/// <summary>
/// Starts custom strategy execution
/// </summary>
public void ExecuteStrategy()
{
try
{
bool parameterChanged = true;
// Check if any strategy parameter was changed
if (_ctorArguments != null)
{
parameterChanged = _strategyInstance.ParametersChanged(_ctorArguments);
// Get updated values to be used
if (parameterChanged)
{
// Get parameter values to be used
_ctorArguments = _strategyInstance.GetParameterValues();
}
}
// Verify Strategy Instance
if (_tradeHubStrategy == null || parameterChanged)
{
//create DB strategy
Strategy strategy = new Strategy();
strategy.Name = _strategyType.Name;
strategy.StartDateTime = DateTime.Now;
// Get parameter values to be used
_ctorArguments = _strategyInstance.GetParameterValues();
// Get new strategy instance
var strategyInstance = StrategyHelper.CreateStrategyInstance(_strategyType, _ctorArguments);
if (strategyInstance != null)
{
// Cast to TradeHubStrategy Instance
_tradeHubStrategy = strategyInstance as TradeHubStrategy;
}
if (_tradeHubStrategy == null)
{
if (_asyncClassLogger.IsInfoEnabled)
{
_asyncClassLogger.Info("Unable to initialize Custom Strategy: " + _strategyType.FullName, _type.FullName, "ExecuteStrategy");
}
// Skip execution of further actions
return;
}
// Set Strategy Name
_tradeHubStrategy.StrategyName = StrategyHelper.GetCustomClassSummary(_strategyType);
// Set notificaitons preference
_tradeHubStrategy.SetNewOrderNotification(_newOrderNotification);
_tradeHubStrategy.SetAcceptedOrderNotification(_acceptedOrderNotification);
_tradeHubStrategy.SetExecutionNotification(_executionNotification);
_tradeHubStrategy.SetRejectionNotification(_rejectionNotification);
// Register Events
RegisterTradeHubStrategyEvent();
}
if (_asyncClassLogger.IsInfoEnabled)
{
_asyncClassLogger.Info("Executing user strategy: " + _strategyType.FullName, _type.FullName, "ExecuteStrategy");
}
//Overriding if running on simulated exchange
ManageBackTestingStrategy();
_stopInstanceRequested = false;
// Start Executing the strategy
_tradeHubStrategy.Run();
}
catch (Exception exception)
{
_asyncClassLogger.Error(exception, _type.FullName, "ExecuteStrategy");
}
}