protected override void SetupInitialize(IEngineHub myEngineHub, IEngineContainer engineContainer, int engineID, bool setupGui)
{
base.SetupInitialize(myEngineHub, engineContainer, engineID, setupGui);
m_StrategyHub = (StrategyHub)myEngineHub;
this.m_Log = m_StrategyHub.Log; // set up our logging
this.m_Market = m_StrategyHub.m_Market; // grab the market so we can have some instrument details
}
//
#endregion//Properties
#region Public Initialization Methods
// *****************************************************************
// **** Public Initialization ****
// *****************************************************************
//
//
// ****************************************
// **** Setup Initialize() ****
// ****************************************
/// <summary>
/// The Strategy has been created, and now we add its engines.
/// When we call Engine.SetupInitialize() the engine can make NO assumptions
/// about the Strategy, except that it and its StrategyHub exists.
/// Other Engines may or may not exist.
/// What is allowed is that Engines can spawn other Engines and add them
/// to the *end* of the Strategy.m_Engines[] list freely.
/// </summary>
public void SetupInitialize(IEngineHub myHub)
{
StrategyHub = (StrategyHub)myHub; // store ptr to new parent hub.
// First initialize each of my engines.
int id = 0;
while (id < m_Engines.Count) // Loop using while so that Engines can ADD new engines to end of list.
{ // Adding new engines spontaneously is allowed here only.
Engine engine = m_Engines[id];
engine.SetupInitialize(StrategyHub, this, id); // Tell Engine his new Hub, and owner, and his new id#.
// Keep track of important engine ptrs we need.
if (engine is Engines.PricingEngine) // using simple "if"s allows one engine to play multiple roles.
{
m_PricingEngine = (Engines.PricingEngine)engine;
}
if (engine is IOrderEngine)
{
m_OrderEngine = (IOrderEngine)engine;
}
if (engine is ZGraphEngine)
{
m_GraphEngine = (ZGraphEngine)engine;
}
id++;
} //next engine id
m_IsInitializeComplete = true; // after this point if engines are added, they have to manually Initialize
} //SetupInitialize()
//
//
//
//
// ****************************************
// **** Setup Initialize() ****
// ****************************************
/// <summary>
/// The Strategy has been created, and now we add its engines.
/// When we call Engine.SetupInitialize() the engine can make NO assumptions
/// about the Strategy, except that it and its StrategyHub exists.
/// Other Engines may or may not exist.
/// What is allowed is that Engines can spawn other Engines and add them
/// to the *end* of the Strategy.m_Engines[] list freely.
/// </summary>
public void SetupInitialize(IEngineHub myHub)
{
StrategyHub = (StrategyHub)myHub; // store ptr to new parent hub.
// First initialize each of my engines.
int id = 0;
while (id < m_Engines.Count) // Loop using while so that Engines can ADD new engines to end of list.
{ // Adding new engines spontaneously is allowed here only.
Engine engine = m_Engines[id];
engine.SetupInitialize(StrategyHub, this, id); // Tell Engine his new Hub, and owner, and his new id#.
// Keep track of important engine ptrs we need.
if (engine is PricingEngine) // using simple "if"s allows one engine to play multiple roles.
{
PricingEngines.Add((PricingEngine)engine); //m_PricingEngine = (StrategyEngines.PricingEngine)engine;
}
if (engine is TradeEngine)
{
m_OrderEngine = (TradeEngine)engine;
}
if (engine is ZGraphEngine)
{
m_GraphEngine = (ZGraphEngine)engine;
}
if (engine is FauxQuote)
{
m_QuoteEngine = (FauxQuote)engine;
}
id++;
}//next engine id
// Create missing basic engines
if (m_OrderEngine == null)
{
m_OrderEngine = new TradeEngine();
TryAddEngine(m_OrderEngine, myHub);
m_OrderEngine.SetupInitialize(StrategyHub, this, -1);// Tell Engine his new Hub, and owner, and his new id# (which is already set in TryAddEngine()).
}
if (m_GraphEngine == null)
{
m_GraphEngine = new ZGraphEngine();
TryAddEngine(m_GraphEngine, myHub);
m_GraphEngine.SetupInitialize(StrategyHub, this, -1);
}
if (m_QuoteEngine == null)
{
QuoteEngine quoteEngine = new QuoteEngine();
m_QuoteEngine = quoteEngine;
TryAddEngine(quoteEngine, myHub);
quoteEngine.SetupInitialize(StrategyHub, this, -1);
}
// Exit
m_IsInitializeComplete = true; // Must be last line in this method.
}//SetupInitialize()
//
// *********************************************
// **** SetUp Initialize() ****
// *********************************************
/// <summary>
/// </summary>
protected override void SetupInitialize(IEngineHub myEngineHub, IEngineContainer engineContainer, int engineID, bool setupGui)
{
// Save information about local strategy hub.
m_EngineContainerId = engineContainer.EngineContainerID;
if (myEngineHub is IService)
{
m_LocalEngineHubName = ((IService)myEngineHub).ServiceName;
}
StrategyHub strategyHub = ((StrategyHub)myEngineHub);
this.Log = strategyHub.Log;
m_LocalEngineHub = myEngineHub;
// Locate our target remote hub/service.
IEngineHub remoteEngineHub = null;
EventHandler del = new EventHandler(ProcessRemoteEngineEvents);
if (strategyHub.SubscribeToRemoteEngineHub("ExecutionHub", m_EngineContainerId, m_EngineID, del, out remoteEngineHub))
{
m_RemoteEngineHub = remoteEngineHub;
}
else
{
throw new Exception("Failed to locate remote hub.");
}
// Create the parameter table.
