// PRIVATE STATIC
//--------------------------------------
// Methods
//--------------------------------------
// PUBLIC
///<summary>
/// Constructor
///</summary>
public WoodenBarWithWine(IBarFactory aIBarFactory)
{
//
//Debug.Log ("WoodenBarWithWine.constructor()");
_tables_gameobjects = aIBarFactory.createTables();
_drinks_gameobjects = aIBarFactory.createDrinks();
}
public Foo(IBarFactory barFactory, IAsyncClassFactory asyncClassFactory)
{
string name = "This is from Foo";
Bar = barFactory.Create(name);
Task.Run(async() =>
{
ClassAsync = asyncClassFactory.Create(Bar);
await ClassAsync.InitializeAsync();
}).Wait();
}
private void Init(MarketDataProvider provider, string NewBarOpen, string NewBar, string NewMarketBar)
{
_NewBar = NewBar;
_NewBarOpen = NewBarOpen;
_NewMarketBar = NewMarketBar;
//得到OpenQuant.API.MarketDataProvider内的SmartQuant.Providers.IMarketDataProvider接口
marketDataProvider = (IMarketDataProvider)provider.GetType().GetField("provider", BindingFlags.NonPublic | BindingFlags.Instance).GetValue(provider);
factory = marketDataProvider.BarFactory;
// 遍历，得到对应的事件
foreach (var e in marketDataProvider.GetType().GetFields(BindingFlags.Instance | BindingFlags.NonPublic))
{
switch (e.FieldType.ToString())
{
case "SmartQuant.Providers.QuoteEventHandler":
NewQuoteField = e;
// 很遗憾，不能提前在保存下来
//(MulticastDelegate)NewQuoteField.GetValue(marketDataProvider);
break;
case "SmartQuant.Providers.TradeEventHandler":
NewTradeField = e;
break;
case "SmartQuant.Providers.BarEventHandler":
// 有三个这样的事件，怎么识别呢？
// 由于混淆了代码，没法识别，只能人工先判断
// 判断的方法，1.断点，
// 2.模拟下的 v8UpctWIWM(SeriesObjectEventArgs args1)
if (e.Name == _NewBarOpen)
{
NewBarOpenField = e;
}
else if (e.Name == _NewBar)
{
NewBarField = e;
}
else if (e.Name == _NewMarketBar)
{
NewMarketBarField = e;
}
else
{
Console.WriteLine("{0} 没有识别出来，需人工处理！", e.Name);
}
break;
}
}
}
private void Init(MarketDataProvider provider, string NewBarOpen, string NewBar, string NewMarketBar)
{
_NewBar = NewBar;
_NewBarOpen = NewBarOpen;
_NewMarketBar = NewMarketBar;
//得到OpenQuant.API.MarketDataProvider内的SmartQuant.Providers.IMarketDataProvider接口
marketDataProvider = (IMarketDataProvider)provider.GetType().GetField("provider", BindingFlags.NonPublic | BindingFlags.Instance).GetValue(provider);
factory = marketDataProvider.BarFactory;
// 遍历，得到对应的事件
foreach (var e in marketDataProvider.GetType().GetFields(BindingFlags.Instance | BindingFlags.NonPublic))
{
switch (e.FieldType.ToString())
{
case "SmartQuant.Providers.QuoteEventHandler":
NewQuoteField = e;
// 很遗憾，不能提前在保存下来
//(MulticastDelegate)NewQuoteField.GetValue(marketDataProvider);
break;
case "SmartQuant.Providers.TradeEventHandler":
NewTradeField = e;
break;
case "SmartQuant.Providers.BarEventHandler":
// 有三个这样的事件，怎么识别呢？
// 由于混淆了代码，没法识别，只能人工先判断
// 判断的方法，1.断点，
// 2.模拟下的 v8UpctWIWM(SeriesObjectEventArgs args1)
if (e.Name == _NewBarOpen)
{
NewBarOpenField = e;
}
else if (e.Name == _NewBar)
{
NewBarField = e;
}
else if (e.Name == _NewMarketBar)
{
NewMarketBarField = e;
