static StrategyComponentManager()
{
StrategyComponentManager.templates = new Hashtable();
StrategyComponentManager.templates.Add(ComponentType.CrossEntry, "CrossEntry.cs");
StrategyComponentManager.templates.Add(ComponentType.CrossExit, "CrossExit.cs");
StrategyComponentManager.templates.Add(ComponentType.Entry, "Entry.cs");
StrategyComponentManager.templates.Add(ComponentType.Exit, "Exit.cs");
StrategyComponentManager.templates.Add(ComponentType.ExecutionManager, "ExecutionManager.cs");
StrategyComponentManager.templates.Add(ComponentType.ExposureManager, "ExposureManager.cs");
StrategyComponentManager.templates.Add(ComponentType.MoneyManager, "MoneyManager.cs");
StrategyComponentManager.templates.Add(ComponentType.RiskManager, "RiskManager.cs");
StrategyComponentManager.templates.Add(ComponentType.MarketManager, "MarketManager.cs");
StrategyComponentManager.templates.Add(ComponentType.OptimizationManager, "OptimizationManager.cs");
StrategyComponentManager.templates.Add(ComponentType.ReportManager, "ReportManager.cs");
StrategyComponentManager.templates.Add(ComponentType.MetaExposureManager, "MetaExposureManager.cs");
StrategyComponentManager.templates.Add(ComponentType.MetaMoneyManager, "MetaMoneyManager.cs");
StrategyComponentManager.templates.Add(ComponentType.MetaRiskManager, "MetaRiskManager.cs");
StrategyComponentManager.templates.Add(ComponentType.SimulationManager, "SimulationManager.cs");
StrategyComponentManager.templates.Add(ComponentType.ATSComponent, "ATSComponent.cs");
StrategyComponentManager.templates.Add(ComponentType.ATSCrossComponent, "ATSCrossComponent.cs");
StrategyComponentManager.componentCache = new Hashtable();
StrategyComponentManager.components = new StrategyComponentList();
StrategyComponentManager.builtComponents = new List <string>();
StrategyComponentManager.RegisterDefaultComponents();
}
protected StrategyBase(string name, string description)
{
this.metaStrategyBase = null;
this.name = name;
this.description = description;
this.isEnabled = true;
this.isActive = true;
this.ReportManager = (StrategyComponentManager.GetComponent("{5E7810DC-C9C1-427f-8CD9-1DFFE26E59B5}", this) as ReportManager);
this.MarketManager = (StrategyComponentManager.GetComponent("{849E4CFE-C19E-4d1e-899D-0BB26DB12AAD}", this) as MarketManager);
this.portfolio = PortfolioManager.Portfolios[name];
if (this.portfolio == null)
{
this.portfolio = new Portfolio(name);
}
this.tester = new LiveTester(this.portfolio);
this.stops = new StopList();
this.triggers = new TriggerList();
this.marketDataProvider = null;
this.executionProvider = null;
this.newsProvider = null;
this.executionService = null;
this.orders = new OrderTable();
this.global = new Hashtable();
this.activeInstruments = new InstrumentList();
this.barSliceManager = new BarSliceManager();
this.componentTypeList = new List <ComponentType>();
this.componentTypeList.Add(ComponentType.MarketManager);
this.componentTypeList.Add(ComponentType.ReportManager);
this.activeStops = new Dictionary <Instrument, List <StopBase> >();
this.portfolios = new Dictionary <Instrument, Portfolio>();
this.testers = new Dictionary <Instrument, LiveTester>();
this.statisticsPerInstrumentEnabled = false;
}
public static void RemoveComponent(ComponentRecord record)
{
record.File.Delete();
StrategyComponentManager.components.Remove(record);
StrategyComponentManager.componentCache.Remove(record);
StrategyComponentManager.EmitComponentRemoved(record);
}
private static void RegisterComponents(FileInfo file)
{
CompilerResults compilerResults = CompilingService.Compile(file.FullName, false);
if (compilerResults.Errors.HasErrors)
{
ComponentRecord record = new ComponentRecord(Guid.Empty, ComponentType.Unknown, file.Name, "", file, null, compilerResults.Errors);
