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- using System.Collections.Generic;
- using QuantSys.Analytics.Timeseries.Indicators.Abstraction;
- using QuantSys.MarketData;
- using QuantSys.TradeEngine.AccountManagement;
- namespace QuantSys.TradeEngine.Strategy
- {
- public abstract class AbstractStrategy
- {
- public const double DEFAULT_LOT_SIZE = 10000;
- public Dictionary<string, AbstractIndicator> indicatorList;
- public Dictionary<string, AbstractChannel> channelList;
- public bool IsLive { get; set; }
- protected IAccountManager IAccountManager;
- public void SetAccountManager(IAccountManager am)
- {
- this.IAccountManager = am;
- }
- public AbstractStrategy()
- {
- indicatorList = new Dictionary<string, AbstractIndicator>();
- }
- protected void AttachIndicator(string indicatorName, AbstractIndicator i)
- {
- indicatorList.Add(indicatorName, i);
- }
- protected void AttachChannel(string indicatorName, AbstractChannel i)
- {
- channelList.Add(indicatorName, i);
- }
- public abstract void OnTick(params Tick[] t);
- }
- }
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