public void OnDeInit()
{
CSiteMng.OnDeinit();
foreach (CLogic objLogic in m_lstLogics)
{
objLogic.OnDeInit();
}
}
// ---
public int reqOrder_async(ETRADER_OP nCmd, double dLots, double dPrice, EORDER_TYPE nOrderType, int nPriority, string sComment = "")
{
m_reqOrder_async.m_bProcessed = false;
m_reqOrder_async.setProduct(m_sSymbol, m_site, m_sLogicID, m_dContractSize);
m_reqOrder_async.setVal(nCmd, dLots, dPrice, nOrderType, nPriority, m_sLogicID, sComment);
return(CSiteMng.registerOrder(m_reqOrder_async));
}
public bool OnInit()
{
if (!CSiteMng.OnInit())
{
return(false);
}
CFATLogger.output_proc("Logic init start!");
foreach (CLogic objLogic in m_lstLogics)
{
if (!objLogic.OnInit())
{
return(false);
}
}
CFATLogger.output_proc("Logic init OK!");
return(true);
}
public void doProcess_thread()
{
if (!create_Objects())
{
return;
}
CSiteMng.loadRates_Tick();// load backtest rates for backtest
if (CFATManager.m_nRunMode != ERUN_MODE.OPTIMIZE)
{
doProcess_run();
}
if (CFATManager.m_nRunMode == ERUN_MODE.OPTIMIZE)
{
doProcess_optimize();
}
destroy_Objects();
}
public bool OnTick()
{
EERROR nRet = CSiteMng.Ontick();
if (nRet == EERROR.RATE_INVALID)
{
if (CFATManager.isOnlineMode())
{
CFATLogger.output_proc("Invalid price!");
}
m_nInvalidTicks++;
return(false);
}
if (nRet == EERROR.RATE_END)
{
CFATLogger.output_proc("Rates End!");
m_nInvalidTicks = 10000;
return(false); // For backtest mode, update tick data , if return false rates is end.
}
m_nInvalidTicks = 0;
if (nRet != EERROR.NONE)
{
CFATLogger.output_proc("CSiteMng.Ontick() : Unknown Error!");
return(false);
}
foreach (CLogic objLogic in m_lstLogics)
{
if (objLogic.OnTick() == (int)ETRADE_RET.NEWORDER)
{
break;
}
}
CSiteMng.process_ReqOrders();
CSiteMng.process_ReqPosMatch();
return(true);
}
public void reqPosMatch()
{
m_reqPosMatch.m_product = this;
CSiteMng.registerPosMatch(m_reqPosMatch);
}
public void publishTradeHistory()
{
CSiteMng.publishTradeHistory();
}
/// <summary>
/// Create Sites
/// Create Logics
/// </summary>
/// <returns></returns>
private bool create_Objects_site()
{
CFATLogger.output_proc("create_Objects_site ------->");
string sSiteName = "";
string sPipeServer = "";
string sPipeServerOrder = "";
string sPipe_rate = "";
string sPipe_order = "";
string sID;
string sPwd;
string sKey;
int nSymCnt = 0;
CSite site;
string sSymbol = "";
double dContractSize = 0;
double dCommissionPercent = 0;
try
{
foreach (Dictionary <string, string> dicSiteItem in m_configSites)
{
// modified by cmh
sSiteName = dicSiteItem["name"];
if (dicSiteItem.ContainsKey("pipe_rate"))
{
sPipeServer = dicSiteItem["pipe_rate"];
}
if (dicSiteItem.ContainsKey("pipe_order"))
{
sPipeServerOrder = dicSiteItem["pipe_order"];
}
if (dicSiteItem.ContainsKey("pipe_rate"))
{
sPipe_rate = dicSiteItem["pipe_rate"];
}
if (dicSiteItem.ContainsKey("pipe_order"))
{
sPipe_order = dicSiteItem["pipe_order"];
}
site = CSiteMng.newSite(sSiteName, sPipeServer, sPipeServerOrder, sPipe_rate, sPipe_order);
// ---
sID = dicSiteItem["id"];
sPwd = dicSiteItem["pwd"];
site.setID_PWD(sID, sPwd);
nSymCnt = Convert.ToInt32(dicSiteItem["sym_count"]);
for (int i = 0; i < nSymCnt; i++)
{
sKey = string.Format("sym_{0}", i + 1);
