public static Thread ChangeEventThread(this Framework framework, ParameterizedThreadStart threadRun)
{
if (ThreadExitField != null)
{
ThreadExitField.Setter(framework.EventManager, true);
var queue = new EventQueue(size: 10);
queue.IsSynched = true;
queue.Enqueue(new OnQueueOpened(queue));
queue.Enqueue(new OnQueueClosed(queue));
framework.EventBus.ServicePipe.Add(queue);
var thread = (Thread)EventManagerThreadField.GetValue(framework.EventManager);
while (thread.IsAlive)
{
Thread.Sleep(10);
}
thread.Join();
ThreadExitField.Setter(framework.EventManager, false);
var ret = StartEventThread();
EventManagerThreadField.SetValue(framework.EventManager, ret);
return(ret);
}
return(null);
Thread StartEventThread()
{
var thread = new Thread(threadRun);
thread.Name = "Event Manager Thread";
thread.IsBackground = true;
thread.Start(framework);
return(thread);
}
}
public static Portfolio ToPortfolio(BsonValue value)
{
var doc = (BsonDocument)value;
var p = new Portfolio(doc["name"].AsString);
p.Description = doc["description"].AsString;
id.Setter(p, doc["_id"].AsInt32 - 1);
parentId.Setter(p, doc["parentId"].AsInt32);
isLoaded.Setter(p, true);
return(p);
}
public ExecutionReport ToReport(BsonValue v)
{
var doc = (BsonDocument)v;
var cmd = new ExecutionReport();
account.Setter(cmd, doc["account"].AsString);
algoId.Setter(cmd, doc["algoId"].AsInt32);
avgPx.Setter(cmd, doc["avgPx"].AsDouble);
clId.Setter(cmd, doc["clId"].AsInt32);
clientId.Setter(cmd, doc["clientId"].AsInt32);
clientID.Setter(cmd, doc["clientID"].AsString);
clOrderId.Setter(cmd, doc["clOrderId"].AsString);
commission.Setter(cmd, doc["commission"].AsDouble);
cumQty.Setter(cmd, doc["cumQty"].AsDouble);
currencyId.Setter(cmd, (byte)doc["currencyId"].AsInt32);
dateTime.Setter(cmd, doc["dateTime"].AsDateTime);
execId.Setter(cmd, doc["execId"].AsString);
execInst.Setter(cmd, doc["execInst"].AsString);
execType.Setter(cmd, (ExecType)doc["execType"].AsInt32);
expireTime.Setter(cmd, doc["expireTime"].AsDateTime);
id.Setter(cmd, doc["id"].AsInt32);
instrumentId.Setter(cmd, doc["instrumentId"].AsInt32);
isLoaded.Setter(cmd, doc["isLoaded"].AsBoolean);
lastPx.Setter(cmd, doc["lastPx"].AsDouble);
lastQty.Setter(cmd, doc["lastQty"].AsDouble);
leavesQty.Setter(cmd, doc["leavesQty"].AsDouble);
minQty.Setter(cmd, doc["minQty"].AsDouble);
oCA.Setter(cmd, doc["oCA"].AsString);
orderId.Setter(cmd, doc["orderId"].AsInt32);
ordQty.Setter(cmd, doc["ordQty"].AsDouble);
ordStatus.Setter(cmd, (OrderStatus)doc["ordStatus"].AsInt32);
ordType.Setter(cmd, (OrderType)doc["ordType"].AsInt32);
pegDifference.Setter(cmd, doc["pegDifference"].AsDouble);
portfolioId.Setter(cmd, doc["portfolioId"].AsInt32);
price.Setter(cmd, doc["price"].AsDouble);
providerId.Setter(cmd, (byte)doc["providerId"].AsInt32);
providerOrderId.Setter(cmd, doc["providerOrderId"].AsString);
routeId.Setter(cmd, (byte)doc["routeId"].AsInt32);
side.Setter(cmd, (OrderSide)doc["side"].AsInt32);
stopPx.Setter(cmd, doc["stopPx"].AsDouble);
strategyId.Setter(cmd, doc["strategyId"].AsInt32);
subSide.Setter(cmd, (SubSide)doc["subSide"].AsInt32);
