public void Register(IMarketWatch mw, IStrategyRepositoryHelper repHelper)
{
if (mw != null)
{
marketWatch = mw;
}
if (repHelper != null)
{
helper = repHelper;
}
}
public void Register(ClientContext context)
{
IMarketWatch mw = context.MarketWatch;
mw.MarketMeterProcess += new MarketUpdateEventHandler(updateMarketInfo);
for (int i = 0; i < mw.InstrumentCount; i++)
{
Instrument inst = mw.GetInstrument(i);
foreach (int tf in GeneralConfig.ValidTimeFrames)
{
currentVolatility.Add(inst.ToString() + tf.ToString(), 0);
currentTrend.Add(inst.ToString() + tf.ToString(), 0);
}
}
}
public ClientContext()
{
DefaultAccount = new Account();
PortfolioManager = new PortfolioManager();
GeneticEnvironment = new GeneticEnvironment();
MarketWatch = new MarketWatch();
MarketMeter = new MarketMeter();
PerformanceLogic = new PerformanceLogic();
PositionLogic = new PositionLogic();
StrategyRepository = new StrategyRepository();
IndicatorRepository = new IndicatorRepository();
PersistenceLogic = new PersistenceLogic();
PersistenceLogic.Register(this);
//we need marketWatch.Instruments in strategyRep before connecting to server when loading report
StrategyRepository.Register(MarketWatch, null);
//we need this when loading performance
PerformanceLogic.Register(this);
}
public static Strategy LoadFromDescription(string desc, IndicatorRepository ir, IMarketWatch mw)
{
int rulesIndex = desc.IndexOf("Rules:");
int instIndex = desc.IndexOf("INST:");
string tfs = desc.Substring(3, instIndex - 3);
string[] tfsList = tfs.Replace("(", "").Replace(")", "").Split(' ');
Strategy result = new Strategy(ir);
result.smallPeriod = int.Parse(tfsList[0]);
result.defaultPeriod = int.Parse(tfsList[1]);
result.largePeriod = int.Parse(tfsList[2]);
string inst = desc.Substring(instIndex + 6, rulesIndex - instIndex - 7);
result.defaultInstrument = mw.FindInstrument(inst);
if (result.defaultInstrument == null)
{
throw new Exception("Cannot find strategy instrument");
}
rulesIndex = desc.IndexOf('{', rulesIndex);
string[] rules = desc.Substring(rulesIndex).Split('{');
foreach (string rule in rules)
{
if (rule.Length == 0)
{
continue;
}
string trule = rule.Substring(0, rule.Length - 1);
BaseRule ruleObject = BaseRule.LoadFromDescription(trule);
//ruleObject.SetPeriods(result.smallPeriod, result.defaultPeriod, result.largePeriod);
result.AddRule(ruleObject);
}
return(result);
}
public void Register(IMarketWatch mw)
{
//SLTP has to check before market strategy and genetic env are executed
mw.AccountProcess += new MarketUpdateEventHandler(OnTick);
}
