//
#endregion//Properties
#region Public Initialization Methods
// *****************************************************************
// **** Public Initialization ****
// *****************************************************************
//
//
// ****************************************
// **** 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 Engines.PricingEngine) // using simple "if"s allows one engine to play multiple roles.
{
m_PricingEngine = (Engines.PricingEngine)engine;
}
if (engine is IOrderEngine)
{
m_OrderEngine = (IOrderEngine)engine;
}
if (engine is ZGraphEngine)
{
m_GraphEngine = (ZGraphEngine)engine;
}
id++;
} //next engine id
m_IsInitializeComplete = true; // after this point if engines are added, they have to manually Initialize
} //SetupInitialize()
//
//
//
//
// ****************************************
// **** 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()
//
//
/// <summary>
/// Add a curve by definition.
/// </summary>
/// <param name="graphEngine"></param>
/// <param name="graphName"></param>
/// <param name="curveName"></param>
/// <param name="graphID"></param>
/// <param name="color"></param>
/// <param name="dashStyle"></param>
/// <param name="symbolType"></param>
/// <returns></returns>
public static void AddCurveToGraphEngine(ZGraphEngine graphEngine, string graphName, string curveName, int graphID, Color color, DashStyle dashStyle, SymbolType symbolType)
{
CurveDefinition curveDefinition = new CurveDefinition();
curveDefinition.GraphName = graphName;
curveDefinition.CurveName = curveName;
curveDefinition.GraphID = graphID;
curveDefinition.CurveColor = color;
curveDefinition.DashStyle = dashStyle;
curveDefinition.Symbol = symbolType;
graphEngine.AddDefinition(curveDefinition);
}
/// <summary>
/// Add a curve by definition.
/// </summary>
/// <param name="graphEngine"></param>
/// <param name="graphName"></param>
/// <param name="curveName"></param>
/// <param name="graphID"></param>
/// <param name="color"></param>
/// <param name="isLineVisible"></param>
/// <param name="symbolType"></param>
/// <param name="symbolFillColor"></param>
/// <returns></returns>
public static void AddCurveToGraphEngine(ZGraphEngine graphEngine, string graphName, string curveName, int graphID, Color color, bool isLineVisible, SymbolType symbolType, Color symbolFillColor)
{
CurveDefinition curveDefinition = new CurveDefinition();
curveDefinition.GraphName = graphName;
curveDefinition.CurveName = curveName;
curveDefinition.GraphID = graphID;
curveDefinition.CurveColor = color;
curveDefinition.IsLineVisible = isLineVisible;
curveDefinition.Symbol = symbolType;
curveDefinition.SymbolFillColor = symbolFillColor;
graphEngine.AddDefinition(curveDefinition);
}
//
//
public override void SetupBegin(IEngineHub myEngineHub, IEngineContainer engineContainer)
{
base.SetupBegin(myEngineHub, engineContainer); // call QuoteEngine base class
if (ParentStrategy != null)
{
m_GraphEngine = ParentStrategy.m_GraphEngine;
}
#region Initialize Graph
if (m_IsGraphEnabled && m_GraphEngine != null)
{
string[] strArray = this.m_EngineName.Split(':');
string graphName = strArray[strArray.Length - 1];
int graphID = 0;
foreach (CurveDefinition c in m_GraphEngine.CurveDefinitions.CurveDefinitions)
{
if (graphID <= c.GraphID)
{
graphID = c.GraphID + 1;
} // use next available ID#.
