public override bool Start()
{
if (!base.Start())
{
return(false);
}
StrategyInputInfo inputInfo = CreateInputInfo();
bool res = true;
if (inputInfo != null)
{
res = DataProvider.Connect(inputInfo);
if (res)
{
if (inputInfo.Tickers.Count > 0)
{
Ticker = inputInfo.Tickers[0].Ticker;
}
}
}
if (MaxActualBuyDeposit == -1)
{
MaxActualBuyDeposit = MaxActualDeposit;
}
return(res);
}
public override StrategyInputInfo CreateInputInfo()
{
StrategyInputInfo s = new StrategyInputInfo();
TickerInputInfo t = CreateTickerInputInfo();
t.Ticker = Ticker;
s.Tickers.Add(t);
return(s);
}
public void Assign(StrategyInputInfo info)
{
Exchanges.Clear();
Tickers.Clear();
foreach (ExchangeInputInfo e in info.Exchanges)
{
Exchanges.Add((ExchangeInputInfo)e.Clone());
}
for (int i = 0; i < info.Tickers.Count; i++)
{
TickerInputInfo t = info.Tickers[i];
Tickers.Add((TickerInputInfo)t.Clone());
}
}
bool IStrategyDataProvider.Connect(StrategyInputInfo info)
{
StartTime = DateTime.MinValue;
EndTime = DateTime.MaxValue;
if (info.Strategy is ISimulationDataProvider)
{
((ISimulationDataProvider)info.Strategy).Connect();
StrategySimulationData data = GetSimulationData(info.Strategy);
if (data != null)
{
data.Connected = true;
StartTime = MaxTime(StartTime, data.GetStartTime());
EndTime = MinTime(EndTime, data.GetEndTime());
}
return(true);
}
for (int i = 0; i < info.Tickers.Count; i++)
{
TickerInputInfo ti = info.Tickers[i];
if (ti.Ticker.CandleStickData != null)
{
ti.Ticker.CandleStickData.Clear();
}
if (ti.Ticker.TradeHistory != null)
{
ti.Ticker.TradeHistory.Clear();
}
ti.Ticker.Exchange.EnterSimulationMode();
ti.Ticker.Exchange.StartListenTickerStream(ti.Ticker);
//ti.Ticker.Exchange.StartListenOrderBook(ti.Ticker);
//ti.Ticker.Exchange.StartListenTradeHistory(ti.Ticker);
//ti.Ticker.Exchange.StartListenTickerStream(ti.Ticker);
StrategySimulationData data = GetSimulationData(ti.Ticker);
if (data == null)
{
return(false);
}
data.Connected = true;
StartTime = MaxTime(StartTime, data.GetStartTime());
EndTime = MinTime(EndTime, data.GetEndTime());
}
LastTime = StartTime;
return(true);
}
bool IStrategyDataProvider.Disconnect(StrategyInputInfo info)
{
if (info == null)
{
return(true);
}
bool res = true;
for (int i = 0; i < info.Tickers.Count; i++)
{
TickerInputInfo ti = info.Tickers[i];
Exchange e = ((IStrategyDataProvider)this).GetExchange(ti.Exchange);
ti.Ticker = e.GetTicker(ti.TickerName);
res &= e.Disconnect(ti);
}
return(res);
}
bool IStrategyDataProvider.Connect(StrategyInputInfo info)
{
bool res = true;
for (int i = 0; i < info.Tickers.Count; i++)
{
TickerInputInfo ti = info.Tickers[i];
Exchange e = ((IStrategyDataProvider)this).GetExchange(ti.Exchange);
if (!e.Connect())
{
return(false);
}
ti.Ticker = e.GetTicker(ti.TickerName);
res &= e.Connect(ti);
}
return(res);
}
bool IStrategyDataProvider.Disconnect(StrategyInputInfo info)
{
if (info.Strategy is ISimulationDataProvider)
{
((ISimulationDataProvider)info.Strategy).Disconnect();
StrategySimulationData data = GetSimulationData(info.Strategy);
if (data != null)
{
data.Connected = false;
}
return(true);
}
for (int i = 0; i < info.Tickers.Count; i++)
{
TickerInputInfo ti = info.Tickers[i];
ti.Ticker.Exchange.ExitSimulationMode();
StrategySimulationData data = GetSimulationData(ti.Ticker);
if (data != null)
{
data.Connected = false;
}
}
return(true);
}
protected bool LoadDataForTickers(StrategyBase s)
{
StrategyInputInfo info = s.CreateInputInfo();
for (int i = 0; i < info.Tickers.Count; i++)
{
TickerInputInfo ti = info.Tickers[i];
Exchange e = ((IStrategyDataProvider)this).GetExchange(ti.Exchange);
if (e == null)
{
return(false);
}
ti.Ticker = e.GetTicker(ti.TickerName);
if (ti.Ticker == null)
{
return(false);
}
StrategySimulationData data = null;
SimulationData.TryGetValue(ti.Ticker, out data);
if (data == null)
{
data = new StrategySimulationData()
{
Ticker = ti.Ticker, Exchange = e, Strategy = s, TickerInfo = ti
}
}
;
if (!string.IsNullOrEmpty(ti.TickerSimulationDataFile))
{
data.UseTickerSimulationDataFile = true;
if (!ti.Ticker.CaptureDataHistory.Load(ti.TickerSimulationDataFile))
{
return(false);
}
data.CaptureDataHistory = ti.Ticker.CaptureDataHistory;
}
else
{
if (ti.UseKline)
{
if (data.CandleStickData == null)
{
data.CandleStickData = DownloadCandleStickData(ti);
}
data.CopyCandleSticksFromLoaded();
if (data.CandleStickData.Count == 0)
{
return(false);
}
}
data.OrderBook = DownloadOrderBook(ti);
if (data.OrderBook == null)
{
return(false);
}
}
if (!SimulationData.ContainsKey(ti.Ticker))
{
SimulationData.Add(ti.Ticker, data);
}
}
return(true);
}
