public TradingLayeringProcess(
IReadOnlyCollection <DataGenerationPlan> plan,
ITradeStrategy <Order> orderStrategy,
ILogger logger)
: base(logger, orderStrategy)
{
this._intraDayHistoryStack = new EquityIntraDayHistoryStack(TimeSpan.FromHours(1));
this._plan = plan ?? new DataGenerationPlan[0];
}
public TradingHighVolumeTradeProcess(
IReadOnlyCollection <string> cancelTargetSedols,
ITradeStrategy <Order> orderStrategy,
ILogger logger)
: base(logger, orderStrategy)
{
this._highVolumeTargetSedols = cancelTargetSedols?.Where(cts => !string.IsNullOrWhiteSpace(cts))?.ToList()
?? new List <string>();
this._intraDayHistoryStack = new EquityIntraDayHistoryStack(TimeSpan.FromHours(2));
}
public TradingMarkingTheCloseProcess(
IReadOnlyCollection <string> markingTheCloseTargetSedols,
ITradeStrategy <Order> orderStrategy,
ExchangeDto marketDto,
ILogger logger)
: base(logger, orderStrategy)
{
this._markingTheCloseTargetSedols =
markingTheCloseTargetSedols?.Where(cts => !string.IsNullOrWhiteSpace(cts))?.ToList()
?? new List <string>();
this._intraDayHistoryStack = new EquityIntraDayHistoryStack(TimeSpan.FromMinutes(29));
this._marketDto = marketDto ?? throw new ArgumentNullException(nameof(marketDto));
}
