internal ClosingStrategyPortfolioManager(BaseClosingStrategy strategy)
{
this.closeStrategy = strategy;
positionKey = FormatKey(PortfolioManagementConstants.PORTFOLIO_POSITION_KEY, closeStrategy);
if (IsPortfolioOrPositionStopLossEnabled)
AddOpenPositionToPortfolio();
}
internal static void ValidateClosingSymbol(BaseClosingStrategy strategy)
{
if (strategy.IsCurrentInstrumentIwmAndIgnorable())
return;
string closingSymbolKey = string.Format(ClosingPositionConstants.CLOSING_SYMBOL_KEY,
strategy.Instrument.Symbol, strategy.Instrument.Type);
if (!Strategy.Global.ContainsKey(closingSymbolKey))
{
lock(LockObjectManager.LockObject)
{
if (!Strategy.Global.ContainsKey(closingSymbolKey))
{
Strategy.Global.Add(closingSymbolKey, closingSymbolKey);
}
}
}
else
{
throw new ApplicationException(
string.Format(
"The symbol '{0}' is already attached to another closing strategy. You cannot run multiple closing strategies for the same symbol.",
strategy.Instrument.Symbol));
}
}
private static string FormatKey(string formatString, BaseClosingStrategy strategy)
{
return string.Format(formatString, strategy.Instrument.Symbol, strategy.Instrument.Type);
}
