创建自己的规则
如果您需要创建自己的独特规则(针对任何标准未提供的事件),您必须创建派生的 MarketRule<TToken,TArg> 类,该类将与前提条件一起工作。下面是 MarketRuleHelper.WhenMoneyMore(StockSharp.BusinessEntities.Portfolio portfolio, StockSharp.BusinessEntities.IPortfolioProvider provider, StockSharp.Messages.Unit money ) 方法的实现:
private sealed class PortfolioRule : MarketRule<Portfolio, Portfolio>
{
private readonly Func<Portfolio, bool> _changed;
private readonly Portfolio _portfolio;
private readonly IConnector _connector;
public PortfolioRule(Portfolio portfolio, IConnector connector, Func<Portfolio, bool> changed) : base(portfolio)
{
if (portfolio == null)
throw new ArgumentNullException("portfolio");
if (changed == null)
throw new ArgumentNullException("changed");
_changed = changed;
_portfolio = portfolio;
_connector = connector;
_connector.PortfolioChanged += OnPortfolioChanged;
}
private void OnPortfolioChanged(Portfolio portfolio)
{
if ((portfolio==_portfolio) && _changed(_portfolio))
Activate(_portfolio);
}
protected override void DisposeManaged()
{
_connector.PortfolioChanged -= OnPortfolioChanged;
base.DisposeManaged();
}
}
public static MarketRule<Portfolio, Portfolio> WhenMoneyMore(this Portfolio portfolio, Unit money)
{
if (portfolio == null)
throw new ArgumentNullException("portfolio");
if (money == null)
throw new ArgumentNullException("money");
var finishMoney = money.Type == UnitTypes.Limit ? money : portfolio.CurrentValue + money;
return new PortfolioRule(portfolio, pf => pf.CurrentValue > finishMoney)
{
Name = "Money increase of portfolio {0} above {1}".Put(portfolio, finishMoney)
};
}
PortfolioRule 规则订阅了 IPortfolioProvider.PortfolioChanged 事件,一旦事件被触发,就会检查投资组合中的当前资金水平是否超过指定的限额。如果条件返回 true,则通过 MarketRule<TToken,TArg>.Activate 方法激活该规则。