C# Class FastQuant.SellSideInstrumentStrategy

Inheritance: SellSideStrategy

Datei anzeigen Open project: fastquant/fastquant.dll Class Usage Examples

Private Properties

Property	Type	Description
CreateChildSellSideInstrumentStrategy	SellSideInstrumentStrategy
GetOrCreateChildrenStrategiesForInstrumennt	LinkedList
SetSubStrategyParameters	void
method_9	void

Public Methods

Method	Description
EmitAsk ( Ask ask ) : void
EmitAsk ( System.DateTime dateTime, int instrumentId, double price, int size ) : void
EmitBid ( Bid bid ) : void
EmitBid ( System.DateTime dateTime, int instrumentId, double price, int size ) : void
EmitTrade ( System.DateTime dateTime, int instrumentId, double price, int size ) : void
EmitTrade ( Trade trade ) : void
Init ( ) : void
SellSideInstrumentStrategy ( Framework framework, string name ) : System
Send ( ExecutionCommand command ) : void
Subscribe ( Instrument instrument ) : void
Subscribe ( InstrumentList instruments ) : void
Unsubscribe ( Instrument instrument ) : void
Unsubscribe ( InstrumentList instruments ) : void

Private Methods

Method	Description
CreateChildSellSideInstrumentStrategy ( Instrument instrument, bool bool_4, bool bool_5 ) : SellSideInstrumentStrategy
GetOrCreateChildrenStrategiesForInstrumennt ( Instrument instrument ) : LinkedList
SetSubStrategyParameters ( SellSideInstrumentStrategy strategy ) : void
method_9 ( Strategy strategy, Instrument instrument ) : void

Method Details

EmitAsk() public method

public EmitAsk ( Ask ask ) : void
ask	Ask
return	void

EmitAsk() public method

public EmitAsk ( System.DateTime dateTime, int instrumentId, double price, int size ) : void
dateTime	System.DateTime
instrumentId	int
price	double
size	int
return	void

EmitBid() public method

public EmitBid ( Bid bid ) : void
bid	Bid
return	void

EmitBid() public method

public EmitBid ( System.DateTime dateTime, int instrumentId, double price, int size ) : void
dateTime	System.DateTime
instrumentId	int
price	double
size	int
return	void

EmitTrade() public method

public EmitTrade ( System.DateTime dateTime, int instrumentId, double price, int size ) : void
dateTime	System.DateTime
instrumentId	int
price	double
size	int
return	void

EmitTrade() public method

public EmitTrade ( Trade trade ) : void
trade	Trade
return	void

Init() public method

public Init ( ) : void
return	void

SellSideInstrumentStrategy() public method

public SellSideInstrumentStrategy ( Framework framework, string name ) : System
framework	Framework
name	string
return	System

Send() public method

public Send ( ExecutionCommand command ) : void
command	ExecutionCommand
return	void

Subscribe() public method

public Subscribe ( Instrument instrument ) : void
instrument	Instrument
return	void

Subscribe() public method

public Subscribe ( InstrumentList instruments ) : void
instruments	InstrumentList
return	void

Unsubscribe() public method

public Unsubscribe ( Instrument instrument ) : void
instrument	Instrument
return	void

Unsubscribe() public method

public Unsubscribe ( InstrumentList instruments ) : void
instruments	InstrumentList
return	void