public virtual CalanderEvent GetEvent(DateTime date)
{
CalanderEvent evt = null;
if (_isIntitialized == false)
{
evt = CalanderEvent.DAY_EVENT;
_isIntitialized = true;
}
else
{
if (date.Year != _previousDate.Year)
{
evt = CalanderEvent.YEAR_EVENT;
}
else if (date.Month != _previousDate.Month)
{
evt = CalanderEvent.MONTH_EVENT;
}
else
{
evt = CalanderEvent.DAY_EVENT;
}
}
_previousDate = date;
return(evt);
}
/// <summary>
///
/// </summary>
public virtual void Iterate()
{
_instrument.Next();
if (_instrument.GetCurrent().Date >= _dateMarketStart)
{
if (_observer != null)
{
_currentDate = _instrument.Date;
CalanderEvent evt = GetEvent(_currentDate);
_observer.onUpdate(evt);
}
if (_instrument.GetCurrent().Date >= _dateTradeStart && _instrument.GetCurrent().Date <= _dateTradeEnd)
{
_trader.ProcessOrders();
}
else
{
_trader.ClearOrders();
}
if (_instrument.NextToLast())
{
_trader.ClosePosition();
}
else
{
_trader.UpdateTraders();
}
}
}
/// <summary>
/// Stop engine
/// </summary>
public virtual void Stop()
{
if (_observer != null)
{
_currentDate = _instrument.Date;
CalanderEvent evt = GetEvent(_currentDate);
_observer.onUpdate(evt);
_observer.onStopped();
}
_isRunning = false;
}
public void onUpdate(CalanderEvent evt)
{
if (_isInitialized == false)
{
_dateStart = _instrument.Date;
_isInitialized = true;
}
_dateCurrent = _instrument.Date;
_year = _dateCurrent.Year;
UpdateStatistics();
if (evt.YearEvent)
{
_reportAnnual.yearUpdate();
}
for (int i = 0; i < _observers.Count; i++)
{
((Observer)_observers[i]).onUpdate(evt);
}
}