void IStringifiable.AddSubElement(IStringifiable subElement)
{
if (subElement is InstrumentTicket)
{
m_InstrumentTickets.Add((InstrumentTicket)subElement);
}
}
public void AddSubElement(IStringifiable subElement)
{
if (subElement is TaskEventArg)
{
this.AddNewTask((TaskEventArg)subElement);
}
}
public void AddSubElement(IStringifiable subElement)
{
if (subElement is Fill)
{
m_FillsOpen.Add((Fill)subElement);
}
}
void IStringifiable.AddSubElement(IStringifiable subElement)
{
if (subElement is ParameterInfo)
{
this.ParameterList.Add((ParameterInfo)subElement);
}
}
//public new void SetAttributes(Dictionary<string, string> attributes, ref Dictionary<string, string> unusedAttributes)
public new void AddSubElement(IStringifiable subElement)
{
Type type = subElement.GetType();
if (type == typeof(RejectedFills.RecentKeyList))
{
m_RecentKeys = (RejectedFills.RecentKeyList)subElement;
}
else if (type == typeof(RejectedFills.RejectedFillEventArgs))
{
RejectedFills.RejectedFillEventArgs reject = (RejectedFills.RejectedFillEventArgs)subElement;
bool isDuplicate = false;
int n = 0;
while ((!isDuplicate) && (n < m_RejectedFills.Count))
{
isDuplicate = reject.OriginalFillEventArg.IsSameAs(m_RejectedFills[n].OriginalFillEventArg);
n++;
}
if (!isDuplicate)
{
reject.Name = this.Name;// Temp- to add information
m_RejectedFills.Add(reject);
}
}
else
{
base.AddSubElement(subElement);
}
}
void IStringifiable.AddSubElement(IStringifiable subElement)
{
if (subElement is EngineGui)
{
m_Engines.Add((EngineGui)subElement);
}
}
void IStringifiable.AddSubElement(IStringifiable subElement)
{
if (subElement is CurveDefinition)
{
this.CurveDefinitions.Add((CurveDefinition)subElement);
}
}
}// TryGetType()
//
//
#endregion // TryGetType()
#region Convert Node -> IStringifiable Object
//
//
// *************************************************
// **** Create() ****
// *************************************************
/// <summary>
/// This is the new March 2013 approach. It converts a node into a IStringifiable object.
/// Nodes are created by the StringifiableReader object.
/// </summary>
/// <param name="node">a node to Create</param>
/// <returns>the newly created object</returns>
public static IStringifiable Create(Node node)
{
IStringifiable newObject = null;
Type t;
if (TryGetType(node.Name, out t))
{
IStringifiable obj = Activator.CreateInstance(t) as IStringifiable;
obj.SetAttributes(node.Attributes);
// sub elements
foreach (IStringifiable subNode in node.SubElements)
{
if (subNode is Node)
{
IStringifiable subIStringifiable = Create((Node)subNode);
obj.AddSubElement(subIStringifiable);
}
else
{
obj.AddSubElement(subNode);
}
}
newObject = obj;
}
else
{
return(null);
}
return(newObject);
}// Create()
void IStringifiable.AddSubElement(IStringifiable subElement)
{
if (subElement is Fill)
{
this.Fills.Add((Fill)subElement);
}
}
void IStringifiable.AddSubElement(IStringifiable subElement)
{
if (subElement is ZGraphPoint)
{
Points.Add((ZGraphPoint)subElement);
}
}
}// Start()
//
//
//
// *********************************************************
// **** Enqueue() ****
// *********************************************************
/// <summary>
/// Dropping snapshots of the fillHub or fills.
/// </summary>
public void Enqueue(IStringifiable iStringfiableObject)
{
string s = Stringifiable.Stringify(iStringfiableObject, m_StringifyOverrideTable);
m_ArcBookWriter.RequestEnqueue(s);
m_LocalTimeLast = m_FillHub.Log.GetTime(); // save time stamp of this latest entry.
