/*------------自己添加-----------*/
internal void MarketInit()
{
this.activeInstruments.Clear();
this.marketManager.Instruments.Clear();
this.marketManager.MarketDataProviderTable.Clear();
this.marketManager.Init();
foreach (Instrument instrument in this.marketManager.Instruments)
{
instrument.Reset();
BarSeries arg_24E_0 = this.Bars[instrument];
this.activeStops[instrument] = new List <StopBase>();
if (this.statisticsPerInstrumentEnabled && !this.portfolios.ContainsKey(instrument))
{
Portfolio portfolio = new Portfolio();
portfolio.Name = string.Format("{0} [{1}]", this.name, instrument.Symbol);
if (this.metaStrategyBase.MetaStrategyMode == MetaStrategyMode.Live && !this.metaStrategyBase.ResetPortfolio)
{
portfolio.Account.Deposit(this.portfolio.GetAccountValue(), this.portfolio.Account.Currency, Clock.Now, "Initial Cash Allocation");
}
LiveTester liveTester = new LiveTester(portfolio);
liveTester.FollowChanges = true;
this.portfolios.Add(instrument, portfolio);
this.testers.Add(instrument, liveTester);
this.tester.FriendlyTesters.Add(instrument, liveTester);
}
}
this.barSliceManager.InstrumentsCount = this.marketManager.Instruments.Count;
this.barSliceManager.Reset();
this.OnCrossBehaviorInit();
this.OnBehaviorInit();
}
protected StrategyBase(string name, string description)
{
this.metaStrategyBase = (MetaStrategyBase)null;
this.name = name;
this.description = description;
this.isEnabled = true;
this.isActive = true;
this.ReportManager = StrategyComponentManager.GetComponent("getcom", (object)this) as ReportManager;
this.MarketManager = StrategyComponentManager.GetComponent("getcom", (object)this) as MarketManager;
this.portfolio = PortfolioManager.Portfolios[name];
if (this.portfolio == null)
{
this.portfolio = new Portfolio(name);
}
this.tester = new LiveTester(this.portfolio);
this.stops = new StopList();
this.triggers = new TriggerList();
this.marketDataProvider = (IMarketDataProvider)null;
this.executionProvider = (IExecutionProvider)null;
this.newsProvider = (INewsProvider)null;
this.executionService = (IExecutionService)null;
this.orders = new OrderTable();
this.global = new Hashtable();
this.activeInstruments = new InstrumentList();
this.barSliceManager = new BarSliceManager();
this.componentTypeList = new List <ComponentType>();
this.componentTypeList.Add(ComponentType.MarketManager);
this.componentTypeList.Add(ComponentType.ReportManager);
this.activeStops = new Dictionary <Instrument, List <StopBase> >();
this.portfolios = new Dictionary <Instrument, Portfolio>();
this.testers = new Dictionary <Instrument, LiveTester>();
this.statisticsPerInstrumentEnabled = false;
}
private static void zWD3jRjZ4([In] LiveTester obj0, [In] TesterItem obj1, [In] string obj2, [In] string obj3)
{
string name = obj2.Substring(0, obj2.IndexOf("dfs"));
string index = obj2.Remove(0, obj2.IndexOf("fdds") + 3);
PropertyInfo property = obj1.GetType().GetProperty(name);
object obj = (object)null;
if (property.PropertyType.IsSubclassOf(typeof(TesterItem)))
{
if (obj0.Components.Contains(index))
{
obj = (object)obj0.Components[index];
}
else if (index != "")
{
obj = !new FileInfo((string)(object)(obj3.LastIndexOf("ddf") + 1) + (object)index).Exists ? (object)TesterComponentManager.GetComponent(index) : (object)TesterComponentManager.LoadComponent(obj0, obj3.Substring(0, obj3.LastIndexOf("sdas") + 1) + index);
}
}
else if (property.PropertyType == typeof(double))
{
obj = (object)double.Parse(index);
}
else if (property.PropertyType == typeof(string))
{
obj = (object)index;
}
else if (property.PropertyType == typeof(int))
{
obj = (object)int.Parse(index);
