internal Portfolio(FreeQuant.Instruments.Portfolio portfolio)
{
this.portfolio = portfolio;
this.positions = new PositionList(portfolio.Positions);
this.transactions = new TransactionList(portfolio.Transactions);
this.account = new PortfolioAccount(portfolio.Account);
}
private static void AddPortfolio(FreeQuant.Instruments.Portfolio sq_portfolio)
{
Portfolio portfolio = new Portfolio(sq_portfolio);
Map.OQ_FQ_Portfolio[portfolio] = sq_portfolio;
Map.FQ_OQ_Portfolio[sq_portfolio] = portfolio;
}
internal Portfolio(FreeQuant.Instruments.Portfolio portfolio)
{
this.portfolio = portfolio;
this.positions = new PositionList(portfolio.Positions);
this.transactions = new TransactionList(portfolio.Transactions);
this.account = new PortfolioAccount(portfolio.Account);
}
public TrailingStopOrder(IExecutionProvider provider, Portfolio portfolio, Instrument instrument, Side side, double qty, double delta) : base()
{
this.OrdType = OrdType.TrailingStop;
this.Provider = provider;
this.Portfolio = portfolio;
this.Instrument = instrument;
this.Side = side;
this.OrderQty = qty;
this.TrailingAmt = delta;
}
public MarketOrder(IExecutionProvider provider, Portfolio portfolio, Instrument instrument, Side side, double qty, string text) : base()
{
this.OrdType = OrdType.Market;
this.Provider = provider;
this.Portfolio = portfolio;
this.Instrument = instrument;
this.Side = side;
this.OrderQty = qty;
this.Text = text;
}
public void Remove(Portfolio portfolio)
{
this.ospEgWBc0j(portfolio);
this.GG5E1xwBnb(portfolio);
IDbCommand command = this.connection.CreateCommand();
command.CommandText = "command11";
FIXDbServer.SetCommandParameter(command, "dd", DbType.Int32, (object)portfolio.Id);
command.ExecuteNonQuery();
command.Dispose();
}
public ConfigurationInfo(string portfolioName, byte marketDataProviderId, byte executionProviderId)
{
this.portfolio = PortfolioManager.Portfolios[portfolioName];
if (this.portfolio == null)
this.portfolio = new Portfolio(portfolioName);
this.marketDataProvider = ProviderManager.MarketDataProviders[marketDataProviderId];
this.executionProvider = ProviderManager.ExecutionProviders[executionProviderId];
this.marketDataProviderId = this.marketDataProvider == null ? marketDataProviderId : (byte)0;
this.executionProviderId = this.executionProvider == null ? executionProviderId : (byte)0;
}
public StopLimitOrder(IExecutionProvider provider, Portfolio portfolio, Instrument instrument, Side side, double qty, double price, double stopPx) : base()
{
this.OrdType = OrdType.StopLimit;
this.Provider = provider;
this.Portfolio = portfolio;
this.Instrument = instrument;
this.Side = side;
this.OrderQty = qty;
this.Price = price;
this.StopPx = stopPx;
}
internal void Add(Portfolio portfolio)
{
if (this.portfolios.Contains(portfolio.Name))
throw new ApplicationException("Already added: Name={0}" + portfolio.Name);
this.portfolios.Add(portfolio.Name, portfolio);
if (portfolio.Id == -1)
return;
if (this.portfoliosById.Contains(portfolio.Id))
throw new ApplicationException("Already added: Id={0}" + portfolio.Id);
this.portfoliosById.Add(portfolio.Id, portfolio);
}
public TrailingStopLimitOrder(IExecutionProvider provider, Portfolio portfolio, Instrument instrument, Side side, double qty, double delta, double stopPrice, double limitPrice) : base()
{
this.OrdType = OrdType.TrailingStopLimit;
