//called only once when we connect.
public void init()
{
string[] tickers = new string[] { procSpread.productOne.Product
, procSpread.productTwo.Product };
market = Market.getInstance(tickers);
SignalFactory factory = new SignalFactory(spread);
signal = factory.create();
signal.TradeEvt += this.OnTrade;
}
public Zscore(Spread spread)
{
procSpread = SpreadProc.getInstance();
this.tickers = new string[] { procSpread.productOne.Product
, procSpread.productTwo.Product };
this.multipliers = new double[] { procSpread.productOne.InstrumentMultiplier
, procSpread.productTwo.InstrumentMultiplier };
this.ratio = new int[] { procSpread.productOne.Size, procSpread.productTwo.Size };
market = Market.getInstance(tickers);
this.spreads = new List <Quote>();
this.zslist = new List <double>();
this.threshold = spread.Threshold;
this.trendfollow = spread.TrendFollow;
this.pricelength = spread.PriceLength;
this.signame = spread.Signal;
this.signame = signame.ToUpper();
}