}
void IStringifiable.AddSubElement(IStringifiable subElement)
{
if (subElement is ForeignConnection)
{
m_ForeignConnections.Add((ForeignConnection)subElement);
}
}
public void AddSubElement(IStringifiable subElement)
{
if (subElement is DatabaseInfo)
{
m_DataBaseInfo = (DatabaseInfo)subElement;
}
}
public override void AddSubElement(IStringifiable subElement)
{
base.AddSubElement(subElement);
if (subElement is PriceLeg)
{
m_Legs.Add((PriceLeg)subElement);
}
}
public void AddSubElement(IStringifiable subElement)
{
if (subElement is UVSpreaderLeg)
{// find all legs we are trying to use to create our spreader
UVSpreaderLeg spreadLeg = (UVSpreaderLeg)subElement;
m_UVSpreaderLegs.Add((UVSpreaderLeg)subElement);
}
}
void IStringifiable.AddSubElement(IStringifiable subElement)
{
if (this.Data == null)
{
Data = new List <IStringifiable>();
}
this.Data.Add(subElement);
}
public void AddSubElement(IStringifiable subElement)
{
Type type = subElement.GetType();
if (type == typeof(FillEventArgs))
{
this.OriginalFillEventArg = (FillEventArgs)subElement;
}
}
public override void AddSubElement(IStringifiable subElement)
{
base.AddSubElement(subElement);
if (subElement is CurveTrader)
{ // find all curve traders
CurveTrader curveTrader = (CurveTrader)subElement;
m_CurveTraders.Add(curveTrader);
}
}
public void AddSubElement(IStringifiable subElement)
{
if (subElement is IntegerArray)
{
IntegerArray a = (IntegerArray)subElement;
if (a.Name.Equals("A"))
{
this.DataIntA = a.Data;
}
else if (a.Name.Equals("B"))
{
this.DataIntB = a.Data;
}
else if (a.Name.Equals("C"))
{
this.DataIntC = a.Data;
}
}
else if (subElement is DoubleArray)
{
DoubleArray a = (DoubleArray)subElement;
if (a.Name.Equals("A"))
{
this.DataA = a.Data;
}
else if (a.Name.Equals("B"))
{
this.DataB = a.Data;
}
else if (a.Name.Equals("C"))
{
this.DataC = a.Data;
}
}
else if (subElement is ObjectString)
{
if (this.DataObjectList == null)
{
this.DataObjectList = new List <object>();
}
ObjectString obj = (ObjectString)subElement;
Type type;
if (Stringifiable.TryGetType(obj.ClassName, out type))
{
object o = UV.Lib.Utilities.ConvertType.ChangeType(type, obj.Data);
this.DataObjectList.Add(o);
}
}
else if (subElement is IStringifiable) // todo storage of values
{
if (this.DataObjectList == null)
{
this.DataObjectList = new List <object>();
}
this.DataObjectList.Add(subElement);
}
}
public override void AddSubElement(IStringifiable subElement)
{
base.AddSubElement(subElement);
Type elementType = subElement.GetType();
if (elementType == typeof(TradingNode))
{
TradingNode tradingNode = (TradingNode)subElement;
if (tradingNode.TradeLevel == 0)
{
switch (tradingNode.TradeSide)
{
case TradeSide.Unknown:
break;
case TradeSide.Buy:
m_EntryLongNode = tradingNode;
break;
case TradeSide.Sell:
m_EntryShortNode = tradingNode;
break;
}
}
if (tradingNode.TradeLevel == 1)
{
switch (tradingNode.TradeSide)
{
case TradeSide.Unknown:
break;
case TradeSide.Buy:
m_FadeLongNode = tradingNode;
break;
case TradeSide.Sell:
m_FadeShortNode = tradingNode;
break;
}
}
}
if (elementType == typeof(KeltnerTradingVariables))
{
KeltnerTradingVariables = (KeltnerTradingVariables)subElement;
m_EntryQty = KeltnerTradingVariables.EntryQty;
m_FadeQty = KeltnerTradingVariables.FadeQty;
m_EntryWidth = KeltnerTradingVariables.EntryWidth;
m_FadeWidth = KeltnerTradingVariables.FadeWidth;
m_PukeWidth = KeltnerTradingVariables.PukeWidth;
m_EMALength = KeltnerTradingVariables.EMALength;
m_ATRLength = KeltnerTradingVariables.ATRLength;
m_MOMLength = KeltnerTradingVariables.MomentumLength;
m_MomentumEntry = KeltnerTradingVariables.MomentumEntryValue;
m_MomentumPuke = KeltnerTradingVariables.MomentumPukeValue;
}
}
void IStringifiable.AddSubElement(IStringifiable subElement)
{
base.AddSubElement(subElement);
if (subElement is HedgeRule)
{
HedgeRule HedgeRule = (HedgeRule)subElement;
HedgeRule.HedgeRuleManager = this;
m_HedgeRules.Add(HedgeRule); // add now we will sort later!