this.Provider = provider;
this.Portfolio = portfolio;
this.Instrument = instrument;
this.Side = side;
this.OrderQty = qty;
this.TrailingAmt = delta;
this.StopPx = stopPrice;
this.Price = limitPrice;
}
public PortfolioStop(StrategyBase strategy, DateTime time, bool stopStrategy)
:base(){
this.dUqRtBdT71 = StopType.Trailing;
this.Wa9RdDJEOa = StopMode.Percent;
this.rfci6isjj5 = StopFillMode.Stop;
this.sKmRoRmeN5 = strategy;
this.ElNRan0isi = strategy.Portfolio;
this.RUQiAxBBaC = stopStrategy;
this.dUqRtBdT71 = StopType.Time;
this.XoERmcoQ62 = Clock.Now;
this.xTNRf1TvWo = time;
this.FuNRz16ilo = this.ElNRan0isi.GetValue();
if (!(this.xTNRf1TvWo > this.XoERmcoQ62))
return;
Clock.AddReminder(new ReminderEventHandler(this.AaPRYK2epA), this.xTNRf1TvWo, (object) null);
}
public void Save(Portfolio portfolio)
{
if (portfolio.Id == -1)
{
this.lwxEohW3ad(portfolio);
}
else
{
this.ospEgWBc0j(portfolio);
this.GG5E1xwBnb(portfolio);
this.k2YExH5Ue4(portfolio);
}
foreach (Transaction transaction in portfolio.Transactions)
this.Add(portfolio, transaction);
foreach (AccountTransaction transaction in portfolio.Account.Transactions)
this.Add(portfolio, transaction);
}
public PortfolioStop(StrategyBase strategy, double level, StopType type, StopMode mode, bool stopStrategy)
:base(){
this.dUqRtBdT71 = StopType.Trailing;
this.Wa9RdDJEOa = StopMode.Percent;
this.rfci6isjj5 = StopFillMode.Stop;
this.sKmRoRmeN5 = strategy;
this.ElNRan0isi = strategy.Portfolio;
this.QqtReC8Evy = level;
this.dUqRtBdT71 = type;
this.Wa9RdDJEOa = mode;
this.RUQiAxBBaC = stopStrategy;
this.oURRNWOggg = this.ElNRan0isi.GetValue();
this.uLLipPWdua = this.oURRNWOggg;
this.FuNRz16ilo = this.aIZRlrvLwJ();
this.XoERmcoQ62 = Clock.Now;
this.xTNRf1TvWo = DateTime.MinValue;
this.i7uRq8Sj1g();
this.agAikbNDtv = this.oURRNWOggg;
this.uLLipPWdua = this.oURRNWOggg;
this.QJSRn03JW5();
}
internal Statistics(FreeQuant.Instruments.Portfolio portfolio)
{
this.portfolio = portfolio;
}
internal static void Add(Portfolio portfolio)
{
PortfolioManager.portfolios.Add(portfolio);
PortfolioManager.EmitPortfolioAdded(portfolio);
}
public PortfolioEventArgs(Portfolio portfolio) : base()
{
this.Portfolio = portfolio;
}
protected MetaStrategyBase(string name)
{
this.name = name;
this.strategies = new StrategyList();
this.SimulationManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as SimulationManager;
this.OptimizationManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as OptimizationManager;
this.ReportManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as ReportManager;
this.MetaMoneyManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as MetaMoneyManager;
this.portfolio = PortfolioManager.Portfolios[name];
if (this.portfolio == null)
this.portfolio = new Portfolio(name);
this.resetPortfolio = true;
this.tester = new LiveTester(this.portfolio);
this.tester.FollowChanges = true;
this.optimizer = (Optimizer)new BruteForce((IOptimizable)this);
this.optimizer.BestObjectiveReceived += new EventHandler(this.OnBestObjectiveReceived);
this.optimizerType = EOptimizerType.BruteForce;
// this.wufWtLkISI = new J8EmIiFmOtaja37OfO(this);
// this.ftRWdJyyOv = new cLHjLO4PpuI7TxofSw(this);
// this.XY4Ww3QE51 = new TGZcynM7UfxwdxKdmx(this);
// this.J37WmrcrSi = new FZ0WAbPUwn6OHn5Upr(this);
// this.zVLWf0C4Mc = new ALxag60bMZlMBTZjqL(this);
