// 항상 같은 ReqPrice를 반환한다.
public double GetReqPrice(ReqOrderInput_BondArb input)
{
// input을 사용하지 않는다. 그냥 정해진 값을 반환한다.
return input.InitReqPrice;
}
void InitSweepMembers()
{
//long
IReqOrderPolicy longReqOrderPolicy = new ReqOrderPolicy_BondArb();
IResumePolicy longResumePolicy = new StaticWaitingPolicy();
ReqOrderInput_BondArb longOrderGenInput = new ReqOrderInput_BondArb(
_input.LongMemberInput.InitPrice,
_input.LongMemberInput.Code,
_input.ShortMemberInput.Code,
_input.LongMemberInput.LongShort,
_input.LongMemberInput.TradingAccount);
IBalancePolicy longBalancePolicy = new BalancePolicy_NoAction();
SweepMember_Input longInput = _input.LongMemberInput;
_longPart = new SweepMember(
this, longInput, longOrderGenInput, longReqOrderPolicy, longResumePolicy, longBalancePolicy);
//short
IReqOrderPolicy shortReqOrderPolicy = new ReqOrderPolicy_BondArb();
IResumePolicy shortResumePolicy = new StaticWaitingPolicy();
ReqOrderInput_BondArb shortOrderGenInput = new ReqOrderInput_BondArb(
_input.ShortMemberInput.InitPrice,
_input.ShortMemberInput.Code,
_input.LongMemberInput.Code,
_input.ShortMemberInput.LongShort,
_input.ShortMemberInput.TradingAccount);
SweepMember_Input shortInput = _input.ShortMemberInput;
IBalancePolicy shortBalancePolicy = new BalancePolicy_BondArb();
_shortPart = new SweepMember(
this, shortInput, shortOrderGenInput, shortReqOrderPolicy, shortResumePolicy, shortBalancePolicy);
//TODO !!!
// _longPart와 _shortPart가 서로를 알고 있다가 Balance signal 상황이 되면 알맞게 주문 넣어주기...
}
public double GetReqPrice(ReqOrderInput_BondArb input)
{
//TODO
return input.InitReqPrice;
}