private void Init(MarketDataProvider provider, string NewBarOpen, string NewBar, string NewMarketBar)
{
_NewBar = NewBar;
_NewBarOpen = NewBarOpen;
_NewMarketBar = NewMarketBar;
//得到OpenQuant.API.MarketDataProvider内的SmartQuant.Providers.IMarketDataProvider接口
marketDataProvider = (IMarketDataProvider)provider.GetType().GetField("provider", BindingFlags.NonPublic | BindingFlags.Instance).GetValue(provider);
factory = marketDataProvider.BarFactory;
// 遍历，得到对应的事件
foreach (var e in marketDataProvider.GetType().GetFields(BindingFlags.Instance | BindingFlags.NonPublic))
{
switch (e.FieldType.ToString())
{
case "SmartQuant.Providers.QuoteEventHandler":
NewQuoteField = e;
// 很遗憾，不能提前在保存下来
//(MulticastDelegate)NewQuoteField.GetValue(marketDataProvider);
break;
case "SmartQuant.Providers.TradeEventHandler":
NewTradeField = e;
break;
case "SmartQuant.Providers.BarEventHandler":
// 有三个这样的事件，怎么识别呢？
// 由于混淆了代码，没法识别，只能人工先判断
// 判断的方法，1.断点，
// 2.模拟下的 v8UpctWIWM(SeriesObjectEventArgs args1)
if (e.Name == _NewBarOpen)
{
NewBarOpenField = e;
}
else if (e.Name == _NewBar)
{
NewBarField = e;
}
else if (e.Name == _NewMarketBar)
{
NewMarketBarField = e;
}
else
{
Console.WriteLine("{0} 没有识别出来，需人工处理！", e.Name);
}
break;
}
}
}
public ExtMarketDataFilter(MarketDataProvider provider)
{
//得到OpenQuant.API.MarketDataProvider内的SmartQuant.Providers.IMarketDataProvider接口
marketDataProvider = (IMarketDataProvider)provider.GetType().GetField("provider", BindingFlags.NonPublic | BindingFlags.Instance).GetValue(provider);
factory = marketDataProvider.BarFactory;
// 遍历，得到对应的两个事件
foreach (var e in marketDataProvider.GetType().GetFields(BindingFlags.Instance | BindingFlags.NonPublic))
{
//Console.WriteLine(e);
switch (e.FieldType.ToString())
{
case "SmartQuant.Providers.QuoteEventHandler":
NewQuoteField = e;
// 很遗憾，不能提前在保存下来
//(MulticastDelegate)NewQuoteField.GetValue(marketDataProvider);
break;
case "SmartQuant.Providers.TradeEventHandler":
NewTradeField = e;
break;
}
}
}