/// <summary>
/// Initializes and registers required parametes and delagates
/// </summary>
private void InitializeStrategyListeners()
{
// Register TradeHUB Strategy's status (Running/Stopped) Event
_tradeHubStrategy.OnStrategyStatusChanged += OnStrategyStatusChanged;
// Initialze Utility Classes
_orderExecutor = new OrderExecutor(_logger);
//_marketDataListener = new MarketDataListener(_asyncClassLogger);
_orderRequestListener = new OrderRequestListener(_orderExecutor, _logger);
// Use MarketDataListener.cs as Event Handler to get data from DataHandler.cs
//_dataHandler = new DataHandler(new IEventHandler<MarketDataObject>[] { _marketDataListener });
_dataHandler = new DataHandler(true); // Set local persistance to true
//_marketDataListener.BarSubscriptionList = _dataHandler.BarSubscriptionList;
//_marketDataListener.TickSubscriptionList = _dataHandler.TickSubscriptionList;
// Initialize MarketRequestListener.cs to manage incoming market data requests from strategy
_marketRequestListener = new MarketRequestListener(_dataHandler, _logger);
// Register Events to receive data
RegisterMarketDataListenerEvents();
// Register Events to receive order executions
RegisterOrderExecutorEvents();
}
/// <summary>
/// Initializes necessary order execution components required for backtesting
/// </summary>
private void InitializeBacktestingOrderComponents()
{
// Initialze Utility Classes to manage backtesting order executions
_orderExecutor = ContextRegistry.GetContext()["OrderExecutor"] as IOrderExecutor;
_orderRequestListener = new OrderRequestListener(_orderExecutor, _asyncClassLogger);
//Register OrderExecutor Events
RegisterOrderExecutorEvents();
}
/// <summary>
/// Argument Constructor
/// </summary>
/// <param name="strategyKey">Unique Key to Identify the Strategy Instance</param>
/// <param name="strategyType">C# Class Type which implements TradeHubStrategy.cs</param>
/// <param name="ctorArguments">Holds selected ctor arguments to execute strategy</param>
public StrategyExecutor(string strategyKey, Type strategyType, object[] ctorArguments)
{
//_asyncClassLogger = ContextRegistry.GetContext()["StrategyRunnerLogger"] as AsyncClassLogger;
_asyncClassLogger = new AsyncClassLogger("StrategyExecutor");
{
_asyncClassLogger.SetLoggingLevel();
//set logging path
string path = Environment.GetFolderPath(Environment.SpecialFolder.CommonApplicationData) +
"\\TradeHub Logs\\Client";
_asyncClassLogger.LogDirectory(path);
}
_tradeHubStrategy = null;
_strategyKey = strategyKey;
_strategyType = strategyType;
_ctorArguments = ctorArguments;
_strategyStatus = Infrastructure.Constants.StrategyStatus.None;
// Initialize statistics
_statistics = new Statistics(_strategyKey);
// Initialze Utility Classes
//_orderExecutor = new OrderExecutor(_asyncClassLogger);
_orderExecutor = new OrderExecutorGeneric();
_marketDataListener = new MarketDataListener(_asyncClassLogger);
_orderRequestListener = new OrderRequestListener(_orderExecutor, _asyncClassLogger);
// Use MarketDataListener.cs as Event Handler to get data from DataHandler.cs
_dataHandler =
new DataHandler(
new IEventHandler <TradeHub.Common.HistoricalDataProvider.ValueObjects.MarketDataObject>[]
{ _marketDataListener });
_marketDataListener.BarSubscriptionList = _dataHandler.BarSubscriptionList;
_marketDataListener.TickSubscriptionList = _dataHandler.TickSubscriptionList;
// Initialize MarketRequestListener.cs to manage incoming market data requests from strategy
_marketRequestListener = new MarketRequestListener(_dataHandler, _asyncClassLogger);
//Register OrderExecutor Events
RegisterOrderExecutorEvents();
//Register Market Data Listener Events
RegisterMarketDataListenerEvents();
}