}
else
{
Console.WriteLine("{0} 没有识别出来，需人工处理！", e.Name);
}
break;
}
}
}
public ExtMarketDataFilter(MarketDataProvider provider)
{
//得到OpenQuant.API.MarketDataProvider内的SmartQuant.Providers.IMarketDataProvider接口
marketDataProvider = (IMarketDataProvider)provider.GetType().GetField("provider", BindingFlags.NonPublic | BindingFlags.Instance).GetValue(provider);
factory = marketDataProvider.BarFactory;
// 遍历，得到对应的两个事件
foreach (var e in marketDataProvider.GetType().GetFields(BindingFlags.Instance | BindingFlags.NonPublic))
{
//Console.WriteLine(e);
switch (e.FieldType.ToString())
{
case "SmartQuant.Providers.QuoteEventHandler":
NewQuoteField = e;
// 很遗憾，不能提前在保存下来
//(MulticastDelegate)NewQuoteField.GetValue(marketDataProvider);
break;
case "SmartQuant.Providers.TradeEventHandler":
NewTradeField = e;
break;
}
}
}
public ExtMarketDataFilter(MarketDataProvider provider)
{
//得到OpenQuant.API.MarketDataProvider内的SmartQuant.Providers.IMarketDataProvider接口
marketDataProvider = (IMarketDataProvider)provider.GetType().GetField("provider", BindingFlags.NonPublic | BindingFlags.Instance).GetValue(provider);
factory = marketDataProvider.BarFactory;
// 遍历，得到对应的两个事件
foreach (var e in marketDataProvider.GetType().GetFields(BindingFlags.Instance | BindingFlags.NonPublic))
{
//Console.WriteLine(e);
switch (e.FieldType.ToString())
{
case "SmartQuant.Providers.QuoteEventHandler":
NewQuoteField = e;
// 很遗憾，不能提前在保存下来
//(MulticastDelegate)NewQuoteField.GetValue(marketDataProvider);
break;
case "SmartQuant.Providers.TradeEventHandler":
NewTradeField = e;
break;
}
}
}
public override void Init()
{
//Console.WriteLine("We are in atscQT init.");
//if (null == instrument) return;
strat = base.Strategy;
ms = strat.ATSMetaStrategy;
mm = strat.MarketManager;
dsZero = new DoubleSeries("Zero");
dsZero.Color = Color.Black;
//individual = (Individual) strat.Global[ "Individual" ];
GPOptimizer gpo = (GPOptimizer)ms.Optimizer;
individual = gpo.curIndividual;
//gpstrategy.EmitSignalInit(this);
bars = new BarSeries("Bars");
dsTrade = new DoubleSeries("Trades");
smaTrades = new SMA(dsTrade, intTradeSmoothing);
dsTradeVolume = new DoubleSeries("Trade Volume");
dsBid = new DoubleSeries("Bid");
dsAsk = new DoubleSeries("Ask");
dsBidAskSpread = new DoubleSeries("Bid Ask Spread");
smaBidAskSpread = new SMA(dsBidAskSpread, intBidAskSpreadSmoothing);
dsBidAskMidPoint = new DoubleSeries("Bid Ask Midpoint");
smaBidAskMidPoint = new SMA(dsBidAskMidPoint, intBidAskSmoothing);
dsBidAskKama0 = new DoubleSeries("Bid Ask Kama 0");
dsBidAskKama1 = new DoubleSeries("Bid Ask Kama 1");
dsTradeER0 = new DoubleSeries("Trade ER 0");
dsTradeER1 = new DoubleSeries("Trade ER 1");
//dsBidAskER0 = new DoubleSeries("Bid Ask ER 0");
//dsBidAskER1 = new DoubleSeries("Bid Ask ER 1");
dsReturns = new DoubleSeries("Trade Returns");
stats = new Statistics(dsTrade);
dsKurtosis = new DoubleSeries("Kurtosis");
dsSkew = new DoubleSeries("Skew");
/*
* dtCurrentDay = new DateTime(0);
* try {
* daily = DataManager.GetDailySeries(this.instrument);