sSymbol = dicSiteItem[sKey];
sKey = string.Format("c_size_{0}", i + 1);
dContractSize = Convert.ToDouble(dicSiteItem[sKey]);
CFATLogger.output_proc(string.Format("symbol = {0}, contract = {1}", sSymbol, dContractSize));
sKey = string.Format("commission_{0}", i + 1);
dCommissionPercent = Convert.ToDouble(dicSiteItem[sKey]);
site.addSym(sSymbol, dContractSize, dCommissionPercent);
}
if (!dicSiteItem.ContainsKey("fix"))
{
continue;
}
//for Fix
nSymCnt = Convert.ToInt32(dicSiteItem["sym_fix_count"]);
double dMin = 0;
double dMax = 0;
for (int i = 0; i < nSymCnt; i++)
{
sKey = string.Format("sym_fix_{0}", i + 1);
site.addSym_fix(dicSiteItem[sKey], (i + 1).ToString());
//Set min max for symbol
sKey = string.Format("min_fix_{0}", i + 1);
dMin = Convert.ToDouble(dicSiteItem[sKey]);
sKey = string.Format("max_fix_{0}", i + 1);
dMax = Convert.ToDouble(dicSiteItem[sKey]);
site.addSym_min_max((i + 1).ToString(), dMin, dMax);
}
site.setConfigFile_fix(dicSiteItem["config_data"], dicSiteItem["config_trade"]);
site.setFixAccount(dicSiteItem["fix_acc"]);
}
}
catch
{
CFATLogger.output_proc("Error : create_Objects_site");
return(false);
}
CFATLogger.output_proc("create_Objects_site <-------");
return(true);
}
public void makeReport()
{
CSiteMng.makeReport();
}
public bool create_Objects_logic()
{
CFATLogger.output_proc("create_Objects_logic ------->");
string sLogicName = "";
CLogic logic = null;
CSite site;
CParams objParams;
CProduct objProduct;
int nParamCnt = 0;
int nProductCnt = 0;
double dContractSize = 0;
string sKey = "";
string sSiteName = "";
string sSymbol = "";
string[] sVals;
string sLogicID = "NONE";
string sMode = "NONE";
try
{
foreach (Dictionary <string, string> dicLogicItem in m_configLogics)
{
sLogicName = dicLogicItem["name"];
sLogicID = dicLogicItem["logic_id"];
sMode = dicLogicItem["mode"];
logic = create_newLogic(sLogicName, sMode);
logic.m_sLogicID = sLogicID;
//create & set parameters
objParams = new CParams();
nParamCnt = Convert.ToInt32(dicLogicItem["param_count"]);
for (int i = 0; i < nParamCnt; i++)
{
sKey = string.Format("param_{0}", i + 1);
sVals = dicLogicItem[sKey].Split(',');
if (sVals.Length < 5)
{
CFATLogger.output_proc("Error : Invalid format logic params, ex : 'varName, varVal, [varStart], [varStep], [varEnd]'");
return(false);
}
objParams.addParam(sVals[0], sVals[1], sVals[2], sVals[3], sVals[4]);
}
logic.setParams(objParams);
//create & set product
nProductCnt = Convert.ToInt32(dicLogicItem["product_count"]);
logic.m_products.Clear();
for (int i = 0; i < nProductCnt; i++)
{
objProduct = new CProduct();
sKey = string.Format("product_{0}_site", i + 1);
sSiteName = dicLogicItem[sKey];
site = CSiteMng.getSite(sSiteName);
objProduct.setSite(site);
objProduct.setLogicID(sLogicID);
sKey = string.Format("product_{0}_symbol", i + 1);
sSymbol = dicLogicItem[sKey];
objProduct.setSymbol(sSymbol);
dContractSize = site.getContractSize(sSymbol);
objProduct.setContractSize(dContractSize);
logic.addProduct(objProduct);
}
m_lstLogics.Add(logic);
logic.publishParams();//
}
}
catch
{
CFATLogger.output_proc("Error : create_Objects_logic");
return(false);
}
CFATLogger.output_proc("create_Objects_logic <-------");
return(true);
}