StrategyComponentManager.components.Add(record);
StrategyComponentManager.EmitComponentAdded(record);
return;
}
bool flag = false;
Type[] types = compilerResults.CompiledAssembly.GetTypes();
for (int i = 0; i < types.Length; i++)
{
Type type = types[i];
ComponentRecord componentRecord = StrategyComponentManager.CreateRecord(type, file);
if (componentRecord != null)
{
StrategyComponentManager.components.Add(componentRecord);
StrategyComponentManager.EmitComponentAdded(componentRecord);
flag = true;
}
}
if (!flag)
{
ComponentRecord record2 = new ComponentRecord(Guid.Empty, ComponentType.Unknown, file.Name, "", file, null, new CompilerErrorCollection(new CompilerError[]
{
new CompilerError(file.FullName, -1, -1, "-1", "No components found")
}));
StrategyComponentManager.components.Add(record2);
StrategyComponentManager.EmitComponentAdded(record2);
}
}
public static void AddNewComponent(ComponentType componentType, string name, string description)
{
StreamReader streamReader = new StreamReader(Framework.Installation.ComponentDir.FullName + "\\templates\\" + (string)StrategyComponentManager.templates[componentType]);
string text = streamReader.ReadToEnd();
streamReader.Close();
string newValue = string.Concat(new string[]
{
"\"{",
Guid.NewGuid().ToString(),
"}\", ComponentType.",
componentType.ToString(),
" , Name=\"",
name,
"\", Description=\"",
description,
"\""
});
text = text.Replace("$HEADER$", newValue);
text = text.Replace("$ClassName$", name);
FileInfo fileInfo = new FileInfo(Framework.Installation.ComponentDir.FullName + "\\data\\" + name + ".cs");
if (fileInfo.Exists)
{
throw new IOException(string.Format("File {0} already exists.", fileInfo.Name));
}
StreamWriter streamWriter = fileInfo.CreateText();
streamWriter.Write(text);
streamWriter.Close();
StrategyComponentManager.RegisterComponents(fileInfo);
}
private static void EmitComponentReconstructed(ComponentRecord record)
{
if (StrategyComponentManager.ComponentReconstructed != null)
{
StrategyComponentManager.ComponentReconstructed(new ComponentEventArgs(record));
}
}
private static void RegisterDefaultComponents()
{
foreach (Type runtimeType in StrategyComponentManager.ComponentRuntimeTypes)
{
StrategyComponentManager.RegisterDefaultComponent(runtimeType);
}
}
public ATSStrategy(string name, string description) : base(name, description)
{
this.ATSCrossComponent = (StrategyComponentManager.GetComponent("{E70A6417-E7FA-4ec1-BC16-B03DE53C6E85}", this) as ATSCrossComponent);
this.ATSComponent = (StrategyComponentManager.GetComponent("{AC3C53E2-6C94-4718-A5D8-8A475D8B4EB7}", this) as ATSComponent);
this.atsComponents = new Dictionary <Instrument, ATSComponent>();
this.componentTypeList.Add(ComponentType.ATSComponent);
this.componentTypeList.Add(ComponentType.ATSCrossComponent);
}
public MetaStrategy(string name) : base(name)
{
this.MetaExposureManager = (StrategyComponentManager.GetComponent("{2DBD0B38-8399-4d0b-9FAA-7C29FC1462BC}", this) as MetaExposureManager);
this.ExecutionManager = (StrategyComponentManager.GetComponent("{D106D35A-E1E4-4e86-8869-846289E98232}", this) as ExecutionManager);
this.MetaRiskManager = (StrategyComponentManager.GetComponent("{521B9C4F-01AE-4488-B4A5-104027D06BB8}", this) as MetaRiskManager);
this.signals = new SignalList();
this.componentTypeList.Add(ComponentType.MetaRiskManager);
this.componentTypeList.Add(ComponentType.MetaExposureManager);
this.componentTypeList.Add(ComponentType.ExecutionManager);
}
public static void LoadComponents()
{
StrategyComponentManager.Load();
FileSystemWatcher fileSystemWatcher = new FileSystemWatcher();
fileSystemWatcher.Path = Framework.Installation.ComponentDir.FullName + "\\data";
fileSystemWatcher.Filter = "*.*";
