protected override void SetupInitialize(IEngineHub myEngineHub, IEngineContainer engineContainer, int engineID, bool setupGui)
{
base.SetupInitialize(myEngineHub, engineContainer, engineID, setupGui);
m_Hub = (Hub)myEngineHub;
this.m_Log = m_Hub.Log; // set up our logging
this.m_ExecutionContainer = (ExecutionContainer)engineContainer;
}
//
//
protected override void SetupInitialize(IEngineHub myEngineHub, IEngineContainer engineContainer, int engineID, bool setupGui)
{
base.SetupInitialize(myEngineHub, engineContainer, engineID, setupGui);
ExecutionContainer execContainer = (ExecutionContainer)engineContainer;
execContainer.TryAddEngine(m_Hedger); // add my sub engines to the container.
execContainer.TryAddEngine(m_HedgeRuleManager);
}
//
// *************************************************************
// **** Setup Initialize() ****
// *************************************************************
/// <summary>
/// Since I depend critically on an OrderBookHub, I will look for them now.
/// </summary>
/// <param name="myEngineHub"></param>
/// <param name="engineContainer"></param>
/// <param name="engineID"></param>
/// <param name="setupGui"></param>
protected override void SetupInitialize(IEngineHub myEngineHub, IEngineContainer engineContainer, int engineID, bool setupGui)
{
base.SetupInitialize(myEngineHub, engineContainer, engineID, false);
EngineGui engineGui = base.SetupGuiTemplates();
engineGui.LowerHudFullName = typeof(OrderEngineHud).FullName;
// Collect services that I need.
m_Hub = (Hub)myEngineHub;
this.Log = m_Hub.Log;
m_ExecutionContainer = (ExecutionContainer)engineContainer;
}// SetupInitialize()
public void Execution(ExecutionContainer e)
{
if (!letterMatrix.ignore)
{
executeCounter++;
if (/*executesMadeCounter < executeCounter*/ true)
{
letterMatrix.currentBlockDone = true;
e?.Invoke();
executesMadeCounter++;
}
}
}
//
//
protected override void SetupInitialize(IEngineHub myEngineHub, IEngineContainer engineContainer, int engineID, bool setupGui)
{
this.m_EngineName = string.Format("HedgeRuleManager:{0}", m_QuoterLeg.m_PriceLeg.InstrumentName);
base.SetupInitialize(myEngineHub, engineContainer, engineID, setupGui);
m_Hedger = m_QuoterLeg.m_Hedger;
m_Log = ((ExecutionHub)myEngineHub).Log;
ExecutionContainer execContainer = (ExecutionContainer)engineContainer;
m_HedgeRules.OrderBy(x => x.RuleNumber); // sort our list by the rule number, so they get called in order!
foreach (HedgeRule rule in m_HedgeRules) // check that they are all unique, and add them to our container
{
if (!m_PriorityToRule.ContainsKey(rule.RuleNumber))
{
m_PriorityToRule.Add(rule.RuleNumber, rule);
execContainer.TryAddEngine((Engine)rule); // add my sub engines to the container.
}
else
{
m_Log.NewEntry(LogLevel.Error, "HedgeRuleManager: Failed to find unique hedge rules");
throw new Exception("HedgeRuleManager: Failed to find unique hedge rules");
}
}
}