this.wH2We9sYJA = new Dictionary<IProvider, List<StrategyBase>>();
this.vXRWgwkIPm = new Dictionary<IMarketDataProvider, Dictionary<Instrument, List<StrategyBase>>>();
this.DKMWNa8OX5 = new Dictionary<SingleOrder, StrategyBase>();
this.sbiWzb0PxN = new Dictionary<IService, List<StrategyBase>>();
this.EdxRkK8EdT = new Dictionary<IExecutionService, List<StrategyBase>>();
this.maxConnectionTime = 10;
this.simulator = (ProviderManager.MarketDataSimulator as SimulationDataProvider).Simulator;
this.simulator.StateChanged += new EventHandler(this.md8Wiw2OiW);
this.isRunning = false;
this.isOptimizing = false;
this.optimizationParemeters = new ArrayList();
this.drawingPrimitives = new Hashtable();
this.portfolioStopList = new StopList();
this.portfolios = new Dictionary<Instrument, Portfolio>();
this.testers = new Dictionary<Instrument, LiveTester>();
this.executionServicesEnabled = false;
this.componentTypeList = new List<ComponentType>();
this.componentTypeList.Add(ComponentType.SimulationManager);
this.componentTypeList.Add(ComponentType.MetaMoneyManager);
this.componentTypeList.Add(ComponentType.OptimizationManager);
this.componentTypeList.Add(ComponentType.ReportManager);
}
internal void Remove(Portfolio portfolio)
{
this.portfolios.Remove(portfolio.Name);
this.portfoliosById.Remove(portfolio.Id);
}
public Portfolio Reconstruct(DateTime dateTime)
{
Portfolio portfolio = new Portfolio();
foreach (Transaction transaction in this.transactions)
{
if (transaction.DateTime <= dateTime)
portfolio.Add(transaction);
}
portfolio.Account.Clear();
foreach (AccountTransaction transaction in this.account.Transactions)
{
if (transaction.DateTime <= dateTime)
portfolio.Account.Add(transaction);
}
return portfolio;
}
public void ConsolidateFrom(Portfolio[] portfolioList)
{
this.ConsolidateFrom(portfolioList, false);
}
public void Save(Portfolio portfolio)
{
}
public void Update(Portfolio portfolio)
{
}
public MarginManager1(Portfolio portfolio)
{
this.nTCs7Rw8ms = new Hashtable();
this.portfolio = portfolio;
this.Connect();
}
protected StrategyBase(string name, string description)
{
this.metaStrategyBase = (MetaStrategyBase) null;
this.name = name;
this.description = description;
this.isEnabled = true;
this.isActive = true;
this.ReportManager = StrategyComponentManager.GetComponent("getcom", (object) this) as ReportManager;
this.MarketManager = StrategyComponentManager.GetComponent("getcom", (object) this) as MarketManager;
this.portfolio = PortfolioManager.Portfolios[name];
if (this.portfolio == null)
this.portfolio = new Portfolio(name);
this.tester = new LiveTester(this.portfolio);
this.stops = new StopList();
this.triggers = new TriggerList();
this.marketDataProvider = (IMarketDataProvider) null;
this.executionProvider = (IExecutionProvider) null;
this.newsProvider = (INewsProvider) null;
this.executionService = (IExecutionService) null;
this.orders = new OrderTable();
this.global = new Hashtable();
this.activeInstruments = new InstrumentList();
this.barSliceManager = new BarSliceManager();
this.componentTypeList = new List<ComponentType>();
this.componentTypeList.Add(ComponentType.MarketManager);
this.componentTypeList.Add(ComponentType.ReportManager);
this.activeStops = new Dictionary<Instrument, List<StopBase>>();
this.portfolios = new Dictionary<Instrument, Portfolio>();
