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);
}
}
