protected StrategyBase(string name, string description)
{
this.metaStrategyBase = null;
this.name = name;
this.description = description;
this.isEnabled = true;
this.isActive = true;
this.ReportManager = (StrategyComponentManager.GetComponent("{5E7810DC-C9C1-427f-8CD9-1DFFE26E59B5}", this) as ReportManager);
this.MarketManager = (StrategyComponentManager.GetComponent("{849E4CFE-C19E-4d1e-899D-0BB26DB12AAD}", this) as MarketManager);
this.portfolio = PortfolioManager.Portfolios[name];
if (this.portfolio == null)
{
this.portfolio = new Portfolio(name);
}
this.tester = new LiveTester(this.portfolio);
this.stops = new StopList();
this.triggers = new TriggerList();
this.marketDataProvider = null;
this.executionProvider = null;
this.newsProvider = null;
this.executionService = null;
this.orders = new OrderTable();
this.global = new Hashtable();
this.activeInstruments = new InstrumentList();
this.barSliceManager = new BarSliceManager();
this.componentTypeList = new List <ComponentType>();
this.componentTypeList.Add(ComponentType.MarketManager);
this.componentTypeList.Add(ComponentType.ReportManager);
this.activeStops = new Dictionary <Instrument, List <StopBase> >();
this.portfolios = new Dictionary <Instrument, Portfolio>();
this.testers = new Dictionary <Instrument, LiveTester>();
this.statisticsPerInstrumentEnabled = false;
}
public ATSStrategy(string name, string description) : base(name, description)
{
this.ATSCrossComponent = (StrategyComponentManager.GetComponent("{E70A6417-E7FA-4ec1-BC16-B03DE53C6E85}", this) as ATSCrossComponent);
this.ATSComponent = (StrategyComponentManager.GetComponent("{AC3C53E2-6C94-4718-A5D8-8A475D8B4EB7}", this) as ATSComponent);
this.atsComponents = new Dictionary <Instrument, ATSComponent>();
this.componentTypeList.Add(ComponentType.ATSComponent);
this.componentTypeList.Add(ComponentType.ATSCrossComponent);
}
public MetaStrategy(string name) : base(name)
{
this.MetaExposureManager = (StrategyComponentManager.GetComponent("{2DBD0B38-8399-4d0b-9FAA-7C29FC1462BC}", this) as MetaExposureManager);
this.ExecutionManager = (StrategyComponentManager.GetComponent("{D106D35A-E1E4-4e86-8869-846289E98232}", this) as ExecutionManager);
this.MetaRiskManager = (StrategyComponentManager.GetComponent("{521B9C4F-01AE-4488-B4A5-104027D06BB8}", this) as MetaRiskManager);
this.signals = new SignalList();
this.componentTypeList.Add(ComponentType.MetaRiskManager);
this.componentTypeList.Add(ComponentType.MetaExposureManager);
this.componentTypeList.Add(ComponentType.ExecutionManager);
}
public Strategy(string name, string description) : base(name, description)
{
this.CrossExit = (StrategyComponentManager.GetComponent("{D779BA8E-C0CA-44cf-8745-99105365882F}", this) as CrossExit);
this.CrossEntry = (StrategyComponentManager.GetComponent("{664274F3-FDE1-46da-A84F-556E4A0EB170}", this) as CrossEntry);
this.Entry = (StrategyComponentManager.GetComponent("{94FAFF9D-5281-4c67-A599-B893F1F58B38}", this) as Entry);
this.Exit = (StrategyComponentManager.GetComponent("{6FEE0044-0FD2-418d-94E6-400834BEE5D3}", this) as Exit);
this.MoneyManager = (StrategyComponentManager.GetComponent("{9637DF40-0F84-46e3-AC54-0EC2D2CE2699}", this) as MoneyManager);
this.RiskManager = (StrategyComponentManager.GetComponent("{BE0176A8-3BBD-407c-814A-D5A3E3437899}", this) as RiskManager);
this.ExposureManager = (StrategyComponentManager.GetComponent("{0449D7E3-2016-47f6-9B80-C787B3E0F18F}", this) as ExposureManager);