this.testers = new Dictionary<Instrument, LiveTester>();
this.statisticsPerInstrumentEnabled = false;
}
internal static void Add(Portfolio portfolio, Transaction transaction)
{
PortfolioManager.server.Add(portfolio, transaction);
}
internal static void vwIs2WhnRQ(Portfolio position, AccountTransaction transaction)
{
PortfolioManager.server.Add(position, transaction);
}
public static void Remove(Portfolio portfolio)
{
PortfolioManager.server.Remove(portfolio);
PortfolioManager.portfolios.Remove(portfolio);
PortfolioManager.EmitPortfolioRemoved(portfolio);
}
public StopOrder(IExecutionProvider provider, Portfolio portfolio, Instrument instrument, Side side, double qty, double stopPx)
: this(provider, portfolio, instrument, side, qty, stopPx, null)
{
}
public void Add(Portfolio portfolio, Transaction transaction)
{
}
public PortfolioStatistics(Portfolio portfolio)
{
this.portfolio = portfolio;
}
public Performance(Portfolio portfolio)
{
this.enabled = true;
this.equitySeries = new DoubleSeries("Equity");
this.coreEquitySeries = new DoubleSeries("CoreEquity");
this.pnlSeries = new DoubleSeries("PnL");
this.drawdownSeries = new DoubleSeries("Drawdown");
this.drawdownPercentSeries = new DoubleSeries("DrawdownPercent");
this.InjBy1lkoo = double.NaN;
this.MrYBqYV87G = double.NaN;
this.portfolio = portfolio;
this.CalculatePnL = true;
this.CalculateDrawdown = true;
this.portfolio.ValueChanged += new PositionEventHandler(this.RLrBXT2waX);
}
public Portfolio Consolidate(Portfolio portfolio)
{
TransactionList transactionList = new TransactionList();
foreach (Transaction transaction in this.Transactions)
transactionList.Add(transaction, false);
foreach (Transaction transaction in portfolio.Transactions)
transactionList.Add(transaction, false);
transactionList.Sort();
Portfolio portfolio1 = new Portfolio();
foreach (Transaction transaction in transactionList)
portfolio1.Add(transaction);
portfolio1.Account.Clear();
AccountTransactionList accountTransactionList = new AccountTransactionList();
foreach (AccountTransaction transaction in this.Account.Transactions)
accountTransactionList.Add(transaction);
foreach (AccountTransaction transaction in portfolio.Account.Transactions)
accountTransactionList.Add(transaction);
foreach (AccountTransaction transaction in accountTransactionList)
portfolio1.Account.Add(transaction);
return portfolio1;
}
internal static void Update(Portfolio portfolio)
{
PortfolioManager.server.Update(portfolio);
}
public void ConsolidateFrom(Portfolio[] portfolioList, bool cloneTransactions)
{
if (this.ConsolidationStarted != null)
this.ConsolidationStarted(this, EventArgs.Empty);
this.Mk5dJuOhmC = true;
this.Clear(false);
List<Portfolio> list1 = new List<Portfolio>();
List<int> list2 = new List<int>();
foreach (Portfolio portfolio in portfolioList)
{
if (portfolio.Transactions.Count > 0)
{
list1.Add(portfolio);
list2.Add(0);
}
}
while (list1.Count > 0)
{
DateTime dateTime1 = DateTime.MaxValue;
int index1 = -1;
for (int index2 = 0; index2 < list1.Count; ++index2)
{
DateTime dateTime2 = list1[index2].Transactions[list2[index2]].DateTime;
if (dateTime2 < dateTime1)
{
dateTime1 = dateTime2;
index1 = index2;
}
}
Transaction transaction = cloneTransactions ? (Transaction)list1[index1].Transactions[list2[index1]].Clone() : list1[index1].Transactions[list2[index1]];
this.Add(transaction);