text.Setter(cmd, doc["text"].AsString);
timeInForce.Setter(cmd, (TimeInForce)doc["timeInForce"].AsInt32);
transactTime.Setter(cmd, doc["transactTime"].AsDateTime);
typeId.Setter(cmd, (byte)doc["typeId"].AsInt32);
return(cmd);
}
public ExecutionCommand ToCommand(BsonValue v)
{
var doc = (BsonDocument)v;
var cmd = new ExecutionCommand();
account.Setter(cmd, doc["account"].AsString);
algoId.Setter(cmd, doc["algoId"].AsInt32);
clId.Setter(cmd, doc["clId"].AsInt32);
clientId.Setter(cmd, doc["clientId"].AsInt32);
clientID.Setter(cmd, doc["clientID"].AsString);
clOrderId.Setter(cmd, doc["clOrderId"].AsString);
currencyId.Setter(cmd, (byte)doc["currencyId"].AsInt32);
dateTime.Setter(cmd, doc["dateTime"].AsDateTime);
execInst.Setter(cmd, doc["execInst"].AsString);
executionCommandType.Setter(cmd, (ExecutionCommandType)doc["executionCommandType"].AsInt32);
expireTime.Setter(cmd, doc["expireTime"].AsDateTime);
id.Setter(cmd, doc["id"].AsInt32);
instrumentId.Setter(cmd, doc["instrumentId"].AsInt32);
isLoaded.Setter(cmd, doc["isLoaded"].AsBoolean);
minQty.Setter(cmd, doc["minQty"].AsDouble);
oCA.Setter(cmd, doc["oCA"].AsString);
orderId.Setter(cmd, doc["orderId"].AsInt32);
ordType.Setter(cmd, (OrderType)doc["ordType"].AsInt32);
pegDifference.Setter(cmd, doc["pegDifference"].AsDouble);
portfolioId.Setter(cmd, doc["portfolioId"].AsInt32);
price.Setter(cmd, doc["price"].AsDouble);
providerId.Setter(cmd, (byte)doc["providerId"].AsInt32);
providerOrderId.Setter(cmd, doc["providerOrderId"].AsString);
qty.Setter(cmd, doc["qty"].AsDouble);
routeId.Setter(cmd, (byte)doc["routeId"].AsInt32);
side.Setter(cmd, (OrderSide)doc["side"].AsInt32);
stopPx.Setter(cmd, doc["stopPx"].AsDouble);
strategyId.Setter(cmd, doc["strategyId"].AsInt32);
subSide.Setter(cmd, (SubSide)doc["subSide"].AsInt32);
symbol.Setter(cmd, doc["symbol"].AsString);
text.Setter(cmd, doc["text"].AsString);
timeInForce.Setter(cmd, (TimeInForce)doc["timeInForce"].AsInt32);
transactTime.Setter(cmd, doc["transactTime"].AsDateTime);
typeId.Setter(cmd, (byte)doc["typeId"].AsInt32);
ReadTable(doc, cmd);
return(cmd);
}
public static void SetOrderStatus(this Order order, SmartQuant.OrderStatus status)
{
StatusField.Setter(order, status);
}
public static void SetOrderType(this Order order, SmartQuant.OrderType type)
{
TypeField.Setter(order, type);
}
public static void SetSubSide(this Order order, SubSide side)
{
SubSideField.Setter(order, side);
}
public static void SetCreationTime(this Stop s, DateTime dateTime)
{
CreationTimeField?.Setter(s, dateTime);
}
public static void SetStrategy(this Stop s, Strategy strategy)
{
StrategyField?.Setter(s, strategy);
}
public static void SetQty(this Stop s, double qty)
{
QtyField?.Setter(s, qty);
}
public static void SetClock(this Reminder reminder, Clock clock)
{
ReminderClockFiled.Setter(reminder, clock);
}
public static void SetMode(this Clock clock, ClockMode mode)
{
ClockModeFiled.Setter(clock, mode);
}
public static void SetFramework(this Strategy s, Framework f)
{
StrategyFrameworkField?.Setter(s, f);
}