public BarSpud(SpudManager manager) : base(manager)
{
open_ = new Lazy <ComparableSpud <double> >(() => comparableTransform(OPEN));
high_ = new Lazy <ComparableSpud <double> >(() => comparableTransform(HIGH));
low_ = new Lazy <ComparableSpud <double> >(() => comparableTransform(LOW));
close_ = new Lazy <ComparableSpud <double> >(() => comparableTransform(CLOSE));
volume_ = new Lazy <ComparableSpud <double> >(() => comparableTransform(VOLUME));
times_ = new Lazy <ComparableSpud <DateTime> >(() => comparableTransform(TIME));
ticked += doNothing;
}
void populateSlippageCache(Symbol symbol)
{
var manager = new SpudManager();
var bars = bars_[symbol];
var spud = new BarSpud(manager);
var calculator = symbol.slippageCalculator(spud);
each(sort(bars.Keys), date => {
spud.set(bars[date]);
slippageCache.get(date)[symbol] = calculator.slippage();
manager.newBar();
});
}
protected SymbolSystem(QREBridgeBase bridge, Symbol symbol) : base(bridge, symbol)
{
this.symbol = symbol;
manager = new SpudManager();
bars = new BarSpud(manager);
base.bars[symbol].pushedDown += () => {
parentManagerHasPushedDown = true;
};
base.bars[symbol].valueSet += newValue => {
if (parentManagerHasPushedDown)
{
manager.newBar();
parentManagerHasPushedDown = false;
}
bars.set(newValue);
};
base.bars[symbol].manager.onLive += () => manager.goLive();
base.bars[symbol].manager.onRecalculate += () => manager.recalculate();
base.bars[symbol].ticked += time => bars.lastTickedAt(time);
}
public void setUp()
{
manager = new SpudManager();
values = new RootSpud <SOURCE>(manager);
}
internal void setSpudManager(SpudManager newManager)
{
manager_ = newManager;
}
protected DynamicExit(Position position, string name, Converter <double, OrderDetails> createDetails, SpudManager manager) : base(manager)
{
this.position = position;
Bomb.when(position.isClosed(), () => "cannot put exit on a closed position");
this.name = name;
this.createDetails = createDetails;
}