//private static string[] assemblies = { "Interop.SmartCOM3Lib.dll", "TRL.Common.dll", "TRL.Connect.Smartcom.dll" };
/// <summary>
/// пример
/// </summary>
/// <param name="args"></param>
public void SetupStrategy(string[] args)
{
///TODO 91. вопрос как изолировать стратегию от процесса инициализации параметров стратегии и AppSettings
//AddStrategySettings();
//TradingData.Instance.Get<ICollection<Strategy>>().Add(strategyHeader);
//TradingData.Instance.Get<ICollection<BarSettings>>().Add(barSettings);
//TradingData.Instance.Get<ICollection<ProfitPointsSettings>>().Add(ppSettings);
//TradingData.Instance.Get<ICollection<TakeProfitOrderSettings>>().Add(poSettings);
//TradingData.Instance.Get<ICollection<StopPointsSettings>>().Add(spSettings);
//TradingData.Instance.Get<ICollection<StopLossOrderSettings>>().Add(soSettings);
//SMASettings smaSettings = new SMASettings(strategyHeader, 7, 14);
int maf = AppSettings.GetValue <int>("MaFast");
int mas = AppSettings.GetValue <int>("MaSlow");
SMASettings smaSettings = new SMASettings(strategyHeader, maf, mas);
TradingData.Instance.Get <ICollection <SMASettings> >().Add(smaSettings);
//ReversMaOnBar reversHandler =
// new ReversMaOnBar(strategyHeader,
// TradingData.Instance,
// SignalQueue.Instance,
// DefaultLogger.Instance);
//MakeRangeBarsOnTick updateBarsHandler;
updateBarsHandler = new MakeRangeBarsOnTick(barSettings,
new TimeTracker(),
TradingData.Instance,
DefaultLogger.Instance);
//IndicatorOnBar2Ma indicatorsOnBar;
indicatorsOnBar = new IndicatorOnBar2Ma(strategyHeader,
TradingData.Instance,
SignalQueue.Instance,
DefaultLogger.Instance);
indicatorsOnBar.AddMa1Handler(TradeConsole.ConsoleWriteLineValueDouble);
indicatorsOnBar.AddMa2Handler(TradeConsole.ConsoleWriteLineValueDouble);
indicatorsOnBar.AddCrossUpHandler(TradeConsole.ConsoleWriteLineValueBool);
indicatorsOnBar.AddCrossDnHandler(TradeConsole.ConsoleWriteLineValueBool);
//Отправляем данные клиентам
{
//SetupHubHandlers();
if (AppSettings.GetValue <bool>("SignalHub"))
{
//отправляем через signalR
indicatorsOnBar.AddMa1Handler(TradeHubStarter.sendValueDouble1);
indicatorsOnBar.AddMa2Handler(TradeHubStarter.sendValueDouble2);
indicatorsOnBar.AddCrossUpHandler(TradeHubStarter.sendValueBool);
indicatorsOnBar.AddCrossDnHandler(TradeHubStarter.sendValueBool);
//reversHandler.AddMa1Handler(TradeHubStarter.sendIndicator1);
//reversHandler.AddMa2Handler(TradeHubStarter.sendIndicator2);
}
}
}
//private static string[] assemblies = { "Interop.SmartCOM3Lib.dll", "TRL.Common.dll", "TRL.Connect.Smartcom.dll" };
/// <summary>
/// пример
/// </summary>
/// <param name="args"></param>
public void SetupStrategy(string[] args)
{
//TradingData.Instance.Get<ICollection<Strategy>>().Add(strategyHeader);
//TradingData.Instance.Get<ICollection<BarSettings>>().Add(barSettings);
//TradingData.Instance.Get<ICollection<ProfitPointsSettings>>().Add(ppSettings);
//TradingData.Instance.Get<ICollection<TakeProfitOrderSettings>>().Add(poSettings);
//TradingData.Instance.Get<ICollection<StopPointsSettings>>().Add(spSettings);
//TradingData.Instance.Get<ICollection<StopLossOrderSettings>>().Add(soSettings);
//SMASettings smaSettings = new SMASettings(strategyHeader, 7, 14);
int maf = AppSettings.GetValue <int>("MaFast");
int mas = AppSettings.GetValue <int>("MaSlow");
SMASettings smaSettings = new SMASettings(strategyHeader, maf, mas);
TradingData.Instance.Get <ICollection <SMASettings> >().Add(smaSettings);
//MakeRangeBarsOnTick updateBarsHandler;
updateBarsHandler = new MakeRangeBarsOnTick(barSettings,
new TimeTracker(),
TradingData.Instance,
DefaultLogger.Instance);
//IndicatorOnBar2Ma indicatorsOnBar;
indicatorsOnBar = new IndicatorOnBar2Ma(strategyHeader,
TradingData.Instance,
SignalQueue.Instance,
DefaultLogger.Instance);
indicatorsOnBar.AddMa1Handler(TradeConsole.ConsoleWriteLineValueDouble);
indicatorsOnBar.AddMa2Handler(TradeConsole.ConsoleWriteLineValueDouble);
indicatorsOnBar.AddCrossUpHandler(TradeConsole.ConsoleWriteLineValueBool);
indicatorsOnBar.AddCrossDnHandler(TradeConsole.ConsoleWriteLineValueBool);
//Отправляем данные клиентам
{
//SetupHubHandlers();
if (AppSettings.GetValue <bool>("SignalHub"))
{
//отправляем через signalR
indicatorsOnBar.AddMa1Handler(TradeHubStarter.sendValueDouble1);
indicatorsOnBar.AddMa2Handler(TradeHubStarter.sendValueDouble2);
