private void loadStrategy()
{
//获取文件列表
string[] files = new string[] { };
try
{
files = Directory.GetFiles(AppDomain.CurrentDomain.BaseDirectory + "\\strategys");
}
catch (Exception ex)
{
LogUtils.EnginLog(ex.StackTrace);
}
//加载策略
foreach (string f in files)
{
Assembly assembly = Assembly.LoadFrom(f);
Type[] types = assembly.GetTypes();
foreach (Type t in types)
{
if (!t.IsSubclassOf(typeof(BaseStrategy)))
{
continue;
}
BaseStrategy stg = Activator.CreateInstance(t) as BaseStrategy;
if (stg == null)
{
continue;
}
addStrategy(t.Name, stg);
}
}
}
internal void addStrategy(string name, BaseStrategy strategy)
{
//策略去重
if (mStrategyMap.ContainsKey(name))
{
return;
}
//交易接口
if (mTdProvider != null)
{
strategy.TdProvider = mTdProvider;
}
//行情映射
mStrategyMap.Add(name, strategy);
string[] instIDs = strategy.OnLoadInstrument();
foreach (string instID in instIDs)
{
HashSet <BaseStrategy> strategySet;
if (!mInstIDStrategyMap.TryGetValue(instID, out strategySet))
{
strategySet = new HashSet <BaseStrategy>();
}
strategySet.Add(strategy);
mInstIDStrategyMap[instID] = strategySet;
}
//启动策略
strategy.SendStart();
}
public Order(BaseStrategy strategy, string instrumentID, DirectionType direction, double price, int volume)
{
this.mStrategy = strategy;
this.mInstrumentID = instrumentID;
this.mDirection = direction;
this.mPrice = price;
this.mOrderTime = DateTime.Now;
this.mVolume = volume;
this.mVolumeLeft = volume;
this.mStatus = OrderStatus.Normal;
}
