private void AddHistorySessionHolder(string portfolio) { var session = new HistorySessionHolder(EmulationConnector.TransactionIdGenerator) { IsMarketDataEnabled = false, IsTransactionEnabled = true, }; _basketSessionHolder.InnerSessions.Add(session, 0); _basketSessionHolder.Portfolios[portfolio] = session; }
public StrategyConnector(StrategyContainer strategy, DateTimeOffset startDate, DateTimeOffset stopDate, TimeSpan useCandlesTimeFrame, bool onlyInitialize) { if (strategy == null) { throw new ArgumentNullException("strategy"); } UpdateSecurityLastQuotes = false; UpdateSecurityByLevel1 = false; var entityRegistry = ConfigManager.GetService <IStudioEntityRegistry>(); _strategy = strategy; _useCandlesTimeFrame = useCandlesTimeFrame; _onlyInitialize = onlyInitialize; _sessionStrategy = entityRegistry.ReadSessionStrategyById(strategy.Strategy.Id); if (_sessionStrategy == null) { throw new InvalidOperationException("sessionStrategy = null"); } Id = strategy.Id; Name = strategy.Name + " Connector"; _realConnector = (StudioConnector)ConfigManager.GetService <IStudioConnector>(); _realConnector.NewMessage += RealConnectorNewMessage; EntityFactory = new StudioConnectorEntityFactory(); _securityProvider = new StudioSecurityProvider(); var session = new HistorySessionHolder(TransactionIdGenerator, _securityProvider) { StartDate = startDate, StopDate = stopDate, }; session.UpdateCurrentTime(startDate); var storageRegistry = new StudioStorageRegistry { MarketDataSettings = strategy.MarketDataSettings }; MarketDataAdapter = _historyMessageAdapter = new HistoryMessageAdapter(session) { StorageRegistry = storageRegistry }; TransactionAdapter = new PassThroughMessageAdapter(session); _historyMessageAdapter.SessionHolder.MarketTimeChangedInterval = useCandlesTimeFrame; // при инициализации по свечкам, время меняется быстрее и таймаут должен быть больше 30с. _historyMessageAdapter.SessionHolder.ReConnectionSettings.TimeOutInterval = TimeSpan.MaxValue; _historyMessageAdapter.BasketStorage.InnerStorages.AddRange(GetExecutionStorages()); ApplyMessageProcessor(MessageDirections.In, true, true); ApplyMessageProcessor(MessageDirections.Out, true, true); this.LookupById(strategy.Security.Id); new ChartAutoRangeCommand(true).Process(_strategy); }