this.entries = new Dictionary <Instrument, Entry>();
this.exits = new Dictionary <Instrument, Exit>();
this.moneyManagers = new Dictionary <Instrument, MoneyManager>();
this.riskManagers = new Dictionary <Instrument, RiskManager>();
this.componentTypeList.Add(ComponentType.Entry);
this.componentTypeList.Add(ComponentType.Exit);
this.componentTypeList.Add(ComponentType.CrossEntry);
this.componentTypeList.Add(ComponentType.CrossExit);
this.componentTypeList.Add(ComponentType.RiskManager);
this.componentTypeList.Add(ComponentType.MoneyManager);
this.componentTypeList.Add(ComponentType.ExposureManager);
}
public static IComponentBase GetComponent(string guid, object issuer)
{
return(StrategyComponentManager.GetComponent(new Guid(guid), issuer));
}
public static IComponentBase GetDefaultComponent(ComponentType type, object issuer)
{
if (type <= ComponentType.MetaExposureManager)
{
if (type <= ComponentType.MoneyManager)
{
switch (type)
{
case ComponentType.Entry:
return(StrategyComponentManager.GetComponent("{94FAFF9D-5281-4c67-A599-B893F1F58B38}", issuer));
case (ComponentType)3:
break;
case ComponentType.Exit:
return(StrategyComponentManager.GetComponent("{6FEE0044-0FD2-418d-94E6-400834BEE5D3}", issuer));
default:
if (type == ComponentType.ExposureManager)
{
return(StrategyComponentManager.GetComponent("{0449D7E3-2016-47f6-9B80-C787B3E0F18F}", issuer));
}
if (type == ComponentType.MoneyManager)
{
return(StrategyComponentManager.GetComponent("{9637DF40-0F84-46e3-AC54-0EC2D2CE2699}", issuer));
}
break;
}
}
else if (type <= ComponentType.MarketManager)
{
if (type == ComponentType.RiskManager)
{
return(StrategyComponentManager.GetComponent("{BE0176A8-3BBD-407c-814A-D5A3E3437899}", issuer));
}
if (type == ComponentType.MarketManager)
{
return(StrategyComponentManager.GetComponent("{849E4CFE-C19E-4d1e-899D-0BB26DB12AAD}", issuer));
}
}
else
{
if (type == ComponentType.OptimizationManager)
{
return(StrategyComponentManager.GetComponent("{A4D510F9-13DB-4b4c-9557-BC6A48A25D0B}", issuer));
}
if (type == ComponentType.MetaExposureManager)
{
return(StrategyComponentManager.GetComponent("{2DBD0B38-8399-4d0b-9FAA-7C29FC1462BC}", issuer));
}
}
}
else if (type <= ComponentType.MetaRiskManager)
{
if (type <= ComponentType.ExecutionManager)
{
if (type == ComponentType.SimulationManager)
{
return(StrategyComponentManager.GetComponent("{872476E5-3774-4687-828F-34978288A6E0}", issuer));
}
if (type == ComponentType.ExecutionManager)
{
return(StrategyComponentManager.GetComponent("{D106D35A-E1E4-4e86-8869-846289E98232}", issuer));
}
}
else
{
if (type == ComponentType.MetaMoneyManager)
{
return(StrategyComponentManager.GetComponent("{FED5076A-C710-4d3a-B134-3D9D32B8B248}", issuer));
}
if (type == ComponentType.MetaRiskManager)
{
return(StrategyComponentManager.GetComponent("{521B9C4F-01AE-4488-B4A5-104027D06BB8}", issuer));
}
}
}
else if (type <= ComponentType.ATSComponent)
{
if (type == ComponentType.ReportManager)
{
return(StrategyComponentManager.GetComponent("{5E7810DC-C9C1-427f-8CD9-1DFFE26E59B5}", issuer));
}
if (type == ComponentType.ATSComponent)
{
return(StrategyComponentManager.GetComponent("{AC3C53E2-6C94-4718-A5D8-8A475D8B4EB7}", issuer));
}
}
else
{
if (type == ComponentType.CrossEntry)
{
return(StrategyComponentManager.GetComponent("{664274F3-FDE1-46da-A84F-556E4A0EB170}", issuer));
}
if (type == ComponentType.ATSCrossComponent)
{
return(StrategyComponentManager.GetComponent("{E70A6417-E7FA-4ec1-BC16-B03DE53C6E85}", issuer));
}
}
return(null);
}
