static void Main()
{
//Initialize Position Manager
FIFOTradeMatcher matcher = new FIFOTradeMatcher();
PositionManager posMgr = new PositionManager(matcher);
//Initialize Risk Engine
SimplePositionLimtRiskFilter riskFilter = new SimplePositionLimtRiskFilter(posMgr);
//Initialize Broker Managers
brokers = new List<BrokerManager>();
//Register to get a call back when this broker is ready to receive orders
IBBrokerManager ibManager = new IBBrokerManager(riskFilter);
ibManager.AcceptingOrders += new BrokerReadyEventHandler(readyToAcceptOrders);
brokers.Add(ibManager);
posMgr.addBrokers(brokers);
ibManager.connect();
//Create Main Window
log.Info("Creating UI components");
Application.EnableVisualStyles();
Application.SetCompatibleTextRenderingDefault(false);
//MainWindow win = new MainWindow(controller);
MainWindow win = new MainWindow();
//Create UI Controller
UIController controller = new UIController(brokers, posMgr, win);
Application.Run(win);
}
public UIController(List<BrokerManager> b, PositionManager pos, MainWindow w)
{
runningStrategy = null;
cummulativePnL = 0;
win = w;
brokers = b;
pos.PositionChange += new PositionChangedEventHandler(positionChange);
pos.TradeMatched += new TradeMatchedEventHandler(tradeMatched);
win.StrategyStart += new StrategyStartDelegate(startStrategy);
win.StrategyStop += new StrategyStopDelegate(stopStrategy);
//register to receive events from brokers
foreach (BrokerManager brk in brokers)
{
brk.FillUpdate += new FillEventHandler(fillReceived);
brk.OrderConfirmed += new OrderConfirmEventHandler(orderConfirmed);
brk.RiskFilterFailure += new RiskFilterFailureEventHandler(riskFilterFailed);
brk.LastUpdate += new LastUpdateEventHandler(lastUpdate);
}
Dictionary<int, String> strategyMap = new Dictionary<int, String>();
strategyMap.Add(0, "Buy & Hold");
strategyMap.Add(1, "Pair Trade");
win.availableStrategies = strategyMap;
}
public SimplePositionLimtRiskFilter(PositionManager p)
{
positionManager = p;
maxPositionSize = 1000;
}