private static async Task LoadStrategies()
{
var iStrategyTypes = GetIStrategyTypes();
var iStrategyNames = GetIStrategyNames();
var initializeTasks = new List <Task>();
Logger.LogInformation($"Initializing strategies.");
foreach (var strategyName in appSettings.strategies)
{
if (iStrategyNames.Contains(strategyName))
{
var strategyType = iStrategyTypes.Where(t => t.Name == strategyName).First();
var strategy = Activator.CreateInstance(strategyType) as IStrategy;
var task = Task.Run(async() =>
{
Logger.LogDebug($"Initializing: {strategyName}");
await strategy.Initialize();
});
initializeTasks.Add(task);
foreach (var symbol in strategy.Subscriptions)
{
var security = Securities.GetOrAdd(symbol, new Security(symbol));
security.OnMinuteAggReceived += strategy.OnDataReceived;
}
}
}
if (Securities.Count > 0)
{
Task.WaitAll(initializeTasks.ToArray());
// TODO: No longer outputing the correct information, fix
var jsonNames = JsonConvert.SerializeObject(Securities.Select(s => s.Value.GetType().Name));
Logger.LogInformation($"Initialized strategies: {jsonNames}");
}
else
{
Logger.LogError("No strategies found.");
await StopAsync();
}
}