fileSystemWatcher.NotifyFilter = NotifyFilters.LastWrite;
fileSystemWatcher.Changed += new FileSystemEventHandler(StrategyComponentManager.OnFileChanged);
fileSystemWatcher.EnableRaisingEvents = true;
}
public static IComponentBase GetComponent(Guid guid, object issuer)
{
ComponentRecord componentRecord = StrategyComponentManager.components.FindRecord(guid);
if (componentRecord == null)
{
return(null);
}
if (componentRecord.IsChanged)
{
StrategyComponentManager.componentCache.Remove(componentRecord);
CompilerResults compilerResults = CompilingService.Compile(componentRecord.File.FullName, false);
if (compilerResults.Errors.HasErrors)
{
componentRecord.SetErrors(compilerResults.Errors);
return(null);
}
componentRecord.SetIsChanged(false);
Type[] types = compilerResults.CompiledAssembly.GetTypes();
for (int i = 0; i < types.Length; i++)
{
Type type = types[i];
ComponentRecord componentRecord2 = StrategyComponentManager.CreateRecord(type, componentRecord.File);
if (componentRecord2 != null)
{
componentRecord.SetRuntimeType(componentRecord2.RuntimeType);
break;
}
}
}
Hashtable hashtable = StrategyComponentManager.componentCache[componentRecord] as Hashtable;
if (hashtable == null)
{
hashtable = new Hashtable();
StrategyComponentManager.componentCache.Add(componentRecord, hashtable);
}
IComponentBase componentBase = hashtable[issuer] as IComponentBase;
if (componentBase == null)
{
ComponentRecord componentRecord3 = StrategyComponentManager.components.FindRecord(guid);
componentBase = (Activator.CreateInstance(componentRecord3.RuntimeType) as IComponentBase);
componentBase.Name = componentRecord3.Name;
componentBase.Description = componentRecord3.Description;
hashtable.Add(issuer, componentBase);
}
return(componentBase);
}
public Strategy(string name, string description) : base(name, description)
{
this.CrossExit = (StrategyComponentManager.GetComponent("{D779BA8E-C0CA-44cf-8745-99105365882F}", this) as CrossExit);
this.CrossEntry = (StrategyComponentManager.GetComponent("{664274F3-FDE1-46da-A84F-556E4A0EB170}", this) as CrossEntry);
this.Entry = (StrategyComponentManager.GetComponent("{94FAFF9D-5281-4c67-A599-B893F1F58B38}", this) as Entry);
this.Exit = (StrategyComponentManager.GetComponent("{6FEE0044-0FD2-418d-94E6-400834BEE5D3}", this) as Exit);
this.MoneyManager = (StrategyComponentManager.GetComponent("{9637DF40-0F84-46e3-AC54-0EC2D2CE2699}", this) as MoneyManager);
this.RiskManager = (StrategyComponentManager.GetComponent("{BE0176A8-3BBD-407c-814A-D5A3E3437899}", this) as RiskManager);
this.ExposureManager = (StrategyComponentManager.GetComponent("{0449D7E3-2016-47f6-9B80-C787B3E0F18F}", this) as ExposureManager);
this.entries = new Dictionary <Instrument, Entry>();
this.exits = new Dictionary <Instrument, Exit>();
this.moneyManagers = new Dictionary <Instrument, MoneyManager>();
this.riskManagers = new Dictionary <Instrument, RiskManager>();
this.componentTypeList.Add(ComponentType.Entry);
this.componentTypeList.Add(ComponentType.Exit);
this.componentTypeList.Add(ComponentType.CrossEntry);
this.componentTypeList.Add(ComponentType.CrossExit);
this.componentTypeList.Add(ComponentType.RiskManager);
this.componentTypeList.Add(ComponentType.MoneyManager);
this.componentTypeList.Add(ComponentType.ExposureManager);
}
internal void Close()
{
StrategyComponentManager.ClearComponentCache(this);
this.metaStrategyBase = null;
}
public static void AddExistingComponent(FileInfo existingFile)
{
FileInfo file = existingFile.CopyTo(Framework.Installation.ComponentDir.FullName + "\\data\\" + existingFile.Name);
StrategyComponentManager.RegisterComponents(file);
}
public static bool RebuildComponent(FileInfo file)
{
ComponentRecord[] array = StrategyComponentManager.components.FindRecords(file);
