}// SetupInitialize()
//
// *************************************************************
// **** Setup Begin() ****
// *************************************************************
public override void SetupBegin(IEngineHub myEngineHub, IEngineContainer engineContainer)
{
base.SetupBegin(myEngineHub, engineContainer);
foreach (IEngine iEng in engineContainer.GetEngines())
{
if (iEng is ExecutionEngines.Risk.RiskManager)
{
m_RiskManager = (ExecutionEngines.Risk.RiskManager)iEng;
}
}
if (m_RiskManager == null)
{
throw new NotImplementedException("All Strategies Must Have a Risk Manager, Please Add One To Your User Config - Must be UV.Execution.Risk.RiskManager type");
}
}//SetupBegin().
}// SetupInitialize()
//
// *************************************************************
// **** Setup Begin() ****
// *************************************************************
public override void SetupBegin(IEngineHub myEngineHub, IEngineContainer engineContainer)
{
base.SetupBegin(myEngineHub, engineContainer);
//
// Subscribe to events
//
m_ExecutionListener.InstrumentFound += new EventHandler(ExecutionListener_InstrumentsFound);
foreach (IEngine iEng in engineContainer.GetEngines())
{
if (iEng is ExecutionEngines.Risk.RiskManager)
{
m_RiskManager = (ExecutionEngines.Risk.RiskManager)iEng;
}
}
if (m_RiskManager == null)
{
throw new NotImplementedException("All Strategies Must Have a Risk Manager, Please Add One To Your User Config - Must be UV.Execution.Risk.RiskManager type");
}
}//SetupBegin().
