public void ResetData() { _balances.Clear(); _miniOMS = new MiniOMS(); _allOrderBooks.Clear(); _securityStatusEntries.Clear(); _vwapForTradingSym = new ShortPeriodTickBasedVWAP(_tradingSymbol, 30); _tradingStrategy.Reset(); }
SimpleTradeClient(int broker_id, string symbol, TradingStrategy strategy, IWebSocketClientProtocolEngine protocolEngine) { _brokerId = broker_id; _tradingSymbol = symbol; _tradingStrategy = strategy; _protocolEngine = protocolEngine; _tradingStrategy.tradeclient = this; _vwapForTradingSym = new ShortPeriodTickBasedVWAP(_tradingSymbol, 30); }