indicatorsOnBar.AddCrossUpHandler(TradeHubStarter.sendValueBool);
indicatorsOnBar.AddCrossDnHandler(TradeHubStarter.sendValueBool);
//reversHandler.AddMa1Handler(TradeHubStarter.sendIndicator1);
//reversHandler.AddMa2Handler(TradeHubStarter.sendIndicator2);
}
else
{
Console.WriteLine(String.Format("SignalHub is off"));
}
}
//ReversMaOnBar reversHandler =
reversHandler = new ReversMaOnBar(strategyHeader,
TradingData.Instance,
SignalQueue.Instance,
DefaultLogger.Instance)
{
IndicatorsOnBar = indicatorsOnBar
};
double pp = AppSettings.GetValue <double>("ProfitPoints");
//TakeProfitOnBar takeProfitOnBar =
takeProfitOnBar =
new TakeProfitOnBar(strategyHeader,
200,
TradingData.Instance,
SignalQueue.Instance,
DefaultLogger.Instance);
//StopLossOnBar stopLossOnBar =
stopLossOnBar =
new StopLossOnBar(strategyHeader,
100,
TradingData.Instance,
SignalQueue.Instance,
DefaultLogger.Instance);
}
/// <summary>
/// пример
/// </summary>
private void SetupRevers()
{
//AddStrategySettings();
{
TradingData.Instance.Get <ICollection <StrategyHeader> >().Add(strategyHeader);
TradingData.Instance.Get <ICollection <BarSettings> >().Add(barSettings);
//TradingData.Instance.Get<ICollection<ProfitPointsSettings>>().Add(ppSettings);
//TradingData.Instance.Get<ICollection<TakeProfitOrderSettings>>().Add(poSettings);
//TradingData.Instance.Get<ICollection<StopPointsSettings>>().Add(spSettings);
//TradingData.Instance.Get<ICollection<StopLossOrderSettings>>().Add(soSettings);
//SMASettings smaSettings = new SMASettings(strategyHeader, 7, 14);
int mafast = AppSettings.GetValue <int>("MaFast");
int maslow = AppSettings.GetValue <int>("MaSlow");
SMASettings smaSettings = new SMASettings(strategyHeader, mafast, maslow);
TradingData.Instance.Get <ICollection <SMASettings> >().Add(smaSettings);
}
//SmartComHandlers.Instance.Add<_IStClient_DisconnectedEventHandler>(IsDisconnected);
//SmartComHandlers.Instance.Add<_IStClient_ConnectedEventHandler>(IsConnected);
MakeRangeBarsOnTick updateBarsHandler =
new MakeRangeBarsOnTick(barSettings,
new TimeTracker(),
TradingData.Instance,
DefaultLogger.Instance);
SendItemOnBar barItemSender =
new SendItemOnBar(barSettings,
TradingData.Instance);
//barItemSender.AddItemHandler(TradeConsole.ConsoleWriteLineBar);
IndicatorOnBar2Ma indicatorsOnBar =
new IndicatorOnBar2Ma(strategyHeader,
TradingData.Instance,
SignalQueue.Instance,
DefaultLogger.Instance);
indicatorsOnBar.AddMa1Handler(TradeConsole.ConsoleWriteLineValueDouble);
indicatorsOnBar.AddMa2Handler(TradeConsole.ConsoleWriteLineValueDouble);
indicatorsOnBar.AddCrossUpHandler(TradeConsole.ConsoleWriteLineValueBool);
indicatorsOnBar.AddCrossDnHandler(TradeConsole.ConsoleWriteLineValueBool);
ReversMaOnBar reversHandler =
new ReversMaOnBar(strategyHeader,
TradingData.Instance,
SignalQueue.Instance,
DefaultLogger.Instance)
{
IndicatorsOnBar = indicatorsOnBar
};
SendItemOnTrade tradeItemSender =
new SendItemOnTrade(TradingData.Instance, DefaultLogger.Instance);
//tradeItemSender.AddItemHandler(TradeConsole.ConsoleWriteLineTrade);
//SendItemOnOrder senderItemOrder =
// new SendItemOnOrder(TradingData.Instance.Get<ObservableQueue<Order>>());
//senderItemOrder.AddedItemHandler(TradeHubStarter.sendOrder);
//AddStrategySubscriptions();
{
DefaultSubscriber.Instance.Portfolios.Add(strategyHeader.Portfolio);
DefaultSubscriber.Instance.BidsAndAsks.Add(strategyHeader.Symbol);
DefaultSubscriber.Instance.Ticks.Add(strategyHeader.Symbol);
}
//Отправляем данные клиентам
{
barItemSender.AddItemHandler(TradeConsole.ConsoleWriteLineBar);
tradeItemSender.AddItemHandler(TradeConsole.ConsoleWriteLineTrade);
//senderItemOrder.AddedItemHandler(TradeHubStarter.sendOrder);
//SetupHubHandlers();
if (AppSettings.GetValue <bool>("SignalHub"))
{
//отправляем через signalR
barItemSender.AddItemHandler(TradeHubStarter.sendBar);
tradeItemSender.AddItemHandler(TradeHubStarter.sendTrade);
indicatorsOnBar.AddMa1Handler(TradeHubStarter.sendValueDouble1);
indicatorsOnBar.AddMa2Handler(TradeHubStarter.sendValueDouble2);
indicatorsOnBar.AddCrossUpHandler(TradeHubStarter.sendValueBool);
indicatorsOnBar.AddCrossDnHandler(TradeHubStarter.sendValueBool);
//reversHandler.AddMa1Handler(TradeHubStarter.sendIndicator1);
//reversHandler.AddMa2Handler(TradeHubStarter.sendIndicator2);
}
}
}
