public void Init(PermanentQueue<Event> messages, object[] args)
{
this.messageQueue = messages;
messages.AddReader((object) this);
this.portfolioName = args[0] as string;
this.Reset();
}
public void Init(PermanentQueue <Event> messages, object[] args)
{
this.messageQueue = messages;
messages.AddReader((object)this);
this.portfolioName = args[0] as string;
this.Reset();
}
protected override void OnInit()
{
Queue = new PermanentQueue <Event>();
Queue.AddReader(this);
Reset(true);
this.framework.EventManager.Dispatcher.FrameworkCleared += new FrameworkEventHandler(OnFrameworkCleared);
this.framework.GroupDispatcher.AddListener(this);
this.eventsBySelectorKey[""] = new List <GroupEvent>();
}
protected override void OnInit()
{
Queue = new PermanentQueue<Event>();
Queue.AddReader(this);
Reset(true);
this.framework.EventManager.Dispatcher.FrameworkCleared += OnFrameworkCleared;
this.framework.GroupDispatcher.AddListener(this);
this.eventsBySelectorKey[""] = new List<GroupEvent>();
}
public StrategyMonitorWidget()
{
Build();
Queue = new PermanentQueue <Event>();
Queue.AddReader(this);
var f = Framework.Current;
f.GroupDispatcher = new GroupDispatcher(f);
f.GroupDispatcher.AddListener(this);
}
public DataLoader(Framework framework)
{
OrderManagerQueue = new PermanentQueue<Event>();
PortfolioEventQueue = new PermanentQueue<Event>();
PortfolioManagerEventQueue = new PermanentQueue<Event>();
framework.EventManager.Dispatcher.FrameworkCleared += DispatcherFrameworkCleared;
framework.EventManager.Dispatcher.ExecutionCommand += DispatcherExecutionCommand;
framework.EventManager.Dispatcher.ExecutionReport += DispatcherExecutionReport;
framework.EventManager.Dispatcher.OrderManagerCleared += DispatcherOrderManagerCleared;
framework.EventManager.Dispatcher.PositionOpened += DispatcherPositionOpened;
framework.EventManager.Dispatcher.PositionChanged += DispatcherPositionChanged;
framework.EventManager.Dispatcher.PositionClosed += DispatcherPositionClosed;
framework.EventManager.Dispatcher.Fill += DispatcherNewFill;
framework.EventManager.Dispatcher.Transaction += DispatcherTransaction;
framework.EventManager.Dispatcher.PortfolioAdded += DispatcherPortfolioAdded;
framework.EventManager.Dispatcher.PortfolioRemoved += DispatcherPortfolioRemoved;
framework.EventManager.Dispatcher.PortfolioParentChanged += DispatcherParentChanged;
}
public DataLoader(Framework framework)
{
OrderManagerQueue = new PermanentQueue <Event>();
PortfolioEventQueue = new PermanentQueue <Event>();
PortfolioManagerEventQueue = new PermanentQueue <Event>();
framework.EventManager.Dispatcher.FrameworkCleared += DispatcherFrameworkCleared;
framework.EventManager.Dispatcher.ExecutionCommand += DispatcherExecutionCommand;
framework.EventManager.Dispatcher.ExecutionReport += DispatcherExecutionReport;
framework.EventManager.Dispatcher.OrderManagerCleared += DispatcherOrderManagerCleared;
framework.EventManager.Dispatcher.PositionOpened += DispatcherPositionOpened;
framework.EventManager.Dispatcher.PositionChanged += DispatcherPositionChanged;
framework.EventManager.Dispatcher.PositionClosed += DispatcherPositionClosed;
framework.EventManager.Dispatcher.Fill += DispatcherNewFill;
framework.EventManager.Dispatcher.Transaction += DispatcherTransaction;
framework.EventManager.Dispatcher.PortfolioAdded += DispatcherPortfolioAdded;
framework.EventManager.Dispatcher.PortfolioRemoved += DispatcherPortfolioRemoved;
framework.EventManager.Dispatcher.PortfolioParentChanged += DispatcherParentChanged;
}
public OrderManagerWidget()
{
Build();
this.messageQueue = SmartQuantService.DataLoader.OrderManagerQueue;