ComponentRecord[] array2 = array;
for (int i = 0; i < array2.Length; i++)
{
ComponentRecord componentRecord = array2[i];
componentRecord.SetErrors(new CompilerErrorCollection());
StrategyComponentManager.componentCache.Remove(componentRecord);
}
CompilerResults compilerResults = CompilingService.Compile(file.FullName, false);
if (compilerResults.Errors.HasErrors)
{
ComponentRecord[] array3 = array;
for (int j = 0; j < array3.Length; j++)
{
ComponentRecord componentRecord2 = array3[j];
componentRecord2.SetErrors(compilerResults.Errors);
StrategyComponentManager.EmitComponentReconstructed(componentRecord2);
}
return(false);
}
ArrayList arrayList = new ArrayList();
Type[] types = compilerResults.CompiledAssembly.GetTypes();
for (int k = 0; k < types.Length; k++)
{
Type type = types[k];
ComponentRecord componentRecord3 = StrategyComponentManager.CreateRecord(type, file);
if (componentRecord3 != null)
{
arrayList.Add(componentRecord3);
}
}
ArrayList arrayList2 = new ArrayList(array);
foreach (ComponentRecord componentRecord4 in arrayList)
{
bool flag = false;
foreach (ComponentRecord componentRecord5 in arrayList2)
{
if (componentRecord5.GUID == componentRecord4.GUID)
{
componentRecord5.SetName(componentRecord4.Name);
componentRecord5.SetDescription(componentRecord4.Description);
componentRecord5.SetComponentType(componentRecord4.ComponentType);
componentRecord5.SetRuntimeType(componentRecord4.RuntimeType);
componentRecord5.SetIsChanged(false);
flag = true;
arrayList2.Remove(componentRecord5);
StrategyComponentManager.EmitComponentReconstructed(componentRecord5);
break;
}
}
if (!flag)
{
StrategyComponentManager.components.Add(componentRecord4);
StrategyComponentManager.EmitComponentAdded(componentRecord4);
}
}
foreach (ComponentRecord componentRecord6 in arrayList2)
{
if (componentRecord6.GUID == Guid.Empty)
{
StrategyComponentManager.components.Remove(componentRecord6);
StrategyComponentManager.EmitComponentRemoved(componentRecord6);
}
}
return(true);
}
public static IComponentBase GetDefaultComponent(ComponentType type, object issuer)
{
if (type <= ComponentType.MetaExposureManager)
{
if (type <= ComponentType.MoneyManager)
{
switch (type)
{
case ComponentType.Entry:
return(StrategyComponentManager.GetComponent("{94FAFF9D-5281-4c67-A599-B893F1F58B38}", issuer));
case (ComponentType)3:
break;
case ComponentType.Exit:
return(StrategyComponentManager.GetComponent("{6FEE0044-0FD2-418d-94E6-400834BEE5D3}", issuer));
default:
if (type == ComponentType.ExposureManager)
{
return(StrategyComponentManager.GetComponent("{0449D7E3-2016-47f6-9B80-C787B3E0F18F}", issuer));
}
if (type == ComponentType.MoneyManager)
{
return(StrategyComponentManager.GetComponent("{9637DF40-0F84-46e3-AC54-0EC2D2CE2699}", issuer));
}
break;
}
}
else if (type <= ComponentType.MarketManager)
{
if (type == ComponentType.RiskManager)
{
return(StrategyComponentManager.GetComponent("{BE0176A8-3BBD-407c-814A-D5A3E3437899}", issuer));
}
if (type == ComponentType.MarketManager)
{
return(StrategyComponentManager.GetComponent("{849E4CFE-C19E-4d1e-899D-0BB26DB12AAD}", issuer));
}
}
else
{
if (type == ComponentType.OptimizationManager)
{
return(StrategyComponentManager.GetComponent("{A4D510F9-13DB-4b4c-9557-BC6A48A25D0B}", issuer));
}
if (type == ComponentType.MetaExposureManager)
{
return(StrategyComponentManager.GetComponent("{2DBD0B38-8399-4d0b-9FAA-7C29FC1462BC}", issuer));
}
}
}
else if (type <= ComponentType.MetaRiskManager)
{
if (type <= ComponentType.ExecutionManager)
{
if (type == ComponentType.SimulationManager)
{
return(StrategyComponentManager.GetComponent("{872476E5-3774-4687-828F-34978288A6E0}", issuer));
}
if (type == ComponentType.ExecutionManager)
{
return(StrategyComponentManager.GetComponent("{D106D35A-E1E4-4e86-8869-846289E98232}", issuer));
