/// <summary>
 /// Called when bar received from <see cref="MarketDataListener"/>
 /// </summary>
 /// <param name="bar"></param>
 private void OnBarArrived(Bar bar)
 {
     _statistics.UpdateBar(bar);
     _statistics.CalculatePnlAfterBar();
     _orderExecutor.BarArrived(bar);
     _tradeHubStrategy.OnBarArrived(bar);
     //_statistics.CalculatePnlAfterBar();
 }
Esempio n. 2
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 /// <summary>
 /// Called when bar received from <see cref="MarketDataListener"/>
 /// </summary>
 /// <param name="bar"></param>
 private void OnBarArrived(Bar bar)
 {
     if (_asyncClassLogger.IsDebugEnabled)
     {
         _asyncClassLogger.Debug(bar.ToString(), _type.FullName, "OnBarArrived");
     }
     _orderExecutor.BarArrived(bar);
     _tradeHubStrategy.OnBarArrived(bar);
 }
Esempio n. 3
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 /// <summary>
 /// Called when bar received from <see cref="MarketDataListener"/>
 /// </summary>
 /// <param name="bar"></param>
 private void OnBarArrived(Common.Core.DomainModels.Bar bar)
 {
     if (_asyncClassLogger.IsDebugEnabled)
     {
         _asyncClassLogger.Debug(bar.ToString(), _type.FullName, "OnBarArrived");
     }
     //_statistics.Flag = false;
     _statistics.UpdateBar(bar);
     //_prevBar = _currentBar;
     //_currentBar = bar;
     _orderExecutor.BarArrived(bar);
     _tradeHubStrategy.OnBarArrived(bar);
     //Check();
     _statistics.CalculatePnlAfterBar();
 }
Esempio n. 4
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 /// <summary>
 /// Called when bar received from <see cref="MarketDataListener"/>
 /// </summary>
 /// <param name="bar"></param>
 private void OnBarArrived(Bar bar)
 {
     // Bars first needs to be provided to 'Order Executor' before sending it out to Strategy
     _orderExecutor.BarArrived(bar);
     _tradeHubStrategy.OnBarArrived(bar);
 }
Esempio n. 5
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 /// <summary>
 /// Called when bar received from <see cref="MarketDataListener"/>
 /// </summary>
 /// <param name="bar"></param>
 private void OnBarArrived(Bar bar)
 {
     _orderExecutor.BarArrived(bar);
     _tradeHubStrategy.OnBarArrived(bar);
 }