/// <summary>
/// 交易服務建立員
/// </summary>
/// <param name="instrument">商品資訊介面</param>
/// <param name="args">交易服務組件設定參數</param>
/// <param name="orderSource">交易服務來源名稱[預設:null](format: 交易組件名稱;交易服務類別名稱, null=使用預設交易服務來源類別名稱)</param>
/// <param name="autoExecuteOnWork">是否由系統自動執行 OnWork 方法(預設=true, 如果為 false 則須由使用者自行呼叫 OnWork 方法)</param>
protected void CreateTrader(IInstrument instrument, object args, string orderSource = null, bool autoExecuteOnWork = true) {
bool bExist = false;
string sSymbolId = instrument.Request.Symbol;
lock (__cTradeServices) {
bExist = __cTradeServices.ContainsKey(sSymbolId);
}
if (bExist) { //如果交易服務已經存在
SelectTrader(sSymbolId); //直接選擇交易服務
return;
}
int iDataStream = 1;
if (__cTradeServices.Count > 0) { //如果為 0 則表示尚未建立任何一個下單交易服務(如果 > 0 則將建立的 instrument 加入至 instruments 陣列內, 加入陣列的資料才會跟著 Bars 資料同步 Move Current 位置)
iDataStream = AddDataStream(instrument);
}
orderSource = (orderSource == null) ? __cProperty.OrderSource : orderSource;
AbstractOrderService cOrderService = OrderManager.Manager.CreateOrderService(orderSource);
cOrderService.onResponse += OrderService_onResponse;
cOrderService.SetInstrument(instrument as Instrument, iDataStream);
cOrderService.SetDefaultContracts(__cProperty.DefaultContracts);
cOrderService.AutoExecuteOnWork = autoExecuteOnWork;
//設定傭金或手續費
AbstractOrderService cBaseService = null;
if (__cTradeServices.TryGetValue(this.Bars.Request.Symbol, out cBaseService)) {
cOrderService.SetCommissions(cBaseService.Commissions);
}
if (args != null) {
var cParameters = InputAttribute.GetParameters(cOrderService);
if (cParameters.Count > 0) {
var cProperies = args.GetType().GetProperties();
Dictionary<string, object> cArgs = new Dictionary<string, object>(cProperies.Length);
foreach (var cProperty in cProperies) {
cArgs.Add(cProperty.Name, cProperty.GetValue(args, null));
}
foreach (var cParameter in cParameters) {
object oValue = null;
if (cArgs.TryGetValue(cParameter.Name, out oValue)) {
cParameter.SetValue(oValue);
}
}
}
cOrderService.Initialize(); //初始化交易服務
}
lock (__cTradeServices) {
__cTradeServices.Add(sSymbolId, cOrderService);
}
if (log.IsInfoEnabled) log.InfoFormat("[SignalObject.CreateTrader] Set \"{0}\" and create... symbolId={1}", orderSource, sSymbolId);
}
/// <summary>
/// 取得腳本物件內的所有使用者自訂的必要參數
/// </summary>
/// <param name="target">腳本物件類別</param>
/// <returns>返回值: 必要參數列表</returns>
public static List <InputAttribute> GetParameters(object target)
{
List <InputAttribute> cInputs = new List <InputAttribute>();
PropertyInfo[] cPropertys = target.GetType().GetProperties(BindingFlags.NonPublic | BindingFlags.Public | BindingFlags.Instance);
foreach (PropertyInfo cProperty in cPropertys)
{
bool bDefined = Attribute.IsDefined(cProperty, typeof(InputAttribute));
if (bDefined)
{
InputAttribute cInput = Attribute.GetCustomAttribute(cProperty, typeof(InputAttribute)) as InputAttribute;
cInput.SetData(target, cProperty);
cInputs.Add(cInput);
}
}
return(cInputs);
}
internal override void CStudyInitialize() {
if (__cProperty.OrderSource != null) {
IInstrument cBars0 = this.Bars;
CreateTrader(cBars0, null); //建立交易服務元件
SelectTrader(cBars0.Request.Symbol); //選擇作用中的交易服務元件
}
List<InputAttribute> cParameters = new List<InputAttribute>();
cParameters.AddRange(InputAttribute.GetParameters(this));
if (__cOrderService != null) {
cParameters.AddRange(InputAttribute.GetParameters(__cOrderService));
}
ScriptParametersEvent cScriptParametersEvent = new ScriptParametersEvent();
cScriptParametersEvent.SetOrderService(__cOrderService);
cScriptParametersEvent.SetScriptParameters(cParameters);
OnScriptParameters(cScriptParametersEvent);
if (__cOrderService != null) {
__cOrderService.Initialize(); //參數設定完成之後才初始化下單元件
}
}