public Pattern(PatternConfig settings, ILogger _logger, string engineName = "Generic")
{
logger = _logger;
Symbol = settings.Symbol;
Interval = settings.Interval;
Name = settings.Name;
Engine = new TradeEngine(logger, engineName);
}
public PatternRunner(ILogger logger, DataRepository repository)
{
_logger = logger;
PatternRepository = InitializePatternRepository();
CoinPairDict = new Dictionary <string, CoinPair>();
KlineRepository = repository;
Trade = new TradeEngine(_logger);
}
//
//
//
//
// ****************************************
// **** Setup Initialize() ****
// ****************************************
/// <summary>
/// The Strategy has been created, and now we add its engines.
/// When we call Engine.SetupInitialize() the engine can make NO assumptions
/// about the Strategy, except that it and its StrategyHub exists.
/// Other Engines may or may not exist.
/// What is allowed is that Engines can spawn other Engines and add them
/// to the *end* of the Strategy.m_Engines[] list freely.
/// </summary>
public void SetupInitialize(IEngineHub myHub)
{
StrategyHub = (StrategyHub)myHub; // store ptr to new parent hub.
// First initialize each of my engines.
int id = 0;
while (id < m_Engines.Count) // Loop using while so that Engines can ADD new engines to end of list.
{ // Adding new engines spontaneously is allowed here only.
Engine engine = m_Engines[id];
engine.SetupInitialize(StrategyHub, this, id); // Tell Engine his new Hub, and owner, and his new id#.
// Keep track of important engine ptrs we need.
if (engine is PricingEngine) // using simple "if"s allows one engine to play multiple roles.
{
PricingEngines.Add((PricingEngine)engine); //m_PricingEngine = (StrategyEngines.PricingEngine)engine;
}
if (engine is TradeEngine)
{
m_OrderEngine = (TradeEngine)engine;
}
if (engine is ZGraphEngine)
{
m_GraphEngine = (ZGraphEngine)engine;
}
if (engine is FauxQuote)
{
m_QuoteEngine = (FauxQuote)engine;
}
id++;
}//next engine id
// Create missing basic engines
if (m_OrderEngine == null)
{
m_OrderEngine = new TradeEngine();
TryAddEngine(m_OrderEngine, myHub);
m_OrderEngine.SetupInitialize(StrategyHub, this, -1);// Tell Engine his new Hub, and owner, and his new id# (which is already set in TryAddEngine()).
}
if (m_GraphEngine == null)
{
m_GraphEngine = new ZGraphEngine();
TryAddEngine(m_GraphEngine, myHub);
m_GraphEngine.SetupInitialize(StrategyHub, this, -1);
}
if (m_QuoteEngine == null)
{
QuoteEngine quoteEngine = new QuoteEngine();
m_QuoteEngine = quoteEngine;
TryAddEngine(quoteEngine, myHub);
quoteEngine.SetupInitialize(StrategyHub, this, -1);
}
// Exit
m_IsInitializeComplete = true; // Must be last line in this method.
