/// <summary>
/// Loop over the order files and recover all orders.
/// </summary>
/// <param name="files_"></param>
/// <returns>Orders recovered.</returns>
public List <Order> recoverClientOrders(List <FileInfo> files_)
{
List <Order> orders = new List <Order>();
foreach (FileInfo file in files_)
{
AlgoTrading.Util.OrderHandler orderHandler = recoverAnOrder(file);
if (orderHandler == null)
{
continue;
}
orders.Add(recoverFromOrderHandler(orderHandler));
}
// TODO put compute makert variables here
return(orders);
}
/// <summary>
/// Use the orderHandler to build an order.
/// </summary>
/// <param name="orderHandler_">OrderHandler</param>
/// <returns>Recovered order</returns>
private Order recoverFromOrderHandler(AlgoTrading.Util.OrderHandler orderHandler_)
{
DateTime tradingDay = getTradingDay(orderHandler_.getClientOrder().effectiveTime);
return(new Order(orderHandler_, tradingDay));
}