static FrameworkExtensions()
{
SubscriptionManagerSubscriptionsField = GetFastField <SubscriptionManager, Dictionary <int, Dictionary <Instrument, int> > >();
EventBusAttachedField = GetFastField <EventBus, EventQueue[]>();
EventBusAttachedCountField = GetFastField <EventBus, int>();
ClockEventQueueField = GetFastField <Clock, IEventQueue>();
EventDispatcherFrameworkField = GetFastField <EventDispatcher, Framework>();
ProviderManagerFrameworkField = GetFastField <ProviderManager, Framework>();
InstrumentManagerFrameworkField = GetFastField <InstrumentManager, Framework>();
DataManagerFrameworkField = GetFastField <DataManager, Framework>();
PortfolioFrameworkField = GetFastField <Portfolio, Framework>();
ProviderFrameworkField = GetFastField <Provider, Framework>();
StrategyFrameworkField = GetFastField <Strategy, Framework>();
InstrumentFrameworkField = GetFastField <Instrument, Framework>();
ClockModeFiled = GetFastField <Clock, ClockMode>();
ReminderClockFiled = GetFastField <Reminder, Clock>();
foreach (var item in typeof(EventManager).GetFields(BindingFlags.Instance | BindingFlags.NonPublic))
{
if (item.FieldType == typeof(bool) && item.GetRequiredCustomModifiers().Any(x => x == typeof(IsVolatile)))
{
ThreadExitField = new FastFieldInfo <EventManager, bool>(item);
}
else if (item.FieldType == typeof(Thread))
{
EventManagerThreadField = item;
}
}
}
static ExecutionReportSerializer()
{
foreach (var field in typeof(ExecutionReport).GetFields(BindingFlags.Instance | BindingFlags.NonPublic))
{
var attr = field.GetCustomAttribute <DataMemberAttribute>();
if (attr != null && attr.Name != "order")
{
Fields[attr.Name] = field;
}
}
account = new FastFieldInfo <ExecutionReport, string>(Fields["account"]);
algoId = new FastFieldInfo <ExecutionReport, int>(Fields["algoId"]);
avgPx = new FastFieldInfo <ExecutionReport, double>(Fields["avgPx"]);
clId = new FastFieldInfo <ExecutionReport, int>(Fields["clId"]);
clientId = new FastFieldInfo <ExecutionReport, int>(Fields["clientId"]);
clientID = new FastFieldInfo <ExecutionReport, string>(Fields["clientID"]);
clOrderId = new FastFieldInfo <ExecutionReport, string>(Fields["clOrderId"]);
commission = new FastFieldInfo <ExecutionReport, double>(Fields["commission"]);
cumQty = new FastFieldInfo <ExecutionReport, double>(Fields["cumQty"]);
currencyId = new FastFieldInfo <ExecutionReport, byte>(Fields["currencyId"]);
dateTime = new FastFieldInfo <ExecutionReport, DateTime>(Fields["dateTime"]);
execId = new FastFieldInfo <ExecutionReport, string>(Fields["execId"]);
execInst = new FastFieldInfo <ExecutionReport, string>(Fields["execInst"]);
execType = new FastFieldInfo <ExecutionReport, ExecType>(Fields["execType"]);
expireTime = new FastFieldInfo <ExecutionReport, DateTime>(Fields["expireTime"]);
id = new FastFieldInfo <ExecutionReport, int>(Fields["id"]);
instrumentId = new FastFieldInfo <ExecutionReport, int>(Fields["instrumentId"]);
isLoaded = new FastFieldInfo <ExecutionReport, bool>(Fields["isLoaded"]);
lastPx = new FastFieldInfo <ExecutionReport, double>(Fields["lastPx"]);
lastQty = new FastFieldInfo <ExecutionReport, double>(Fields["lastQty"]);
leavesQty = new FastFieldInfo <ExecutionReport, double>(Fields["leavesQty"]);
minQty = new FastFieldInfo <ExecutionReport, double>(Fields["minQty"]);
oCA = new FastFieldInfo <ExecutionReport, string>(Fields["oCA"]);
orderId = new FastFieldInfo <ExecutionReport, int>(Fields["orderId"]);
ordQty = new FastFieldInfo <ExecutionReport, double>(Fields["ordQty"]);
ordStatus = new FastFieldInfo <ExecutionReport, OrderStatus>(Fields["ordStatus"]);
ordType = new FastFieldInfo <ExecutionReport, OrderType>(Fields["ordType"]);
pegDifference = new FastFieldInfo <ExecutionReport, double>(Fields["pegDifference"]);
portfolioId = new FastFieldInfo <ExecutionReport, int>(Fields["portfolioId"]);
