/// <summary>
/// Initializes a new instance of the <see cref="RuleBreach"/> class.
/// </summary>
/// <param name="window">
/// The window.
/// </param>
/// <param name="trades">
/// The trades.
/// </param>
/// <param name="security">
/// The security.
/// </param>
/// <param name="isBackTestRun">
/// The is back test run.
/// </param>
/// <param name="ruleParameterId">
/// The rule parameter id.
/// </param>
/// <param name="systemOperationId">
/// The system operation id.
/// </param>
/// <param name="correlationId">
/// The correlation id.
/// </param>
/// <param name="factorValue">
/// The factor value.
/// </param>
/// <param name="ruleParameter">
/// The rule parameter.
/// </param>
/// <param name="universeDateTime">
/// The universe date time.
/// </param>
/// <param name="description">
/// The description.
/// </param>
/// <param name="caseTitle">
/// The case title.
/// </param>
public RuleBreach(
TimeSpan window,
ITradePosition trades,
FinancialInstrument security,
bool isBackTestRun,
string ruleParameterId,
string systemOperationId,
string correlationId,
IFactorValue factorValue,
IRuleParameter ruleParameter,
DateTime universeDateTime,
string description,
string caseTitle)
{
this.Window = window;
this.Trades = trades;
this.Security = security;
this.IsBackTestRun = isBackTestRun;
this.RuleParameterId = ruleParameterId;
this.SystemOperationId = systemOperationId;
this.CorrelationId = correlationId;
this.FactorValue = factorValue;
this.RuleParameters = ruleParameter;
this.UniverseDateTime = universeDateTime;
this.Description = description;
this.CaseTitle = caseTitle;
}
internal IEnumerable <IRuleValue> GetAll(IRuleParameter ruleParameter)
{
var dataType = ruleParameter.DataType;
if (!_dataLists.ContainsKey(dataType))
{
throw new ArgumentException("Could not find a result of type " + dataType);
}
return(_dataLists[dataType].WhereValues(ruleParameter.Predicate));
}
public IRule BuildPresets(StaticRules rule, IRuleParameter parameter)
{
switch (rule)
{
case StaticRules.AllTasksIsCurrentIteration:
return(AllTasksIsCurrentIteration());
case StaticRules.CheckTasksAreapath:
return(CheckTasksAreapath(parameter as AreaPathParameter));
default:
throw new Exception($"{nameof(RuleBuilder)}.{nameof(BuildPresets)}: Unknown type");
}
}
public static BaseRule LoadFromDescription(string desc)
{
int typeNameIndex = desc.IndexOf("<PARAMS>");
string typeName = desc.Substring(0, typeNameIndex);
//parameters are added upon instantiation
BaseRule result = RuleFactory.GetInstance().CreateRuleInstance(Type.GetType("GeneticMarket.Logic.Rules." + typeName)) as BaseRule;
//we only need to load parameter values
int endParamIndex = desc.Length - 1;
string paramsString = desc.Substring(typeNameIndex + 8, endParamIndex - typeNameIndex - 8);
string[] paramsKeyValues = paramsString.Split('|');
for (int i = 0; i < paramsKeyValues.Length; i++)
{
if (paramsKeyValues[i].Length == 0)
{
continue;
}
string[] parts = paramsKeyValues[i].Split('=');
string key = parts[0];
string value = parts[1];
IRuleParameter argObject = result.parameters[key];
bool isDouble = (argObject is DoubleRuleParameter);
if (isDouble)
{
result[key] = double.Parse(value);
}
else
{
result[key] = int.Parse(value);
}
}
return(result);
}
public void AddParameter <T>(IRuleParameter <T> parameter)
where T : class
{
_parameters.Add(parameter);
}
