/// <summary>
/// Initializes a new instance of the <see cref="HighProfitMarketClosureRule"/> class.
/// </summary>
/// <param name="equitiesParameters">
/// The equities parameters.
/// </param>
/// <param name="ruleContext">
/// The rule context.
/// </param>
/// <param name="costCalculatorFactory">
/// The cost calculator factory.
/// </param>
/// <param name="revenueCalculatorFactory">
/// The revenue calculator factory.
/// </param>
/// <param name="exchangeRateProfitCalculator">
/// The exchange rate profit calculator.
/// </param>
/// <param name="orderFilter">
/// The order filter.
/// </param>
/// <param name="equityMarketCacheFactory">
/// The market cache factory.
/// </param>
/// <param name="fixedIncomeMarketCacheFactory">
/// The market cache factory.
/// </param>
/// <param name="marketDataCacheFactory">
/// The market data cache factory.
/// </param>
/// <param name="dataRequestSubscriber">
/// The data request subscriber.
/// </param>
/// <param name="judgementService">
/// The judgement service.
/// </param>
/// <param name="runMode">
/// The run mode.
/// </param>
/// <param name="logger">
/// The logger.
/// </param>
/// <param name="tradingHistoryLogger">
/// The trading history logger.
/// </param>
public HighProfitMarketClosureRule(
IHighProfitsRuleEquitiesParameters equitiesParameters,
ISystemProcessOperationRunRuleContext ruleContext,
ICostCalculatorFactory costCalculatorFactory,
IRevenueCalculatorFactory revenueCalculatorFactory,
IExchangeRateProfitCalculator exchangeRateProfitCalculator,
IUniverseOrderFilter orderFilter,
IUniverseEquityMarketCacheFactory equityMarketCacheFactory,
IUniverseFixedIncomeMarketCacheFactory fixedIncomeMarketCacheFactory,
IEquityMarketDataCacheStrategyFactory marketDataCacheFactory,
IUniverseDataRequestsSubscriber dataRequestSubscriber,
IHighProfitJudgementService judgementService,
ICurrencyConverterService currencyConverterService,
RuleRunMode runMode,
ILogger <HighProfitsRule> logger,
ILogger <TradingHistoryStack> tradingHistoryLogger)
: base(
equitiesParameters,
ruleContext,
costCalculatorFactory,
revenueCalculatorFactory,
exchangeRateProfitCalculator,
orderFilter,
equityMarketCacheFactory,
fixedIncomeMarketCacheFactory,
marketDataCacheFactory,
dataRequestSubscriber,
judgementService,
currencyConverterService,
runMode,
logger,
tradingHistoryLogger)
{
this.MarketClosureRule = true;
}
/// <summary>
/// Initializes a new instance of the <see cref="HighProfitStreamRule"/> class.
/// </summary>
/// <param name="equitiesParameters">
/// The equities parameters.
/// </param>
/// <param name="ruleContext">
/// The rule context.
/// </param>
/// <param name="costCalculatorFactory">
/// The cost calculator factory.
/// </param>
/// <param name="revenueCalculatorFactory">
/// The revenue calculator factory.
/// </param>
/// <param name="exchangeRateProfitCalculator">
/// The exchange rate profit calculator.
/// </param>
/// <param name="orderFilter">
/// The order filter.
/// </param>
/// <param name="equityMarketCacheFactory">
/// The market cache factory.
/// </param>
/// /// <param name="fixedIncomeMarketCacheFactory">
/// The market cache factory.
/// </param>
/// <param name="marketDataCacheFactory">
/// The market data cache factory.
/// </param>
/// <param name="dataRequestSubscriber">
/// The data request subscriber.
/// </param>
/// <param name="judgementService">
/// The judgement service.
/// </param>
/// <param name="runMode">
/// The run mode.
/// </param>
/// <param name="logger">
/// The logger.
/// </param>
/// <param name="tradingHistoryLogger">
/// The trading history logger.
/// </param>
public HighProfitStreamRule(
IHighProfitsRuleEquitiesParameters equitiesParameters,
ISystemProcessOperationRunRuleContext ruleContext,
ICostCalculatorFactory costCalculatorFactory,
IRevenueCalculatorFactory revenueCalculatorFactory,
IExchangeRateProfitCalculator exchangeRateProfitCalculator,
IUniverseOrderFilter orderFilter,
IUniverseEquityMarketCacheFactory equityMarketCacheFactory,
IUniverseFixedIncomeMarketCacheFactory fixedIncomeMarketCacheFactory,
IEquityMarketDataCacheStrategyFactory marketDataCacheFactory,
IUniverseDataRequestsSubscriber dataRequestSubscriber,
IHighProfitJudgementService judgementService,
ICurrencyConverterService currencyConversionService,
RuleRunMode runMode,
ILogger <HighProfitsRule> logger,
ILogger <TradingHistoryStack> tradingHistoryLogger)
: base(
equitiesParameters?.Windows?.BackwardWindowSize ?? TimeSpan.FromHours(8),
equitiesParameters?.Windows?.BackwardWindowSize ?? TimeSpan.FromHours(8),
equitiesParameters?.Windows?.FutureWindowSize ?? TimeSpan.Zero,
Rules.HighProfits,
EquityRuleHighProfitFactory.Version,
"High Profit Rule",
ruleContext,
equityMarketCacheFactory,
fixedIncomeMarketCacheFactory,
runMode,
logger,
tradingHistoryLogger)
{
this.EquitiesParameters =
equitiesParameters ?? throw new ArgumentNullException(nameof(equitiesParameters));
this.RuleContext = ruleContext ?? throw new ArgumentNullException(nameof(ruleContext));
this.CostCalculatorFactory =
costCalculatorFactory ?? throw new ArgumentNullException(nameof(costCalculatorFactory));
this.RevenueCalculatorFactory =
revenueCalculatorFactory ?? throw new ArgumentNullException(nameof(revenueCalculatorFactory));
this.MarketDataCacheFactory =
marketDataCacheFactory ?? throw new ArgumentNullException(nameof(marketDataCacheFactory));
this.ExchangeRateProfitCalculator =
exchangeRateProfitCalculator ?? throw new ArgumentNullException(nameof(exchangeRateProfitCalculator));
this.OrderFilter = orderFilter ?? throw new ArgumentNullException(nameof(orderFilter));
this.DataRequestSubscriber =
dataRequestSubscriber ?? throw new ArgumentNullException(nameof(dataRequestSubscriber));
this.currencyConversionService = currencyConversionService ?? throw new ArgumentNullException(nameof(currencyConversionService));
this.JudgementService = judgementService ?? throw new ArgumentNullException(nameof(judgementService));
this.Logger = logger ?? throw new ArgumentNullException(nameof(logger));
}