public StrategyConnector(StrategyContainer strategy, DateTimeOffset startDate, DateTimeOffset stopDate, TimeSpan useCandlesTimeFrame, bool onlyInitialize)
{
if (strategy == null)
throw new ArgumentNullException("strategy");
UpdateSecurityLastQuotes = false;
UpdateSecurityByLevel1 = false;
var entityRegistry = ConfigManager.GetService<IStudioEntityRegistry>();
_strategy = strategy;
_useCandlesTimeFrame = useCandlesTimeFrame;
_onlyInitialize = onlyInitialize;
_sessionStrategy = entityRegistry.ReadSessionStrategyById(strategy.Strategy.Id);
if (_sessionStrategy == null)
throw new InvalidOperationException("sessionStrategy = null");
Id = strategy.Id;
Name = strategy.Name + " Connector";
_realConnector = (StudioConnector)ConfigManager.GetService<IStudioConnector>();
_realConnector.NewMessage += RealConnectorNewMessage;
EntityFactory = new StudioConnectorEntityFactory();
_securityProvider = new StudioSecurityProvider();
var storageRegistry = new StudioStorageRegistry { MarketDataSettings = strategy.MarketDataSettings };
Adapter.InnerAdapters.Add(_historyMessageAdapter = new HistoryMessageAdapter(TransactionIdGenerator, _securityProvider)
{
StartDate = startDate,
StopDate = stopDate,
StorageRegistry = storageRegistry
});
//_historyMessageAdapter.UpdateCurrentTime(startDate);
var transactionAdapter = new PassThroughMessageAdapter(TransactionIdGenerator);
transactionAdapter.AddTransactionalSupport();
Adapter.InnerAdapters.Add(transactionAdapter);
_historyMessageAdapter.MarketTimeChangedInterval = useCandlesTimeFrame;
// при инициализации по свечкам, время меняется быстрее и таймаут должен быть больше 30с.
ReConnectionSettings.TimeOutInterval = TimeSpan.MaxValue;
_historyMessageAdapter.BasketStorage.InnerStorages.AddRange(GetExecutionStorages());
this.LookupById(strategy.Security.Id);
new ChartAutoRangeCommand(true).Process(_strategy);
}
public StudioRegistryConnector(IConnector studioConnector)
{
EntityFactory = new StudioConnectorEntityFactory();
_adapter = new PassThroughMessageAdapter(TransactionIdGenerator);
Adapter.InnerAdapters.Add(_adapter.ToChannel(this));
_entityRegistry = ConfigManager.GetService<IStudioEntityRegistry>();
_entityRegistry.Securities.Added += s => _adapter.SendOutMessage(s.ToMessage(GetSecurityId(s)));
_entityRegistry.Portfolios.Added += p => _adapter.SendOutMessage(p.ToMessage());
var cmdSvc = ConfigManager.GetService<IStudioCommandService>();
//cmdSvc.Register<LookupSecuritiesCommand>(this, cmd => LookupSecurities(cmd.Criteria));
cmdSvc.Register<RequestPortfoliosCommand>(this, false, cmd => Portfolios.ForEach(pf => new PortfolioCommand(pf, true).Process(this)));
NewPortfolios += portfolios => portfolios.ForEach(pf => new PortfolioCommand(pf, true).Process(this));
//NewPositions += positions => positions.ForEach(pos => new PositionCommand(pos, true).Process(this));
// для корректной работы правил коннектор всегда должен быть реальным
//NewSecurities += securities => securities.ForEach(s => s.Connector = studioConnector);
NewPortfolios += portfolios => portfolios.ForEach(p => p.Connector = studioConnector);
}