StrategyEngine

StrategyEngine

public StrategyEngine(IStrategyHost host, IPnLManager pnlManager)

strategyEngine = StrategyEngine(host, pnlManager)

国产机+信息处理. 处理ProcessState的过渡和市场数据路由到PnLManager.

host

战略东道主。

pnlManager

PnL manager.

ProcessState

public ProcessStates ProcessState { get; private set; }

value = strategyEngine.ProcessState
strategyEngine.ProcessState = value

当前的进程状态 。

UnrealizedPnLInterval

public TimeSpan UnrealizedPnLInterval { get; set; }

value = strategyEngine.UnrealizedPnLInterval
strategyEngine.UnrealizedPnLInterval = value

Interval for unrealized PnL refresh.

ForceStop

public void ForceStop()

strategyEngine.ForceStop()

要停止的强制状态( 用于重置) 。

OnMessage

public void OnMessage(Message message)

strategyEngine.OnMessage(message)

处理接发的信息——状态过渡+市场数据路由.

RequestStartAsync

public ValueTask RequestStartAsync(CancellationToken cancellationToken)

result = strategyEngine.RequestStartAsync(cancellationToken)

请求策略启动。 通过主机发送状态更改消息 。

RequestStopAsync

public ValueTask RequestStopAsync(CancellationToken cancellationToken)

result = strategyEngine.RequestStopAsync(cancellationToken)

请求策略停止。 通过主机发送状态更改消息 。

CurrentPriceUpdated

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

strategyEngine.CurrentPriceUpdated += handler

当当前价格从市场数据更新时起火.

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.