public PortfolioStop(StrategyBase strategy, DateTime time, bool stopStrategy)
:base(){
this.dUqRtBdT71 = StopType.Trailing;
this.Wa9RdDJEOa = StopMode.Percent;
this.rfci6isjj5 = StopFillMode.Stop;
this.sKmRoRmeN5 = strategy;
this.ElNRan0isi = strategy.Portfolio;
this.RUQiAxBBaC = stopStrategy;
this.dUqRtBdT71 = StopType.Time;
this.XoERmcoQ62 = Clock.Now;
this.xTNRf1TvWo = time;
this.FuNRz16ilo = this.ElNRan0isi.GetValue();
if (!(this.xTNRf1TvWo > this.XoERmcoQ62))
return;
Clock.AddReminder(new ReminderEventHandler(this.AaPRYK2epA), this.xTNRf1TvWo, (object) null);
}
public Stop(StrategyBase strategy, Position position, DateTime time):base()
{
this.Udd6EeE9v6 = strategy;
this.fPosition = position;
this.fInstrument = position.Instrument;
this.fQty = position.Qty;
this.fSide = position.Side;
this.fType = StopType.Time;
this.fCreationTime = Clock.Now;
this.fCompletionTime = time;
this.fStopPrice = this.fInstrument.Price();
if (!(this.fCompletionTime > this.fCreationTime))
return;
Clock.AddReminder(new ReminderEventHandler(this.mSa6vRBe3Z), this.fCompletionTime, (object) null);
this.Udd6EeE9v6.AddStop((StopBase) this);
}
public Stop(StrategyBase strategy, Position position, double level, StopType type, StopMode mode)
:base()
{
this.Udd6EeE9v6 = strategy;
this.fPosition = position;
this.fInstrument = position.Instrument;
this.fQty = position.Qty;
this.fSide = position.Side;
this.fLevel = level;
this.fType = type;
this.fMode = mode;
this.fCurrPrice = this.fInstrument.Price();
this.fTrailPrice = this.fCurrPrice;
this.fStopPrice = this.SlN6PMZ5Ct();
this.fCreationTime = Clock.Now;
this.fCompletionTime = DateTime.MinValue;
this.Udd6EeE9v6.AddStop((StopBase) this);
this.t276DXCuDr();
}
public PortfolioStop(StrategyBase strategy, double level, StopType type, StopMode mode, bool stopStrategy)
:base(){
this.dUqRtBdT71 = StopType.Trailing;
this.Wa9RdDJEOa = StopMode.Percent;
this.rfci6isjj5 = StopFillMode.Stop;
this.sKmRoRmeN5 = strategy;
this.ElNRan0isi = strategy.Portfolio;
this.QqtReC8Evy = level;
this.dUqRtBdT71 = type;
this.Wa9RdDJEOa = mode;
this.RUQiAxBBaC = stopStrategy;
this.oURRNWOggg = this.ElNRan0isi.GetValue();
this.uLLipPWdua = this.oURRNWOggg;
this.FuNRz16ilo = this.aIZRlrvLwJ();
this.XoERmcoQ62 = Clock.Now;
this.xTNRf1TvWo = DateTime.MinValue;
this.i7uRq8Sj1g();
this.agAikbNDtv = this.oURRNWOggg;
this.uLLipPWdua = this.oURRNWOggg;
this.QJSRn03JW5();
}
private void FYDWx9TtsR(IService obj0, StrategyBase obj1)
{
List<StrategyBase> list;
if (!this.sbiWzb0PxN.TryGetValue(obj0, out list))
{
list = new List<StrategyBase>();
this.sbiWzb0PxN.Add(obj0, list);
}
if (!list.Contains(obj1))
list.Add(obj1);
// this.J37WmrcrSi.DgojM4ZghC(obj0);
if (!(obj0 is IExecutionService))
return;
IExecutionService key = obj0 as IExecutionService;
if (!this.EdxRkK8EdT.TryGetValue(key, out list))
{
list = new List<StrategyBase>();
this.EdxRkK8EdT.Add(key, list);
}
if (!list.Contains(obj1))
list.Add(obj1);
// this.zVLWf0C4Mc.J12jYHwSJS(key);
}
private void fkKW08cp5Q(IProvider obj0, StrategyBase obj1)
{
List<StrategyBase> list = (List<StrategyBase>)null;
if (!this.wH2We9sYJA.TryGetValue(obj0, out list))
{
list = new List<StrategyBase>();
this.wH2We9sYJA.Add(obj0, list);
}
if (list.Contains(obj1))
return;
list.Add(obj1);
}
private void gKXWX8nbQ1(IMarketDataProvider obj0, Instrument obj1, StrategyBase obj2)
{
Dictionary<Instrument, List<StrategyBase>> dictionary = (Dictionary<Instrument, List<StrategyBase>>)null;
if (!this.vXRWgwkIPm.TryGetValue(obj0, out dictionary))
