protected StrategyBase(string name, string description)
{
this.metaStrategyBase = (MetaStrategyBase)null;
this.name = name;
this.description = description;
this.isEnabled = true;
this.isActive = true;
this.ReportManager = StrategyComponentManager.GetComponent("getcom", (object)this) as ReportManager;
this.MarketManager = StrategyComponentManager.GetComponent("getcom", (object)this) as MarketManager;
this.portfolio = PortfolioManager.Portfolios[name];
if (this.portfolio == null)
{
this.portfolio = new Portfolio(name);
}
this.tester = new LiveTester(this.portfolio);
this.stops = new StopList();
this.triggers = new TriggerList();
this.marketDataProvider = (IMarketDataProvider)null;
this.executionProvider = (IExecutionProvider)null;
this.newsProvider = (INewsProvider)null;
this.executionService = (IExecutionService)null;
this.orders = new OrderTable();
this.global = new Hashtable();
this.activeInstruments = new InstrumentList();
this.barSliceManager = new BarSliceManager();
this.componentTypeList = new List <ComponentType>();
this.componentTypeList.Add(ComponentType.MarketManager);
this.componentTypeList.Add(ComponentType.ReportManager);
this.activeStops = new Dictionary <Instrument, List <StopBase> >();
this.portfolios = new Dictionary <Instrument, Portfolio>();
this.testers = new Dictionary <Instrument, LiveTester>();
this.statisticsPerInstrumentEnabled = false;
}
public ATSStrategy(string name, string description)
: base(name, description)
{
this.ATSCrossComponent = StrategyComponentManager.GetComponent("componentname", this) as ATSCrossComponent;
this.ATSComponent = StrategyComponentManager.GetComponent("componentname", this) as ATSComponent;
this.csNiLdTRqH = new Dictionary <Instrument, ATSComponent>();
this.componentTypeList.Add(ComponentType.ATSComponent);
this.componentTypeList.Add(ComponentType.ATSCrossComponent);
}
public static IComponentBase GetDefaultComponent(ComponentType type, object issuer)
{
switch (type)
{
case ComponentType.CrossEntry:
return(StrategyComponentManager.GetComponent("getCom", issuer));
case ComponentType.ATSCrossComponent:
return(StrategyComponentManager.GetComponent("getCom", issuer));
case ComponentType.ReportManager:
return(StrategyComponentManager.GetComponent("getCom", issuer));
case ComponentType.ATSComponent:
return(StrategyComponentManager.GetComponent("getCom", issuer));
case ComponentType.MetaMoneyManager:
return(StrategyComponentManager.GetComponent("getCom", issuer));
case ComponentType.MetaRiskManager:
return(StrategyComponentManager.GetComponent("getCom", issuer));
case ComponentType.SimulationManager:
return(StrategyComponentManager.GetComponent("getCom", issuer));
case ComponentType.ExecutionManager:
return(StrategyComponentManager.GetComponent("getCom", issuer));
case ComponentType.OptimizationManager:
return(StrategyComponentManager.GetComponent("getCom", issuer));
case ComponentType.MetaExposureManager:
return(StrategyComponentManager.GetComponent("getCom", issuer));
case ComponentType.RiskManager:
return(StrategyComponentManager.GetComponent("getCom", issuer));
case ComponentType.MarketManager:
return(StrategyComponentManager.GetComponent("getCom", issuer));
case ComponentType.Entry:
return(StrategyComponentManager.GetComponent("getCom", issuer));
case ComponentType.Exit:
return(StrategyComponentManager.GetComponent("getCom", issuer));
case ComponentType.ExposureManager:
return(StrategyComponentManager.GetComponent("getCom", issuer));
case ComponentType.MoneyManager:
return(StrategyComponentManager.GetComponent("getCom", issuer));
default:
return((IComponentBase)null);
}
}
public MetaStrategy(string name) : base(name)
{
this.MetaExposureManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as MetaExposureManager;
this.ExecutionManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as ExecutionManager;
this.MetaRiskManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as MetaRiskManager;
this.aNKR2wRnBL = new SignalList();
this.componentTypeList.Add(ComponentType.MetaRiskManager);
this.componentTypeList.Add(ComponentType.MetaExposureManager);
this.componentTypeList.Add(ComponentType.ExecutionManager);
}
public Strategy(string name, string description)
: base(name, description)
{
this.CrossExit = StrategyComponentManager.GetComponent("GetComponent", (object)this) as CrossExit;
this.CrossEntry = StrategyComponentManager.GetComponent("GetComponent", (object)this) as CrossEntry;
this.Entry = StrategyComponentManager.GetComponent("GetComponent", (object)this) as Entry;
this.Exit = StrategyComponentManager.GetComponent("GetComponent", (object)this) as Exit;
this.MoneyManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as MoneyManager;
this.RiskManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as RiskManager;
this.ExposureManager = StrategyComponentManager.GetComponent("GetComponent", (object)this) as ExposureManager;
this.entries = new Dictionary <Instrument, Entry>();
this.exits = new Dictionary <Instrument, Exit>();
this.moneyManagers = new Dictionary <Instrument, MoneyManager>();
this.riskManagers = new Dictionary <Instrument, RiskManager>();
this.componentTypeList.Add(ComponentType.Entry);
this.componentTypeList.Add(ComponentType.Exit);
this.componentTypeList.Add(ComponentType.CrossEntry);
this.componentTypeList.Add(ComponentType.CrossExit);
this.componentTypeList.Add(ComponentType.RiskManager);
this.componentTypeList.Add(ComponentType.MoneyManager);
this.componentTypeList.Add(ComponentType.ExposureManager);
}
public static IComponentBase GetComponent(string guid, object issuer)
{
return(StrategyComponentManager.GetComponent(new Guid(guid), issuer));
}