price = new FastFieldInfo <ExecutionReport, double>(Fields["price"]);
providerId = new FastFieldInfo <ExecutionReport, byte>(Fields["providerId"]);
providerOrderId = new FastFieldInfo <ExecutionReport, string>(Fields["providerOrderId"]);
routeId = new FastFieldInfo <ExecutionReport, byte>(Fields["routeId"]);
side = new FastFieldInfo <ExecutionReport, OrderSide>(Fields["side"]);
stopPx = new FastFieldInfo <ExecutionReport, double>(Fields["stopPx"]);
strategyId = new FastFieldInfo <ExecutionReport, int>(Fields["strategyId"]);
subSide = new FastFieldInfo <ExecutionReport, SubSide>(Fields["subSide"]);
text = new FastFieldInfo <ExecutionReport, string>(Fields["text"]);
timeInForce = new FastFieldInfo <ExecutionReport, TimeInForce>(Fields["timeInForce"]);
transactTime = new FastFieldInfo <ExecutionReport, DateTime>(Fields["transactTime"]);
typeId = new FastFieldInfo <ExecutionReport, byte>(Fields["typeId"]);
}
static PortfolioSerializer()
{
var fields = new Dictionary <string, FieldInfo>();
foreach (var field in typeof(Portfolio).GetFields(BindingFlags.Instance | BindingFlags.NonPublic))
{
var attr = field.GetCustomAttribute <DataMemberAttribute>();
if (attr != null)
{
fields[attr.Name] = field;
}
}
id = new FastFieldInfo <Portfolio, int>(fields["id"]);
isLoaded = new FastFieldInfo <Portfolio, bool>(fields["isLoaded"]);
parentId = new FastFieldInfo <Portfolio, int>(fields["parentId"]);
}
static OrderExtensions()
{
foreach (var field in typeof(Order).GetFields(BindingFlags.Instance | BindingFlags.NonPublic))
{
if (field.FieldType == typeof(SubSide))
{
SubSideField = new FastFieldInfo <Order, SubSide>(field);
continue;
}
if (field.FieldType == typeof(SmartQuant.OrderType))
{
TypeField = new FastFieldInfo <Order, SmartQuant.OrderType>(field);
continue;
}
if (field.FieldType == typeof(SmartQuant.OrderStatus))
{
StatusField = new FastFieldInfo <Order, SmartQuant.OrderStatus>(field);
continue;
}
}
}
static StopExtensions()
{
var creationTimeField = typeof(Stop).GetField("creationTime", BindingFlags.Instance | BindingFlags.NonPublic);
if (creationTimeField != null)
{
CreationTimeField = new FastFieldInfo <Stop, DateTime>(creationTimeField);
}
var strategyField = typeof(Stop).GetField("strategy", BindingFlags.Instance | BindingFlags.NonPublic);
if (strategyField != null)
{
StrategyField = new FastFieldInfo <Stop, Strategy>(strategyField);
}
var qtyField = typeof(Stop).GetField("qty", BindingFlags.Instance | BindingFlags.NonPublic);
if (qtyField != null)
{
QtyField = new FastFieldInfo <Stop, double>(qtyField);
}
}
static StrategyExtensions()
{
foreach (var field in typeof(StrategyManager_).GetFields(BindingFlags.Instance | BindingFlags.NonPublic))
{
if (field.FieldType == typeof(SmartQuant.IdArray <Strategy_>))
{
if (StrategiesField1 == null)
{
StrategiesField1 = new FastFieldInfo <StrategyManager_, SmartQuant.IdArray <Strategy_> >(field);
}
else
{
StrategiesField2 = new FastFieldInfo <StrategyManager_, SmartQuant.IdArray <Strategy_> >(field);
}
}
}
foreach (var field in typeof(Strategy).GetFields(BindingFlags.Instance | BindingFlags.NonPublic))
{
if (field.FieldType == typeof(SmartQuant.IdArray <Strategy>))
{
StrategyByIdField = new FastFieldInfo <Strategy, SmartQuant.IdArray <Strategy> >(field);
}
else if (field.FieldType == typeof(IExecutionProvider))
{
ExecutionProviderField = new FastFieldInfo <Strategy, IExecutionProvider>(field);
}
else if (field.FieldType == typeof(IDataProvider))
{
DataProviderField = new FastFieldInfo <Strategy, IDataProvider>(field);
}
}
StrategyOnStopStatusChangedMethod = typeof(Strategy).GetMethod("OnStopStatusChanged_", BindingFlags.Instance | BindingFlags.NonPublic);
OnStopStatusChangedAction = (Action <Strategy, Stop>)StrategyOnStopStatusChangedMethod.CreateDelegate(typeof(Action <Strategy, Stop>));
}
