internal override void OnStrategyStart_()
{
this.status = StrategyStatus.Running;
foreach (Instrument current in base.Instruments)
{
InstrumentStrategy instrumentStrategy = (InstrumentStrategy)Activator.CreateInstance(base.GetType(), new object[]
{
this.framework,
base.Name + " (" + current.symbol + ")"
});
instrumentStrategy.instrument = current;
instrumentStrategy.instruments.Add(current);
instrumentStrategy.raiseEvents = true;
instrumentStrategy.dataProvider = base.DataProvider;
instrumentStrategy.executionProvider = base.ExecutionProvider;
base.AddStrategy(instrumentStrategy, false);
FieldInfo[] fields = instrumentStrategy.GetType().GetFields(BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic);
for (int i = 0; i < fields.Length; i++)
{
FieldInfo fieldInfo = fields[i];
if (fieldInfo.GetCustomAttributes(typeof(ParameterAttribute), true).Length > 0)
{
fieldInfo.SetValue(instrumentStrategy, fieldInfo.GetValue(this));
}
}
if (this.strategies.Count == 1)
{
this.bars = instrumentStrategy.bars;
this.equity = instrumentStrategy.equity;
}
instrumentStrategy.OnStrategyStart();
}
}
public void AddInstance(Instrument instrument, InstrumentStrategy strategy)
{
strategy.instruments.Add(instrument);
strategy.instrument = instrument;
strategy.raiseEvents = true;
strategy.dataProvider = this.dataProvider;
strategy.executionProvider = this.executionProvider;
this.Add(strategy);
if (base.Instruments.GetById(instrument.id) == null)
{
base.Instruments.Add(instrument);
}
strategy.status = StrategyStatus.Running;
strategy.OnStrategyStart();
}
public void AddInstance(Instrument instrument, InstrumentStrategy strategy)
{
strategy.instruments.Add(instrument);
strategy.instrument = instrument;
strategy.raiseEvents = true;
strategy.dataProvider = this.dataProvider;
strategy.executionProvider = this.executionProvider;
this.Add(strategy);
if (base.Instruments.GetById(instrument.id) == null)
{
base.Instruments.Add(instrument);
}
strategy.status = StrategyStatus.Running;
strategy.OnStrategyStart();
}
private void Add(InstrumentStrategy strategy)
{
base.AddStrategy(strategy, false);
}
private void Add(InstrumentStrategy strategy)
{
base.AddStrategy(strategy, false);
}
