/// <summary>
/// Initializes necessary order execution components required for backtesting
/// </summary>
private void InitializeBacktestingOrderComponents()
{
// Initialze Utility Classes to manage backtesting order executions
_orderExecutor = ContextRegistry.GetContext()["OrderExecutor"] as IOrderExecutor;
_orderRequestListener = new OrderRequestListener(_orderExecutor, _asyncClassLogger);
//Register OrderExecutor Events
RegisterOrderExecutorEvents();
}
/// <summary>
/// Argument Constructor
/// </summary>
/// <param name="strategyKey">Unique Key to Identify the Strategy Instance</param>
/// <param name="strategyType">C# Class Type which implements TradeHubStrategy.cs</param>
/// <param name="ctorArguments">Holds selected ctor arguments to execute strategy</param>
public StrategyExecutor(string strategyKey, Type strategyType, object[] ctorArguments)
{
//_asyncClassLogger = ContextRegistry.GetContext()["StrategyRunnerLogger"] as AsyncClassLogger;
_asyncClassLogger = new AsyncClassLogger("StrategyExecutor");
{
_asyncClassLogger.SetLoggingLevel();
//set logging path
string path = Environment.GetFolderPath(Environment.SpecialFolder.CommonApplicationData) +
"\\TradeHub Logs\\Client";
_asyncClassLogger.LogDirectory(path);
}
_tradeHubStrategy = null;
_strategyKey = strategyKey;
_strategyType = strategyType;
_ctorArguments = ctorArguments;
_strategyStatus = Infrastructure.Constants.StrategyStatus.None;
// Initialize statistics
_statistics = new Statistics(_strategyKey);
// Initialze Utility Classes
//_orderExecutor = new OrderExecutor(_asyncClassLogger);
_orderExecutor = new OrderExecutorGeneric();
_marketDataListener = new MarketDataListener(_asyncClassLogger);
_orderRequestListener = new OrderRequestListener(_orderExecutor, _asyncClassLogger);
// Use MarketDataListener.cs as Event Handler to get data from DataHandler.cs
_dataHandler =
new DataHandler(
new IEventHandler <TradeHub.Common.HistoricalDataProvider.ValueObjects.MarketDataObject>[]
{ _marketDataListener });
_marketDataListener.BarSubscriptionList = _dataHandler.BarSubscriptionList;
_marketDataListener.TickSubscriptionList = _dataHandler.TickSubscriptionList;
// Initialize MarketRequestListener.cs to manage incoming market data requests from strategy
_marketRequestListener = new MarketRequestListener(_dataHandler, _asyncClassLogger);
//Register OrderExecutor Events
RegisterOrderExecutorEvents();
//Register Market Data Listener Events
RegisterMarketDataListenerEvents();
}
/// <summary>
/// Argument Constructor
/// </summary>
/// <param name="orderExecutor">Provides server side order management</param>
/// <param name="asyncClassLogger"> </param>
public OrderRequestListener(IOrderExecutor orderExecutor, AsyncClassLogger asyncClassLogger)
{
// Save Instance
_orderExecutor = orderExecutor;
_asyncClassLogger = asyncClassLogger;
}
public OrderManager(IOrderExecutor orderExecutor)
{
_orderExecutor = orderExecutor;
timer = new Timer(1000 * 50);
}