//
//
protected override void SetupInitialize(IEngineHub myEngineHub, IEngineContainer engineContainer, int engineID, bool setupGui)
{
base.SetupInitialize(myEngineHub, engineContainer, engineID, setupGui);
ExecutionContainer execContainer = (ExecutionContainer)engineContainer;
execContainer.TryAddEngine(m_Hedger); // add my sub engines to the container.
execContainer.TryAddEngine(m_HedgeRuleManager);
}
//
//
protected override void SetupInitialize(IEngineHub myEngineHub, IEngineContainer engineContainer, int engineID, bool setupGui)
{
this.m_EngineName = string.Format("HedgeRuleManager:{0}", m_QuoterLeg.m_PriceLeg.InstrumentName);
base.SetupInitialize(myEngineHub, engineContainer, engineID, setupGui);
m_Hedger = m_QuoterLeg.m_Hedger;
m_Log = ((ExecutionHub)myEngineHub).Log;
ExecutionContainer execContainer = (ExecutionContainer)engineContainer;
m_HedgeRules.OrderBy(x => x.RuleNumber); // sort our list by the rule number, so they get called in order!
foreach (HedgeRule rule in m_HedgeRules) // check that they are all unique, and add them to our container
{
if (!m_PriorityToRule.ContainsKey(rule.RuleNumber))
{
m_PriorityToRule.Add(rule.RuleNumber, rule);
execContainer.TryAddEngine((Engine)rule); // add my sub engines to the container.
}
else
{
m_Log.NewEntry(LogLevel.Error, "HedgeRuleManager: Failed to find unique hedge rules");
throw new Exception("HedgeRuleManager: Failed to find unique hedge rules");
}
}
}