}// SetupInitialize() // // ************************************************************* // **** Setup Begin() **** // ************************************************************* public override void SetupBegin(IEngineHub myEngineHub, IEngineContainer engineContainer) { base.SetupBegin(myEngineHub, engineContainer); foreach (IEngine iEng in engineContainer.GetEngines()) { if (iEng is ExecutionEngines.Risk.RiskManager) { m_RiskManager = (ExecutionEngines.Risk.RiskManager)iEng; } } if (m_RiskManager == null) { throw new NotImplementedException("All Strategies Must Have a Risk Manager, Please Add One To Your User Config - Must be UV.Execution.Risk.RiskManager type"); } }//SetupBegin().
}// SetupInitialize() // // ************************************************************* // **** Setup Begin() **** // ************************************************************* public override void SetupBegin(IEngineHub myEngineHub, IEngineContainer engineContainer) { base.SetupBegin(myEngineHub, engineContainer); // // Subscribe to events // m_ExecutionListener.InstrumentFound += new EventHandler(ExecutionListener_InstrumentsFound); foreach (IEngine iEng in engineContainer.GetEngines()) { if (iEng is ExecutionEngines.Risk.RiskManager) { m_RiskManager = (ExecutionEngines.Risk.RiskManager)iEng; } } if (m_RiskManager == null) { throw new NotImplementedException("All Strategies Must Have a Risk Manager, Please Add One To Your User Config - Must be UV.Execution.Risk.RiskManager type"); } }//SetupBegin().