//
// *****************************************
// **** Setup Begin() ****
// *****************************************
/// <summary>
/// This is called after all Engines have been created, and added to the master
/// list inside the Strategy (IEngineContainer).
/// As a convenience, the PricingEngine class locates useful Engines and keeps
/// pointers to them.
/// </summary>
/// <param name="myEngineHub"></param>
/// <param name="engineContainer"></param>
public override void SetupBegin(IEngineHub myEngineHub, IEngineContainer engineContainer)
{
base.SetupBegin(myEngineHub, engineContainer);
// Locate engines we need.
m_MarketSubscribers = new List <IMarketSubscriber>();
foreach (IEngine iEngine in engineContainer.GetEngines())
{
if (iEngine is ZGraphEngine)
{
m_GraphEngine = (ZGraphEngine)iEngine; // PricingEngines also plot a lot.
}
else if (iEngine is IMarketSubscriber)
{
m_MarketSubscribers.Add((IMarketSubscriber)iEngine);
}
}
//
// Subscribe to Pricing instruments.
//
List <InstrumentName> instruments = new List <InstrumentName>();
foreach (PriceLeg leg in m_Legs) // Subscribe to each "PricingLeg" object.
{
instruments.Add(leg.InstrumentName);
}
this.ParentStrategy.StrategyHub.SubscribeToMarketInstruments(instruments, this.ParentStrategy);
}//SetupBegin()
//
//
// **** SetupBegin() ****
//
public override void SetupBegin(IEngineHub myEngineHub, IEngineContainer engineContainer)
{
base.SetupBegin(myEngineHub, engineContainer);
m_Parent = (Strategy)engineContainer;
Log = ((Hub)myEngineHub).Log;
// Get Engines of interest.
int modelCounter = 0;
foreach (IEngine ieng in m_Parent.GetEngines())
{
if (ieng is ZGraphEngine)
{
if (m_GraphEngine == null)
{
m_GraphEngine = (ZGraphEngine)ieng; // take first found graph engine to draw to.
}
}
else if (ieng is ModelEngine)
{
if (ieng == this)
{
m_ModelEngineID = modelCounter;
} // store the number of models in front of me (use as my id!)
modelCounter++;
}
}
}//SetupBegin()