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 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); }