public void Add(Group group)
{
group.Id = Interlocked.Increment(ref this.counter);
GroupById.Add(group.Id, group);
Groups.Add(group);
group.Framework = this.framework;
this.framework.EventServer.OnLog(group);
}
public override object Read(BinaryReader reader, byte version)
{
var gname = reader.ReadString();
var id = reader.ReadInt32();
var group = new Group(gname);
group.Id = id;
int count = reader.ReadInt32();
for (int i = 0; i < count; ++i)
{
var name = reader.ReadString();
var type = reader.ReadByte();
object obj = this.streamerManager.Deserialize(reader);
group.Add(name, type, obj);
}
return group;
}
protected override void OnStrategyStart()
{
//
barChartGroup = new Group("Bars");
barChartGroup.Add("Pad", 0);
barChartGroup.Add("SelectorKey", Instrument.Symbol);
//
fillChartGroup = new Group("Fills");
fillChartGroup.Add("Pad", 0);
fillChartGroup.Add("SelectorKey", Instrument.Symbol);
//
GroupManager.Add(barChartGroup);
GroupManager.Add(fillChartGroup);
}
private void AddGroups()
{
// Create bars group.
barsGroup = new Group("Bars");
barsGroup.Add("Pad", DataObjectType.String, 0);
barsGroup.Add("SelectorKey", Instrument.Symbol);
// Create fills group.
fillGroup = new Group("Fills");
fillGroup.Add("Pad", 0);
fillGroup.Add("SelectorKey", Instrument.Symbol);
// Create equity group.
equityGroup = new Group("Equity");
equityGroup.Add("Pad", Instrument.Legs.Count + 1);
equityGroup.Add("SelectorKey", Instrument.Symbol);
// Add groups to manager.
GroupManager.Add(barsGroup);
GroupManager.Add(fillGroup);
GroupManager.Add(equityGroup);
}
public void Log(DateTime dateTime, string text, Group group)
{
EventServer.OnLog(new GroupEvent(new TextInfo(dateTime, text), group));
}
public void Log(double value, Group group)
{
EventServer.OnLog(new GroupEvent(new TimeSeriesItem(Framework.Clock.DateTime, value), group));
}
public void Log(DataObject data, Group group)
{
EventServer.OnLog(new GroupEvent(data, group));
}
public void Log(DateTime dateTime, double value, Group group)
{
EventServer.OnLog(new GroupEvent(new TimeSeriesItem(dateTime, value), group));
}
public GroupEvent(Event obj, Group group)
{
Obj = obj;
Group = group;
GroupId = group != null ? group.Id : -1;
}
public void Log(Event e, Group group)
{
EventServer.OnLog(new GroupEvent(e, group));
}
public GroupEvent(Event obj, Group group)
{
Obj = obj;
Group = group;
GroupId = group != null ? group.Id : -1;
}
public override void OnStrategyStart()
{
barsChartGroup = new Group("Bars");
barsChartGroup.Add("Pad", 0);
barsChartGroup.Add("SelectorKey", Instrument.Symbol);
// add fill group
fillChartGroup = new Group("Fills");
fillChartGroup.Add("Pad", 0);
fillChartGroup.Add("SelectorKey", Instrument.Symbol);
// add equity group
equityChartGroup = new Group("Equity");
equityChartGroup.Add("Pad", 1);
equityChartGroup.Add("SelectorKey", Instrument.Symbol);
// register groups
GroupManager.Add(barsChartGroup);
GroupManager.Add(fillChartGroup);
GroupManager.Add(equityChartGroup);
}
private void ProcessGroup(IGroupListener listener, Group group)
{
if (listener.OnNewGroup(group))
{
var list = this.listenersByGroupId[group.Id] = this.listenersByGroupId[group.Id] ?? new List<IGroupListener>();
list.Add(listener);
this.groupIdsByListener[listener].Add(group.Id);
foreach (var e in group.Events)
listener.Queue.Enqueue(e);
}
}
private void AddGroups()
{
int pad = 0;
foreach (Leg leg in spread.Legs)
{
++pad;
groups[leg.Instrument] = new Group[2];
// Create bars group.
Group barsGroup = new Group("Bars");
barsGroup.Add("Pad", DataObjectType.Int32, pad);
barsGroup.Add("SelectorKey", DataObjectType.String, spread.Symbol);
// Create fills group.
Group fillGroup = new Group("Fills");
fillGroup.Add("Pad", DataObjectType.Int32, pad);
fillGroup.Add("SelectorKey", DataObjectType.String, spread.Symbol);
// Add groups to manager.