{
dictionary = new Dictionary<Instrument, List<StrategyBase>>();
this.vXRWgwkIPm.Add(obj0, dictionary);
}
List<StrategyBase> list = (List<StrategyBase>)null;
if (!dictionary.TryGetValue(obj1, out list))
{
list = new List<StrategyBase>();
dictionary.Add(obj1, list);
}
if (list.Contains(obj2))
return;
list.Add(obj2);
}
public virtual void Withdraw(StrategyBase strategy, double amount, DateTime datetime, FreeQuant.Instruments.Currency currency, string comment)
{
strategy.qZcLyn7Uf(amount, currency, datetime, comment);
}
public Stop(StrategyBase strategy, double level, StopType type, StopMode mode)
: this(strategy, (Position) null, level, type, mode) {
}
public void Add(StrategyBase strategy)
{
if (!this.DesignMode)
throw new InvalidOperationException();
this.strategies.Add(strategy);
strategy.MetaStrategyBase = this;
}
internal void Add(StrategyBase strategy)
{
if (this.strategies.Contains(strategy.Name))
throw new ApplicationException(strategy.Name);
this.strategies.Add(strategy.Name, strategy);
}
public Stop(StrategyBase strategy, double level, StopType type, StopMode mode)
: this(strategy, (Position)null, level, type, mode)
{
}
public StrategyEventArgs(StrategyBase strategy) : base()
{
this.Strategy = strategy;
}
public virtual void Withdraw(StrategyBase strategy, double amount, FreeQuant.Instruments.Currency currency, string comment)
{
this.Withdraw(strategy, amount, Clock.Now, currency, comment);
}
internal void cWMWqoTObJ(StrategyBase obj0, SingleOrder obj1)
{
obj1.Portfolio = this.portfolio;
switch (this.metaStrategyMode)
{
case MetaStrategyMode.Simulation:
obj1.Provider = ProviderManager.ExecutionSimulator;
break;
case MetaStrategyMode.Live:
obj1.Provider = obj0.MarketManager.UyiAAd6ITD[obj1.Instrument];
if (this.saveOrders)
{
obj1.Persistent = true;
break;
}
else
break;
}
obj1.StrategyMode = MetaStrategyBase.FIX_MODES[this.metaStrategyMode];
this.DKMWNa8OX5.Add(obj1, obj0);
}
internal void mhsWZDndbE(StrategyBase obj0, ExecutionReport obj1)
{
IExecutionService service = (IExecutionService)null;
switch (this.metaStrategyMode)
{
case MetaStrategyMode.Simulation:
service = ServiceManager.ExecutionSimulator;
break;
case MetaStrategyMode.Live:
service = obj0.ExecutionService;
break;
}
OrderManager.SellSide.SendExecutionReport(service, obj1);
}
internal void Remove(StrategyBase strategy)
{
this.strategies.Remove(strategy.Name);
}
public void Remove(StrategyBase strategy)
{
if (!this.DesignMode)
throw new InvalidOperationException();
this.strategies.Remove(strategy);
strategy.MetaStrategyBase = (MetaStrategyBase)null;
}
public virtual void Deposit(StrategyBase strategy, double amount, DateTime datetime, FreeQuant.Instruments.Currency currency, string comment)
{
strategy.cXaFP441d(amount, currency, datetime, comment);
}
public virtual void Withdraw(StrategyBase strategy, double amount, DateTime datetime, FreeQuant.Instruments.Currency currency, string comment)
{
strategy.qZcLyn7Uf(amount, currency, datetime, comment);
}
public virtual void Withdraw(StrategyBase strategy, double amount, FreeQuant.Instruments.Currency currency, string comment)
{
this.Withdraw(strategy, amount, Clock.Now, currency, comment);
}
public StrategyEventArgs(StrategyBase strategy) : base()
{
this.Strategy = strategy;
}
public virtual void Deposit(StrategyBase strategy, double amount, DateTime datetime, FreeQuant.Instruments.Currency currency, string comment)
{
strategy.cXaFP441d(amount, currency, datetime, comment);
}
