public S4_CancelRemainsState(SweepMember parent) { this._parent = parent; }
public S1_RequestOrderState(SweepMember parent) { this._parent = parent; }
public S6_DoneState(SweepMember parent) { this._parent = parent; }
void InitSweepMembers() { //long IReqOrderPolicy longReqOrderPolicy = new ReqOrderPolicy_BondArb(); IResumePolicy longResumePolicy = new StaticWaitingPolicy(); ReqOrderInput_BondArb longOrderGenInput = new ReqOrderInput_BondArb( _input.LongMemberInput.InitPrice, _input.LongMemberInput.Code, _input.ShortMemberInput.Code, _input.LongMemberInput.LongShort, _input.LongMemberInput.TradingAccount); IBalancePolicy longBalancePolicy = new BalancePolicy_NoAction(); SweepMember_Input longInput = _input.LongMemberInput; _longPart = new SweepMember( this, longInput, longOrderGenInput, longReqOrderPolicy, longResumePolicy, longBalancePolicy); //short IReqOrderPolicy shortReqOrderPolicy = new ReqOrderPolicy_BondArb(); IResumePolicy shortResumePolicy = new StaticWaitingPolicy(); ReqOrderInput_BondArb shortOrderGenInput = new ReqOrderInput_BondArb( _input.ShortMemberInput.InitPrice, _input.ShortMemberInput.Code, _input.LongMemberInput.Code, _input.ShortMemberInput.LongShort, _input.ShortMemberInput.TradingAccount); SweepMember_Input shortInput = _input.ShortMemberInput; IBalancePolicy shortBalancePolicy = new BalancePolicy_BondArb(); _shortPart = new SweepMember( this, shortInput, shortOrderGenInput, shortReqOrderPolicy, shortResumePolicy, shortBalancePolicy); //TODO !!! // _longPart와 _shortPart가 서로를 알고 있다가 Balance signal 상황이 되면 알맞게 주문 넣어주기... }
public S5_CancelRemainsDoneWaitingState(SweepMember parent) { this._parent = parent; }
public S2_WaitGotOrderNumState(SweepMember parent) { this._parent = parent; }
public S3_ResumeMonitorState(SweepMember parent) { this._parent = parent; }