public PlatformExpertSession CreateExpertSession(DataSessionInfo?selectedSession,
ComponentId dataSourceId, ComponentId?orderExecuteId, bool isBackTest, out string operationResultMessage)
{
// Create sessionInformation (mandatory)
PlatformExpertSession session = new PlatformExpertSession(selectedSession.Value);
ComponentId actualDataSourceId = dataSourceId;
if (isBackTest)
{// We shall create a special backtesting data delivery for this session, and register it
// and use its componentId.
BackTestDataDelivery delivery = new BackTestDataDelivery();
if (delivery.SetInitialParameters(this, dataSourceId, session) == false ||
delivery.Initialize() == false)
{
operationResultMessage = "Failed to create and setup back test data delivery.";
return(null);
}
// Register the new delivery with its own ID.
this.AddElement(delivery.SourceId, delivery);
actualDataSourceId = delivery.SourceId;
}
// Create dataDelivery provider (mandatory).
SessionDataProvider dataProvider = CreateSessionDataProvider(actualDataSourceId, session);
if (dataProvider == null)
{// Failed to create data provider.
// When using back test data delivery, data provider creation not expected to fail so no need to handle this case.
operationResultMessage = "Failed to create required session data provider for this source and session.";
return(null);
}
dataProvider.Initialize(selectedSession.Value);
// Create order executor and order history (optional).
ISourceOrderExecution executionProvider = null;
if (orderExecuteId.HasValue)
{
executionProvider = ObtainOrderExecutionProvider(orderExecuteId.Value, actualDataSourceId);
}
if (session.SetInitialParameters(dataProvider, executionProvider) == false)
{
operationResultMessage = "Failed to set sessin initial parameters.";
return(null);
}
if (session.Initialize(selectedSession.Value) == false)
{
operationResultMessage = "Failed to initialize session.";
session.Dispose();
return(null);
}
operationResultMessage = string.Empty;
return(session);
}
public PlatformExpertSession CreateExpertSession(DataSessionInfo? selectedSession,
ComponentId dataSourceId, ComponentId? orderExecuteId, bool isBackTest, out string operationResultMessage)
{
// Create sessionInformation (mandatory)
PlatformExpertSession session = new PlatformExpertSession(selectedSession.Value);
ComponentId actualDataSourceId = dataSourceId;
if (isBackTest)
{// We shall create a special backtesting data delivery for this session, and register it
// and use its componentId.
BackTestDataDelivery delivery = new BackTestDataDelivery();
if (delivery.SetInitialParameters(this, dataSourceId, session) == false
|| delivery.Initialize() == false)
{
operationResultMessage = "Failed to create and setup back test data delivery.";
return null;
}
// Register the new delivery with its own ID.
this.AddElement(delivery.SourceId, delivery);
actualDataSourceId = delivery.SourceId;
}
// Create dataDelivery provider (mandatory).
SessionDataProvider dataProvider = CreateSessionDataProvider(actualDataSourceId, session);
if (dataProvider == null)
{// Failed to create data provider.
// When using back test data delivery, data provider creation not expected to fail so no need to handle this case.
operationResultMessage = "Failed to create required session data provider for this source and session.";
return null;
}
dataProvider.Initialize(selectedSession.Value);
// Create order executor and order history (optional).
ISourceOrderExecution executionProvider = null;
if (orderExecuteId.HasValue)
{
executionProvider = ObtainOrderExecutionProvider(orderExecuteId.Value, actualDataSourceId);
}
if (session.SetInitialParameters(dataProvider, executionProvider) == false)
{
operationResultMessage = "Failed to set sessin initial parameters.";
return null;
}
if (session.Initialize(selectedSession.Value) == false)
{
operationResultMessage = "Failed to initialize session.";
session.Dispose();
return null;
}
operationResultMessage = string.Empty;
return session;
}