public StrategyExecutor_CodePeriod_MainContract(IStrategyCenter strategyCenter, StrategyArguments_CodePeriod strategyArguments) : base(strategyCenter, strategyArguments)
{
this.strategyArguments = strategyArguments;
this.PrepareStrategyHelper();
IList <ICodePeriod> codePeriods = this.strategyArguments.CodePeriod.Contracts;
this.dataPackages = new List <IDataPackage_Code>();
for (int i = 0; i < codePeriods.Count; i++)
{
ICodePeriod codePeriod = codePeriods[i];
this.dataPackages.Add(strategyCenter.BelongDataCenter.DataPackageFactory.CreateDataPackage_Code(codePeriod.Code, codePeriod.StartDate, codePeriod.EndDate));
}
this.BuildExecutorInfo();
for (int i = 0; i < dataPackages.Count; i++)
{
IDataPackage_Code dataPackage = dataPackages[i];
StrategyHelper executorStrategyHelper = new StrategyHelper();
executorStrategyHelper.QueryResultManager = this.strategyHelper.QueryResultManager;
executorStrategyHelper.Drawer = null;//TODO
executorStrategyHelper.Trader = this.strategyHelper.Trader;
StrategyArguments_DataPackage strategyArgument = new StrategyArguments_DataPackage(dataPackage, strategyArguments.ReferedPeriods, strategyArguments.ForwardPeriod, executorStrategyHelper);
StrategyExecutor_DataPackage executor = new StrategyExecutor_DataPackage(strategyCenter, strategyArgument, this.strategyExecutorInfo);
executor.OnBarFinished += Executor_OnBarFinished;
executor.OnDayFinished += Executor_OnDayFinished;
this.executors.Add(executor);
}
}
public IStrategyHelper GetDefaultStrategyHelper()
{
if (defaultStrategyHelper != null)
{
return(defaultStrategyHelper);
}
defaultStrategyHelper = new StrategyHelper();
//初始化交易器
StrategyTraderSetting traderSetting = GetDefaultTraderSetting();
IAccount account = DataCenter.Default.AccountManager.CreateAccount(traderSetting.InitMoney);
account.AccountSetting.AutoFilter = traderSetting.AutoFilter;
account.AccountSetting.TradeType = traderSetting.TradeType;
StrategyTrader_History trader = new StrategyTrader_History(account);
defaultStrategyHelper.Trader = trader;
return(defaultStrategyHelper);
}
public StrategyExecuteArguments(StrategyHelper strategyHelper, IStrategy strategy)
{
this.strategyHelper = strategyHelper;
this.strategy = strategy;
}
