public StrategyExecutor_CodePeriod_MainContract(IStrategyCenter strategyCenter, StrategyArguments_CodePeriod strategyArguments) : base(strategyCenter, strategyArguments)
{
this.strategyArguments = strategyArguments;
this.PrepareStrategyHelper();
IList <ICodePeriod> codePeriods = this.strategyArguments.CodePeriod.Contracts;
this.dataPackages = new List <IDataPackage_Code>();
for (int i = 0; i < codePeriods.Count; i++)
{
ICodePeriod codePeriod = codePeriods[i];
this.dataPackages.Add(strategyCenter.BelongDataCenter.DataPackageFactory.CreateDataPackage_Code(codePeriod.Code, codePeriod.StartDate, codePeriod.EndDate));
}
this.BuildExecutorInfo();
for (int i = 0; i < dataPackages.Count; i++)
{
IDataPackage_Code dataPackage = dataPackages[i];
StrategyHelper executorStrategyHelper = new StrategyHelper();
executorStrategyHelper.QueryResultManager = this.strategyHelper.QueryResultManager;
executorStrategyHelper.Drawer = null;//TODO
executorStrategyHelper.Trader = this.strategyHelper.Trader;
StrategyArguments_DataPackage strategyArgument = new StrategyArguments_DataPackage(dataPackage, strategyArguments.ReferedPeriods, strategyArguments.ForwardPeriod, executorStrategyHelper);
StrategyExecutor_DataPackage executor = new StrategyExecutor_DataPackage(strategyCenter, strategyArgument, this.strategyExecutorInfo);
executor.OnBarFinished += Executor_OnBarFinished;
executor.OnDayFinished += Executor_OnDayFinished;
this.executors.Add(executor);
}
}
public StrategyExecutorAbstract(IStrategyCenter strategyCenter, StrategyArgumentsAbstract strategyArguments)
{
this.strategyCenter = strategyCenter;
this.forwardPeriod = strategyArguments.ForwardPeriod;
this.referedPeriods = strategyArguments.ReferedPeriods;
this.traderSetting = strategyArguments.TraderSetting;
this.strategyHelper = strategyArguments.StrategyHelper;
this.isSaveResult = strategyArguments.IsSaveResult;
}
public StrategyExecutor_DataPackage(IStrategyCenter strategyCenter, StrategyArguments_DataPackage strategyArguments, StrategyExecutorInfo strategyExecutorInfo) : base(strategyCenter, strategyArguments)
{
this.dataPackage = strategyArguments.DataPackage;
this.codePeriod = new CodePeriod(dataPackage.Code, dataPackage.StartDate, dataPackage.EndDate);
if (strategyExecutorInfo == null)
{
this.InitStrategyExecutorInfo();
}
else
{
this.strategyExecutorInfo = strategyExecutorInfo;
}
}
public StrategyExecutor_Multi(IStrategyCenter strategyCenter, StrategyArguments_CodePeriodList arguments)
{
this.strategyCenter = strategyCenter;
this.arguments = arguments;
IList <ICodePeriod> codePeriods = this.arguments.CodePeriodPackage.CodePeriods;
for (int i = 0; i < codePeriods.Count; i++)
{
ICodePeriod codePeriod = codePeriods[i];
StrategyArguments_CodePeriod strategyCodePeriod = new StrategyArguments_CodePeriod(codePeriod, arguments.ReferedPeriods, arguments.ForwardPeriod);
IStrategyExecutor_Single executor = strategyCenter.GetStrategyExecutorFactory().CreateExecutor_History(strategyCodePeriod);
this.executors.Add(executor);
}
}
private void InitByCodePeriod(IStrategyCenter strategyCenter, StrategyArguments_CodePeriod strategyArguments)
{
ICodePeriod codePeriod = strategyArguments.CodePeriod;
if (codePeriod.IsFromContracts)
{
this.strategyExecutor = new StrategyExecutor_CodePeriod_MainContract(strategyCenter, strategyArguments);
}
else
{
IDataPackage_Code dataPackage = strategyCenter.BelongDataCenter.DataPackageFactory.CreateDataPackage_Code(codePeriod.Code, codePeriod.StartDate, codePeriod.EndDate);
StrategyArguments_DataPackage strategyDataPackage = new StrategyArguments_DataPackage(dataPackage, strategyArguments.ReferedPeriods, strategyArguments.ForwardPeriod);
this.strategyExecutor = strategyCenter.GetStrategyExecutorFactory().CreateExecutor_History(strategyDataPackage);
}
this.strategyExecutor.OnStart += StrategyExecutor_OnStart;;
this.strategyExecutor.OnBarFinished += StrategyExecutor_OnBarFinished;
this.strategyExecutor.OnDayFinished += StrategyExecutor_OnDayFinished;
this.strategyExecutor.OnCanceled += StrategyExecutor_OnCanceled;
this.strategyExecutor.OnFinished += StrategyExecutor_OnFinished;
}
public StrategyExecutorFactory(IStrategyCenter strategyCenter)
{
this.strategyCenter = strategyCenter;
}
public StrategyExecutor_DataPackage(IStrategyCenter strategyCenter, StrategyArguments_DataPackage strategyArguments) : this(strategyCenter, strategyArguments, null)
{
}
public StrategyExecutor_CodePeriod(IStrategyCenter strategyCenter, StrategyArguments_CodePeriod strategyArguments)
{
InitByCodePeriod(strategyCenter, strategyArguments);
}
