public static T create <T>(string className, QREBridgeBase bridge, Symbol symbol) where T : SymbolSystem
{
var type = Type.GetType(className, true, false);
var c = type.GetConstructor(new[] { typeof(QREBridge <T>), typeof(Symbol) });
Bomb.ifNull(c, () => "no constuctor matching qrebridge of type, symbol on class " + className);
return((T)c.Invoke(new object[] { bridge, symbol }));
}
public DollarTrailingStop(Position position, Spud <double> close, double stopLoss, string name, QREBridgeBase bridge)
: base(position, name, STOP, close.manager)
{
this.close = close;
this.stopLoss = stopLoss;
this.bridge = bridge;
tradePnl = close.transform(price => position.pnlNoSlippage(price, bridge.arguments().runInNativeCurrency, bridge.fxRate(position.symbol)));
highWaterMark = dependsOn(new Max(tradePnl));
}
public static S create <S>(string className, bool useMultiSymbol, QREBridgeBase bridge) where S : System
{
var type = Type.GetType(className, true, false);
if (useMultiSymbol && type.IsSubclassOf(typeof(SymbolSystem)))
{
type = typeof(IndependentSymbolSystems <>).MakeGenericType(type);
}
var c = type.GetConstructor(new[] { typeof(QREBridge <S>) });
var system = (S)c.Invoke(new object[] { bridge });
return(system);
}
protected SymbolSystem(QREBridgeBase bridge, Symbol symbol) : base(bridge, symbol)
{
this.symbol = symbol;
manager = new SpudManager();
bars = new BarSpud(manager);
base.bars[symbol].pushedDown += () => {
parentManagerHasPushedDown = true;
};
base.bars[symbol].valueSet += newValue => {
if (parentManagerHasPushedDown)
{
manager.newBar();
parentManagerHasPushedDown = false;
}
bars.set(newValue);
};
base.bars[symbol].manager.onLive += () => manager.goLive();
base.bars[symbol].manager.onRecalculate += () => manager.recalculate();
base.bars[symbol].ticked += time => bars.lastTickedAt(time);
}
public IndependentPairSystems(QREBridgeBase bridge) : base(bridge)
{
}
public CustomTradeEmailer(QREBridgeBase bridge, Symbol symbol) : base(bridge, symbol)
{
}
public StopSystem(QREBridgeBase bridge, Symbol symbol) : base(bridge, symbol)
{
bars.low.prepare();
bars.high.prepare();
}
public IndependentSymbolSystems(QREBridgeBase bridge) : base(bridge)
{
}
protected PairSystem(QREBridgeBase bridge, Pair pair) : base(bridge, pair)
{
this.pair = pair;
}
protected System(QREBridgeBase bridge)
{
this.bridge = bridge;
}
public static S create <S>(QREBridgeBase bridge) where S : System
{
return(create <S>(bridge.arguments().parameters.systemClassName(), bridge));
}
public static S create <S> (string className, QREBridgeBase bridge) where S : System
{
return(create <S>(className, true, bridge));
}
protected MultiSystem(QREBridgeBase bridge) : base(bridge)
{
}