Example #1
0
            public OptimizationEmulationConnector(ISecurityProvider securityProvider, IEnumerable <Portfolio> portfolios, IStorageRegistry storageRegistry)
                : base(securityProvider, portfolios, storageRegistry)
            {
                Adapter = new BasketEmulationAdapter(this);
                Adapter.InnerAdapters.Add(EmulationAdapter);
                Adapter.InnerAdapters.Add(HistoryMessageAdapter);

                Adapter.LatencyManager    = null;
                Adapter.CommissionManager = null;
                Adapter.PnLManager        = null;
                Adapter.SlippageManager   = null;
            }
Example #2
0
            public OptimizationEmulationConnector(ISecurityProvider securityProvider, IEnumerable <Portfolio> portfolios, IStorageRegistry storageRegistry, StorageFormats format, IMarketDataDrive drive)
                : base(securityProvider, portfolios, storageRegistry)
            {
                Adapter = new BasketEmulationAdapter(this);
                Adapter.InnerAdapters.Add(EmulationAdapter);
                Adapter.InnerAdapters.Add(HistoryMessageAdapterEx);

                Adapter.LatencyManager    = null;
                Adapter.CommissionManager = null;
                Adapter.PnLManager        = null;
                Adapter.SlippageManager   = null;

                HistoryMessageAdapter.StorageFormat = format;
                HistoryMessageAdapter.Drive         = drive;
            }