public override void Subscribe(Instrument instrument)
{
if (instrument.Parent != null)
{
this.strategyBySynthInstrument[instrument.Id] = this.strategyBySynthInstrument[instrument.Parent.Id];
this.strategyBySynthInstrument[instrument.Id].OnSubscribe(instrument);
return;
}
SellSideInstrumentStrategy sellSideInstrumentStrategy = (SellSideInstrumentStrategy)Activator.CreateInstance(base.GetType(), new object[]
{
this.framework,
string.Concat(new object[]
{
base.Name,
"(",
instrument,
")"
})
});
this.SetupStrategy(sellSideInstrumentStrategy);
sellSideInstrumentStrategy.Instrument = instrument;
this.strategyBySynthInstrument[instrument.Id] = sellSideInstrumentStrategy;
sellSideInstrumentStrategy.OnSubscribe(instrument);
sellSideInstrumentStrategy.dataProvider = base.DataProvider;
sellSideInstrumentStrategy.executionProvider = base.ExecutionProvider;
sellSideInstrumentStrategy.raiseEvents = true;
base.AddStrategy(sellSideInstrumentStrategy, false);
sellSideInstrumentStrategy.OnStrategyStart();
}
public override void Unsubscribe(InstrumentList instruments)
{
foreach (Instrument current in instruments)
{
SellSideInstrumentStrategy sellSideInstrumentStrategy = this.strategyBySynthInstrument[current.Id];
sellSideInstrumentStrategy.OnUnsubscribe(current);
}
}
private void SetupStrategy(SellSideInstrumentStrategy strategy)
{
FieldInfo[] fields = strategy.GetType().GetFields(BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic);
for (int i = 0; i < fields.Length; i++)
{
FieldInfo fieldInfo = fields[i];
if (fieldInfo.GetCustomAttributes(typeof(ParameterAttribute), true).Length > 0)
{
fieldInfo.SetValue(strategy, fieldInfo.GetValue(this));
}
}
}
private void SetupStrategy(SellSideInstrumentStrategy strategy)
{
FieldInfo[] fields = strategy.GetType().GetFields(BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic);
for (int i = 0; i < fields.Length; i++)
{
FieldInfo fieldInfo = fields[i];
if (fieldInfo.GetCustomAttributes(typeof(ParameterAttribute), true).Length > 0)
{
fieldInfo.SetValue(strategy, fieldInfo.GetValue(this));
}
}
}