this.account.Add(transaction.CashFlow, transaction.Currency, transaction.DateTime, transaction.Text);
List<int> list3;
int index3;
(list3 = list2)[index3 = index1] = list3[index3] + 1;
if (list2[index1] == list1[index1].Transactions.Count)
{
list2.RemoveAt(index1);
list1.RemoveAt(index1);
}
}
this.Mk5dJuOhmC = false;
if (this.ConsolidationFinished != null)
this.ConsolidationFinished(this, EventArgs.Empty);
}
public PortfolioEventArgs(Portfolio portfolio) : base()
{
this.Portfolio = portfolio;
}
public void Start(bool doStep)
{
DataManager.ClearDataArrays();
this.drawingPrimitives.Clear();
this.wH2We9sYJA.Clear();
this.vXRWgwkIPm.Clear();
this.DKMWNa8OX5.Clear();
// this.wufWtLkISI.EHNjIxPXeI();
// this.ftRWdJyyOv.CRrjLvZRte();
// this.XY4Ww3QE51.WlPpnQStx6();
this.sbiWzb0PxN.Clear();
this.EdxRkK8EdT.Clear();
// this.J37WmrcrSi.PICjBUA7Ya();
// this.zVLWf0C4Mc.G7CjuFqKCk();
if (this.metaStrategyMode == MetaStrategyMode.Simulation)
{
this.simulationManager.Requests.Clear();
this.simulationManager.Init();
Clock.ClockMode = ClockMode.Simulation;
Clock.SetDateTime(this.simulationManager.EntryDate);
foreach (string request in (CollectionBase) this.simulationManager.StaticRequests)
this.simulationManager.SendMarketDataRequest(request);
this.simulator.Intervals.Clear();
this.simulator.Intervals.Add(this.simulationManager.EntryDate, this.simulationManager.ExitDate);
this.simulator.SimulationMode = this.simulationManager.Mode;
this.simulator.SpeedMultiplier = this.simulationManager.SpeedMultiplier;
this.simulator.Step = this.simulationManager.Step;
OrderManager.RemoveOrders(11104, (object)MetaStrategyBase.FIX_MODES[this.metaStrategyMode]);
OrderManager.OCA.Clear();
OrderManager.SellSide.RemoveOrders(11104, (object)MetaStrategyBase.FIX_MODES[this.metaStrategyMode]);
}
if (this.metaStrategyMode == MetaStrategyMode.Simulation || this.metaStrategyMode == MetaStrategyMode.Live && this.resetPortfolio)
{
this.portfolio.Clear();
this.portfolios.Clear();
this.testers.Clear();
this.tester.FriendlyTesters.Clear();
}
this.tester.Disconnect();
this.tester.Connect();
this.tester.Reset();
bool flag = this.portfolio.Account.Transactions.Count == 0;
if (flag)
this.portfolio.Account.Deposit(this.simulationManager.Cash, this.simulationManager.Currency, Clock.Now, "");
this.portfolio.TransactionAdded += new TransactionEventHandler(this.zYSWMuDaZ6);
this.portfolio.PositionOpened += new PositionEventHandler(this.DBwWbS3fHQ);
this.portfolio.PositionChanged += new PositionEventHandler(this.dHgWygCawL);
this.portfolio.PositionClosed += new PositionEventHandler(this.fBgWGZmneO);
this.portfolio.ValueChanged += new PositionEventHandler(this.lrZWS42MFZ);
this.portfolio.Monitored = true;
this.optimizationManager.Init();
if (!this.isOptimizing)
{
this.reportManager.Tester = this.tester;
this.reportManager.Init();
}
this.metaMoneyManager.Init();
this.OnInit();
foreach (StrategyBase strategyBase in this.strategies)
{
if (strategyBase.IsEnabled)
strategyBase.ztfTe4jp4();
}
if (flag)
this.OnMoneyAllocation();
if (this.statisticsPerInstrumentEnabled)
{
foreach (LiveTester liveTester in this.testers.Values)
{
liveTester.Connect();
liveTester.Reset();
}
foreach (StrategyBase strategyBase in this.strategies)
{
if (strategyBase.IsEnabled)
{
foreach (Instrument key in (FIXGroupList) strategyBase.MarketManager.Instruments)
{
if (!this.portfolios.ContainsKey(key))