GroupManager.Add(barsGroup);
GroupManager.Add(fillGroup);
groups[leg.Instrument][0] = barsGroup;
groups[leg.Instrument][1] = fillGroup;
}
}
protected override void OnStrategyStart()
{
//
barChartGroup = new Group("Bars");
barChartGroup.Add("Pad", DataObjectType.Int, 0);
barChartGroup.Add("SelectorKey", DataObjectType.String, "VWAP " + Instrument.Symbol);
//
fillChartGroup = new Group("Fills");
fillChartGroup.Add("Pad", DataObjectType.Int, 0);
fillChartGroup.Add("SelectorKey", DataObjectType.String, "VWAP " + Instrument.Symbol);
//
GroupManager.Add(barChartGroup);
GroupManager.Add(fillChartGroup);
}
private void AddGroups()
{
// Create bars group.
barsGroup = new Group("Bars");
barsGroup.Add("Pad", DataObjectType.String, 0);
barsGroup.Add("SelectorKey", Instrument.Symbol);
//// Create fills group.
fillGroup = new Group("Fills");
fillGroup.Add("Pad", 0);
fillGroup.Add("SelectorKey", Instrument.Symbol);
// Create equity group.
equityGroup = new Group("Equity");
equityGroup.Add("Pad", 1);
equityGroup.Add("SelectorKey", Instrument.Symbol);
// Create sma1 values group.
sma1Group = new Group("SMA1");
sma1Group.Add("Pad", 0);
sma1Group.Add("SelectorKey", Instrument.Symbol);
sma1Group.Add("Color", Color.Green);
// Create sma2 values group.
sma2Group = new Group("SMA2");
sma2Group.Add("Pad", 0);
sma2Group.Add("SelectorKey", Instrument.Symbol);
sma2Group.Add("Color", Color.Red);
// Create log monitor groups.
closeMonitorGroup = new Group("Close");
closeMonitorGroup.Add("LogName", "Close");
closeMonitorGroup.Add("StrategyName", "MyStrategy");
closeMonitorGroup.Add("Symbol", Instrument.Symbol);
openMonitorGroup = new Group("Open");
openMonitorGroup.Add("LogName", "Open");
openMonitorGroup.Add("StrategyName", "MyStrategy");
openMonitorGroup.Add("Symbol", Instrument.Symbol);
positionMonitorGroup = new Group("Position");
positionMonitorGroup.Add("LogName", "Position");
positionMonitorGroup.Add("StrategyName", "MyStrategy");
positionMonitorGroup.Add("Symbol", Instrument.Symbol);
// Add groups to manager.
GroupManager.Add(barsGroup);
GroupManager.Add(fillGroup);
GroupManager.Add(equityGroup);
GroupManager.Add(sma1Group);
GroupManager.Add(sma2Group);
GroupManager.Add(closeMonitorGroup);
GroupManager.Add(openMonitorGroup);
GroupManager.Add(positionMonitorGroup);
}
private void AddGroups()
{
// Create bars group.
Group barGroup = new Group("Bars");
barGroup.Add("Pad", DataObjectType.Int, legIndex + 2);
barGroup.Add("SelectorKey", DataObjectType.String, rootInstrument.Symbol);
// Create fills group.
Group fillGroup = new Group("Fills");
fillGroup.Add("Pad", DataObjectType.Int, legIndex + 2);
fillGroup.Add("SelectorKey", DataObjectType.String, rootInstrument.Symbol);
// Add groups to manager.
GroupManager.Add(fillGroup);
GroupManager.Add(barGroup);
// Add groups to dictionary.
fillGroups[currentFuturesContract] = fillGroup;
barsGroups[currentFuturesContract] = barGroup;
}
public void Log(string text, Group group)
{
EventServer.OnLog(new GroupEvent(new TextInfo(Framework.Clock.DateTime, text), group));
}
internal void OnGroup(Group e)
{
// noop
}
public GroupEventAgrs(Group group)
{
Group = group;
}
private void AddGroups()
{
// Create bars group.
barsGroup = new Group("Bars");
barsGroup.Add("Pad", DataObjectType.String, 0);
barsGroup.Add("SelectorKey", Instrument.Symbol);
// Create fills group.
fillGroup = new Group("Fills");
fillGroup.Add("Pad", 0);
fillGroup.Add("SelectorKey", Instrument.Symbol);
// Create equity group.
equityGroup = new Group("Equity");
equityGroup.Add("Pad", 1);
equityGroup.Add("SelectorKey", Instrument.Symbol);
// Create fast sma values group.
fastSmaGroup = new Group("FastSMA");
fastSmaGroup.Add("Pad", 0);
fastSmaGroup.Add("SelectorKey", Instrument.Symbol);
fastSmaGroup.Add("Color", Color.Green);
// Create slow sma values group.
slowSmaGroup = new Group("SlowSMA");
slowSmaGroup.Add("Pad", 0);
slowSmaGroup.Add("SelectorKey", Instrument.Symbol);
slowSmaGroup.Add("Color", Color.Red);
// Add groups to manager.