}
}
void IStringifiable.AddSubElement(IStringifiable subElement)
{
if (subElement is Engine)
{ // Add new Engine
Engine engine = (Engine)subElement;
TryAddEngine(engine, null);
//int nId = m_Engines.Count;
//m_Engines.Add(engine);
}
}
public virtual void AddSubElement(IStringifiable subElement)
{
Type elementType = subElement.GetType();
if (elementType == typeof(TradingNode))
{
TradingNode tradingNode = (TradingNode)subElement;
this.TryAddTradingNode(tradingNode);
}
}
//
//
#endregion//Constructors
#region Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
//
//
// *******************************************************************
// **** Read To End() ****
// *******************************************************************
/// <summary>
/// Returns list of IStringifiable objects created from the entire XML file.
/// </summary>
/// <param name="createNode"></param>
/// <returns></returns>
public List <IStringifiable> ReadToEnd(bool createNode = false)
{
List <IStringifiable> newObjectList = new List <IStringifiable>();
IStringifiable nextObject = null;
while (TryReadNext(out nextObject, createNode))
{
newObjectList.Add(nextObject);
}
return(newObjectList);
} // ReadToEnd()
void IStringifiable.AddSubElement(IStringifiable subElement)
{
if (subElement is AlertUser)
{
AlertUser newAlertUser = (AlertUser)subElement;
if (!m_AlertUsers.Contains(newAlertUser))
{
m_AlertUsers.Add(newAlertUser);
}
}
}
} // DropFillBooks()
//
//
//
//
// *********************************************************
// **** TryLoadBooks() ****
// *********************************************************
public bool TryLoadBooks()
{
List <IStringifiable> nodeList = ReadLocalFillBook();
string fillHubTypeName = m_FillHub.GetType().FullName;
// Now convert these nodes into real objects.
List <IStringifiable> objectList = new List <IStringifiable>();
foreach (IStringifiable iNode in nodeList)
{
Node node = (Node)iNode;
if (node.Name.Equals(fillHubTypeName))
{ // We need to take the sub elements of the FillHub, and pull them out.
Dictionary <string, string> unused = new Dictionary <string, string>();
((IStringifiable)m_FillHub).SetAttributes(node.Attributes, ref unused);
foreach (IStringifiable subElem in node.SubElements)
{
IStringifiable obj = Stringifiable.DeStringify((Node)subElem);
objectList.Add(obj);
}
}
else
{ // These are fill events and other things.
IStringifiable obj = Stringifiable.DeStringify((Node)iNode);
objectList.Add(obj);
}
}
//
if (objectList != null && objectList.Count > 0)
{
foreach (IStringifiable obj in objectList) // load all InstrumentMapEntries first - needed to create books
{
if (obj is InstrumentMapEntry)
{
((IStringifiable)m_FillHub).AddSubElement(obj);
}
}
foreach (IStringifiable obj in objectList) // load everything else now.
{
if (!(obj is InstrumentMapEntry))
{
((IStringifiable)m_FillHub).AddSubElement(obj);
}
}
return(true);
}
else
{
return(false);
}
}// TryLoadBooks()
void IStringifiable.AddSubElement(IStringifiable subElement)
{
if (subElement is PriceLeg)
{
if (m_PriceLeg == null)
{
m_PriceLeg = ((PriceLeg)subElement);
}
else
{
throw new Exception("Implemented Order Engine can only handle 1 leg, however more than 1 has been assigned");
}
}
}
void IStringifiable.AddSubElement(IStringifiable subElement)
{
if (subElement is IOrderEngine)
{ // This is my primary order engine.
// Perhaps there should be only one of these. Here is where I send
// order requests.
IOrderEngine = (IOrderEngine)subElement;
}
if (subElement is Engine)
{ // Here we store all engines (including order engine).
Engine engine = (Engine)subElement;
EngineList.Add(engine.EngineID, engine);
}
}
public void AddSubElement(IStringifiable subElement)
{
if (subElement is TaskEventArg)
{
this.TryToAddChild((TaskEventArg)subElement);
}
else
{
if (this.InData == null)
{
this.InData = new List <object>();
}
this.InData.Add(subElement);
}
}
void IStringifiable.AddSubElement(IStringifiable subElement)
{
if (subElement is PriceLeg)
{
m_Legs.Add((PriceLeg)subElement);
}
else if (subElement is TradePage)
{
TradePage page = (TradePage)subElement;
if (page.PageType == TradePageType.Entry)
{
this.Entry.Add(page.InstrumentName, page);
}
}
}
