public override void OnSendCommand(ExecutionCommand cmd)
{
var order = cmd.Order;
var info = OrderExtensions.GetOrderInfo(order);
info.processor = new OrderProcessor(this, order, _logger);
((OrderProcessor)info.processor).Init();
}
protected override void OnReminder(DateTime dateTime, object data)
{
var order = (Order)data;
if (order.IsDone)
{
return;
}
var info = OrderExtensions.GetOrderInfo(order);
((OrderProcessor)info.processor)?.OnReminder(dateTime, order);
}
protected override void OnExecutionReport(ExecutionReport report)
{
var info = OrderExtensions.GetOrderInfo(report.Order);
((OrderProcessor)info.processor)?.OnExecutionReport(report);
}
public override void OnCancelCommand(ExecutionCommand cmd)
{
var info = OrderExtensions.GetOrderInfo(cmd.Order);
((OrderProcessor)info.processor)?.Cancel();
}
private void InitProcessor()
{
if (_processorInitiated)
{
return;
}
_processorInitiated = true;
if (_store == null)
{
_store = GetPositionStore();
}
foreach (var strategy in framework.StrategyManager.GetStrategies())
{
if (strategy.Id == Id)
{
continue;
}
_store.GetPositionManager(strategy);
}
var processorList = new Dictionary <int, OrderProcessor>();
var orders = OrderManager.Orders.ToArray();
foreach (var order in orders)
{
if (order.IsDone || order.ProviderId != AgentId)
{
continue;
}
var info = OrderExtensions.GetOrderInfo(order);
info.processor = new OrderProcessor(this, order, _logger);
processorList[order.Id] = (OrderProcessor)info.processor;
}
foreach (var order in orders)
{
if (order.strategyId != Id)
{
continue;
}
var info = OrderExtensions.GetOrderInfo(order);
if (info.ParentOrderId == 0)
{
continue;
}
if (!processorList.TryGetValue(info.ParentOrderId, out var processor))
{
continue;
}
switch (order.GetOpenClose())
{
case XApi.OpenCloseType.Undefined:
case XApi.OpenCloseType.Open:
processor.openOrder = order;
break;
case XApi.OpenCloseType.Close:
processor.closeOrder = order;
break;
case XApi.OpenCloseType.CloseToday:
processor.closeTodayOrder = order;
break;
}
if (!order.IsDone)
{
info.processor = processor;
}
}
foreach (var item in processorList)
{
item.Value.Resume();
}
}