GroupManager.Add(barsGroup);
GroupManager.Add(fillGroup);
GroupManager.Add(equityGroup);
GroupManager.Add(fastSmaGroup);
GroupManager.Add(slowSmaGroup);
}
private void AddGroups()
{
// Create bars group.
barsGroup = new Group("Bars");
barsGroup.Add("Pad", DataObjectType.String, 0);
barsGroup.Add("SelectorKey", Instrument.Symbol);
// Create fills group.
fillGroup = new Group("Fills");
fillGroup.Add("Pad", 0);
fillGroup.Add("SelectorKey", Instrument.Symbol);
// Create equity group.
equityGroup = new Group("Equity");
equityGroup.Add("Pad", 1);
equityGroup.Add("SelectorKey", Instrument.Symbol);
// Create channel's highest values group.
highestGroup = new Group("Highest");
highestGroup.Add("Pad", 0);
highestGroup.Add("SelectorKey", Instrument.Symbol);
highestGroup.Add("Color", Color.Green);
// Create channel's lowest values group.
lowestGroup = new Group("Lowest");
lowestGroup.Add("Pad", 0);
lowestGroup.Add("SelectorKey", Instrument.Symbol);
lowestGroup.Add("Color", Color.Red);
// Add groups to manager.
GroupManager.Add(barsGroup);
GroupManager.Add(fillGroup);
GroupManager.Add(equityGroup);
GroupManager.Add(highestGroup);
GroupManager.Add(lowestGroup);
}
private void ConstructParametersName(Strategy strategy, string name, Group group)
{
name += string.IsNullOrEmpty(name) ? strategy.Name : "\\" + strategy.Name;
var parameters = strategy.GetParameters();
parameters.Name = name;
parameters.DateTime = DateTime.Now;
this.framework.EventServer.OnLog(new GroupEvent(parameters, group));
foreach (Strategy s in strategy.Strategies)
ConstructParametersName(s, name, group);
}
private Group FindOrCreateGroup(string name)
{
var group = FindGroup(name);
if (group == null)
{
group = new Group(name);
group.dateTime = DateTime.Now;
this.framework.GroupManager.Add(group);
}
else
{
this.framework.EventServer.OnLog(group);
}
return group;
}
private void AddGroups()
{
// Create bars group.
barsGroup = new Group("Bars");
barsGroup.Add("Pad", DataObjectType.String, 0);
barsGroup.Add("SelectorKey", Instrument.Symbol);
// Create fills group.
fillGroup = new Group("Fills");
fillGroup.Add("Pad", 0);
fillGroup.Add("SelectorKey", Instrument.Symbol);
// Create equity group.
equityGroup = new Group("Equity");
equityGroup.Add("Pad", 2);
equityGroup.Add("SelectorKey", Instrument.Symbol);
// Create RSI values group.
rsiGroup = new Group("RSI");
rsiGroup.Add("Pad", 1);
rsiGroup.Add("SelectorKey", Instrument.Symbol);
rsiGroup.Add("Color", Color.Blue);
// Create BuyLevel values group.
buyLevelGroup = new Group("BuyLevel");
buyLevelGroup.Add("Pad", 1);
buyLevelGroup.Add("SelectorKey", Instrument.Symbol);
buyLevelGroup.Add("Color", Color.Red);
// Create SellLevel values group.
sellLevelGroup = new Group("SellLevel");
sellLevelGroup.Add("Pad", 1);
sellLevelGroup.Add("SelectorKey", Instrument.Symbol);
sellLevelGroup.Add("Color", Color.Red);
// Add groups to manager.
GroupManager.Add(barsGroup);
GroupManager.Add(fillGroup);
GroupManager.Add(equityGroup);
GroupManager.Add(rsiGroup);
GroupManager.Add(buyLevelGroup);
GroupManager.Add(sellLevelGroup);
}
private void AddGroups()
{
// Create bars group.
barsGroup = new Group("Bars");
barsGroup.Add("Pad", DataObjectType.String, 0);
barsGroup.Add("SelectorKey", Instrument.Symbol);
// Create fills group.
fillGroup = new Group("Fills");
fillGroup.Add("Pad", 0);
fillGroup.Add("SelectorKey", Instrument.Symbol);
// Create equity group.
equityGroup = new Group("Equity");
equityGroup.Add("Pad", 1);
equityGroup.Add("SelectorKey", Instrument.Symbol);
// Create BBU group.
bbuGroup = new Group("BBU");
bbuGroup.Add("Pad", 0);
bbuGroup.Add("SelectorKey", Instrument.Symbol);
bbuGroup.Add("Color", Color.Blue);
// Create BBL group.
bblGroup = new Group("BBL");
bblGroup.Add("Pad", 0);
bblGroup.Add("SelectorKey", Instrument.Symbol);
bblGroup.Add("Color", Color.Blue);
// Create SMA group.
smaGroup = new Group("SMA");
smaGroup.Add("Pad", 0);
smaGroup.Add("SelectorKey", Instrument.Symbol);
smaGroup.Add("Color", Color.Yellow);
// Add groups to manager.
GroupManager.Add(barsGroup);
GroupManager.Add(fillGroup);
GroupManager.Add(equityGroup);
GroupManager.Add(bbuGroup);
GroupManager.Add(bblGroup);
GroupManager.Add(smaGroup);
}
internal void OnGroup(Group e)
{
// noop
}
