SubscriptionManager(this); this.orderManager = new OrderManager(this); this.portfolioManager = new PortfolioManager(this); this.strategyManager = new StrategyManager(this); this.groupManager = new GroupManager(this); this.accountDataManager = new AccountDataManager(this); this.currencyConverter = new CurrencyConverter(this); this.dataFileManager = new DataFileManager(Installation.DataDir.FullName); if (Framework.currentFramework == null) { Framework.currentFramework = this; } }