/// <summary>
/// Starts custom strategy execution
/// </summary>
public void ExecuteStrategy()
{
try
{
// Verify Strategy Instance
if (_tradeHubStrategy == null)
{
//create DB strategy
Strategy strategy = new Strategy();
strategy.Name = _strategyType.Name;
strategy.StartDateTime = DateTime.Now;
// Get new strategy instance
var strategyInstance = LoadCustomStrategy.CreateStrategyInstance(_strategyType, CtorArguments);
if (strategyInstance != null)
{
// Cast to TradeHubStrategy Instance
_tradeHubStrategy = strategyInstance as TradeHubStrategy;
}
if (_tradeHubStrategy == null)
{
if (_asyncClassLogger.IsInfoEnabled)
{
_asyncClassLogger.Info("Unable to initialize Custom Strategy: " + _strategyType.FullName, _type.FullName, "ExecuteStrategy");
}
// Skip execution of further actions
return;
}
// Set Strategy Name
_tradeHubStrategy.StrategyName = LoadCustomStrategy.GetCustomClassSummary(_strategyType);
// Register Events
_tradeHubStrategy.OnStrategyStatusChanged += OnStrategyStatusChanged;
_tradeHubStrategy.OnNewExecutionReceived += OnNewExecutionReceived;
}
if (_asyncClassLogger.IsInfoEnabled)
{
_asyncClassLogger.Info("Executing user strategy: " + _strategyType.FullName, _type.FullName, "ExecuteStrategy");
}
//Overriding if running on simulated exchange
ManageBackTestingStrategy();
// Start Executing the strategy
_tradeHubStrategy.Run();
}
catch (Exception exception)
{
_asyncClassLogger.Error(exception, _type.FullName, "ExecuteStrategy");
}
}
/// <summary>
/// Sets up the strategy to be executed
/// </summary>
/// <param name="initializeStrategy">Holds info to initialize the given strategy</param>
private void InitializeUserStrategy(InitializeStrategy initializeStrategy)
{
try
{
if (_asyncClassLogger.IsInfoEnabled)
{
_asyncClassLogger.Info("Setting up user strategy to run: " + initializeStrategy.StrategyType.FullName,
_type.FullName, "InitializeUserStrategy");
}
// Get new Key.
string key = ApplicationIdGenerator.NextId();
// Save Strategy details in new Strategy Executor object
StrategyExecutor strategyExecutor = new StrategyExecutor(key, initializeStrategy.StrategyType, initializeStrategy.CtorArguments);
// Add to local map
_strategiesCollection.AddOrUpdate(key, strategyExecutor, (ky, value) => strategyExecutor);
//Register Event
strategyExecutor.StatusChanged += OnStatusChanged;
strategyExecutor.ExecutionReceived += OnExecutionArrived;
// Save Brief info of constructor parameters
StringBuilder briefInfo = new StringBuilder();
// Add Strategy Description
briefInfo.Append(LoadCustomStrategy.GetCustomClassSummary(initializeStrategy.StrategyType));
briefInfo.Append(" :: ");
// Add Parameters Description
foreach (object ctorArgument in initializeStrategy.CtorArguments)
{
briefInfo.Append(ctorArgument.ToString());
briefInfo.Append("|");
}
// Create object to add to AddStrattegy.cs object
SelectedStrategy selectedStrategy = new SelectedStrategy
{
Key = key,
Symbol = initializeStrategy.CtorArguments[3].ToString(),
BriefInfo = briefInfo.ToString()
};
// Create object to pass to event aggregator.
AddStrategy addStrategy = new AddStrategy(selectedStrategy);
// Publish event to notify listeners.
EventSystem.Publish <AddStrategy>(addStrategy);
}
catch (Exception exception)
{
_asyncClassLogger.Error(exception, _type.FullName, "InitializeUserStrategy");
}
}
/// <summary>
/// Displays the selected strategy parameters
/// </summary>
/// <param name="optimizeStrategy">Contains info regarding the strategy to be optimized</param>
private void DisplaySelectedStrategy(OptimizationParametersBruteForce optimizeStrategy)
{
try
{
if (Logger.IsDebugEnabled)
{
Logger.Debug("Displaying the strategy parameters", _type.FullName, "DisplaySelectedStrategy");
}
_parameters.Clear();
// Get Strategy Info
StrategyInfo = LoadCustomStrategy.GetCustomClassSummary(optimizeStrategy.StrategyType);
// Save Ctor Arguments
_ctorArguments = optimizeStrategy.CtorArguments;
// Save Custom Strategy Type
_strategyType = optimizeStrategy.StrategyType;
// Save Parameters Details
_parmatersDetails = optimizeStrategy.ParameterDetails;
// Get all parameters
for (int i = 0; i < optimizeStrategy.CtorArguments.Length; i++)
{
ParameterInfo parameterInfo = new ParameterInfo
{
Index = i,
Parameter = optimizeStrategy.ParameterDetails[i].Name,
Value = optimizeStrategy.CtorArguments[i].ToString()
};
_currentDispatcher.Invoke(DispatcherPriority.Normal, (Action)(() =>
{
// Add to collection
_parameters.Add(parameterInfo);
}));
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "DisplaySelectedStrategy");
}
}
/// <summary>
/// Get class summary
/// </summary>
/// <param name="type"></param>
/// <returns></returns>
public static string GetCustomClassSummary(Type type)
{
return(LoadCustomStrategy.GetCustomClassSummary(type));
}
/// <summary>
/// Displays available parameters for genetic optimization
/// </summary>
private void DisplayGeneticParameters(OptimizationParametersGeneticAlgo optimizeStrategyGeneticAlgo)
{
try
{
if (Logger.IsDebugEnabled)
{
Logger.Debug("Displaying the strategy parameters", _type.FullName, "DisplaySelectedStrategy");
}
_parameters.Clear();
// Get Strategy Info
GaStrategyInfo = LoadCustomStrategy.GetCustomClassSummary(optimizeStrategyGeneticAlgo.StrategyType);
// Save Ctor Arguments
_ctorArguments = optimizeStrategyGeneticAlgo.CtorArguments;
// Save Custom Strategy Type
_strategyType = optimizeStrategyGeneticAlgo.StrategyType;
int i = 0;
// Get all parameters
foreach (var parameters in optimizeStrategyGeneticAlgo.GeneticAlgoParameters)
{
double start = 0;
double end = 0;
if (i == 0)
{
start = 1;
end = 5;
}
else if (i == 1)
{
start = 0.0001;
end = 0.011;
}
else if (i == 2)
{
start = 0.2;
end = 10;
}
else if (i == 3)
{
start = 0.002;
end = 0.01;
}
GeneticAlgoParameters parameterInfo = new GeneticAlgoParameters
{
Index = parameters.Key,
Description = parameters.Value.Item1,
StartValue = start,
EndValue = end,
};
i++;
// Update UI Element
_currentDispatcher.Invoke(DispatcherPriority.Normal, (Action)(() =>
{
// Add to collection
_parameters.Add(parameterInfo);
}));
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "DisplayGeneticParameters");
}
}
