void IStringifiable.AddSubElement(IStringifiable subElement)
{
base.AddSubElement(subElement);
Type type = subElement.GetType();
if (type == typeof(PriceLeg))
{
m_PriceLeg = (PriceLeg)subElement;
this.m_EngineName = string.Format("QuoterLeg:{0}", m_PriceLeg.InstrumentName.ToString()); // set our name.
}
else if (type == typeof(Hedger))
{
m_Hedger = (Hedger)subElement;
m_Hedger.m_SpreaderLeg = this; // give pointer to ourself
}
else if (type == typeof(HedgeRuleManager))
{
m_HedgeRuleManager = (HedgeRuleManager)subElement;
m_HedgeRuleManager.m_QuoterLeg = this;
}
}
//
//
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;
ThreadContainer execContainer = (ThreadContainer)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");
}
}
}
