protected override void OnOrderDone(SingleOrder order)
{
this.atsRuntimeCrossComponent.OnOrderDone(order);
/*---------------------------------------------------*/
ATSComponent aTSComponent = this.atsComponents[order.Instrument];
if (aTSComponent != null)
{
aTSComponent.OnOrderDone(order);
}
/*---------------------------------------------------*/
//this.atsComponents[order.Instrument].OnOrderDone(order);
}
protected override void OnPortfolioValueChanged(Position position)
{
this.atsRuntimeCrossComponent.OnPositionValueChanged(position);
/*---------------------------------------------------*/
ATSComponent aTSComponent = this.atsComponents[position.Instrument];
if (aTSComponent != null)
{
aTSComponent.OnPositionValueChanged();
}
/*---------------------------------------------------*/
//this.atsComponents[position.Instrument].OnPositionValueChanged();
}
protected override void OnExecutionReport(SingleOrder order, ExecutionReport report)
{
this.atsRuntimeCrossComponent.OnExecutionReport(order, report);
/*---------------------------------------------------*/
ATSComponent aTSComponent = this.atsComponents[order.Instrument];
if (aTSComponent != null)
{
aTSComponent.OnExecutionReport(order, report);
}
/*---------------------------------------------------*/
//this.atsComponents[order.Instrument].OnExecutionReport(order, report);
}
internal void OnStopExecuted(ATSStop stop)
{
this.atsRuntimeCrossComponent.OnStopExecuted(stop);
/*---------------------------------------------------*/
ATSComponent aTSComponent = this.atsComponents[stop.Instrument];
if (aTSComponent != null)
{
aTSComponent.OnStopExecuted(stop);
}
/*---------------------------------------------------*/
//this.atsComponents[stop.Instrument].OnStopExecuted(stop);
}
protected override void OnNewCorporateAction(Instrument instrument, CorporateAction corporateAction)
{
this.marketManager.OnCorporateAction(instrument, corporateAction);
this.atsRuntimeCrossComponent.OnCorporateAction(instrument, corporateAction);
/*---------------------------------------------------*/
ATSComponent aTSComponent = this.atsComponents[instrument];
if (aTSComponent != null)
{
aTSComponent.OnCorporateAction(corporateAction);
}
/*---------------------------------------------------*/
//this.atsComponents[instrument].OnCorporateAction(corporateAction);
}
protected override void OnNewFundamental(Instrument instrument, Fundamental fundamental)
{
this.marketManager.OnFundamental(instrument, fundamental);
this.atsRuntimeCrossComponent.OnFundamental(instrument, fundamental);
/*---------------------------------------------------*/
ATSComponent aTSComponent = this.atsComponents[instrument];
if (aTSComponent != null)
{
aTSComponent.OnFundamental(fundamental);
}
/*---------------------------------------------------*/
//this.atsComponents[instrument].OnFundamental(fundamental);
}
protected override void OnNewMarketDepth(Instrument instrument, MarketDepth marketDepth)
{
this.marketManager.OnMarketDepth(instrument, marketDepth);
this.atsRuntimeCrossComponent.OnMarketDepth(instrument, marketDepth);
/*---------------------------------------------------*/
ATSComponent aTSComponent = this.atsComponents[instrument];
if (aTSComponent != null)
{
aTSComponent.OnMarketDepth(marketDepth);
}
/*---------------------------------------------------*/
//this.atsComponents[instrument].OnMarketDepth(marketDepth);
}
protected override void OnBehaviorInit()
{
this.atsComponents.Clear();
//把持仓中的证券添加到市场中来
foreach (Position position in this.portfolio.Positions)
{
Instrument instrument = position.Instrument;
this.marketManager.AddInstrument(instrument);
}
foreach (Instrument instrument in this.marketManager.Instruments)
{
this.activeInstruments.Add(instrument);
ATSComponent aTSComponent = Activator.CreateInstance(this.atsComponent.GetType()) as ATSComponent;
aTSComponent.StrategyBase = this;
aTSComponent.Instrument = instrument;
base.SetProxyProperties(aTSComponent, this.atsComponent);
aTSComponent.Init();
this.atsComponents.Add(instrument, aTSComponent);
}
}
protected override void OnNewBar(Instrument instrument, Bar bar)
{
foreach (ATSStop aTSStop in new ArrayList(this.activeStops[instrument]))
{
if (aTSStop.Connected)
{
aTSStop.OnNewBar(bar);
}
}
this.marketManager.OnBar(instrument, bar);
this.atsRuntimeCrossComponent.OnBar(instrument, bar);
/*---------------------------------------------------*/
ATSComponent aTSComponent = this.atsComponents[instrument];
if (aTSComponent != null)
{
aTSComponent.OnBar(bar);
}
/*---------------------------------------------------*/
//this.atsComponents[instrument].OnBar(bar);
}
protected override void OnPositionClosed(Position position)
{
Instrument instrument = position.Instrument;
foreach (ATSStop aTSStop in new ArrayList(this.activeStops[instrument]))
{
if ((aTSStop.Type == StopType.Time && aTSStop.Status == StopStatus.Active) || aTSStop.Connected)
{
aTSStop.OnPositionClosed(position);
}
}
this.atsRuntimeCrossComponent.OnPositionClosed(position);
/*---------------------------------------------------*/
ATSComponent aTSComponent = this.atsComponents[position.Instrument];
if (aTSComponent != null)
{
aTSComponent.OnPositionClosed();
}
/*---------------------------------------------------*/
//this.atsComponents[instrument].OnPositionClosed();
}
