/// <summary>
/// Called when a quant fund is terminated.
/// </summary>
public void OnTermination()
{
//Process each on termination event handler
bool isliquidate = true;
Modules.ForEach(x =>
{
x.OnTermination(out bool liquidate);
if (!liquidate)
{
isliquidate = false;
}
});
//Check if we need to liquidate
if (isliquidate)
{
//Cancel all pending orders
var po = PendingOrders.Cancel();
po.ForEach(o => _log.Info($"Cancelled the following pending order on terminate: {o.OrderId} for fund with id {o.FundId}"));
//Liquidate current quant fund
Liquidate();
}
}