Ejemplo n.º 1
0
Archivo: TA.cs Proyecto: jiangyimin/QTP
        public TA(Monitor monitor, TAInfo taInfo, string dllName)
        {
            this.monitor = monitor;

            this.TickTA = new TickTA(monitor);

            // Create KLines storage
            dictKS = new Dictionary<int, RList<KLine>>() 
            { 
                { 0, new RList<KLine>() }       // 缺省有日线
            };                              
            foreach (int p in TAInfo.Periods)
            {
                dictKS[p] = new RList<KLine>();
            }

            // create Formula in taInfo's List
            Assembly assembly = Assembly.LoadFrom(dllName + ".DLL");
            FList = new List<FormulaInfo>();
            foreach (FormulaInfo fi in taInfo.FList)
            {
                FormulaInfo fiClone = fi.Copy();

                Type type = assembly.GetType(string.Format("{0}.{1}_Formula", dllName, fi.Name));
                fiClone.Formula = (TAFormula)Activator.CreateInstance(type, fi.Parameters);

                FList.Add(fiClone);
            }

            BPList = taInfo.BuyPoints;
        }
Ejemplo n.º 2
0
        public Monitor(MyStrategy strategy, TInstrument target, TAInfo taInfo, string dllName)
        {
            this.strategy = strategy;
            this.target = target;

            this.ta = new TA(this, taInfo, dllName);

            this.barBuffer = new List<Bar>();
            this.tickBuffer = new List<Tick>();
        }
Ejemplo n.º 3
0
        // Create
        public MyStrategy(TStrategy s, TLogin login)
        {
            strategyT = s;
            this.gmLogin = login;

            // pm manager
            pm = (PoolManager)Activator.CreateInstance(strategyT.Pool.ManagerType, this, strategyT.Pool);
            // monitors
            TAInfo info = new TAInfo(strategyT.TAInfoParameters);           
            monitors = new Dictionary<string, Monitor>();
            foreach (TInstrument ins in strategyT.Instruments)
            {
                Monitor monitor = new Monitor(this, ins, info, strategyT.DLLName);

                symbols += ins.Symbol + ",";
                monitors.Add(ins.Symbol, monitor);

                if (monitor.Target.Symbol == pm.SymbolBench)
                    monitor.IsBench = true;
            }

            // RiskM
            riskM = new RiskM(this, strategyT.RiskMInfoParameters);

            // heartTimer
            heartTimer = new System.Timers.Timer();
            heartTimer.Elapsed += new System.Timers.ElapsedEventHandler(heartTimer_Elapsed);
            heartTimer.Interval = 1000;     // 1s
        }