* }
* catch {
* new Exception("couldn't load ds for instrument " + instrument.Symbol);
* }
*/
DateTime dtStartingDate;
if (MetaStrategyMode.Live == strat.ATSMetaStrategy.MetaStrategyMode)
{
dtStartingDate = DateTime.Today;
string prov = "IQFeed";
IBarFactory factory = ProviderManager.MarketDataProviders[prov].BarFactory;
factory.Items.Clear();
factory.Items.Add(new BarFactoryItem(BarType.Time, 60, true));
instrument.RequestMarketData(
ProviderManager.MarketDataProviders[prov], MarketDataType.Quote);
instrument.RequestMarketData(
ProviderManager.MarketDataProviders[prov], MarketDataType.Trade);
tsStart = new TimeSpan(10, 30, 0);
tsStop = new TimeSpan(16, 55, 0);
}
else
{
dtStartingDate = strat.MetaStrategyBase.SimulationManager.EntryDate;
IBarFactory factory = ProviderManager.MarketDataProviders[1].BarFactory;
factory.Items.Clear();
factory.Items.Add(new BarFactoryItem(BarType.Time, 60, true));
tsStart = new TimeSpan(9, 30, 0);
tsStop = new TimeSpan(15, 55, 0);
}
//Console.WriteLine( "StartingDate {0}", dtStartingDate );
dtCurrentDay = dtStartingDate.Date;
/*
* Bar barDay1;
*
* int i = daily.GetIndex(dtStartingDate.Date, EIndexOption.Prev);
* barDay1 = daily[i];
* if (barDay1.DateTime.Date == dtStartingDate.Date) {
* i--; // realtime will come up with different one from simulation, depending upon what is dateset
* // ie, there is no bar or information for today, only the previous trading day
* barDay1 = daily[i];
* }
*/
}
public BarManager(CMContext context, ICocktailManager cocktailManager, IBarFactory barFactory)
{
_context = context ?? throw new ArgumentNullException(nameof(context));
_cocktailManager = cocktailManager ?? throw new ArgumentNullException(nameof(cocktailManager));
_barFactory = barFactory ?? throw new ArgumentNullException(nameof(barFactory));
}
public static void SaveProviderProperties()
{
foreach (IProvider provider in ProviderManager.providers)
{
foreach (PropertyInfo propertyInfo in provider.GetType().GetProperties())
{
if (propertyInfo.CanRead && propertyInfo.CanWrite && (propertyInfo.PropertyType.IsValueType || propertyInfo.PropertyType == typeof(string)))
{
object obj = propertyInfo.GetValue(provider, null);
// if (obj != null)
// t7qr3Pw9BqfEc7uE03.mTsjrEw5W().kGvLO8MRnR(propertyInfo.Name, propertyInfo.PropertyType, obj.ToString());
}
}
if (provider is IMarketDataProvider)
{
IBarFactory barFactory = (provider as IMarketDataProvider).BarFactory;
if (barFactory != null)
{
// r0Hb6IvhG2qUmE6ALG hb6IvhG2qUmE6Alg = t7qr3Pw9BqfEc7uE03.oFCn3DIZM();
// hb6IvhG2qUmE6Alg.WSMQ7NAan(barFactory.GetType());
// hb6IvhG2qUmE6Alg.FvwPGCHwF(barFactory.Enabled);
// hb6IvhG2qUmE6Alg.rtkz5NMi1(barFactory.Input);
// foreach (BarFactoryItem item in barFactory.Items)
// hb6IvhG2qUmE6Alg.S2sttA3GOO().pkKLYFc0JS(item);
foreach (PropertyInfo propertyInfo in barFactory.GetType().GetProperties())
{
if (propertyInfo.DeclaringType != typeof(BarFactory) && propertyInfo.CanRead && propertyInfo.CanWrite && (propertyInfo.PropertyType.IsValueType || propertyInfo.PropertyType == typeof(string)))