}
m_GraphID = graphID;
CurveDefinition cdef;
/*
* cdef = new CurveDefinition();
* cdef.GraphName = string.Format("{0}", graphName);
* cdef.CurveName = "Price";
* cdef.GraphID = graphID;
* cdef.CurveColor = Color.Black;
* cdef.DashStyle = System.Drawing.Drawing2D.DashStyle.Solid;
* cdef.Symbol = ZedGraph.SymbolType.None;
* m_GraphEngine.AddDefinition(cdef);
*/
cdef = new CurveDefinition();
cdef.GraphName = string.Format("{0}", graphName);
cdef.CurveName = "Bid";
cdef.GraphID = graphID;
cdef.CurveColor = Color.Gray;
cdef.DashStyle = System.Drawing.Drawing2D.DashStyle.Solid;
cdef.Symbol = ZedGraph.SymbolType.None;
m_GraphEngine.AddDefinition(cdef);
cdef = new CurveDefinition();
cdef.GraphName = string.Format("{0}", graphName);
cdef.CurveName = "Ask";
cdef.GraphID = graphID;
cdef.CurveColor = Color.Gray;
cdef.DashStyle = System.Drawing.Drawing2D.DashStyle.Solid;
cdef.Symbol = ZedGraph.SymbolType.None;
m_GraphEngine.AddDefinition(cdef);
cdef = new CurveDefinition();
cdef.CurveName = UV.Lib.Utilities.QTMath.MktSideToLongString(0);
cdef.GraphID = graphID;
cdef.CurveColor = Color.Blue;
cdef.CurveWidth = 2.0F;
cdef.DashStyle = System.Drawing.Drawing2D.DashStyle.Solid;
cdef.Symbol = ZedGraph.SymbolType.None;
m_GraphEngine.AddDefinition(cdef);
cdef = new CurveDefinition();
cdef.CurveName = UV.Lib.Utilities.QTMath.MktSideToLongString(1);
cdef.GraphID = graphID;
cdef.CurveColor = Color.Red;
cdef.CurveWidth = 2.0F;
cdef.DashStyle = System.Drawing.Drawing2D.DashStyle.Solid;
cdef.Symbol = ZedGraph.SymbolType.None;
m_GraphEngine.AddDefinition(cdef);
//
// Position indicators
//
cdef = new CurveDefinition();
cdef.CurveName = "Long Entry";
cdef.GraphID = graphID;
cdef.CurveColor = Color.Blue;
cdef.IsLineVisible = false;
cdef.Symbol = ZedGraph.SymbolType.Triangle;
cdef.SymbolFillColor = Color.Blue;
m_GraphEngine.AddDefinition(cdef);
cdef = new CurveDefinition();
cdef.CurveName = "Long Exit";
cdef.GraphID = graphID;
cdef.CurveColor = Color.Blue;
cdef.IsLineVisible = false;
cdef.Symbol = ZedGraph.SymbolType.TriangleDown;
cdef.SymbolFillColor = Color.White;
m_GraphEngine.AddDefinition(cdef);
cdef = new CurveDefinition();
cdef.CurveName = "Short Entry";
cdef.GraphID = graphID;
cdef.CurveColor = Color.Red;
cdef.IsLineVisible = false;
cdef.Symbol = ZedGraph.SymbolType.TriangleDown;
cdef.SymbolFillColor = Color.Red;
m_GraphEngine.AddDefinition(cdef);
cdef = new CurveDefinition();
cdef.CurveName = "Short Exit";
cdef.GraphID = graphID;
cdef.CurveColor = Color.Red;
cdef.IsLineVisible = false;
cdef.Symbol = ZedGraph.SymbolType.Triangle;
cdef.SymbolFillColor = Color.White;
m_GraphEngine.AddDefinition(cdef);
//
// Stops
//
cdef = new CurveDefinition();
cdef.CurveName = "Stop Price";
cdef.GraphID = graphID;
cdef.CurveColor = Color.Green;
cdef.IsLineVisible = false;
cdef.DashStyle = System.Drawing.Drawing2D.DashStyle.Solid;
cdef.Symbol = ZedGraph.SymbolType.HDash;
m_GraphEngine.AddDefinition(cdef);
}
else
{
m_IsGraphEnabled = false;
}
#endregion // graph initialization.
}
//
//
/// <summary>
/// Called by a model to add a graphing engine if we would like our stop prices to be
/// added to the graph.
/// </summary>
/// <param name="zGraphEngine"></param>
/// <param name="graphID"></param>
/// <param name="curveName"></param>
public void AddGraphEngine(ZGraphEngine zGraphEngine, int graphID, string curveName)
{
m_GraphEngine = zGraphEngine;
m_GraphId = graphID;
m_StopCurvveName = curveName;
}
