C# Class FastQuant.Provider

Inheritance: IProvider
ファイルを表示 Open project: fastquant/fastquant.dll Class Usage Examples

Protected Properties

Property Type Description
dataQueue EventQueue
description string
enabled bool
executionQueue EventQueue
framework Framework
historicalQueue EventQueue
id byte
instrumentQueue EventQueue
name string
sync object
url string

Private Properties

Property Type Description
CloseHistricalQueue void
CloseInstrumentQueue void
OpenHistricalQueue void
OpenInstrumentQueue void
WriteDebugInfoInternal void

Public Methods

Method Description
Clear ( ) : void
Connect ( int timeout ) : bool
Connect ( ) : void
Disconnect ( ) : void
Dispose ( ) : void
Process ( Event e ) : void
Provider ( Framework framework ) : System
RequestHistoricalData ( HistoricalDataRequest request ) : void
RequestInstrumentDefinitions ( InstrumentDefinitionRequest request ) : void
Send ( ExecutionCommand command ) : void
Send ( HistoricalDataRequest request ) : void
Send ( InstrumentDefinitionRequest request ) : void
Subscribe ( Instrument instrument ) : void
Subscribe ( InstrumentList instruments ) : void
ToString ( ) : string
Unsubscribe ( Instrument instrument ) : void
Unsubscribe ( InstrumentList instruments ) : void

Protected Methods

Method Description
Dispose ( bool disposing ) : void
EmitAccountData ( AccountData data ) : void
EmitAccountReport ( AccountReport report, bool queued = true ) : void
EmitData ( DataObject data, bool queued = true ) : void
EmitError ( Exception exception ) : void
EmitError ( int id, int code, string text ) : void
EmitError ( string text ) : void
EmitExecutionReport ( ExecutionReport report, bool queued = true ) : void
EmitHistoricalData ( HistoricalData data ) : void
EmitHistoricalDataEnd ( HistoricalDataEnd end ) : void
EmitHistoricalDataEnd ( string requestId, RequestResult result, string text ) : void
EmitInstrumentDefinition ( InstrumentDefinition definition ) : void
EmitInstrumentDefinitionEnd ( InstrumentDefinitionEnd end ) : void
EmitInstrumentDefinitionEnd ( string requestId, RequestResult result, string text ) : void
EmitMessage ( int id, int code, string text ) : void
EmitMessage ( string text ) : void
EmitProviderError ( ProviderError error ) : void
EmitWarning ( int id, int code, string text ) : void
EmitWarning ( string text ) : void
GetProperties ( ) : ProviderPropertyList
OnConnect ( ) : void
OnConnected ( ) : void
OnDisconnect ( ) : void
OnDisconnected ( ) : void
Reject ( ExecutionCommand command, string format ) : void
SetProperties ( ProviderPropertyList properties ) : void
WriteDebugInfo ( string format ) : void

Private Methods

Method Description
CloseHistricalQueue ( ) : void
CloseInstrumentQueue ( ) : void
OpenHistricalQueue ( ) : void
OpenInstrumentQueue ( ) : void
WriteDebugInfoInternal ( string format ) : void

Method Details

Clear() public method

public Clear ( ) : void
return void

Connect() public method

public Connect ( int timeout ) : bool
timeout int
return bool

Connect() public method

public Connect ( ) : void
return void

Disconnect() public method

public Disconnect ( ) : void
return void

Dispose() public method

public Dispose ( ) : void
return void

Dispose() protected method

protected Dispose ( bool disposing ) : void
disposing bool
return void

EmitAccountData() protected method

protected EmitAccountData ( AccountData data ) : void
data AccountData
return void

EmitAccountReport() protected method

protected EmitAccountReport ( AccountReport report, bool queued = true ) : void
report AccountReport
queued bool
return void

EmitData() protected method

protected EmitData ( DataObject data, bool queued = true ) : void
data DataObject
queued bool
return void

EmitError() protected method

protected EmitError ( Exception exception ) : void
exception System.Exception
return void

EmitError() protected method

protected EmitError ( int id, int code, string text ) : void
id int
code int
text string
return void