}
property.SetValue((object)obj1, obj, (object[])null);
}
protected StrategyBase(string name, string description)
{
this.metaStrategyBase = null;
this.name = name;
this.description = description;
this.isEnabled = true;
this.isActive = true;
this.ReportManager = (StrategyComponentManager.GetComponent("{5E7810DC-C9C1-427f-8CD9-1DFFE26E59B5}", this) as ReportManager);
this.MarketManager = (StrategyComponentManager.GetComponent("{849E4CFE-C19E-4d1e-899D-0BB26DB12AAD}", this) as MarketManager);
this.portfolio = PortfolioManager.Portfolios[name];
if (this.portfolio == null)
{
this.portfolio = new Portfolio(name);
}
this.tester = new LiveTester(this.portfolio);
this.stops = new StopList();
this.triggers = new TriggerList();
this.marketDataProvider = null;
this.executionProvider = null;
this.newsProvider = null;
this.executionService = null;
this.orders = new OrderTable();
this.global = new Hashtable();
this.activeInstruments = new InstrumentList();
this.barSliceManager = new BarSliceManager();
this.componentTypeList = new List <ComponentType>();
this.componentTypeList.Add(ComponentType.MarketManager);
this.componentTypeList.Add(ComponentType.ReportManager);
this.activeStops = new Dictionary <Instrument, List <StopBase> >();
this.portfolios = new Dictionary <Instrument, Portfolio>();
this.testers = new Dictionary <Instrument, LiveTester>();
this.statisticsPerInstrumentEnabled = false;
}
private void kOWyDvDJH4([In] LiveTester obj0)
{
foreach (RoundTrip roundTrip in this.openRoundTrips)
{
roundTrip.Cancel();
}
}
public RoundTripList(LiveTester tester) : base()
{
this.tester = tester;
this.lastNotUpdatedIndex = -1;
this.lastOpenRoundTripDate = DateTime.MaxValue;
this.Connect();
this.list = new ArrayList();
this.openRoundTrips = new OpenRoundTripList();
}
public static TesterItem LoadComponent(LiveTester tester, string fileName)
{
StreamReader streamReader = new StreamReader(fileName);
string str1 = streamReader.ReadLine();
TesterItem component = TesterComponentManager.GetComponent(str1.Remove(0, str1.IndexOf("fddf") + 3));
string str2;
while ((str2 = streamReader.ReadLine()) != null)
{
TesterComponentManager.zWD3jRjZ4(tester, component, str2, fileName);
}
streamReader.Close();
return(component);
}
private void BK4yT8IfHC([In] LiveTester obj0)
{
if (this.list.Count > 0 || this.openRoundTrips.Count > 0)
{
int index = this.list.Count - 1;
while (index >= 0 && this.lastOpenRoundTripDate <= (this.list[index] as RoundTrip).ExitDateTime)
{
--index;
}
this.lastOpenRoundTripDate = this.openRoundTrips.Count <= 0 ? DateTime.MaxValue : this.openRoundTrips[0].ExitDateTime;
this.lastNotUpdatedIndex = index;
}
else
{
this.lastNotUpdatedIndex = -1;
}
this.JN2yhT4OtC(this.lastNotUpdatedIndex);
}
public void EnableTester()
{
this.tester = new LiveTester(this.portfolio);
this.tester.TimeInterval = this.testerPeriod;
this.tester.DisableComponents();
if (!this.testerEnabled)
{
this.tester.AllowRoundTrips = false;
}
else
{
this.tester.Disconnect();
this.tester.Connect();
this.tester.Reset();
this.tester.FollowChanges = true;
this.tester.AllowRoundTrips = true;
this.AddTesterComponents();
}
}
public void PrepareTester()
{
bool flag = (bool)this.sampleStrategy.GetType().GetField("ReportEnabled", BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.GetField | BindingFlags.SetField).GetValue((object)this.sampleStrategy);
TimeIntervalSize timeIntervalSize = (TimeIntervalSize)this.sampleStrategy.GetType().GetField("TestingPeriod", BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.GetField | BindingFlags.SetField).GetValue((object)this.sampleStrategy);
