public OrderAndPositionViewModel()
{
_eventaggregator = ServiceLocator.Current.GetInstance<EventAggregator>();
_logger = ServiceLocator.Current.GetInstance<ILoggerFacade>();
_configmanager = ServiceLocator.Current.GetInstance<IConfigManager>() as ConfigManager;
_ordertracker = new OrderTracker(_configmanager.DailyOrderCapacity);
_ordertracker.SendDebugEvent += OnDebug;
_positiontracker = new PositionTracker(_configmanager.DailyOrderCapacity);
_eventaggregator.GetEvent<InitialPositionEvent>().Subscribe(ClientGotInitialPosition);
//_eventaggregator.GetEvent<SendOrderEvent>().Subscribe(ClientGotOrder);
_eventaggregator.GetEvent<OrderConfirmationEvent>().Subscribe(ClientGotOrder);
_eventaggregator.GetEvent<OrderCancelConfirmationEvent>().Subscribe(ClientGotOrderCancelConfirmation);
_eventaggregator.GetEvent<OrderFillEvent>().Subscribe(ClientGotOrderFilled);
_eventaggregator.GetEvent<GenerateReportEvent>().Subscribe(GeneratePerformanceReport);
_resultstable.Columns.Add("Statistics");
_resultstable.Columns.Add("Result");
}
public override void Reset(bool popup = true)
{
_positiontracker = new PositionTracker(_symbols.Count);
_barlisttracker = new BarListTracker(_symbols.ToArray(), new int[] { _higherbarinterval, _lowerbarinterval });
_barlisttracker.GotNewBar += _barlisttracker_GotNewBar;
_ordertracker = new OrderTracker(10000);
// in the none zone
_isOBOSZone = Enumerable.Repeat<OBOSZone>(OBOSZone.None, _symbols.Count).ToArray();
// neither bull or bear
_isHigherTimeFrameBullBear = Enumerable.Repeat<BullBearTrend>(BullBearTrend.None, _symbols.Count).ToArray();
// all are active
_issymbolactive = Enumerable.Repeat<bool>(true, _symbols.Count).ToArray();
// none are filled
_waittobefilled = Enumerable.Repeat<bool>(false, _symbols.Count).ToArray();
_currentorderids = Enumerable.Repeat<long>(0L, _symbols.Count).ToArray();
_entrylevel = Enumerable.Repeat<decimal>(0m, _symbols.Count).ToArray();
_exitlevel = Enumerable.Repeat<decimal>(0m, _symbols.Count).ToArray();
_transactions = 0;
_currenttime = 0;
}