public void Execute(IContext context, ISecurity[] securities)
{
var timeStart = DateTime.Now;
var logger = new LoggerSystem(context);
var system = new MainSystem();
system.Initialize(securities, context);
system.Run();
system.Paint(context, securities.First());
var timeStop = DateTime.Now;
var time = timeStop - timeStart;
logger.Log(time.ToString());
}
public void Initialize(ISecurity[] securities, IContext ctx)
{
var logger = new LoggerSystem(ctx);
var securityFirst = securities.First();
if (IsLaboratory(securityFirst))
{
account = new AccountLab(securityFirst);
}
else
{
account = new AccountReal(securityFirst);
}
var securityList = new List <Security>();
this.securityFirst = new SecurityTSlab(securityFirst);
securityList.Add(this.securityFirst);
var globalMoneyManager = new GlobalMoneyManagerReal(account, riskValuePrcnt: 1.00);
globalMoneyManager.Logger = logger;
var localMoneyManagerRuble = new LocalMoneyManager(globalMoneyManager, account, Currency.Ruble);
//tradingSystems = new List<TradingSystemPivotPointsTwoTimeFrames>();
tradingSystems = new List <TradingSystemPivotPointsEMA>();
double comission;
AbsolutCommission comis;
TradingSystemPivotPointsEMA ts;
//tradingSystems.Add(new TradingSystemPivotPointsTwoTimeFrames(localMoneyManagerRuble, account, this.securityFirst));
ts = new TradingSystemPivotPointsEMA(localMoneyManagerRuble, account, this.securityFirst);//si-5min
ts.Logger = logger;
tradingSystems.Add(ts);
comission = 1.15 * 2;
//comission = 1 * 2;
comis = new AbsolutCommission()
{
Commission = comission
};
comis.Execute(securities[0]);
////tradingSystems.Add(new TradingSystemPivotPointsTwoTimeFrames(localMoneyManagerRuble, account, new Se)curityTSlab(securities[1])));
//ts = new TradingSystemPivotPointsEMA(localMoneyManagerRuble, account, new SecurityTSlab(securities[1]));//sbrf-5min
//tradingSystems.Add(ts);
//ts.Logger = logger;
//tradingSystems.Add(ts);
//comission = 2.02 * 2;
////comission = 2 * 2;
//comis = new AbsolutCommission() { Commission = comission };
//comis.Execute(securities[1]);
//ts = new TradingSystemPivotPointsEMA(localMoneyManagerRuble, account, new SecurityTSlab(securities[2]));//gazr-5min
//tradingSystems.Add(ts);
//ts.Logger = logger;
//tradingSystems.Add(ts);
//comission = 2.02 * 2;
////comission = 2 * 2;
//comis = new AbsolutCommission() { Commission = comission };
//comis.Execute(securities[1]);
//ts = new TradingSystemPivotPointsEMA(localMoneyManagerRuble, account, new SecurityTSlab(securities[3]));//lkoh-5min
//tradingSystems.Add(ts);
//ts.Logger = logger;
//tradingSystems.Add(ts);
//comission = 2.02 * 2;
////comission = 2 * 2;
//comis = new AbsolutCommission() { Commission = comission };
//comis.Execute(securities[1]);
//ts = new TradingSystemPivotPointsEMA(localMoneyManagerRuble, account, new SecurityTSlab(securities[4]));//mxi-5min
//tradingSystems.Add(ts);
//ts.Logger = logger;
//tradingSystems.Add(ts);
//comission = 2.02 * 2;
////comission = 2 * 2;
//comis = new AbsolutCommission() { Commission = comission };
//comis.Execute(securities[1]);
//ts = new TradingSystemPivotPointsEMA(localMoneyManagerRuble, account, new SecurityTSlab(securities[5]));//silv-5min
//tradingSystems.Add(ts);
//ts.Logger = logger;
//tradingSystems.Add(ts);
//comission = 2.02 * 2;
////comission = 2 * 2;
//comis = new AbsolutCommission() { Commission = comission };
//comis.Execute(securities[1]);
//tradingSystem.Logger = logger;
account.Logger = logger;
this.ctx = ctx;
context = new ContextTSLab(ctx);
var acc = account as AccountLab;
acc.Initialize(securityList);
}