{
object obj = propertyInfo.GetValue(barFactory, null);
if (obj != null)
{
;
}
// hb6IvhG2qUmE6Alg.O8xtLSXFit().kGvLO8MRnR(propertyInfo.Name, propertyInfo.PropertyType, obj.ToString());
}
}
}
}
// doc.Save(Path.Combine(Framework.Installation.IniDir.FullName, PROVIDER_PROPS_FILE));
}
// CUsHnTDPJW7M4WgDtf cusHnTdpjW7M4WgDtf = new CUsHnTDPJW7M4WgDtf();
// foreach (IProvider provider in ProviderManager.rVCt6TF5nk)
// {
// t7qr3PW9BqfEC7uE03 t7qr3Pw9BqfEc7uE03 = cusHnTdpjW7M4WgDtf.UyAg6fUFwm();
// t7qr3Pw9BqfEc7uE03.X9BcqfEC7(provider.Name);
// foreach (PropertyInfo propertyInfo in provider.GetType().GetProperties())
// {
// if (propertyInfo.CanRead && propertyInfo.CanWrite && (propertyInfo.PropertyType.IsValueType || propertyInfo.PropertyType == typeof (string)))
// {
// object obj = propertyInfo.GetValue((object) provider, (object[]) null);
// if (obj != null)
// t7qr3Pw9BqfEc7uE03.mTsjrEw5W().kGvLO8MRnR(propertyInfo.Name, propertyInfo.PropertyType, obj.ToString());
// }
// }
// if (provider is IMarketDataProvider)
// {
// IBarFactory barFactory = (provider as IMarketDataProvider).BarFactory;
// if (barFactory != null)
// {
// r0Hb6IvhG2qUmE6ALG hb6IvhG2qUmE6Alg = t7qr3Pw9BqfEc7uE03.oFCn3DIZM();
// hb6IvhG2qUmE6Alg.WSMQ7NAan(barFactory.GetType());
// hb6IvhG2qUmE6Alg.FvwPGCHwF(barFactory.Enabled);
// hb6IvhG2qUmE6Alg.rtkz5NMi1(barFactory.Input);
// foreach (BarFactoryItem barFactoryItem in barFactory.Items)
// hb6IvhG2qUmE6Alg.S2sttA3GOO().pkKLYFc0JS(barFactoryItem);
// foreach (PropertyInfo propertyInfo in barFactory.GetType().GetProperties())
// {
// if (propertyInfo.DeclaringType != typeof (BarFactory) && propertyInfo.CanRead && propertyInfo.CanWrite && (propertyInfo.PropertyType.IsValueType || propertyInfo.PropertyType == typeof (string)))
// {
// object obj = propertyInfo.GetValue((object) barFactory, (object[]) null);
// if (obj != null)
// hb6IvhG2qUmE6Alg.O8xtLSXFit().kGvLO8MRnR(propertyInfo.Name, propertyInfo.PropertyType, obj.ToString());
// }
// }
// }
// }
// }
// cusHnTdpjW7M4WgDtf.Save(Framework.Installation.IniDir.FullName + GojrKtfk5NMi1fou68.a17L2Y7Wnd(614));
}
internal BarFactory(IBarFactory barFactory)
{
this.barFactory = barFactory;
}
// PRIVATE STATIC
//--------------------------------------
// Methods
//--------------------------------------
// PUBLIC
///<summary>
/// Constructor
///</summary>
public WoodenBarWithWine (IBarFactory aIBarFactory)
{
//
//Debug.Log ("WoodenBarWithWine.constructor()");
_tables_gameobjects = aIBarFactory.createTables();
_drinks_gameobjects = aIBarFactory.createDrinks();
}
public Foo(IBarFactory barFactory)
{
this.barFactory = barFactory;
}
internal BarFactory(IBarFactory barFactory)
{
this.barFactory = barFactory;
}
public BarServices(CocktailMagicianDb context, IBarFactory barFactory, IBarCocktailFactory barCocktailFactory)
{
this.context = context;
this.barFactory = barFactory;
this.barCocktailFactory = barCocktailFactory;
}
