public StrategyExecutor_CodePeriod_MainContract(IStrategyCenter strategyCenter, StrategyArguments_CodePeriod strategyArguments) : base(strategyCenter, strategyArguments)
{
this.strategyArguments = strategyArguments;
this.PrepareStrategyHelper();
IList <ICodePeriod> codePeriods = this.strategyArguments.CodePeriod.Contracts;
this.dataPackages = new List <IDataPackage_Code>();
for (int i = 0; i < codePeriods.Count; i++)
{
ICodePeriod codePeriod = codePeriods[i];
this.dataPackages.Add(strategyCenter.BelongDataCenter.DataPackageFactory.CreateDataPackage_Code(codePeriod.Code, codePeriod.StartDate, codePeriod.EndDate));
}
this.BuildExecutorInfo();
for (int i = 0; i < dataPackages.Count; i++)
{
IDataPackage_Code dataPackage = dataPackages[i];
StrategyHelper executorStrategyHelper = new StrategyHelper();
executorStrategyHelper.QueryResultManager = this.strategyHelper.QueryResultManager;
executorStrategyHelper.Drawer = null;//TODO
executorStrategyHelper.Trader = this.strategyHelper.Trader;
StrategyArguments_DataPackage strategyArgument = new StrategyArguments_DataPackage(dataPackage, strategyArguments.ReferedPeriods, strategyArguments.ForwardPeriod, executorStrategyHelper);
StrategyExecutor_DataPackage executor = new StrategyExecutor_DataPackage(strategyCenter, strategyArgument, this.strategyExecutorInfo);
executor.OnBarFinished += Executor_OnBarFinished;
executor.OnDayFinished += Executor_OnDayFinished;
this.executors.Add(executor);
}
}
private bool RunExecutor_DataPackage(StrategyExecutor_DataPackage executor)
{
currentExecutor = executor;
executor.Run();
if (isCancel)
{
DealCancelEvent(new StrategyCanceledArguments(StrategyExecutorInfo));
return(false);
}
if (this.strategyArguments.CloseOnCodeChanged)
{
StrategyHelper.Trader.CloseAll();
}
return(true);
}
public override void Run()
{
if (executors.Count == 0)
{
return;
}
if (this.state != StrategyExecutorState.NotStart)
{
return;
}
lock (lockRunObject)
{
if (this.state != StrategyExecutorState.NotStart)
{
return;
}
this.BuildStrategyResult();
StrategyExecutor_DataPackage firstExecutor = executors[0];
DealStartEvent(new StrategyStartArguments(firstExecutor.StrategyExecutorInfo));
for (int i = 0; i < executors.Count; i++)
{
StrategyExecutor_DataPackage executor = executors[i];
bool continueRun = RunExecutor_DataPackage(executor);
if (!continueRun)
{
return;
}
}
if (IsSaveResult)
{
this.PrepareStrategyResult();
this.SaveStrategyResult();
}
StrategyExecutor_DataPackage lastExecutor = executors[executors.Count - 1];
DealFinishedEvent(new StrategyFinishedArguments(Strategy, lastExecutor.StrategyExecutorInfo, StrategyResult));
}
}