C# Class FastQuant.StrategyManager

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

Public Methods

Method	Description
Clear ( ) : void
GetNextId ( ) : int
RegisterMarketDataRequest ( IDataProvider dataProvider, InstrumentList instrumentList ) : void
StartStrategy ( Strategy strategy ) : void
StartStrategy ( Strategy strategy, StrategyMode mode ) : void
Stop ( ) : void
StrategyManager ( Framework framework ) : System

Private Methods

Method	Description
ConstructParametersName ( Strategy strategy, string name, Group group ) : void
FindGroup ( string name ) : Group
FindOrCreateGroup ( string name ) : Group
OnAccountData ( AccountData data ) : void
OnAccountReport ( AccountReport report ) : void
OnAsk ( Ask ask ) : void
OnBar ( Bar bar ) : void
OnBarOpen ( Bar bar ) : void
OnBarSlice ( BarSlice barSlice ) : void
OnBid ( Bid bid ) : void
OnCommand ( Command command ) : void
OnException ( string source, Event e, Exception ex ) : void
OnExecutionReport ( ExecutionReport report ) : void
OnFill ( OnFill e ) : void
OnFundamental ( Fundamental fundamental ) : void
OnLevel2 ( Level2Snapshot l2s ) : void
OnLevel2 ( Level2Update l2u ) : void
OnNewOrder ( Order order ) : void
OnNews ( News news ) : void
OnOrderCancelRejected ( Order order ) : void
OnOrderCancelled ( Order order ) : void
OnOrderDone ( Order order ) : void
OnOrderExpired ( Order order ) : void
OnOrderFilled ( Order order ) : void
OnOrderPartiallyFilled ( Order order ) : void
OnOrderRejected ( Order order ) : void
OnOrderReplaceRejected ( Order order ) : void
OnOrderReplaced ( Order order ) : void
OnOrderStatusChanged ( Order order ) : void
OnPendingNewOrder ( Order order ) : void
OnPortfolioAdded ( Portfolio portfolio ) : void
OnPortfolioParentChanged ( Portfolio portfolio ) : void
OnPortfolioRemoved ( Portfolio portfolio ) : void
OnPositionChanged ( Portfolio portfolio, Position position ) : void
OnPositionClosed ( Portfolio portfolio, Position position ) : void
OnPositionOpened ( Portfolio portfolio, Position position ) : void
OnPropertyChanged ( OnPropertyChanged e ) : void
OnProviderConnected ( Provider provider ) : void
OnProviderDisconnected ( Provider provider ) : void
OnProviderError ( ProviderError error ) : void
OnSendOrder ( Order order ) : void
OnStrategyEvent ( object data ) : void
OnTrade ( Trade trade ) : void
OnTransaction ( OnTransaction e ) : void
SetParametersGroup ( ) : void
SetStatusType ( StrategyStatusType type ) : void
StopStrategy ( ) : void
UnregisterMarketDataRequest ( IDataProvider dataProvider, InstrumentList instruments ) : void

Method Details

Clear() public method

public Clear ( ) : void
return	void

GetNextId() public method

public GetNextId ( ) : int
return	int

RegisterMarketDataRequest() public method

public RegisterMarketDataRequest ( IDataProvider dataProvider, InstrumentList instrumentList ) : void
dataProvider	IDataProvider
instrumentList	InstrumentList
return	void

StartStrategy() public method

public StartStrategy ( Strategy strategy ) : void
strategy	Strategy
return	void

StartStrategy() public method

public StartStrategy ( Strategy strategy, StrategyMode mode ) : void
strategy	Strategy
mode	StrategyMode
return	void

Stop() public method

public Stop ( ) : void
return	void

StrategyManager() public method

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