/// <summary>
/// Initializes the specified assembly.
/// </summary>
/// <param name="assembly">The assembly.</param>
/// <param name="fundinfo">The fundinfo.</param>
public void Initialize(Assembly assembly, AddFundMessage fundinfo)
{
try
{
//Set state
State = FundState.Initializing;
//Set fund universe
Universe = Universe.Create(fundinfo.UniverseName, Portfolio.BrokerAccount.Securities, fundinfo.Universe);
//Set fund modules
foreach (var modulename in fundinfo.ModuleNames)
{
//Try and get the module instance
if (!DynamicLoader.TryGetInstance(assembly, modulename, out IModule instance))
{
throw new Exception($"Could not find module {modulename} in provided assembly. Did you add the export attribute?");
}
//Set quantfund
instance.SetQuantFund(this);
//Set parameters
fundinfo.Parameters.Where(x => x.ModuleName == modulename)
.ForEach(parm => instance.SetParameter(parm.Name, parm.Value));
//Add to modules
_modules.Add(instance);
}
//Set universe to position tracker
Positions.SetUniverse(Universe.Securities.Select(x => x.Ticker).ToArray());
//Set benchmark
Benchmark.OnCalc(x => Universe.Sum(s => s.Price * Universe.GetWeight(s)));
//Subscribe to all ticker symbols by default
Universe.ForEach(x => Portfolio.Subscription.AddSubscription(this, x, new TickQuoteBarAggregator(TimeSpan.FromMinutes(1)), fundinfo.ForceTick));
//Initialize all modules
_modules.ForEach(m => m.Initialize());
}
catch (Exception exc)
{
_log.Error(exc, $"Could not initialize quant fund with name {Name} due to error: {exc.Message}");
Portfolio.ExceptionHandler.HandleException(exc, FundId);
State = FundState.DeployError;
}
}