public void Attach(EventBus bus)
{
EventQueue eventQueue = new EventQueue(1, 0, 2, 25000);
eventQueue.name = "attached";
eventQueue.Enqueue(new OnQueueOpened());
bus.dataPipe.Add(eventQueue);
this.attached[this.attached_count++] = eventQueue;
}
public EventManager(Framework framework, EventBus bus)
{
this.framework = framework;
this.bus = bus;
this.factory = new BarFactory(framework);
this.dispatcher = new EventDispatcher(framework);
this.handler[107] = new EventManager.OnEventHandler(this.OnSimulatorStart);
this.handler[108] = new EventManager.OnEventHandler(this.OnSimulatorStop);
this.handler[109] = new EventManager.OnEventHandler(this.OnSimulatorProgress);
this.handler[2] = new EventManager.OnEventHandler(this.OnBid);
this.handler[3] = new EventManager.OnEventHandler(this.OnAsk);
this.handler[4] = new EventManager.OnEventHandler(this.OnTrade);
this.handler[6] = new EventManager.OnEventHandler(this.OnBar);
this.handler[8] = new EventManager.OnEventHandler(this.OnLevel2Snapshot);
this.handler[9] = new EventManager.OnEventHandler(this.OnLevel2Update);
this.handler[23] = new EventManager.OnEventHandler(this.OnNews);
this.handler[22] = new EventManager.OnEventHandler(this.OnFundamental);
this.handler[13] = new EventManager.OnEventHandler(this.OnExecutionReport);
this.handler[116] = new EventManager.OnEventHandler(this.OnOrderStatusChanged);
this.handler[117] = new EventManager.OnEventHandler(this.OnOrderPartiallyFilled);
this.handler[118] = new EventManager.OnEventHandler(this.OnOrderFilled);
this.handler[119] = new EventManager.OnEventHandler(this.OnOrderReplaced);
this.handler[120] = new EventManager.OnEventHandler(this.OnOrderCancelled);
this.handler[121] = new EventManager.OnEventHandler(this.OnOrderDone);
this.handler[113] = new EventManager.OnEventHandler(this.OnFill);
this.handler[110] = new EventManager.OnEventHandler(this.OnPositionOpened);
this.handler[111] = new EventManager.OnEventHandler(this.OnPositionClosed);
this.handler[112] = new EventManager.OnEventHandler(this.OnPositionChanged);
this.handler[15] = new EventManager.OnEventHandler(this.OnReminder);
this.handler[50] = new EventManager.OnEventHandler(this.OnGroup);
this.handler[52] = new EventManager.OnEventHandler(this.OnGroupEvent);
this.handler[130] = new EventManager.OnEventHandler(this.OnHistoricalData);
this.handler[131] = new EventManager.OnEventHandler(this.OnHistoricalDataEnd);
this.handler[140] = new EventManager.OnEventHandler(this.OnAccountData);
if (bus != null)
{
this.thread = new Thread(new ThreadStart(this.ThreadRun));
this.thread.Name = "Event Manager Thread";
this.thread.IsBackground = true;
this.thread.Start();
}
}
public Framework(string name, EventBus externalBus, InstrumentServer instrumentServer, DataServer dataServer = null)
{
this.isExternalDataQueue = true;
this.name = name;
this.LoadConfiguration();
this.clock = new Clock(this, ClockMode.Realtime, false);
this.eventBus = new EventBus(this, EventBusMode.Realtime);
this.eventBus.reminderQueue = this.clock.reminderQueue;
externalBus.Attach(this.eventBus);
this.eventServer = new EventServer(this, this.eventBus);
this.eventManager = new EventManager(this, this.eventBus);
this.streamerManager = new StreamerManager();
this.streamerManager.Add(new DataObjectStreamer());
this.streamerManager.Add(new InstrumentStreamer());
this.streamerManager.Add(new BidStreamer());
this.streamerManager.Add(new AskStreamer());
this.streamerManager.Add(new QuoteStreamer());
this.streamerManager.Add(new TradeStreamer());
this.streamerManager.Add(new BarStreamer());
