internal override void CStudyInitialize() {
if (__cProperty.OrderSource != null) {
if (__cOrderService != null) { //如果之前已經建立下單服務元件
__cOrderService.Dispose(); //釋放下單服務元件
}
string sOrderSource = __cProperty.OrderSource;
__cOrderService = OrderManager.Manager.CreateOrderService(sOrderSource);
__cOrderService.onResponse += OrderService_onResponse;
__cOrderService.SetInstrument(this.Instruments[0]);
__cOrderService.SetDefaultContracts(__cProperty.DefaultContracts);
this.OrderCreator = __cOrderService as IOrderCreator;
if (log.IsInfoEnabled) log.InfoFormat("[SignalObject.SetOrderSource] Set \"{0}\" and create...", sOrderSource);
}
List<InputAttribute> cParameters = new List<InputAttribute>();
cParameters.AddRange(InputAttribute.GetParameters(this));
if (__cOrderService != null) {
cParameters.AddRange(InputAttribute.GetParameters(__cOrderService));
}
ScriptParametersEvent cScriptParametersEvent = new ScriptParametersEvent();
cScriptParametersEvent.SetOrderService(__cOrderService);
cScriptParametersEvent.SetScriptParameters(cParameters);
OnScriptParameters(cScriptParametersEvent);
if (__cOrderService != null) {
__cOrderService.Initialize(); //參數設定完成之後才初始化下單元件
}
}
private void CreateOrderService(Instrument buyBars, Instrument sellBars) {
if(__cOrderService1 != null) {
__cOrderService1.Dispose();
}
#if __SIMULATE
__cOrderService1 = OrderManager.Manager.CreateOrderService("Netwings.OrderService;Netwings.SimulateOrderService");
#else
__cOrderService1 = OrderManager.Manager.CreateOrderService("Netwings.OrderService;Netwings.RealOrderService");
SetPipeNumber(InputAttribute.GetParameters(__cOrderService1), 1, 1);
#endif
__cOrderService1.onResponse += OrderService_onResponse;
__cOrderService1.SetInstrument(buyBars);
__cOrderService1.SetDefaultContracts(1);
__cOrderService1.Initialize();
IOrderCreator cOrderCreator1 = __cOrderService1 as IOrderCreator;
__cBOrderO = cOrderCreator1.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, "CALL_BUY", EOrderAction.Buy, OrderExit.FromAll));
__cBOrderC = cOrderCreator1.MarketThisBar(new SOrderParameters(Contracts.Default, "CALL_CLOSE", EOrderAction.Sell, OrderExit.FromAll));
if (log.IsInfoEnabled) log.Info("[CreateOrderService] Set BUY \"Netwings.OrderService;Netwings.SimulateOrderService\" and create...");
if(__cOrderService2 != null) {
__cOrderService2.Dispose();
}
#if __SIMULATE
__cOrderService2 = OrderManager.Manager.CreateOrderService("Netwings.OrderService;Netwings.SimulateOrderService");
#else
__cOrderService2 = OrderManager.Manager.CreateOrderService("Netwings.OrderService;Netwings.RealOrderService");
SetPipeNumber(InputAttribute.GetParameters(__cOrderService2), 1, 2);
#endif
__cOrderService2.onResponse += OrderService_onResponse;
__cOrderService2.SetInstrument(sellBars);
__cOrderService2.SetDefaultContracts(1);
__cOrderService2.Initialize();
IOrderCreator cOrderCreator2 = __cOrderService2 as IOrderCreator;
__cSOrderO = cOrderCreator2.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, "PUT_SELL", EOrderAction.SellShort, OrderExit.FromAll));
__cSOrderC = cOrderCreator2.MarketThisBar(new SOrderParameters(Contracts.Default, "PUT_CLOSE", EOrderAction.BuyToCover, OrderExit.FromAll));
if (log.IsInfoEnabled) log.Info("[CreateOrderService] Set SELL \"Netwings.OrderService;Netwings.SimulateOrderService\" and create...");
}