private void Init(string name, Portfolio portfolio, bool reportEnabled, List<Parameter> parameters)
{
this.Name = name;
this.Portfolio = portfolio;
this.Performance = new Performance(portfolio);
this.ReportEnabled = reportEnabled;
this.Parameters = new ParameterSet(parameters);
}
private void Init(string name, Portfolio portfolio, DateTime startDate, DateTime stopDate, double cash, bool reportEnabled, List<Project> projects)
{
this.Name = name;
this.Portfolio = portfolio;
this.Performance = new Performance(portfolio);
this.StartDate = startDate;
this.StopDate = stopDate;
this.Cash = cash;
this.ReportEnabled = reportEnabled;
this.Projects = new ProjectList(projects);
}
private static void AddPortfolio(SmartQuant.Instruments.Portfolio sq_portfolio)
{
Portfolio portfolio = new Portfolio(sq_portfolio);
Map.OQ_SQ_Portfolio[portfolio] = sq_portfolio;
Map.SQ_OQ_Portfolio[sq_portfolio] = portfolio;
}
internal Performance(Portfolio portfolio)
{
this.portfolio = portfolio;
this.equitySeries = new TimeSeries(portfolio.portfolio.Performance.EquitySeries);
this.coreEquitySeries = new TimeSeries(portfolio.portfolio.Performance.CoreEquitySeries);
this.pnLSeries = new TimeSeries(portfolio.portfolio.Performance.PnLSeries);
this.drawdownSeries = new TimeSeries(portfolio.portfolio.Performance.DrawdownSeries);
this.drawdownPercentSeries = new TimeSeries(portfolio.portfolio.Performance.DrawdownPercentSeries);
}
public void Online(bool resetState)
{
this.active = true;
if (resetState)
{
this.strategies.Clear();
this.stops.Clear();
this.activeStops.Clear();
Map.Instruments[this.strategyName] = new List <string>();
}
if (!this.enabled)
{
return;
}
if (resetState)
{
string code = (string)this.sampleStrategy.GetType().GetField("Currency", BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.GetField | BindingFlags.SetField).GetValue((object)this.sampleStrategy);
if (CurrencyManager.Currencies.Contains(code))
{
this.Portfolio.Account.Currency = CurrencyManager.Currencies[code];
}
List <string> list = new List <string>();
MethodInfo method = typeof(Strategy).GetMethod("Init", BindingFlags.Instance | BindingFlags.NonPublic);
FieldInfo field1 = typeof(Strategy).GetField("startDate", BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.GetField);
FieldInfo field2 = typeof(Strategy).GetField("stopDate", BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.GetField);
FieldInfo field3 = typeof(Strategy).GetField("cash", BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.GetField);
foreach (FreeQuant.Instruments.Instrument key in this.instruments)
{
Strategy strategy = Activator.CreateInstance(this.sampleStrategy.GetType()) as Strategy;
this.SetProxyProperties((object)strategy, (object)this.sampleStrategy);
method.Invoke((object)strategy, new object[6]
{
(object)this.sq_Portfolio,
(object)this.sq_MetaPortfolio,
(object)key,
(object)this.dataRequests,
(object)this.strategyName,
(object)this.strategyLogManager
});
field1.SetValue((object)strategy, (object)this.startDate);
field2.SetValue((object)strategy, (object)this.stopDate);
field3.SetValue((object)strategy, (object)this.cash);
this.strategies.Add(key, strategy);
list.Add(key.Symbol);
}
Map.Instruments[this.strategyName] = list;
foreach (Strategy strategy in this.strategies.Values)
{
strategy.OnStrategyStart();
}
}
else
{
OpenQuant.API.Portfolio portfolio = Map.FQ_OQ_Portfolio[(object)this.sq_Portfolio] as OpenQuant.API.Portfolio;
foreach (object obj in this.strategies.Values)
{
typeof(Strategy).GetField("portfolio", BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.GetField | BindingFlags.SetField).SetValue(obj, (object)portfolio);
}
}
this.Connect();
}