this.messageQueue.AddReader(this);
allOrders = new OrderedDictionary();
workingOrders = new OrderedDictionary();
filledOrders = new OrderedDictionary();
cancelledOrders = new OrderedDictionary();
rejectedOrders = new OrderedDictionary();
orderFactory = new OrderFactory();
// this.seriesLists = new SortedList<DataTypeItem, List<InstrumentDataSeries>>(new DataTypeItemComparer());
// var f = Framework.Current;
// foreach (var instrument in f.InstrumentManager.Instruments)
// {
// foreach (var ds in f.DataManager.GetDataSeriesList(instrument, null))
// {
// byte dataType = DataSeriesNameHelper.GetDataType(ds);
// DataTypeItem item = null;
// if (dataType == DataObjectType.Bar)
// {
// BarType barType;
// long barSize;
// if (DataSeriesNameHelper.TryGetBarTypeSize(ds, out barType, out barSize))
// item = new DataTypeItem(dataType, new BarType?(barType), new long?(barSize));
// }
// else
// item = new DataTypeItem(dataType, new BarType?(), new long?());
// if (item != null)
// {
// List<InstrumentDataSeries> list;
// if (!this.seriesLists.TryGetValue(item, out list))
// {
// list = new List<InstrumentDataSeries>();
// this.seriesLists.Add(item, list);
// }
// list.Add(new InstrumentDataSeries(instrument, ds, item));
// }
// }
// }
}
public void Init(PermanentQueue<Event> messages)
{
this.messageQueue = messages;
messages.AddReader((object) this);
}
public DataLoader(Framework framework)
{
OrderManagerQueue = new PermanentQueue <Event>();
PortfolioEventQueue = new PermanentQueue <Event>();
PortfolioManagerEventQueue = new PermanentQueue <Event>();
framework.EventManager.Dispatcher.ExecutionCommand += (sender, command) =>
{
OrderManagerQueue.Enqueue(command);
};
framework.EventManager.Dispatcher.ExecutionReport += (sender, report) =>
{
OrderManagerQueue.Enqueue(report);
};
framework.EventManager.Dispatcher.OrderManagerCleared += (sender, data) =>
{
OrderManagerQueue.Clear();
OrderManagerQueue.Enqueue(data);
};
framework.EventManager.Dispatcher.FrameworkCleared += (sender, args) =>
{
PortfolioEventQueue.Clear();
PortfolioManagerEventQueue.Clear();
PortfolioEventQueue.Enqueue(new OnFrameworkCleared(args.Framework));
};
framework.EventManager.Dispatcher.PositionOpened += (sender, args) =>
{
PortfolioEventQueue.Enqueue(new OnPositionOpened(args.Portfolio, args.Position));
};
framework.EventManager.Dispatcher.PositionChanged += (sender, args) =>
{
PortfolioEventQueue.Enqueue(new OnPositionChanged(args.Portfolio, args.Position));
};
framework.EventManager.Dispatcher.PositionClosed += (sender, args) =>
{
PortfolioEventQueue.Enqueue(new OnPositionClosed(args.Portfolio, args.Position));
};
framework.EventManager.Dispatcher.Fill += (sender, fill) =>
{
PortfolioEventQueue.Enqueue(fill);
};
framework.EventManager.Dispatcher.Transaction += (object sender, global::SmartQuant.OnTransaction transaction) =>
{
PortfolioEventQueue.Enqueue(transaction);
};
framework.EventManager.Dispatcher.PortfolioAdded += (sender, args) =>
{
PortfolioManagerEventQueue.Enqueue(new OnPortfolioAdded(args.Portfolio));
};
framework.EventManager.Dispatcher.PortfolioDeleted += (sender, args) =>
{
PortfolioManagerEventQueue.Enqueue(new OnPortfolioDeleted(args.Portfolio));
};
framework.EventManager.Dispatcher.PortfolioParentChanged += (sender, args) =>
{
PortfolioManagerEventQueue.Enqueue(new OnPortfolioParentChanged(args.Portfolio));
};
}
public void Init(PermanentQueue <Event> messages)
{
this.messageQueue = messages;
messages.AddReader((object)this);
}
public void Init(PermanentQueue<Event> messages, bool createOrders)
{
this.messageQueue = messages;
this.messageQueue.AddReader((object)this);
}
