public override void calculate_signals_impl(Object sender, MarketDataEventArgs args)
{
AppEvent appEvent = eventManager.storeEventQueue[stgName].Take();
var watch = Stopwatch.StartNew();
if (appEvent.Type.Equals(AppEventType.TickerPrice))
{
AppTickPriceEvent tickPriceEvent = (AppTickPriceEvent)appEvent;
updateTick(tickPriceEvent);
}
else if (appEvent.Type.Equals(AppEventType.DailyReset))
{
stgDailyReset();
return;
}
else
{
return;
}
if (!MDManager.isDataReady())
{
return;
}
if (!dataIsReady)
{
log.Info("Data is Ready.");
}
dataIsReady = true;
Series <DateTime, MarketDataElement> seriesSelected = MDManager.getTimeBarSeries();
cacluateRanges();
calculateCurrentMax(seriesSelected);
checkStgExitOrderCompleted(seriesSelected);
checkStgEnterOrderCompleted(seriesSelected);
exitTradeStrategy(seriesSelected);
dayEndCloseTrade(seriesSelected);
enterTradeStrategy(seriesSelected);
watch.Stop();
double ticks = watch.ElapsedTicks;
log.Info("[Strategy] calculate_signals_impl running for = " + watch.ElapsedTicks * 1000000 / Stopwatch.Frequency + " micro second");
}
public override void calculate_signals_impl(Object sender, MarketDataEventArgs args)
{
try
{
AppEvent appEvent = eventManager.storeEventQueue[stgName].Take();
var watch = Stopwatch.StartNew();
if (appEvent.Type.Equals(AppEventType.TickerPrice))
{
AppTickPriceEvent tickPriceEvent = (AppTickPriceEvent)appEvent;
updateTick(tickPriceEvent);
}
else
{
return;
}
//updateTick(tick);
if (!MDManager.isDataReady())
{
return;
}
if (!dataIsReady)
{
log.Info("Data is Ready.");
}
dataIsReady = true;
series1 = MDManager.getTimeBarSeries();
checkStgEnterOrderCompleted(series1);
checkStgExitOrderCompleted(series1);
cutLossTrade(series1);
exitTradeStrategy(series1);
enterTradeStrategy(series1);
// log.Info("[Strategy] day end close running for = " + watch.ElapsedMilliseconds + " millsecond");
watch.Stop();
double ticks = watch.ElapsedTicks;
log.Info("[Strategy] calculate_signals_impl running for = " + watch.ElapsedTicks * 1000000 / Stopwatch.Frequency + " micro second");
}
catch (InvalidOperationException e)
{
return;
}
}
public override void calculate_signals_impl(Object sender, MarketDataEventArgs args)
{
AppEvent appEvent = eventManager.storeEventQueue[stgName].Take();
if (appEvent.Type.Equals(AppEventType.TickerPrice))
{
AppTickPriceEvent tickPriceEvent = (AppTickPriceEvent)appEvent;
updateTick(tickPriceEvent);
}
else if (appEvent.Type.Equals(AppEventType.DailyReset))
{
stgDailyReset();
return;
}
else
{
return;
}
if (!MDManager.isDataReady())
{
return;
}
if (!dataIsReady)
{
log.Info("Data is Ready.");
}
dataIsReady = true;
Series <DateTime, MarketDataElement> seriesSelected = MDManager.getTimeBarSeries();
calculateExtreme(seriesSelected);
cancelInvalidSignalOrder();
cacluateRanges();
calculateCurrentMax(seriesSelected);
checkStgExitOrderCompleted(seriesSelected);
checkStgEnterOrderCompleted(seriesSelected);
exitTradeStrategy(seriesSelected);
dayEndCloseTrade(seriesSelected);
enterTradeStrategy(seriesSelected);
}
public override void calculate_signals_impl(Object sender, MarketDataEventArgs args)
{
try
{
AppEvent appEvent = eventManager.storeEventQueue[stgName].Take();
if (appEvent.Type.Equals(AppEventType.TickerPrice))
{
AppTickPriceEvent tickPriceEvent = (AppTickPriceEvent)appEvent;
updateTick(tickPriceEvent);
}
else
{
return;
}
//updateTick(tick);
if (!MDManager.isDataReady())
{
return;
}
if (!dataIsReady)
{
log.Info("Data is Ready.");
}
dataIsReady = true;
series1 = MDManager.getTimeBarSeries();
checkStgEnterOrderCompleted(series1);
checkStgExitOrderCompleted(series1);
cutLossTrade(series1);
exitTradeStrategy(series1);
enterTradeStrategy(series1);
}
catch (InvalidOperationException e)
{
return;
}
}
