public void SetTInstrument(StrategyQTP strategy, TInstrument target)
{
this.strategy = strategy;
this.target = target;
barsBuffer = new List<Bar>();
ticksBuffer = new List<Tick>();
}
public static StrategyQTP CreateFromDB(string id, NLog nlog)
{
// Read config file
Configuration config = ConfigurationManager.OpenExeConfiguration(ConfigurationUserLevel.None);
CRUD.ConnectionString = config.ConnectionStrings.ConnectionStrings["QTP_DB"].ConnectionString.ToString();
TStrategy t = CRUD.GetTStrategy(id, nlog);
Assembly assembly = Assembly.LoadFrom(@"QTP.Domain.dll");
Type type = assembly.GetType(string.Format("QTP.Domain.{0}", t.RiskMClass));
RiskM trader = (RiskM)Activator.CreateInstance(type);
StrategyQTP s = new StrategyQTP(t, trader, nlog);
return s;
}
static void Main(string[] args)
{
// process args of program
if (args.Length == 0)
{
System.Console.WriteLine("[错误] 无运行参数");
System.Console.Read();
return;
}
// Open NLog file
NLog nlog = new NLog();
if (!nlog.Open(args[0]))
{
System.Console.WriteLine("[错误] 打开日志文件失败");
System.Console.Read();
return;
}
// 设置中断命令处理程序(即清理并停止策略循环运行)。
SetConsoleCtrlHandler(new HandlerRoutine(ConsoleCtrlCheck), true);
// Create Strategy
currentStrategy = StrategyFactory.CreateFromDB(args[0], nlog);
if (currentStrategy == null)
{
System.Console.WriteLine("[错误] 未能创建策略类");
System.Console.Read();
return;
}
// Start it
currentStrategy.Start();
System.Console.WriteLine("策略已停止运行");
System.Console.Read();
}
public void SetStrategy(StrategyQTP s)
{
strategy = s;
}