//called only once when we connect. public void init() { string[] tickers = new string[] { procSpread.productOne.Product , procSpread.productTwo.Product }; market = Market.getInstance(tickers); SignalFactory factory = new SignalFactory(spread); signal = factory.create(); signal.TradeEvt += this.OnTrade; }
public Zscore(Spread spread) { procSpread = SpreadProc.getInstance(); this.tickers = new string[] { procSpread.productOne.Product , procSpread.productTwo.Product }; this.multipliers = new double[] { procSpread.productOne.InstrumentMultiplier , procSpread.productTwo.InstrumentMultiplier }; this.ratio = new int[] { procSpread.productOne.Size, procSpread.productTwo.Size }; market = Market.getInstance(tickers); this.spreads = new List <Quote>(); this.zslist = new List <double>(); this.threshold = spread.Threshold; this.trendfollow = spread.TrendFollow; this.pricelength = spread.PriceLength; this.signame = spread.Signal; this.signame = signame.ToUpper(); }