public override void Initialize()
{
macd = this.MACD(this.C, 13, 26, 9);
}
public override void InitializeMultiAfter()
{
foreach (string instrument in this.instrumentMap.Keys)
{
if (instrument.StartsWith("rb"))
{
this.rbInstrumentId = instrument;
this.macdMinRB = MACD(this.instrumentMap[instrument][0].C, 8, 15, 9);
List <Data> datas = this.instrumentMap[instrument];
for (int i = 0; i < datas.Count; i++)
{
Data data = datas[i];
if (data.Interval != 1 || data.IntervalType != EnumIntervalType.Min)
{
datas.RemoveAt(i);
i--;
}
}
if (datas.Count <= 0)
{
throw new ArgumentException("rb not contains min 1 data");
}
continue;
}
if (instrument.StartsWith("i"))
{
this.ironInstrumentId = instrument;
this.macdMinIron = MACD(this.instrumentMap[instrument][0].C, 8, 15, 9);
List <Data> datas = this.instrumentMap[instrument];
for (int i = 0; i < datas.Count; i++)
{
Data data = datas[i];
if (data.Interval != 1 || data.IntervalType != EnumIntervalType.Min)
{
datas.RemoveAt(i);
i--;
}
}
if (datas.Count <= 0)
{
throw new ArgumentException("iron not contains min 1 data");
}
continue;
}
if (this.macdMinIron != null && this.macdMinRB != null)
{
break;
}
}
if (this.macdMinIron == null || this.macdMinRB == null)
{
throw new ArgumentException("rbxxx or ixxx doesn't exist in strategy");
}
int ironIndex = 0;
for (int i = 0; i < this.Datas.Count; i++)
{
Data data = this.Datas[i];
if (data.Instrument.StartsWith("i"))
{
ironIndex = i;
break;
}
}
if (ironIndex != 0)
{
Data oldfirst = this.Datas[0];
this.Datas[0] = this.Datas[ironIndex];
this.Datas[ironIndex] = oldfirst;
}
}