public AlgoMetadata(List <TickFileMetadata> tickMetadata, //string r1, string r2,
DateTime start, DateTime end, AlgoParams algoParams, bool isForceUpdate,
Action <ChartTickPoint> chartDelegate, AddTickChartDelegate dataDelegate, Action <string> logWinDelegate)
{
TickMetadata = tickMetadata;
//R1 = r1;
//R2 = r2;
StartTime = start;
EndTime = end;
ChartDelegate = chartDelegate;
DataDelegate = dataDelegate;
LogDelegate = logWinDelegate;
IsForceUpdate = isForceUpdate;
AlgoParams = algoParams;
}
public AlgoParams Clone()
{
var Clone = new AlgoParams();
Clone.I = I == null ? null : I.Clone();
Clone.R1 = R1;
Clone.R2 = R2;
Clone.IsMock = IsMock;
Clone.IsReplayMode = IsReplayMode;
Clone.IsHedgeAlgo = IsHedgeAlgo;
Clone.ReplayTickFile = ReplayTickFile;
Clone.PositionsFile = PositionsFile;
Clone.StateFile = StateFile;
Clone.AlgoId = AlgoId;
Clone.UseProbableTradeValue = UseProbableTradeValue;
Clone.IsMarketClosingSquareOff = IsMarketClosingSquareOff;
Clone.IsSquareOffTrigger = IsSquareOffTrigger;
Clone.IsMinProfitMust = IsMinProfitMust;
Clone.PercMarketDirectionChange = PercMarketDirectionChange;
Clone.PercSquareOffThreshold = PercSquareOffThreshold;
Clone.PercStoploss = PercStoploss;
Clone.PercMinProfit = PercMinProfit;
Clone.AllowShort = AllowShort;
Clone.AllowLong = AllowLong;
Clone.StartOrders = StartOrders == null ? null : new List <StockOrder>(StartOrders);
Clone.StartOrdersCall = StartOrdersCall == null ? null : new List <StockOrder>(StartOrdersCall);
Clone.StartOrdersPut = StartOrdersPut == null ? null : new List <StockOrder>(StartOrdersPut);
Clone.Broker = Broker;
Clone.MaxTotalPositions = MaxTotalPositions;
Clone.MaxLongPositions = MaxLongPositions;
Clone.MaxShortPositions = MaxShortPositions;
Clone.LongCeilingPrice = LongCeilingPrice;
Clone.ShortFloorPrice = ShortFloorPrice;
Clone.PercPositionSpacing = PercPositionSpacing;
Clone.OptionsIntradayBrokerage = OptionsIntradayBrokerage;
Clone.PercBrokerage = PercBrokerage;
Clone.SquareOffBrokerageFactor = SquareOffBrokerageFactor;
Clone.MarginFraction = MarginFraction;
Clone.PercLossStopForDay = PercLossStopForDay;
Clone.NumNettLossTradesStopForDay = NumNettLossTradesStopForDay;
Clone.IsLimitLossPerDay = IsLimitLossPerDay;
Clone.NumTradesStopForDay = NumTradesStopForDay;
Clone.AlgoIntervalInSeconds = AlgoIntervalInSeconds;
Clone.IsConsiderPrevClosing = IsConsiderPrevClosing;
Clone.AllowInitialTickStabilization = AllowInitialTickStabilization;
return(Clone);
}
public AlgoScalper(AlgoParams Params)
: base(Params)
{
}
public AlgoHedge(AlgoParams Params)
: base(Params)
{
}
public AlgoPair(AlgoParams Params)
: base(Params)
{
}
public AlgoMinMax(AlgoParams Params)
: base(Params)
{
}
