public StrategyConnector(StrategyContainer strategy, DateTimeOffset startDate, DateTimeOffset stopDate, TimeSpan useCandlesTimeFrame, bool onlyInitialize)
{
if (strategy == null)
throw new ArgumentNullException(nameof(strategy));
UpdateSecurityLastQuotes = false;
UpdateSecurityByLevel1 = false;
var entityRegistry = ConfigManager.GetService<IStudioEntityRegistry>();
_strategy = strategy;
_useCandlesTimeFrame = useCandlesTimeFrame;
_onlyInitialize = onlyInitialize;
_sessionStrategy = entityRegistry.ReadSessionStrategyById(strategy.Strategy.Id);
if (_sessionStrategy == null)
throw new InvalidOperationException("sessionStrategy = null");
Id = strategy.Id;
Name = strategy.Name + " Connector";
_realConnector = (StudioConnector)ConfigManager.GetService<IStudioConnector>();
_realConnector.NewMessage += RealConnectorNewMessage;
_securityProvider = new StudioSecurityProvider();
var storageRegistry = new StudioStorageRegistry { MarketDataSettings = strategy.MarketDataSettings };
//EntityFactory = new StorageEntityFactory(entityRegistry, storageRegistry);
Adapter.InnerAdapters.Add(_historyMessageAdapter = new HistoryMessageAdapter(TransactionIdGenerator, _securityProvider)
{
StartDate = startDate,
StopDate = stopDate,
StorageRegistry = storageRegistry
});
//_historyMessageAdapter.UpdateCurrentTime(startDate);
var transactionAdapter = new PassThroughMessageAdapter(TransactionIdGenerator);
transactionAdapter.AddTransactionalSupport();
Adapter.InnerAdapters.Add(transactionAdapter);
_historyMessageAdapter.MarketTimeChangedInterval = useCandlesTimeFrame;
// при инициализации по свечкам, время меняется быстрее и таймаут должен быть больше 30с.
ReConnectionSettings.TimeOutInterval = TimeSpan.MaxValue;
//_historyMessageAdapter.BasketStorage.InnerStorages.AddRange(GetExecutionStorages());
this.LookupById(strategy.Security.Id);
new ChartAutoRangeCommand(true).Process(_strategy);
}
public StrategyEvents(SessionStrategy sessionStrategy, Action startTimer)
{
if (sessionStrategy == null)
{
throw new ArgumentNullException(nameof(sessionStrategy));
}
if (startTimer == null)
{
throw new ArgumentNullException(nameof(startTimer));
}
_strategy = sessionStrategy.Strategy;
_sessionStrategy = sessionStrategy;
_startTimer = startTimer;
_executionRegistry = _sessionStrategy.GetExecutionStorage();
SubscribeEvents();
}
public static void LoadState(this Strategy strategy, SessionStrategy sessionStrategy)
{
if (strategy == null)
{
throw new ArgumentNullException("strategy");
}
if (sessionStrategy == null)
{
throw new ArgumentNullException("sessionStrategy");
}
var storage = new SettingsStorage
{
{ "Settings", sessionStrategy.Settings },
{ "Statistics", sessionStrategy.Statistics },
{ "Positions", sessionStrategy.Positions.Select(p => p.Position).ToList() },
};
strategy.SafeLoadState(storage);
}
private void SessionStrategiesAdded(SessionStrategy sessionStrategy)
{
sessionStrategy.Positions.DelayAction = DelayAction;
if (sessionStrategy.Strategy == null)
{
sessionStrategy.Strategy = sessionStrategy.StrategyInfo.CreateStrategy(sessionStrategy.SessionType);
sessionStrategy.Strategy.Strategy.Id = sessionStrategy.StrategyId.To <Guid>();
sessionStrategy.StrategyInfo.Strategies.Add(sessionStrategy.Strategy);
}
if (_session.Type == SessionType.Battle)
{
ConfigManager
.GetService <IStrategyService>()
.InitStrategy(sessionStrategy.Strategy);
sessionStrategy.Strategy.LoadState(sessionStrategy);
}
SubscribeStrategyEvents(sessionStrategy);
}
public StrategyConnector(StrategyContainer strategy, DateTimeOffset startDate, DateTimeOffset stopDate, TimeSpan useCandlesTimeFrame, bool onlyInitialize)
{
if (strategy == null)
{
throw new ArgumentNullException("strategy");
}
UpdateSecurityLastQuotes = false;
UpdateSecurityByLevel1 = false;
var entityRegistry = ConfigManager.GetService <IStudioEntityRegistry>();
_strategy = strategy;
_useCandlesTimeFrame = useCandlesTimeFrame;
_onlyInitialize = onlyInitialize;
_sessionStrategy = entityRegistry.ReadSessionStrategyById(strategy.Strategy.Id);
if (_sessionStrategy == null)
{
throw new InvalidOperationException("sessionStrategy = null");
}
Id = strategy.Id;
Name = strategy.Name + " Connector";
_realConnector = (StudioConnector)ConfigManager.GetService <IStudioConnector>();
_realConnector.NewMessage += RealConnectorNewMessage;
EntityFactory = new StudioConnectorEntityFactory();
_securityProvider = new StudioSecurityProvider();
var session = new HistorySessionHolder(TransactionIdGenerator, _securityProvider)
{
StartDate = startDate,
StopDate = stopDate,
};
session.UpdateCurrentTime(startDate);
var storageRegistry = new StudioStorageRegistry {
MarketDataSettings = strategy.MarketDataSettings
};
MarketDataAdapter = _historyMessageAdapter = new HistoryMessageAdapter(session)
{
StorageRegistry = storageRegistry
};
TransactionAdapter = new PassThroughMessageAdapter(session);
_historyMessageAdapter.SessionHolder.MarketTimeChangedInterval = useCandlesTimeFrame;
// при инициализации по свечкам, время меняется быстрее и таймаут должен быть больше 30с.
_historyMessageAdapter.SessionHolder.ReConnectionSettings.TimeOutInterval = TimeSpan.MaxValue;
_historyMessageAdapter.BasketStorage.InnerStorages.AddRange(GetExecutionStorages());
ApplyMessageProcessor(MessageDirections.In, true, true);
ApplyMessageProcessor(MessageDirections.Out, true, true);
this.LookupById(strategy.Security.Id);
new ChartAutoRangeCommand(true).Process(_strategy);
}
