protected StrategyBase(string name, string description) { this.metaStrategyBase = (MetaStrategyBase)null; this.name = name; this.description = description; this.isEnabled = true; this.isActive = true; this.ReportManager = StrategyComponentManager.GetComponent("getcom", (object)this) as ReportManager; this.MarketManager = StrategyComponentManager.GetComponent("getcom", (object)this) as MarketManager; this.portfolio = PortfolioManager.Portfolios[name]; if (this.portfolio == null) { this.portfolio = new Portfolio(name); } this.tester = new LiveTester(this.portfolio); this.stops = new StopList(); this.triggers = new TriggerList(); this.marketDataProvider = (IMarketDataProvider)null; this.executionProvider = (IExecutionProvider)null; this.newsProvider = (INewsProvider)null; this.executionService = (IExecutionService)null; this.orders = new OrderTable(); this.global = new Hashtable(); this.activeInstruments = new InstrumentList(); this.barSliceManager = new BarSliceManager(); this.componentTypeList = new List <ComponentType>(); this.componentTypeList.Add(ComponentType.MarketManager); this.componentTypeList.Add(ComponentType.ReportManager); this.activeStops = new Dictionary <Instrument, List <StopBase> >(); this.portfolios = new Dictionary <Instrument, Portfolio>(); this.testers = new Dictionary <Instrument, LiveTester>(); this.statisticsPerInstrumentEnabled = false; }
protected StrategyBase(string name, string description) { this.metaStrategyBase = (MetaStrategyBase) null; this.name = name; this.description = description; this.isEnabled = true; this.isActive = true; this.ReportManager = StrategyComponentManager.GetComponent("getcom", (object) this) as ReportManager; this.MarketManager = StrategyComponentManager.GetComponent("getcom", (object) this) as MarketManager; this.portfolio = PortfolioManager.Portfolios[name]; if (this.portfolio == null) this.portfolio = new Portfolio(name); this.tester = new LiveTester(this.portfolio); this.stops = new StopList(); this.triggers = new TriggerList(); this.marketDataProvider = (IMarketDataProvider) null; this.executionProvider = (IExecutionProvider) null; this.newsProvider = (INewsProvider) null; this.executionService = (IExecutionService) null; this.orders = new OrderTable(); this.global = new Hashtable(); this.activeInstruments = new InstrumentList(); this.barSliceManager = new BarSliceManager(); this.componentTypeList = new List<ComponentType>(); this.componentTypeList.Add(ComponentType.MarketManager); this.componentTypeList.Add(ComponentType.ReportManager); this.activeStops = new Dictionary<Instrument, List<StopBase>>(); this.portfolios = new Dictionary<Instrument, Portfolio>(); this.testers = new Dictionary<Instrument, LiveTester>(); this.statisticsPerInstrumentEnabled = false; }
protected MetaStrategyBase(string name) { this.name = name; this.strategies = new StrategyList(); this.SimulationManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as SimulationManager; this.OptimizationManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as OptimizationManager; this.ReportManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as ReportManager; this.MetaMoneyManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as MetaMoneyManager; this.portfolio = PortfolioManager.Portfolios[name]; if (this.portfolio == null) this.portfolio = new Portfolio(name); this.resetPortfolio = true; this.tester = new LiveTester(this.portfolio); this.tester.FollowChanges = true; this.optimizer = (Optimizer)new BruteForce((IOptimizable)this); this.optimizer.BestObjectiveReceived += new EventHandler(this.OnBestObjectiveReceived); this.optimizerType = EOptimizerType.BruteForce; // this.wufWtLkISI = new J8EmIiFmOtaja37OfO(this); // this.ftRWdJyyOv = new cLHjLO4PpuI7TxofSw(this); // this.XY4Ww3QE51 = new TGZcynM7UfxwdxKdmx(this); // this.J37WmrcrSi = new FZ0WAbPUwn6OHn5Upr(this); // this.zVLWf0C4Mc = new ALxag60bMZlMBTZjqL(this); this.wH2We9sYJA = new Dictionary<IProvider, List<StrategyBase>>(); this.vXRWgwkIPm = new Dictionary<IMarketDataProvider, Dictionary<Instrument, List<StrategyBase>>>(); this.DKMWNa8OX5 = new Dictionary<SingleOrder, StrategyBase>(); this.sbiWzb0PxN = new Dictionary<IService, List<StrategyBase>>(); this.EdxRkK8EdT = new Dictionary<IExecutionService, List<StrategyBase>>(); this.maxConnectionTime = 10; this.simulator = (ProviderManager.MarketDataSimulator as SimulationDataProvider).Simulator; this.simulator.StateChanged += new EventHandler(this.md8Wiw2OiW); this.isRunning = false; this.isOptimizing = false; this.optimizationParemeters = new ArrayList(); this.drawingPrimitives = new Hashtable(); this.portfolioStopList = new StopList(); this.portfolios = new Dictionary<Instrument, Portfolio>(); this.testers = new Dictionary<Instrument, LiveTester>(); this.executionServicesEnabled = false; this.componentTypeList = new List<ComponentType>(); this.componentTypeList.Add(ComponentType.SimulationManager); this.componentTypeList.Add(ComponentType.MetaMoneyManager); this.componentTypeList.Add(ComponentType.OptimizationManager); this.componentTypeList.Add(ComponentType.ReportManager); }