{
Portfolio portfolio = new Portfolio();
portfolio.Name = string.Format("dfds", (object)this.name, (object)key.Symbol);
LiveTester liveTester = new LiveTester(portfolio);
liveTester.FollowChanges = true;
this.portfolios.Add(key, portfolio);
this.testers.Add(key, liveTester);
this.tester.FriendlyTesters.Add(key, liveTester);
portfolio.Account.Deposit(this.portfolio.GetAccountValue(), this.portfolio.Account.Currency, Clock.Now, "fdsdfs");
}
}
}
}
}
foreach (StrategyBase strategyBase in this.strategies)
{
if (strategyBase.IsEnabled)
{
switch (this.metaStrategyMode)
{
case MetaStrategyMode.Simulation:
// this.XY4Ww3QE51.opTpuIsCq8(ProviderManager.ExecutionSimulator);
// this.wufWtLkISI.q4hj9rUKgj((IProvider) ProviderManager.MarketDataSimulator);
// this.wufWtLkISI.q4hj9rUKgj((IProvider) ProviderManager.ExecutionSimulator);
this.fkKW08cp5Q((IProvider)ProviderManager.MarketDataSimulator, strategyBase);
this.fkKW08cp5Q((IProvider)ProviderManager.ExecutionSimulator, strategyBase);
break;
case MetaStrategyMode.Live:
using (Dictionary<Instrument, IExecutionProvider>.ValueCollection.Enumerator enumerator = strategyBase.MarketManager.UyiAAd6ITD.Values.GetEnumerator())
{
while (enumerator.MoveNext())
{
IExecutionProvider current = enumerator.Current;
this.fkKW08cp5Q((IProvider)current, strategyBase);
// this.XY4Ww3QE51.opTpuIsCq8(current);
// this.wufWtLkISI.q4hj9rUKgj((IProvider) current);
}
break;
}
}
foreach (KeyValuePair<Instrument, IMarketDataProvider> keyValuePair in strategyBase.MarketManager.jcIApP7GcT)
{
Instrument key = keyValuePair.Key;
switch (this.metaStrategyMode)
{
case MetaStrategyMode.Simulation:
foreach (string str in (CollectionBase) this.simulationManager.Requests)
// this.ftRWdJyyOv.s8pj3BZbXy(ProviderManager.MarketDataSimulator, key, str);
this.gKXWX8nbQ1(ProviderManager.MarketDataSimulator, key, strategyBase);
continue;
case MetaStrategyMode.Live:
IMarketDataProvider marketDataProvider = keyValuePair.Value;
// this.ftRWdJyyOv.s8pj3BZbXy(marketDataProvider, key, (string) null);
// this.wufWtLkISI.q4hj9rUKgj((IProvider) marketDataProvider);
this.fkKW08cp5Q((IProvider)marketDataProvider, strategyBase);
this.gKXWX8nbQ1(marketDataProvider, key, strategyBase);
continue;
default:
continue;
}
}
}
}
// this.wufWtLkISI.qGIjh9udFb(this.a0bRpgOve7 * 1000);
// this.ftRWdJyyOv.ONMjs3DrA4();
// this.XY4Ww3QE51.W2BpYr8f5G();
if (this.executionServicesEnabled)
{
foreach (StrategyBase strategyBase in this.strategies)
{
switch (this.metaStrategyMode)
{
case MetaStrategyMode.Simulation:
this.FYDWx9TtsR(ServiceManager.ExecutionSimulator, strategyBase);
continue;
case MetaStrategyMode.Live:
if (strategyBase.ExecutionService != null)
{
this.FYDWx9TtsR((IService)strategyBase.ExecutionService, strategyBase);
continue;
}
else
continue;
default:
continue;
}
}
// this.J37WmrcrSi.D3Cjbhc7hR();
// this.zVLWf0C4Mc.alJjoPx37X();
}
this.isRunning = true;
switch (this.metaStrategyMode)
{
case MetaStrategyMode.Simulation:
if (doStep)
{
this.simulator.DoStep(false);
while (this.isRunning)
Thread.Sleep(1);
break;
}
else
{
this.simulator.Start(true);
break;
}
case MetaStrategyMode.Live:
this.Y5hW7EWwMM();
while (this.isRunning)
Thread.Sleep(1);
break;
}
}
internal static void Save(Portfolio portfolio)
{
PortfolioManager.server.Save(portfolio);
}
public void Save(Portfolio portfolio)
{
