StrategyEngine

StrategyEngine

public StrategyEngine(IStrategyHost host, IPnLManager pnlManager)

strategyEngine = StrategyEngine(host, pnlManager)

State machine + message processing. Handles ProcessState transitions and market data routing to PnLManager.

host

Strategy host.

pnlManager

PnL manager.

ProcessState

public ProcessStates ProcessState { get; private set; }

value = strategyEngine.ProcessState
strategyEngine.ProcessState = value

Current process state.

UnrealizedPnLInterval

public TimeSpan UnrealizedPnLInterval { get; set; }

value = strategyEngine.UnrealizedPnLInterval
strategyEngine.UnrealizedPnLInterval = value

Interval for unrealized PnL refresh.

ForceStop

public void ForceStop()

strategyEngine.ForceStop()

Force state to Stopped (for reset).

OnMessage

public void OnMessage(Message message)

strategyEngine.OnMessage(message)

Process incoming message — state transitions + market data routing.

RequestStartAsync

public ValueTask RequestStartAsync(CancellationToken cancellationToken)

result = strategyEngine.RequestStartAsync(cancellationToken)

Request strategy start. Sends state change message through host.

RequestStopAsync

public ValueTask RequestStopAsync(CancellationToken cancellationToken)

result = strategyEngine.RequestStopAsync(cancellationToken)

Request strategy stop. Sends state change message through host.

CurrentPriceUpdated

public event Action<SecurityId, decimal, DateTime, DateTime> CurrentPriceUpdated

strategyEngine.CurrentPriceUpdated += handler

Fires when current price updates from market data.

PnLRefreshRequired

public event Action<DateTime> PnLRefreshRequired

strategyEngine.PnLRefreshRequired += handler

Fires when PnL should be recalculated.

StateChanged

public event Action<ProcessStates> StateChanged

strategyEngine.StateChanged += handler

Fires when ProcessState changes.