public virtual void Initialize()
{
// Get Positions
List<Position> positions = null;
if (strategy.WebTD != null)
{
positions = strategy.WebTD.GetPositionsWeb();
}
else
positions = strategy.GetPositions();
if (positions == null || positions.Count == 0)
{
strategy.WriteTDLog("RiskM 没有持仓，请确认!");
return;
}
// process positions
int i = 1;
foreach (Position pos in positions)
{
Monitor monitor = strategy.GetMonitor(string.Format("{0}.{1}", pos.exchange, pos.sec_id));
if (monitor != null)
{
RiskPosition riskPos = new RiskPosition(pos.available, pos.vwap);
riskPos.VolumeAux = monitor.Target.Volume;
riskPos.StopLossPrice = monitor.Target.StopLossPrice;
riskPositions.Add(riskPos);
monitor.SetPosition(riskPos);
strategy.WriteTDLog(string.Format("({0}) {1}的可用持仓为({2})", i++, monitor.TargetTitle, riskPos.Volume));
}
else
{
strategy.WriteTDLog(string.Format("{0}.{1}的持仓没有设置对应的监控器!", pos.exchange, pos.sec_id));
}
}
}
public virtual void SetPosition(RiskPosition pos)
{
riskPosition = pos;
}