Type remoteEngineType;
if (Stringifiable.TryGetType(m_RemoteEngineClassName, out remoteEngineType))
{
this.m_PInfo = CreateParameterInfo(myEngineHub, engineContainer.EngineContainerID, this.EngineID, remoteEngineType);
}
//
// Add sub-engines to the parent Strategy
//
// They will be automatically initialized outside in StrategyHub loop
// that called us, since we will add new engine to the end of the list we are looping thru now.
List <IStringifiable> subElements = m_Node.GetElements();
if (subElements != null)
{
foreach (IStringifiable iObject in subElements)
{ // Engines that are beneath non-engines will not be found here.
if (iObject is ExecutionController) // This remote engine will not need to broad its existance,
{
ExecutionController subEngine = (ExecutionController)iObject;
subEngine.m_IsSubEngine = true; // since it will be included in another engine (this one).
((Strategy)engineContainer).TryAddEngine(subEngine, myEngineHub);
}
}
}
}//SetupInitialize()
//
//
// *****************************************************
// **** SetupInitialize() ****
// *****************************************************
protected override void SetupInitialize(IEngineHub engineHub, IEngineContainer engineContainer, int engineID, bool setupGui)
{
base.SetupInitialize(engineHub, engineContainer, engineID, false); //suppress gui creation.
//EngineGui engineGui = base.SetupGuiTemplates();
//engineGui.HeaderControlFullName = string.Empty; // suppress popup gui.
//engineGui.LowerHudFullName = typeof(Huds.TradeEngineHud).FullName;
m_StrategyHub = (StrategyHub)engineHub;
m_Strategy = (Strategy)engineContainer;
// Get my associated execution hub.
IService iservice;
if (AppServices.GetInstance().TryGetService(this.m_ExecutionHubName, out iservice) && iservice is IEngineHub)
{
m_ExecutionHub = (IEngineHub)iservice;
}
}// SetupInitialize()
//
// *************************************************************
// **** Setup Initialize() ****
// *************************************************************
/// <summary>
/// Since I depend critically on an OrderBookHub, I will look for them now.
/// </summary>
/// <param name="myEngineHub"></param>
/// <param name="engineContainer"></param>
/// <param name="engineID"></param>
/// <param name="setupGui"></param>
protected override void SetupInitialize(IEngineHub myEngineHub, IEngineContainer engineContainer, int engineID, bool setupGui)
{
base.SetupInitialize(myEngineHub, engineContainer, engineID, setupGui);
// Collect services that I need.
m_StrategyHub = (StrategyHub)myEngineHub;
this.Log = m_StrategyHub.Log;
m_Strategy = (Strategy)engineContainer;
// Locate an order hub.
List <IService> services = AppServices.GetInstance().GetServices(typeof(OrderBookHub));
if (services.Count < 1)
{
m_StrategyHub.Log.NewEntry(LogLevel.Warning, "OrderEngine: {0} failed to located OrderHub.", m_Strategy.Name);
}
else
{
m_OrderHub = (OrderBookHub)services[0];
}
}// SetupInitialize()
//
//
/// <summary>
/// This should be overridden if the user does NOT want the default Gui Template.
/// 1.) SetupGui = false will skip construction of the basic Engine Gui Template.
/// </summary>
protected override void SetupInitialize(IEngineHub myEngineHub, IEngineContainer engineContainer, int engineID, bool setupGui)
{
// Save information about local hub.
m_EngineContainerId = engineContainer.EngineContainerID;
if (myEngineHub is IService)
{
m_LocalEngineHubName = ((IService)myEngineHub).ServiceName;
}
m_LocalHub = (Hub)myEngineHub;
// Locate our target remote hub/service.
StrategyHub strategyHub = ((StrategyHub)myEngineHub);
Hub remoteHub = null;
if (strategyHub.SubscribeToRemoteEngineHub("ExecutionHub", engineContainer, out remoteHub))
{
m_RemoteEngineHub = remoteHub;
}
else
{
throw new Exception("Failed to locate remote hub.");
}
// Create the parameter table.
Type remoteEngineType;
if (Stringifiable.TryGetType(m_EngineClass, out remoteEngineType))
{
this.m_PInfo = CreateParameterInfo(myEngineHub, engineContainer.EngineContainerID, this.EngineID, remoteEngineType);
}
/*
* // Create the gui specs.
* if (setupGui)
* {
* EngineGui engineGui = new EngineGui();
* engineGui.EngineID = this.EngineID;
* engineGui.DisplayName = this.EngineName;
* engineGui.EngineFullName = this.m_EngineClass;
* engineGui.ParameterList.AddRange(this.m_PInfo);
* m_EngineGuis.Add(engineGui);
* }
*/
//
// Add sub-engines to the parent Strategy
//
// They will be automatically initialized outside in StrategyHub loop
// that called us, since we will add new engine to the end of the list we are looping thru now.
List <IStringifiable> subElements = m_Node.GetElements();
if (subElements != null)
{
foreach (IStringifiable iObject in subElements)
{ // Engines that are beneath non-engines will not be found here.
if (iObject is RemoteEngine) // This remote engine will not need to broad its existance,
{
RemoteEngine subEngine = (RemoteEngine)iObject;
subEngine.m_IsSubEngine = true; // since it will be included in another engine (this one).
((Strategy)engineContainer).TryAddEngine(subEngine, myEngineHub);
}
}
}
}//SetupInitialize()