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;
}
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;
}
private Solution()
{
this.Requests = new DataRequests();
}
private DataRequests BuildStrategyRequest()
{
bool flag1 = false;
bool flag2 = false;
bool flag3 = false;
bool flag4 = false;
bool flag5 = false;
List<OpenQuant.API.BarRequest> list = new List<OpenQuant.API.BarRequest>();
foreach (MarketDataRequest marketDataRequest in this.requests)
{
if (marketDataRequest.Enabled)
{
switch (marketDataRequest.RequestType)
{
case RequestType.Trade:
flag3 = true;
continue;
case RequestType.Quote:
flag2 = true;
continue;
case RequestType.MarketDepth:
flag5 = true;
continue;
case RequestType.Bar:
flag1 = true;
BarRequest barRequest = marketDataRequest as BarRequest;
if (barRequest.IsBarFactoryRequest)
flag3 = true;
list.Add(new OpenQuant.API.BarRequest(this.ConvertBarType(barRequest.BarType), barRequest.BarSize, barRequest.IsBarFactoryRequest));
continue;
case RequestType.Daily:
flag4 = true;
continue;
default:
continue;
}
}
}
DataRequests dataRequests = new DataRequests();
dataRequests.GetType().GetProperty("HasBarRequests", BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic | BindingFlags.GetProperty | BindingFlags.SetProperty).SetValue((object)dataRequests, flag1, (object[])null);
dataRequests.GetType().GetProperty("HasTradeRequest", BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic | BindingFlags.GetProperty | BindingFlags.SetProperty).SetValue((object)dataRequests, flag3, (object[])null);
dataRequests.GetType().GetProperty("HasQuoteRequest", BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic | BindingFlags.GetProperty | BindingFlags.SetProperty).SetValue((object)dataRequests, flag2, (object[])null);
dataRequests.GetType().GetProperty("HasDailyRequest", BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic | BindingFlags.GetProperty | BindingFlags.SetProperty).SetValue((object)dataRequests, flag4, (object[])null);
dataRequests.GetType().GetProperty("HasMarketDepthRequest", BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic | BindingFlags.GetProperty | BindingFlags.SetProperty).SetValue((object)dataRequests, flag5, (object[])null);
MethodInfo methodInfo1 = (MethodInfo)null;
foreach (MethodInfo methodInfo2 in dataRequests.BarRequests.GetType().GetMethods())
{
if (methodInfo2.Name == "Add" && methodInfo2.GetParameters().Length == 1)
methodInfo1 = methodInfo2;
}
foreach (OpenQuant.API.BarRequest barRequest in list)
methodInfo1.Invoke((object)dataRequests.BarRequests, new object[1]
{
(object)barRequest
});
return dataRequests;
}