}//SetupInitialize()
public LeechPlatform(TickSource tickSrc, IInstrumBL instrumBL, IInsStoreBL insStoreBL, TradeEngine engine,
TradeEngineData data, SeriesData seriesData, ILogger logger)
{
_tickSource = tickSrc;
_instrumBL = instrumBL;
_insStoreBL = insStoreBL;
_engine = engine;
_data = data;
_seriesData = seriesData;
_logger = logger;
_barRows = new List<BarRow>();
_tickSource.OnTick += _tickSource_OnTick;
_insID_onTicks = new Dictionary<int, List<OnTickDelegate>>();
_insID_pm = new Dictionary<int, IPosManager>();
}
/// <summary>
/// Инициализация объекта Тестовый прогон
/// </summary>
/// <param name="tickSourceID">Источник тиковых данных</param>
/// <param name="testConfigID">Тестовая конфигурация</param>
/// <param name="accountID">Торговый счет, если не указан, то создается новый, иначе берется указанный, в нем очищаются все данные и он заполняется новыми данными</param>
/// <param name="progress">Индикатор прогресса</param>
/// <returns>true-успешно, false-ошибка</returns>
public async Task <bool> Initialize(int tickSourceID, int testConfigID, int?accountID, BgTaskProgress progress = null)
{
_tickSource = _tickSourceBL.GetTickSourceByID(tickSourceID);
var testConfig = _testConfigBL.GetTestConfig(testConfigID);
if (_tickSource == null || testConfig == null)
{
return(false);
}
if (accountID != null)
{
var account = _accountBL.GetAccountByID(accountID.Value);
if (account == null)
{
throw new ApplicationException("Указанный счет не найден.");
}
if (account.AccountType != AccountTypes.Test)
{
throw new ApplicationException("Указанный счет не может использоваться для тестирования.");
}
}
_progress = progress;
_data = new TradeEngineData(_accountDA);
_engine = new TradeEngine(_data, _instrumBL, (ITimeProvider)_tickSource);
_seriesData = new SeriesData(_accountDA);
_tickSource.OnTick += _tickSource_OnTick;
_tickSource.OnStateChange += _tickSource_OnStateChange;
if (accountID != null)
{
_accountBL.DeleteTestAccountData(accountID.Value, false);
_data.LoadData(accountID.Value);
_seriesData.LoadData(accountID.Value);
}
var acc = _data.GetAccount();
acc.AccountType = AccountTypes.Test;
acc.CommPerc = testConfig.CommPerc;
acc.IsShortEnable = testConfig.IsShortEnable;
acc.Name = testConfig.Name + " - " + _tickSource.Name;
acc.Code = DateTime.Now.ToString("dd.MM.yyyy HH:mm:ss");
var cash = _data.GetCash();
cash.Initial = cash.Current = testConfig.InitialSumma;
var botConfigs = testConfig.GetBotConfigs();
foreach (var conf in botConfigs)
{
try
{
string asmPath = "";
if (Path.IsPathRooted(conf.Assembly))
{
asmPath = conf.Assembly;
}
else
{
string botsPath = _config.GetBotsPath();
asmPath = Path.Combine(botsPath, conf.Assembly);
}
var asm = Assembly.LoadFrom(asmPath);
if (asm == null)
{
throw new ApplicationException("Сборка не загружена: " + asmPath);
}
var type = asm.GetType(conf.Class);
if (type == null)
{
throw new ApplicationException("Тип не найден: " + conf.Class);
}
var platform = new LeechPlatform(_tickSource, _instrumBL, _insStoreBL, _engine, _data, _seriesData, _logger);
IBot bot = null;
try
{
bot = Activator.CreateInstance(type, platform) as IBot;
}
catch (Exception ex)
{
throw new ApplicationException("Ошибка при создании бота: " + conf.Key, ex);
}
if (bot == null)
{
throw new ApplicationException("Бот не создан: " + conf.Key);
}
var loader = new BotParamsLoader();
var botParams = loader.Load(asmPath, conf.Class);
if (loader.Exception != null)
{
throw new ApplicationException("Ошибка при загрузке файла конфигурации бота: " + conf.Key, loader.Exception);
}
if (botParams == null)
{
botParams = loader.Load(conf.InitData);
if (loader.Exception != null)
{
throw new ApplicationException("Ошибка при загрузке данных инициализации бота: " + conf.Key, loader.Exception);
}
}
if (botParams == null)
{
botParams = new BotParams(null);
}
try
{
var botResult = await bot.Initialize(botParams);
if (botResult != null && !botResult.IsSuccess)
{
throw new ApplicationException("Ошибка при инициализации бота: " + botResult.Message);
}
_bot_platform.Add(bot, platform);
}
catch (Exception ex)
{
throw new ApplicationException("Ошибка при инициализации бота: " + conf.Key, ex);
}
}
catch (Exception ex)
{
throw new ApplicationException("Ошибка при инициализации ботов.", ex);
}
}
int count = await _tickSource.LoadDataAsync();
return(count > 0);
}
