public StrategyPosition(BaseStrategy strategy, Instrument instrument, long vol, DateTime lastTime)
{
mStrategy = strategy;
mInstrument = instrument;
mVol = vol;
mLastTime = lastTime;
}
public Order(BaseStrategy strategy, Instrument inst, DirectionType direction, OpenCloseType openClose, double price, int volume)
{
Strategy = strategy;
Instrument = inst;
Direction = direction;
OpenClose = openClose;
Price = price;
OrderTime = DateTime.Now;
Qty = volume;
QtyLeft = volume;
Status = OrderStatus.Normal;
}
public static void LoadStrategy()
{
//获取文件列表
string[] files = new string[] { };
try {
string dir = AppDomain.CurrentDomain.BaseDirectory + "\\strategys";
if (Directory.Exists(dir))
{
files = Directory.GetFiles(dir);
}
else
{
Directory.CreateDirectory(dir);
}
} catch (Exception ex) {
LogUtil.SysLog(ex.StackTrace);
}
//加载策略
foreach (string f in files)
{
Assembly assembly;
try {
assembly = Assembly.LoadFrom(f);
}catch (Exception e) {
continue;
}
Type[] types = assembly.GetTypes();
foreach (Type t in types)
{
//
if (!t.IsSubclassOf(typeof(BaseStrategy)))
{
continue;
}
BaseStrategy stg = Activator.CreateInstance(t) as BaseStrategy;
if (stg == null)
{
continue;
}
if (sStgDic.ContainsKey(t.FullName))
{
LogUtil.SysLog("策略命名空间重复");
continue;
}
//
sStgDic.Add(t.FullName, stg);
stg.Start();
}
}
}
public static void UpdateStrategy(BaseStrategy stg)
{
loadStrategy();
using (MyDbContext ctx = new MyDbContext()) {
T_Strategy tStg;
if (!mStgDic.TryGetValue(stg.GetType().FullName, out tStg))
{
tStg = new T_Strategy();
tStg.Name = stg.Name;
tStg.ClassName = stg.GetType().FullName;
tStg.Enable = stg.Enable;
ctx.Strategys.Add(tStg);
mStgDic[tStg.ClassName] = tStg;
}
tStg.Enable = stg.Enable;
ctx.SaveChanges();
}
}