EmitError() protected method

protected EmitError ( string text ) : void
text string
return void

EmitExecutionReport() protected method

protected EmitExecutionReport ( ExecutionReport report, bool queued = true ) : void
report ExecutionReport
queued bool
return void

EmitHistoricalData() protected method

protected EmitHistoricalData ( HistoricalData data ) : void
data HistoricalData
return void

EmitHistoricalDataEnd() protected method

protected EmitHistoricalDataEnd ( HistoricalDataEnd end ) : void
end HistoricalDataEnd
return void

EmitHistoricalDataEnd() protected method

protected EmitHistoricalDataEnd ( string requestId, RequestResult result, string text ) : void
requestId string
result RequestResult
text string
return void

EmitInstrumentDefinition() protected method

protected EmitInstrumentDefinition ( InstrumentDefinition definition ) : void
definition InstrumentDefinition
return void

EmitInstrumentDefinitionEnd() protected method

protected EmitInstrumentDefinitionEnd ( InstrumentDefinitionEnd end ) : void
end InstrumentDefinitionEnd
return void

EmitInstrumentDefinitionEnd() protected method

protected EmitInstrumentDefinitionEnd ( string requestId, RequestResult result, string text ) : void
requestId string
result RequestResult
text string
return void

EmitMessage() protected method

protected EmitMessage ( int id, int code, string text ) : void
id int
code int
text string
return void

EmitMessage() protected method

protected EmitMessage ( string text ) : void
text string
return void

EmitProviderError() protected method

protected EmitProviderError ( ProviderError error ) : void
error ProviderError
return void

EmitWarning() protected method

protected EmitWarning ( int id, int code, string text ) : void
id int
code int
text string
return void

EmitWarning() protected method

protected EmitWarning ( string text ) : void
text string
return void

GetProperties() protected method

protected GetProperties ( ) : ProviderPropertyList
return ProviderPropertyList

OnConnect() protected method

protected OnConnect ( ) : void
return void

OnConnected() protected method

protected OnConnected ( ) : void
return void

OnDisconnect() protected method

protected OnDisconnect ( ) : void
return void

OnDisconnected() protected method

protected OnDisconnected ( ) : void
return void

Process() public method

public Process ( Event e ) : void
e Event
return void

Provider() public method

public Provider ( Framework framework ) : System
framework Framework
return System

Reject() protected method

protected Reject ( ExecutionCommand command, string format ) : void
command ExecutionCommand
format string
return void

RequestHistoricalData() public method

public RequestHistoricalData ( HistoricalDataRequest request ) : void
request HistoricalDataRequest
return void

RequestInstrumentDefinitions() public method

public RequestInstrumentDefinitions ( InstrumentDefinitionRequest request ) : void
request InstrumentDefinitionRequest
return void

Send() public method

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

Send() public method

public Send ( HistoricalDataRequest request ) : void
request HistoricalDataRequest
return void

Send() public method

public Send ( InstrumentDefinitionRequest request ) : void
request InstrumentDefinitionRequest
return void

SetProperties() protected method

protected SetProperties ( ProviderPropertyList properties ) : void
properties ProviderPropertyList
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

ToString() public method

public ToString ( ) : string
return string

Unsubscribe() public method

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

Unsubscribe() public method

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

WriteDebugInfo() protected method

protected WriteDebugInfo ( string format ) : void
format string
return void

Property Details

dataQueue protected_oe property

protected EventQueue dataQueue
return EventQueue

description protected_oe property

protected string description
return string

enabled protected_oe property

protected bool enabled
return bool

executionQueue protected_oe property

protected EventQueue executionQueue
return EventQueue

framework protected_oe property

protected Framework framework
return Framework

historicalQueue protected_oe property

protected EventQueue historicalQueue
return EventQueue

id protected_oe property

protected byte id
return byte

instrumentQueue protected_oe property

protected EventQueue instrumentQueue
return EventQueue

name protected_oe property

protected string name
return string

sync protected_oe property

protected object sync
return object

url protected_oe property

protected string url
return string