public TA(Monitor monitor, TAInfo taInfo, string dllName)
{
this.monitor = monitor;
this.TickTA = new TickTA(monitor);
// Create KLines storage
dictKS = new Dictionary<int, RList<KLine>>()
{
{ 0, new RList<KLine>() } // 缺省有日线
};
foreach (int p in TAInfo.Periods)
{
dictKS[p] = new RList<KLine>();
}
// create Formula in taInfo's List
Assembly assembly = Assembly.LoadFrom(dllName + ".DLL");
FList = new List<FormulaInfo>();
foreach (FormulaInfo fi in taInfo.FList)
{
FormulaInfo fiClone = fi.Copy();
Type type = assembly.GetType(string.Format("{0}.{1}_Formula", dllName, fi.Name));
fiClone.Formula = (TAFormula)Activator.CreateInstance(type, fi.Parameters);
FList.Add(fiClone);
}
BPList = taInfo.BuyPoints;
}
public Monitor(MyStrategy strategy, TInstrument target, TAInfo taInfo, string dllName)
{
this.strategy = strategy;
this.target = target;
this.ta = new TA(this, taInfo, dllName);
this.barBuffer = new List<Bar>();
this.tickBuffer = new List<Tick>();
}
// Create
public MyStrategy(TStrategy s, TLogin login)
{
strategyT = s;
this.gmLogin = login;
// pm manager
pm = (PoolManager)Activator.CreateInstance(strategyT.Pool.ManagerType, this, strategyT.Pool);
// monitors
TAInfo info = new TAInfo(strategyT.TAInfoParameters);
monitors = new Dictionary<string, Monitor>();
foreach (TInstrument ins in strategyT.Instruments)
{
Monitor monitor = new Monitor(this, ins, info, strategyT.DLLName);
symbols += ins.Symbol + ",";
monitors.Add(ins.Symbol, monitor);
if (monitor.Target.Symbol == pm.SymbolBench)
monitor.IsBench = true;
}
// RiskM
riskM = new RiskM(this, strategyT.RiskMInfoParameters);
// heartTimer
heartTimer = new System.Timers.Timer();
heartTimer.Elapsed += new System.Timers.ElapsedEventHandler(heartTimer_Elapsed);
heartTimer.Interval = 1000; // 1s
}
