public StrategyConnector(StrategyContainer strategy, DateTimeOffset startDate, DateTimeOffset stopDate, TimeSpan useCandlesTimeFrame, bool onlyInitialize)
{
if (strategy == null)
throw new ArgumentNullException("strategy");
UpdateSecurityLastQuotes = false;
UpdateSecurityByLevel1 = false;
var entityRegistry = ConfigManager.GetService<IStudioEntityRegistry>();
_strategy = strategy;
_useCandlesTimeFrame = useCandlesTimeFrame;
_onlyInitialize = onlyInitialize;
_sessionStrategy = entityRegistry.ReadSessionStrategyById(strategy.Strategy.Id);
if (_sessionStrategy == null)
throw new InvalidOperationException("sessionStrategy = null");
Id = strategy.Id;
Name = strategy.Name + " Connector";
_realConnector = (StudioConnector)ConfigManager.GetService<IStudioConnector>();
_realConnector.NewMessage += RealConnectorNewMessage;
_securityProvider = new StudioSecurityProvider();
var storageRegistry = new StudioStorageRegistry { MarketDataSettings = strategy.MarketDataSettings };
EntityFactory = new StorageEntityFactory(entityRegistry, storageRegistry);
Adapter.InnerAdapters.Add(_historyMessageAdapter = new HistoryMessageAdapter(TransactionIdGenerator, _securityProvider)
{
StartDate = startDate,
StopDate = stopDate,
StorageRegistry = storageRegistry
});
//_historyMessageAdapter.UpdateCurrentTime(startDate);
var transactionAdapter = new PassThroughMessageAdapter(TransactionIdGenerator);
transactionAdapter.AddTransactionalSupport();
Adapter.InnerAdapters.Add(transactionAdapter);
_historyMessageAdapter.MarketTimeChangedInterval = useCandlesTimeFrame;
// при инициализации по свечкам, время меняется быстрее и таймаут должен быть больше 30с.
ReConnectionSettings.TimeOutInterval = TimeSpan.MaxValue;
_historyMessageAdapter.BasketStorage.InnerStorages.AddRange(GetExecutionStorages());
this.LookupById(strategy.Security.Id);
new ChartAutoRangeCommand(true).Process(_strategy);
}
public StudioConnector()
{
EntityFactory = new StorageEntityFactory(ConfigManager.GetService<IEntityRegistry>(), ConfigManager.GetService<IStorageRegistry>());
_marketDataAdapter = new StudioMarketDataAdapter(TransactionIdGenerator);
Adapter.InnerAdapters.Add(_marketDataAdapter);
CreateEmulationSessionHolder();
var cmdSvc = ConfigManager.GetService<IStudioCommandService>();
cmdSvc.Register<LookupSecuritiesCommand>(this, false, cmd => LookupSecurities(cmd.Criteria));
cmdSvc.Register<RequestTradesCommand>(this, false, cmd => new NewTradesCommand(Trades).Process(this));
//cmdSvc.Register<RequestPortfoliosCommand>(this, cmd => Portfolios.ForEach(pf => new PortfolioCommand(pf, true).Process(this)));
cmdSvc.Register<RequestPositionsCommand>(this, false, cmd => Positions.ForEach(pos => new PositionCommand(CurrentTime, pos, true).Process(this)));
cmdSvc.Register<RequestMarketDataCommand>(this, false, cmd => AddExport(cmd.Security, cmd.Type));
cmdSvc.Register<RefuseMarketDataCommand>(this, false, cmd => RemoveExport(cmd.Security, cmd.Type));
//NewPortfolios += portfolios => portfolios.ForEach(pf => new PortfolioCommand(pf, true).Process(this));
PortfoliosChanged += portfolios => portfolios.ForEach(pf => new PortfolioCommand(pf, false).Process(this));
NewPositions += positions => positions.ForEach(pos => new PositionCommand(CurrentTime, pos, true).Process(this));
PositionsChanged += positions => positions.ForEach(pos => new PositionCommand(CurrentTime, pos, false).Process(this));
NewTrades += trades => new NewTradesCommand(trades).Process(this);
NewNews += news => new NewNewsCommand(news).Process(this);
LookupSecuritiesResult += securities => new LookupSecuritiesResultCommand(securities).Process(this);
//LookupPortfoliosResult += portfolios => new LookupPortfoliosResultCommand(portfolios).Process(this);
UpdateSecurityLastQuotes = false;
UpdateSecurityByLevel1 = false;
}
