public static STR_KtbSkel CreateStrategy(String jsonInput, String strategyName) { Input_KtbSkel input = GetInput(jsonInput); STR_KtbSkel strategy = new STR_KtbSkel( strategyName, input.DownBoundary, input.UpBoundary, input.MaxNotional, input.Spot10yrCode, input.Future10yrCode, input.FutureAccount); return strategy; }
public ProcessController_KtbSkel(double downBoundary, double upBoundary, long notional, STR_KtbSkel parent) { this.DownBoundary = downBoundary; this.UpBoundary = upBoundary; this.MaxNotional = notional; this.Parent = parent; this.FutureAccount = this.Parent.FutureAccount; this.MonitorExit = new MonitorExit_KtbSkel(this); this.SortedPositionStack = new SortedPositionStack_KtbSkel(this, this.Parent.GetStrategyName(), parent.SpotCode, parent.FutureCode, notional, DownBoundary, UpBoundary); _processState = new ProcessState_Default(this); }