private void BuildManagers()
{
AccountManager = new AccountManager(APIWrapper);
ManagedSecuritiesManager = new ManagedSecuritiesManager(APIWrapper);
List <ManagedSecurity> activeUNLList;
UNLManagerDic = new Dictionary <string, SimpleBaseLogic>();
using (var session = DBSessionFactory.Instance.OpenSession())
{
activeUNLList = session.Query <ManagedSecurity>()
.Where(contract => contract.IsActive && contract.OptionChain).ToList();
}
foreach (var managedSecurity in activeUNLList)
{
var unlManager = new UNLManager(managedSecurity, APIWrapper, Distributer);
UNLManagerDic.Add(managedSecurity.Symbol, unlManager);
unlManager.PositionNeedToOptimized += UNLManagerOnPositionNeedToOptimized;
}
MarginManager = new MarginManager();
DbWriter = new DBWriter(Configurations.Application.DBWritePeriod);
Distributer.SetManagers(UNLManagerDic, AccountManager, ManagedSecuritiesManager, DbWriter, MarginManager);
//UIDataManager = new UIDataManager();
}
public void CloseAllUnlPositions(UNLManager unlManager)
{
var positionList = unlManager.PositionsDataBuilder.PositionDataDic.Values;
foreach (OptionsPositionData positionData in positionList)
{
unlManager.OrdersManager.BuyOption(positionData.OptionData, positionData.Position);
}
}
/// <summary>
/// Called when the application ready for connect to the broker.<para></para>
/// The broker server must be up (TWS or other.)
/// </summary>
public void ConnectToBroker()
{
BuildManagers();
StartManagers();
APIWrapper.ConnectToBroker();
UNLManager unlM = UNLManagerDic.Values.FirstOrDefault() as UNLManager;
Debug.Assert(unlM != null, "UNLManager is null");
unlM.SendTradingTimeEvent += TradingManager_SendTradingTimeEvent;
Logger.InfoFormat("AppManager up! ");
}
private void UNLManagerOnPositionNeedToOptimized(UNLManager manager)
{
OnPositionNeedToOptimized($"UNL {manager.Symbol} ==> Position need to be optimimized");
}