}
}
else
{
if (type == ComponentType.MetaMoneyManager)
{
return(StrategyComponentManager.GetComponent("{FED5076A-C710-4d3a-B134-3D9D32B8B248}", issuer));
}
if (type == ComponentType.MetaRiskManager)
{
return(StrategyComponentManager.GetComponent("{521B9C4F-01AE-4488-B4A5-104027D06BB8}", issuer));
}
}
}
else if (type <= ComponentType.ATSComponent)
{
if (type == ComponentType.ReportManager)
{
return(StrategyComponentManager.GetComponent("{5E7810DC-C9C1-427f-8CD9-1DFFE26E59B5}", issuer));
}
if (type == ComponentType.ATSComponent)
{
return(StrategyComponentManager.GetComponent("{AC3C53E2-6C94-4718-A5D8-8A475D8B4EB7}", issuer));
}
}
else
{
if (type == ComponentType.CrossEntry)
{
return(StrategyComponentManager.GetComponent("{664274F3-FDE1-46da-A84F-556E4A0EB170}", issuer));
}
if (type == ComponentType.ATSCrossComponent)
{
return(StrategyComponentManager.GetComponent("{E70A6417-E7FA-4ec1-BC16-B03DE53C6E85}", issuer));
}
}
return(null);
}
private static void RegisterAllComponents(FileInfo[] files)
{
string text = "";
Dictionary <string, FileInfo> dictionary = new Dictionary <string, FileInfo>();
List <FileInfo> list = new List <FileInfo>();
List <FileInfo> list2 = new List <FileInfo>();
int num = 1;
for (int i = 0; i < files.Length; i++)
{
FileInfo fileInfo = files[i];
if (StrategyComponentManager.builtComponents.Contains(fileInfo.Name))
{
StreamReader streamReader = new StreamReader(fileInfo.FullName);
string text2 = "__" + num;
dictionary[text2] = fileInfo;
list.Add(fileInfo);
string text3 = text;
text = string.Concat(new string[]
{
text3,
"namespace ",
text2,
Environment.NewLine,
"{",
Environment.NewLine
});
text += streamReader.ReadToEnd();
text = text + Environment.NewLine + "}" + Environment.NewLine;
num++;
streamReader.Close();
}
else
{
list2.Add(fileInfo);
}
}
CompilerResults compilerResults = CompilingService.CompileSource(text);
if (compilerResults.Errors.HasErrors)
{
for (int j = 0; j < files.Length; j++)
{
FileInfo file = files[j];
StrategyComponentManager.RegisterComponents(file);
}
return;
}
Type[] types = compilerResults.CompiledAssembly.GetTypes();
for (int k = 0; k < types.Length; k++)
{
Type type = types[k];
if (type.IsPublic)
{
string key = type.FullName.Substring(0, type.FullName.IndexOf("."));
FileInfo fileInfo2 = dictionary[key];
list.Remove(fileInfo2);
ComponentRecord componentRecord = StrategyComponentManager.CreateRecord(type, fileInfo2);
if (componentRecord != null)
{
StrategyComponentManager.components.Add(componentRecord);
StrategyComponentManager.EmitComponentAdded(componentRecord);
}
}
}
foreach (FileInfo current in list)
{
ComponentRecord record = new ComponentRecord(Guid.Empty, ComponentType.Unknown, current.Name, "", current, null, new CompilerErrorCollection(new CompilerError[]
{
new CompilerError(current.FullName, -1, -1, "-1", "No components found")
}));
StrategyComponentManager.components.Add(record);
StrategyComponentManager.EmitComponentAdded(record);
}
foreach (FileInfo current2 in list2)
{
StrategyComponentManager.RegisterComponents(current2);
}
}
private static void Load()
{
DirectoryInfo directoryInfo = new DirectoryInfo(Framework.Installation.ComponentDir.FullName + "\\data");
StrategyComponentManager.RegisterAllComponents(directoryInfo.GetFiles());
}
public static void RegisterDefaultComponent(Type runtimeType)
{
ComponentRecord record = StrategyComponentManager.CreateRecord(runtimeType, null);
StrategyComponentManager.components.Add(record);
}
public static void Init()
{
StrategyComponentManager.LoadBuiltComponents();
StrategyComponentManager.LoadComponents();
}
public static IComponentBase GetComponent(string guid, object issuer)
{
return(StrategyComponentManager.GetComponent(new Guid(guid), issuer));
}