Dictionary <int, int> _bar_con_map; //DbBarId to contract
public MarketDataDownloader(int strategy_id, string config, IBApi.EClientInterface socket)
: base(strategy_id, config, socket)
{
_db = DBAccess.DBAccess.instance;
_tg = TickerGenerator.instance;
_msg = Messenger.instance;
fromConfig(config);
}
public Strategy(int strategy_id, string config, IBApi.EClientInterface socket)
{
_socket = socket;
id = strategy_id;
XmlDocument xml = new XmlDocument();
xml.LoadXml(config);
XmlNode xn1 = xml.SelectSingleNode("/Config");
XmlNode common = xn1.SelectSingleNode("Common");
_time_zone = common["TimeZone"].InnerText;
_zone = mapDotNetTimeZone(_time_zone);
_start_time = TimeSpan.Parse(common["StartTime"].InnerText);
_end_time = TimeSpan.Parse(common["EndTime"].InnerText);
_calendar_name = common["Calendar"].InnerText;
_calendar = mapCalendar(_calendar_name);
if (common.SelectSingleNode("BarType") == null)
{
_bar_type = "TRADES";
}
else
{
_bar_type = (common["BarType"].InnerText).ToUpper();
}
_db = DBAccess.DBAccess.instance;
_tg = TickerGenerator.instance;
_tm = ThreadManager.instance;
_mm = MarketDataManager.instance;
_om = OrderManager.instance;
_msg = Messenger.instance;
_realtimeBarEvent = _tm.createEvent();
_reqContractMap = new Dictionary <int, int>();
_contractReqMap = new Dictionary <int, int>();
_contracts = new List <int>();
_contractDetailMap = new Dictionary <int, ContractDetails>();
}
