private void AddHistorySessionHolder(string portfolio)
{
var session = new HistorySessionHolder(EmulationConnector.TransactionIdGenerator)
{
IsMarketDataEnabled = false,
IsTransactionEnabled = true,
};
_basketSessionHolder.InnerSessions.Add(session, 0);
_basketSessionHolder.Portfolios[portfolio] = session;
}
public StrategyConnector(StrategyContainer strategy, DateTimeOffset startDate, DateTimeOffset stopDate, TimeSpan useCandlesTimeFrame, bool onlyInitialize)
{
if (strategy == null)
{
throw new ArgumentNullException("strategy");
}
UpdateSecurityLastQuotes = false;
UpdateSecurityByLevel1 = false;
var entityRegistry = ConfigManager.GetService <IStudioEntityRegistry>();
_strategy = strategy;
_useCandlesTimeFrame = useCandlesTimeFrame;
_onlyInitialize = onlyInitialize;
_sessionStrategy = entityRegistry.ReadSessionStrategyById(strategy.Strategy.Id);
if (_sessionStrategy == null)
{
throw new InvalidOperationException("sessionStrategy = null");
}
Id = strategy.Id;
Name = strategy.Name + " Connector";
_realConnector = (StudioConnector)ConfigManager.GetService <IStudioConnector>();
_realConnector.NewMessage += RealConnectorNewMessage;
EntityFactory = new StudioConnectorEntityFactory();
_securityProvider = new StudioSecurityProvider();
var session = new HistorySessionHolder(TransactionIdGenerator, _securityProvider)
{
StartDate = startDate,
StopDate = stopDate,
};
session.UpdateCurrentTime(startDate);
var storageRegistry = new StudioStorageRegistry {
MarketDataSettings = strategy.MarketDataSettings
};
MarketDataAdapter = _historyMessageAdapter = new HistoryMessageAdapter(session)
{
StorageRegistry = storageRegistry
};
TransactionAdapter = new PassThroughMessageAdapter(session);
_historyMessageAdapter.SessionHolder.MarketTimeChangedInterval = useCandlesTimeFrame;
// при инициализации по свечкам, время меняется быстрее и таймаут должен быть больше 30с.
_historyMessageAdapter.SessionHolder.ReConnectionSettings.TimeOutInterval = TimeSpan.MaxValue;
_historyMessageAdapter.BasketStorage.InnerStorages.AddRange(GetExecutionStorages());
ApplyMessageProcessor(MessageDirections.In, true, true);
ApplyMessageProcessor(MessageDirections.Out, true, true);
this.LookupById(strategy.Security.Id);
new ChartAutoRangeCommand(true).Process(_strategy);
}
