protected override void OnOrderDone(SingleOrder order) { this.atsRuntimeCrossComponent.OnOrderDone(order); /*---------------------------------------------------*/ ATSComponent aTSComponent = this.atsComponents[order.Instrument]; if (aTSComponent != null) { aTSComponent.OnOrderDone(order); } /*---------------------------------------------------*/ //this.atsComponents[order.Instrument].OnOrderDone(order); }
protected override void OnPortfolioValueChanged(Position position) { this.atsRuntimeCrossComponent.OnPositionValueChanged(position); /*---------------------------------------------------*/ ATSComponent aTSComponent = this.atsComponents[position.Instrument]; if (aTSComponent != null) { aTSComponent.OnPositionValueChanged(); } /*---------------------------------------------------*/ //this.atsComponents[position.Instrument].OnPositionValueChanged(); }
protected override void OnExecutionReport(SingleOrder order, ExecutionReport report) { this.atsRuntimeCrossComponent.OnExecutionReport(order, report); /*---------------------------------------------------*/ ATSComponent aTSComponent = this.atsComponents[order.Instrument]; if (aTSComponent != null) { aTSComponent.OnExecutionReport(order, report); } /*---------------------------------------------------*/ //this.atsComponents[order.Instrument].OnExecutionReport(order, report); }
internal void OnStopExecuted(ATSStop stop) { this.atsRuntimeCrossComponent.OnStopExecuted(stop); /*---------------------------------------------------*/ ATSComponent aTSComponent = this.atsComponents[stop.Instrument]; if (aTSComponent != null) { aTSComponent.OnStopExecuted(stop); } /*---------------------------------------------------*/ //this.atsComponents[stop.Instrument].OnStopExecuted(stop); }
protected override void OnNewCorporateAction(Instrument instrument, CorporateAction corporateAction) { this.marketManager.OnCorporateAction(instrument, corporateAction); this.atsRuntimeCrossComponent.OnCorporateAction(instrument, corporateAction); /*---------------------------------------------------*/ ATSComponent aTSComponent = this.atsComponents[instrument]; if (aTSComponent != null) { aTSComponent.OnCorporateAction(corporateAction); } /*---------------------------------------------------*/ //this.atsComponents[instrument].OnCorporateAction(corporateAction); }
protected override void OnNewFundamental(Instrument instrument, Fundamental fundamental) { this.marketManager.OnFundamental(instrument, fundamental); this.atsRuntimeCrossComponent.OnFundamental(instrument, fundamental); /*---------------------------------------------------*/ ATSComponent aTSComponent = this.atsComponents[instrument]; if (aTSComponent != null) { aTSComponent.OnFundamental(fundamental); } /*---------------------------------------------------*/ //this.atsComponents[instrument].OnFundamental(fundamental); }
protected override void OnNewMarketDepth(Instrument instrument, MarketDepth marketDepth) { this.marketManager.OnMarketDepth(instrument, marketDepth); this.atsRuntimeCrossComponent.OnMarketDepth(instrument, marketDepth); /*---------------------------------------------------*/ ATSComponent aTSComponent = this.atsComponents[instrument]; if (aTSComponent != null) { aTSComponent.OnMarketDepth(marketDepth); } /*---------------------------------------------------*/ //this.atsComponents[instrument].OnMarketDepth(marketDepth); }
protected override void OnBehaviorInit() { this.atsComponents.Clear(); //把持仓中的证券添加到市场中来 foreach (Position position in this.portfolio.Positions) { Instrument instrument = position.Instrument; this.marketManager.AddInstrument(instrument); } foreach (Instrument instrument in this.marketManager.Instruments) { this.activeInstruments.Add(instrument); ATSComponent aTSComponent = Activator.CreateInstance(this.atsComponent.GetType()) as ATSComponent; aTSComponent.StrategyBase = this; aTSComponent.Instrument = instrument; base.SetProxyProperties(aTSComponent, this.atsComponent); aTSComponent.Init(); this.atsComponents.Add(instrument, aTSComponent); } }
protected override void OnNewBar(Instrument instrument, Bar bar) { foreach (ATSStop aTSStop in new ArrayList(this.activeStops[instrument])) { if (aTSStop.Connected) { aTSStop.OnNewBar(bar); } } this.marketManager.OnBar(instrument, bar); this.atsRuntimeCrossComponent.OnBar(instrument, bar); /*---------------------------------------------------*/ ATSComponent aTSComponent = this.atsComponents[instrument]; if (aTSComponent != null) { aTSComponent.OnBar(bar); } /*---------------------------------------------------*/ //this.atsComponents[instrument].OnBar(bar); }
protected override void OnPositionClosed(Position position) { Instrument instrument = position.Instrument; foreach (ATSStop aTSStop in new ArrayList(this.activeStops[instrument])) { if ((aTSStop.Type == StopType.Time && aTSStop.Status == StopStatus.Active) || aTSStop.Connected) { aTSStop.OnPositionClosed(position); } } this.atsRuntimeCrossComponent.OnPositionClosed(position); /*---------------------------------------------------*/ ATSComponent aTSComponent = this.atsComponents[position.Instrument]; if (aTSComponent != null) { aTSComponent.OnPositionClosed(); } /*---------------------------------------------------*/ //this.atsComponents[instrument].OnPositionClosed(); }