Example #1
0
		private void Init(SmartQuant.Instruments.Portfolio sq_Portfolio, SmartQuant.Instruments.Portfolio sq_MetaPortfolio, SmartQuant.Instruments.Instrument sq_Instrument, DataRequests strategyRequests, string strategyName, IStrategyLogManager strategyLogManager)
		{
			this.sq_Instrument = sq_Instrument;
			this.instrument = (Map.SQ_OQ_Instrument[sq_Instrument] as Instrument);
			this.portfolio = (Map.SQ_OQ_Portfolio[sq_Portfolio] as Portfolio);
			this.metaPortfolio = (Map.SQ_OQ_Portfolio[sq_MetaPortfolio] as Portfolio);
			this.performance = new Performance(this.portfolio);
			this.metaPerformance = new Performance(this.metaPortfolio);
			this.dataRequests = strategyRequests;
			this.strategyName = strategyName;
			this.strategyLogManager = strategyLogManager;
		}
Example #2
0
 private void Init(FreeQuant.Instruments.Portfolio sq_Portfolio, FreeQuant.Instruments.Portfolio sq_MetaPortfolio, FreeQuant.Instruments.Instrument sq_Instrument, DataRequests strategyRequests, string strategyName, IStrategyLogManager strategyLogManager)
 {
   this.sq_Instrument = sq_Instrument;
   this.instrument = Map.FQ_OQ_Instrument[(object) sq_Instrument] as Instrument;
   this.portfolio = Map.FQ_OQ_Portfolio[(object) sq_Portfolio] as Portfolio;
   this.metaPortfolio = Map.FQ_OQ_Portfolio[(object) sq_MetaPortfolio] as Portfolio;
   this.performance = new Performance(this.portfolio);
   this.metaPerformance = new Performance(this.metaPortfolio);
   this.dataRequests = strategyRequests;
   this.strategyName = strategyName;
   this.strategyLogManager = strategyLogManager;
 }