private int messageInterval = 40; // 30s
#endregion
#region Public methods
public StrategyQTP(TStrategy s, RiskM t, NLog log)
{
strategyT = s;
t.SetStrategy(this);
risk = t;
this.log = log;
monitors = new Dictionary<string, Monitor>();
}
public static TStrategy GetTStrategy(string id, NLog log)
{
TStrategy t = new TStrategy();
try
{
using (SqlConnection connection = new SqlConnection(ConnectionString))
{
SqlCommand command = new SqlCommand(string.Format("SELECT * FROM Strategy WHERE Id={0}", id), connection);
command.Connection.Open();
SqlDataReader reader = command.ExecuteReader();
while (reader.Read())
{
t.Id = (int)reader["Id"];
t.Name = (string)reader["Name"];
t.GMID = (string)reader["GMID"];
t.RiskMClass = (string)reader["RiskMClass"];
t.PoolId = (int)reader["PoolId"];
t.Args = (string)reader["Args"];
t.MDMode = (int)reader["MDMode"];
}
command.Connection.Close();
}
using (SqlConnection connection = new SqlConnection(ConnectionString))
{
SqlCommand command = new SqlCommand("SELECT * FROM Login", connection);
command.Connection.Open();
SqlDataReader reader = command.ExecuteReader();
while (reader.Read())
{
t.UserName = (string)reader["UserName"];
t.Password = (string)reader["Password"];
}
command.Connection.Close();
}
t.Instruments = GetTInstruments(t.PoolId);
t.Positions = GetTPositions(t.Id);
}
catch
{
log.WriteError("Read TStrategies");
}
return t;
}
public static StrategyQTP CreateFromDB(string id, NLog nlog)
{
// Read config file
Configuration config = ConfigurationManager.OpenExeConfiguration(ConfigurationUserLevel.None);
CRUD.ConnectionString = config.ConnectionStrings.ConnectionStrings["QTP_DB"].ConnectionString.ToString();
TStrategy t = CRUD.GetTStrategy(id, nlog);
Assembly assembly = Assembly.LoadFrom(@"QTP.Domain.dll");
Type type = assembly.GetType(string.Format("QTP.Domain.{0}", t.RiskMClass));
RiskM trader = (RiskM)Activator.CreateInstance(type);
StrategyQTP s = new StrategyQTP(t, trader, nlog);
return s;
}
static void Main(string[] args)
{
// process args of program
if (args.Length == 0)
{
System.Console.WriteLine("[错误] 无运行参数");
System.Console.Read();
return;
}
// Open NLog file
NLog nlog = new NLog();
if (!nlog.Open(args[0]))
{
System.Console.WriteLine("[错误] 打开日志文件失败");
System.Console.Read();
return;
}
// 设置中断命令处理程序(即清理并停止策略循环运行)。
SetConsoleCtrlHandler(new HandlerRoutine(ConsoleCtrlCheck), true);
// Create Strategy
currentStrategy = StrategyFactory.CreateFromDB(args[0], nlog);
if (currentStrategy == null)
{
System.Console.WriteLine("[错误] 未能创建策略类");
System.Console.Read();
return;
}
// Start it
currentStrategy.Start();
System.Console.WriteLine("策略已停止运行");
System.Console.Read();
}