public Strategy(int strategy_id, string config, IBApi.EClientInterface socket)
{
_socket = socket;
id = strategy_id;
XmlDocument xml = new XmlDocument();
xml.LoadXml(config);
XmlNode xn1 = xml.SelectSingleNode("/Config");
XmlNode common = xn1.SelectSingleNode("Common");
_time_zone = common["TimeZone"].InnerText;
_zone = mapDotNetTimeZone(_time_zone);
_start_time = TimeSpan.Parse(common["StartTime"].InnerText);
_end_time = TimeSpan.Parse(common["EndTime"].InnerText);
_calendar_name = common["Calendar"].InnerText;
_calendar = mapCalendar(_calendar_name);
if (common.SelectSingleNode("BarType") == null)
{
_bar_type = "TRADES";
}
else
{
_bar_type = (common["BarType"].InnerText).ToUpper();
}
_db = DBAccess.DBAccess.instance;
_tg = TickerGenerator.instance;
_tm = ThreadManager.instance;
_mm = MarketDataManager.instance;
_om = OrderManager.instance;
_msg = Messenger.instance;
_realtimeBarEvent = _tm.createEvent();
_reqContractMap = new Dictionary <int, int>();
_contractReqMap = new Dictionary <int, int>();
_contracts = new List <int>();
_contractDetailMap = new Dictionary <int, ContractDetails>();
}
public EWrapperImpl(
string account_config,
bool require_live_bars = true,
bool record_live_bars = false,
bool overwrite_live_bars = false,
int sleep_time = 5000
)
{
Thread.CurrentThread.CurrentCulture = CultureInfo.InvariantCulture;
Thread.CurrentThread.CurrentUICulture = CultureInfo.InvariantCulture;
requireLiveBars = require_live_bars;
recordLiveBars = record_live_bars;
overwriteLiveBars = overwrite_live_bars;
sleepTime = sleep_time;
gettingOpenOrders = false;
XmlDocument xml = new XmlDocument();
xml.LoadXml(account_config);
XmlNode xn1 = xml.SelectSingleNode("/Config");
engine_type = xn1["EngineType"].InnerText;
verbose = xn1["Verbose"] == null ? true : Boolean.Parse(xn1["Verbose"].InnerText);
msg = Messenger.instance;
XmlNode xnemail = xn1.SelectSingleNode("Email");
if (xnemail != null)
{
string smtp = xnemail["SMTP"].InnerText;
int port = Int32.Parse(xnemail["Port"].InnerText);
string address = xnemail["Address"].InnerText;
string password = xnemail["Password"].InnerText;
bool enableSsl = Boolean.Parse(xnemail["EnableSSL"].InnerText);
msg.setupEmail(smtp, port, address, password, enableSsl);
}
pnlSchedule = new List <TimeSpan>();
XmlElement pnlScheduleNode = xn1["PnLReportSchedule"];
if (pnlScheduleNode != null)
{
XmlNodeList sub_nodes = pnlScheduleNode.GetElementsByTagName("Time");
foreach (XmlNode node in sub_nodes)
{
pnlSchedule.Add(TimeSpan.Parse(node.InnerText));
}
}
contractDetailsMap = new Dictionary <int, ContractDetails>();
currPnlIndices = new Dictionary <int, int>();
strategies = new Dictionary <int, Strategy>();
//dbTickMap = new Dictionary<int, int>();
orders = new HashSet <int>();
orderStatuses = new Dictionary <int, HashSet <string> >();
db = DBAccess.DBAccess.instance;
tg = TickerGenerator.instance;
om = OrderManager.instance;
mm = MarketDataManager.instance;
if (engine_type == "TWS")
{
clientSocket = new EClientSocket(this, Signal);
}
else
{
clientSocket = new BacktestEngine(this, db, xn1["BacktestConfig"]);
}
om.setupSocket(clientSocket);
mm.setupSocket(clientSocket);
}