this.streamerManager.Add(new Level2SnapshotStreamer());
this.streamerManager.Add(new Level2UpdateStreamer());
this.streamerManager.Add(new NewsStreamer());
this.streamerManager.Add(new FundamentalStreamer());
this.streamerManager.Add(new DataSeriesStreamer());
this.instrumentServer = instrumentServer;
this.instrumentManager = new InstrumentManager(this, instrumentServer);
this.dataServer = dataServer;
this.dataManager = new DataManager(this, dataServer);
this.providerManager = new ProviderManager(this, null, new ExecutionSimulator(this));
this.eventLoggerManager = new EventLoggerManager();
this.orderManager = new OrderManager(this);
this.portfolioManager = new PortfolioManager(this);
this.strategyManager = new StrategyManager(this);
this.groupManager = new GroupManager(this);
this.currencyConverter = new CurrencyConverter(this);
this.dataFileManager = new DataFileManager(Installation.DataDir.FullName);
if (Framework.currentFramework == null)
{
Framework.currentFramework = this;
}
}
public Framework(string name = "", bool createServers = true)
{
this.name = name;
this.LoadConfiguration();
this.eventBus = new EventBus(this, EventBusMode.Realtime);
this.clock = new Clock(this, ClockMode.Realtime, false);
this.eventBus.reminderQueue = this.clock.reminderQueue;
this.eventServer = new EventServer(this, this.eventBus);
this.eventManager = new EventManager(this, this.eventBus);
this.streamerManager = new StreamerManager();
this.streamerManager.Add(new DataObjectStreamer());
this.streamerManager.Add(new InstrumentStreamer());
this.streamerManager.Add(new BidStreamer());
this.streamerManager.Add(new AskStreamer());
this.streamerManager.Add(new QuoteStreamer());
this.streamerManager.Add(new TradeStreamer());
this.streamerManager.Add(new BarStreamer());
this.streamerManager.Add(new Level2SnapshotStreamer());
this.streamerManager.Add(new Level2UpdateStreamer());
this.streamerManager.Add(new NewsStreamer());
this.streamerManager.Add(new FundamentalStreamer());
this.streamerManager.Add(new DataSeriesStreamer());
if (createServers)
{
if (this.configuration.IsInstrumentFileLocal)
{
this.instrumentServer = new FileInstrumentServer(this, this.configuration.InstrumentFileName, null);
}
else
{
this.instrumentServer = new FileInstrumentServer(this, "instruments.quant", this.configuration.InstrumentFileHost);
}
this.instrumentManager = new InstrumentManager(this, this.InstrumentServer);
if (this.configuration.IsDataFileLocal)
{
this.dataServer = new FileDataServer(this, this.configuration.DataFileName, null);
}
else
{
this.dataServer = new FileDataServer(this, "data.quant", this.configuration.DataFileHost);
}
this.dataManager = new DataManager(this, this.dataServer);
}
this.providerManager = new ProviderManager(this, null, new ExecutionSimulator(this));
this.eventLoggerManager = new EventLoggerManager();
this.subscriptionManager = new SubscriptionManager(this);
this.orderManager = new OrderManager(this);
this.portfolioManager = new PortfolioManager(this);
this.strategyManager = new StrategyManager(this);
this.groupManager = new GroupManager(this);
this.accountDataManager = new AccountDataManager(this);
this.currencyConverter = new CurrencyConverter(this);
this.dataFileManager = new DataFileManager(Installation.DataDir.FullName);
if (Framework.currentFramework == null)
{
Framework.currentFramework = this;
}
}
public EventServer(Framework framework, EventBus bus)
{
this.framework = framework;
this.bus = bus;
}
public EventServer(Framework framework, EventBus bus)
{
this.framework = framework;
this.bus = bus;
}
public void Attach(EventBus bus)
{
}
