Beispiel #1
0
 public GauntletEngine(TradeLink.API.Response r, TickFileFilter tff)
 {
     _r = r;
     _r.SendOrderEvent  += new OrderSourceDelegate(_r_SendOrder);
     _r.SendCancelEvent += new LongSourceDelegate(_r_SendCancel);
     _tff        = tff;
     _h          = new MultiSimImpl(_tff);
     _h.GotTick += new TickDelegate(_h_GotTick);
     SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);
     SimBroker.GotOrder       += new OrderDelegate(_r.GotOrder);
     SimBroker.GotFill        += new FillDelegate(_r.GotFill);
 }
Beispiel #2
0
 public GauntletEngine(TradeLink.API.Response r, TickFileFilter tff)
 {
     _r             = r;
     _r.SendOrder  += new OrderDelegate(_r_SendOrder);
     _r.SendCancel += new UIntDelegate(_r_SendCancel);
     _tff           = tff;
     _h             = new HistSim(_tff);
     _h.GotTick    += new TickDelegate(_h_GotTick);
     _h.SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);
     _h.SimBroker.GotOrder       += new OrderDelegate(_r.GotOrder);
     _h.SimBroker.GotFill        += new FillDelegate(_r.GotFill);
 }
Beispiel #3
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        public GauntletEngine(TradeLink.API.Response r, HistSim h)
        {
            responseengine = r;
            bindresponse(ref responseengine);

            myhistsim = h;
            bindsim(ref myhistsim);
            
            SimBroker = new Broker();
            SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);
            SimBroker.GotOrder += new OrderDelegate(responseengine.GotOrder);
            SimBroker.GotFill += new FillDelegate(responseengine.GotFill);
        }
Beispiel #4
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        public GauntletEngine(TradeLink.API.Response r, TickFileFilter tff)
        {
            _r = r;
            _r.SendOrder += new OrderDelegate(_r_SendOrder);
            _r.SendCancel += new UIntDelegate(_r_SendCancel);
            _tff = tff;
            _h = new HistSim(_tff);
            _h.GotTick += new TickDelegate(_h_GotTick);
            _h.SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);
            _h.SimBroker.GotOrder += new OrderDelegate(_r.GotOrder);
            _h.SimBroker.GotFill += new FillDelegate(_r.GotFill);

        }
Beispiel #5
0
        public GauntletEngine(TradeLink.API.Response r, TickFileFilter tff)
        {
            _r = r;
            _r.SendOrderEvent += new OrderSourceDelegate(_r_SendOrder);
            _r.SendCancelEvent += new LongSourceDelegate(_r_SendCancel);
            _tff = tff;
            _h = new MultiSimImpl(_tff);
            _h.GotTick += new TickDelegate(_h_GotTick);
            SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);
            SimBroker.GotOrder += new OrderDelegate(_r.GotOrder);
            SimBroker.GotFill += new FillDelegate(_r.GotFill);

        }
 public GauntletEngine(TradeLink.API.Response r, TickFileFilter inittff)
 {
     responseengine = r;
     responseengine.SendOrderEvent  += new OrderSourceDelegate(_r_SendOrder);
     responseengine.SendCancelEvent += new LongSourceDelegate(_r_SendCancel);
     responseengine.SendDebugEvent  += new DebugDelegate(_r_SendDebugEvent);
     tff                       = inittff;
     myhistsim                 = new MultiSimImpl(tff);
     myhistsim.GotTick        += new TickDelegate(_h_GotTick);
     SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);
     SimBroker.GotOrder       += new OrderDelegate(responseengine.GotOrder);
     SimBroker.GotFill        += new FillDelegate(responseengine.GotFill);
 }
        public GauntletEngine(TradeLink.API.Response r, HistSim h)
        {
            responseengine = r;
            bindresponse(ref responseengine);

            myhistsim = h;
            bindsim(ref myhistsim);

            SimBroker = new Broker();
            SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);
            SimBroker.GotOrder       += new OrderDelegate(responseengine.GotOrder);
            SimBroker.GotFill        += new FillDelegate(responseengine.GotFill);
        }
Beispiel #8
0
        public GauntletEngine(TradeLink.API.Response r, TickFileFilter inittff)
        {
            responseengine = r;
            responseengine.SendOrderEvent += new OrderSourceDelegate(_r_SendOrder);
            responseengine.SendCancelEvent += new LongSourceDelegate(_r_SendCancel);
            responseengine.SendDebugEvent += new DebugDelegate(_r_SendDebugEvent);
            tff = inittff;
            myhistsim = new MultiSimImpl(tff);
            myhistsim.GotTick += new TickDelegate(_h_GotTick);
            SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);
            SimBroker.GotOrder += new OrderDelegate(responseengine.GotOrder);
            SimBroker.GotFill += new FillDelegate(responseengine.GotFill);

        }