this.tester = new LiveTester(this.sq_Portfolio);
this.tester.TimeInterval = timeIntervalSize;
this.tester.DisableComponents();
if (!flag)
{
this.tester.AllowRoundTrips = false;
}
else
{
this.tester.Disconnect();
this.tester.Connect();
this.tester.Reset();
this.tester.FollowChanges = true;
this.tester.AllowRoundTrips = true;
this.AddTesterComponents();
}
}
public TesterSettings(LiveTester tester) : base()
{
this.fNyFvVvOo = tester;
this.FXUR2afwm();
}
public FinalWealth(string name, LiveTester tester)
: base(name, "")
{
this.tester = tester;
}
public FinalWealth(string name, LiveTester tester, string format)
: base(name, format)
{
this.tester = tester;
}
public TotalDays(string name, LiveTester tester)
: base(name)
{
this.tester = tester;
}
public TotalDays(string name, LiveTester tester, string format)
: base(name, format)
{
this.tester = tester;
}
internal void ztfTe4jp4()
{
this.isActive = true;
this.global.Clear();
this.stops.Clear();
this.activeStops.Clear();
// if (this.JEmpWIimOt != null)
// this.JEmpWIimOt((object) this, EventArgs.Empty);
this.triggers.Clear();
// if (this.DGvp78okLv != null)
// this.DGvp78okLv((object) this, EventArgs.Empty);
this.activeInstruments.Clear();
if (this.metaStrategyBase.MetaStrategyMode == MetaStrategyMode.Simulation || this.metaStrategyBase.MetaStrategyMode == MetaStrategyMode.Live && this.metaStrategyBase.ResetPortfolio)
{
this.portfolio.Clear();
this.portfolios.Clear();
this.testers.Clear();
this.tester.FriendlyTesters.Clear();
}
this.portfolio.TransactionAdded += new TransactionEventHandler(this.wFewIKaO9);
this.portfolio.PositionOpened += new PositionEventHandler(this.tqpmkcdnl);
this.portfolio.PositionChanged += new PositionEventHandler(this.qmsfx90ud);
this.portfolio.PositionClosed += new PositionEventHandler(this.iIIeZBW7d);
this.portfolio.ValueChanged += new PositionEventHandler(this.zqRghd2Zu);
this.portfolio.Monitored = true;
this.orders.Clear();
this.marketManager.Instruments.Clear();
this.marketManager.jcIApP7GcT.Clear();
if (this.metaStrategyBase.MetaStrategyMode == MetaStrategyMode.Live)
{
this.marketManager.OM26eKMfqS = this.marketDataProvider;
this.marketManager.TOY6zSGlVT = this.executionProvider;
}
this.marketManager.Init();
this.tester.Disconnect();
this.tester.Connect();
this.tester.Reset();
if (this.statisticsPerInstrumentEnabled)
{
foreach (LiveTester liveTester in this.testers.Values)
{
liveTester.Connect();
liveTester.Reset();
}
}
foreach (Instrument key in (FIXGroupList)this.marketManager.Instruments)
{
key.Reset();
BarSeries barSeries = this.Bars[key];
this.activeStops[key] = new List <StopBase>();
if (this.statisticsPerInstrumentEnabled && !this.portfolios.ContainsKey(key))
{
Portfolio portfolio = new Portfolio();
portfolio.Name = string.Format("dfs", (object)this.name, (object)key.Symbol);
if (this.metaStrategyBase.MetaStrategyMode == MetaStrategyMode.Live && !this.metaStrategyBase.ResetPortfolio)
{
portfolio.Account.Deposit(this.portfolio.GetAccountValue(), this.portfolio.Account.Currency, Clock.Now, "");
}
LiveTester liveTester = new LiveTester(portfolio);
liveTester.FollowChanges = true;
this.portfolios.Add(key, portfolio);
this.testers.Add(key, liveTester);
this.tester.FriendlyTesters.Add(key, liveTester);
}
}
this.barSliceManager.InstrumentsCount = this.marketManager.Instruments.Count;
this.barSliceManager.Clear();
this.OnInit();
this.reportManager.Tester = this.tester;
if (this.MetaStrategyBase.dBEWaCEkLk)
{
return;
}
this.reportManager.Init();
}
public PerformanceTrackerList(LiveTester tester) : base()
{
this.muZcYBahg = tester;
lock (tester)
this.hmtJ5q6yp();
}