}
internal static void Clear(Portfolio portfolio)
{
PortfolioManager.server.Clear(portfolio);
}
internal void ztfTe4jp4()
{
this.isActive = true;
this.global.Clear();
this.stops.Clear();
this.activeStops.Clear();
// if (this.JEmpWIimOt != null)
// this.JEmpWIimOt((object) this, EventArgs.Empty);
this.triggers.Clear();
// if (this.DGvp78okLv != null)
// this.DGvp78okLv((object) this, EventArgs.Empty);
this.activeInstruments.Clear();
if (this.metaStrategyBase.MetaStrategyMode == MetaStrategyMode.Simulation || this.metaStrategyBase.MetaStrategyMode == MetaStrategyMode.Live && this.metaStrategyBase.ResetPortfolio)
{
this.portfolio.Clear();
this.portfolios.Clear();
this.testers.Clear();
this.tester.FriendlyTesters.Clear();
}
this.portfolio.TransactionAdded += new TransactionEventHandler(this.wFewIKaO9);
this.portfolio.PositionOpened += new PositionEventHandler(this.tqpmkcdnl);
this.portfolio.PositionChanged += new PositionEventHandler(this.qmsfx90ud);
this.portfolio.PositionClosed += new PositionEventHandler(this.iIIeZBW7d);
this.portfolio.ValueChanged += new PositionEventHandler(this.zqRghd2Zu);
this.portfolio.Monitored = true;
this.orders.Clear();
this.marketManager.Instruments.Clear();
this.marketManager.jcIApP7GcT.Clear();
if (this.metaStrategyBase.MetaStrategyMode == MetaStrategyMode.Live)
{
this.marketManager.OM26eKMfqS = this.marketDataProvider;
this.marketManager.TOY6zSGlVT = this.executionProvider;
}
this.marketManager.Init();
this.tester.Disconnect();
this.tester.Connect();
this.tester.Reset();
if (this.statisticsPerInstrumentEnabled)
{
foreach (LiveTester liveTester in this.testers.Values)
{
liveTester.Connect();
liveTester.Reset();
}
}
foreach (Instrument key in (FIXGroupList) this.marketManager.Instruments)
{
key.Reset();
BarSeries barSeries = this.Bars[key];
this.activeStops[key] = new List<StopBase>();
if (this.statisticsPerInstrumentEnabled && !this.portfolios.ContainsKey(key))
{
Portfolio portfolio = new Portfolio();
portfolio.Name = string.Format("dfs", (object) this.name, (object) key.Symbol);
if (this.metaStrategyBase.MetaStrategyMode == MetaStrategyMode.Live && !this.metaStrategyBase.ResetPortfolio)
portfolio.Account.Deposit(this.portfolio.GetAccountValue(), this.portfolio.Account.Currency, Clock.Now,"");
LiveTester liveTester = new LiveTester(portfolio);
liveTester.FollowChanges = true;
this.portfolios.Add(key, portfolio);
this.testers.Add(key, liveTester);
this.tester.FriendlyTesters.Add(key, liveTester);
}
}
this.barSliceManager.InstrumentsCount = this.marketManager.Instruments.Count;
this.barSliceManager.Clear();
this.OnInit();
this.reportManager.Tester = this.tester;
if (this.MetaStrategyBase.dBEWaCEkLk)
return;
this.reportManager.Init();
}
public void Remove(Portfolio portfolio)
{
}
public void Remove(Portfolio portfolio)
{
}
public void Update(Portfolio portfolio)
{
}
public void Clear(Portfolio portfolio)
{
}
public void Clear(Portfolio portfolio)
{
}
public void Add(Portfolio portfolio, AccountTransaction transaction)
{
}
public void Add(Portfolio portfolio, Transaction transaction)
{
}
public LimitOrder(IExecutionProvider provider, Portfolio portfolio, Instrument instrument, Side side, double qty, double price)
: this(provider, portfolio, instrument, side, qty, price, null)
{
}
public void Add(Portfolio portfolio, AccountTransaction transaction)
{
}
