static void InitNodeInputs(STR_Test_PB_Fut_HTS strategy, STR_Test_PB_HTSInput input)
{
SweeperCollectionDefault sweeperLeaf = new SweeperCollectionDefault();
StrategyNode node = new StrategyNode();
node.InitRoot_1(strategy);
node.InitEnterLimit_2(new EnterConditionLimit(
Util.ConvertFormatStringToInt64(input.Root_MaxLiveSweepCount),
Util.ConvertFormatStringToInt64(input.Root_MaxNewSweepCount)));
DateTime dtStart = DateUtil.GetTodayDateTime(9 + Const.kHourAdjustment_Start, 0, 0);
DateTime dtEnd = DateUtil.GetTodayDateTime(12 + 3 + Const.kHourAdjustment_End, 4, 30);
if (KospiFutureUtil.Ins().GetFutureMaturityRemainDays(DateTime.Now) == 0)
{
// 만기일에는 오후 2시 45분 30초까지만 하도록 한다.
dtEnd = DateUtil.GetTodayDateTime(12 + 2 + Const.kHourAdjustment_End, 45, 30);
}
node.InitMonitorTimeLimit_3(new MonitorLimit_Time(dtStart, dtEnd));
node.InitSweeperCollection_4(new SweeperCollectionDefault());
node.InitMonitorEnter_5(new Test_PB_HTS_MonitorEnter(node));
strategy.AddNode(node);
}
public Test_PB_HTSSweeper(
POrder o,
Account accountFO,
STR_Test_PB_Fut_HTS parent)
{
_parent = parent;
InitSweepUnit_FO(o, accountFO);
}
public static STR_Test_PB_Fut_HTS Build(String inputJson, String strategyName)
{
STR_Test_PB_HTSInput input = GetInput(inputJson);
STR_Test_PB_Fut_HTS strategy = new STR_Test_PB_Fut_HTS(strategyName);
InitRootInputs(strategy, input);
InitNodeInputs(strategy, input);
//TODO
return strategy;
}
public Test_PB_HTS_MonitorEnter(StrategyNode node)
{
this.IsPermissionOK = false;
this._node = node;
this._monitorLimit = new MonitorLimit_LastUpdatedRmd();
String fut1 = KospiFutureUtil.Ins().KFSI.FutureCode1;
_referenceRmdFut1 = RmdManager.Ins().GetData(fut1);
_referenceRmdFut1List = new List<RawMarketData>();
_referenceRmdFut1List.Add(_referenceRmdFut1);
_root = node.Root as STR_Test_PB_Fut_HTS;
_futureAccount = _root.FutureAccount;
}
static void InitRootInputs(STR_Test_PB_Fut_HTS strategy, STR_Test_PB_HTSInput input)
{
// 1.2. Account
strategy.InitAccount_1(input.Root_FutureAccountName);
// 1.3. Agent
strategy.InitAgent_2();
// 1.4. OrderLimit
strategy.InitFutureOrderLimit_3(input.Root_MaxFutureNotionalPerOnce);
// 1.5. EnterLimit
strategy.InitEnterLimit_6(input.Root_MaxLiveSweepCount, input.Root_MaxNewSweepCount);
// 1.6. MonitorLimit
strategy.InitMonitorLimitWithMarketDataAccount_7();
// 1.7. Validate init
strategy.ValidateInits_8();
}
