本文整理汇总了C#中IAlgorithm.SetBrokerageModel方法的典型用法代码示例。如果您正苦于以下问题：C# IAlgorithm.SetBrokerageModel方法的具体用法？C# IAlgorithm.SetBrokerageModel怎么用？C# IAlgorithm.SetBrokerageModel使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类IAlgorithm的用法示例。
在下文中一共展示了IAlgorithm.SetBrokerageModel方法的1个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的C#代码示例。
示例1: Setup
/// <summary>
/// Primary entry point to setup a new algorithm
/// </summary>
/// <param name="algorithm">Algorithm instance</param>
/// <param name="brokerage">New brokerage output instance</param>
/// <param name="job">Algorithm job task</param>
/// <param name="resultHandler">The configured result handler</param>
/// <param name="transactionHandler">The configurated transaction handler</param>
/// <param name="realTimeHandler">The configured real time handler</param>
/// <returns>True on successfully setting up the algorithm state, or false on error.</returns>
public bool Setup(IAlgorithm algorithm, IBrokerage brokerage, AlgorithmNodePacket job, IResultHandler resultHandler, ITransactionHandler transactionHandler, IRealTimeHandler realTimeHandler)
{
_algorithm = algorithm;
// verify we were given the correct job packet type
var liveJob = job as LiveNodePacket;
if (liveJob == null)
{
AddInitializationError("BrokerageSetupHandler requires a LiveNodePacket");
return false;
}
// verify the brokerage was specified
if (string.IsNullOrWhiteSpace(liveJob.Brokerage))
{
AddInitializationError("A brokerage must be specified");
return false;
}
// attach to the message event to relay brokerage specific initialization messages
EventHandler<BrokerageMessageEvent> brokerageOnMessage = (sender, args) =>
{
if (args.Type == BrokerageMessageType.Error)
{
AddInitializationError(string.Format("Brokerage Error Code: {0} - {1}", args.Code, args.Message));
}
};
try
{
Log.Trace("BrokerageSetupHandler.Setup(): Initializing algorithm...");
resultHandler.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Initializing, "Initializing algorithm...");
//Execute the initialize code:
var isolator = new Isolator();
var initializeComplete = isolator.ExecuteWithTimeLimit(TimeSpan.FromSeconds(300), () =>
{
try
{
//Set the live trading level asset/ram allocation limits.
//Protects algorithm from linux killing the job by excess memory:
switch (job.ServerType)
{
case ServerType.Server1024:
algorithm.SetAssetLimits(100, 20, 10);
break;
case ServerType.Server2048:
algorithm.SetAssetLimits(400, 50, 30);
break;
default: //512
algorithm.SetAssetLimits(50, 25, 15);
break;
}
//Set the default brokerage model before initialize
algorithm.SetBrokerageModel(_factory.BrokerageModel);
//Set our default markets
algorithm.SetDefaultMarkets(_factory.DefaultMarkets.ToDictionary());
//Set our parameters
algorithm.SetParameters(job.Parameters);
//Algorithm is live, not backtesting:
algorithm.SetLiveMode(true);
//Initialize the algorithm's starting date
algorithm.SetDateTime(DateTime.UtcNow);
//Set the source impl for the event scheduling
algorithm.Schedule.SetEventSchedule(realTimeHandler);
//Initialise the algorithm, get the required data:
algorithm.Initialize();
//Zero the CashBook - we'll populate directly from brokerage
foreach (var kvp in algorithm.Portfolio.CashBook)
{
kvp.Value.SetAmount(0);
}
}
catch (Exception err)
{
AddInitializationError(err.Message);
}
});
if (!initializeComplete)
{
AddInitializationError("Initialization timed out.");
return false;
}
// let the world know what we're doing since logging in can take a minute
//.........这里部分代码省略.........