HK Stocks/IndicesFuture static/streaming Data adapter for .NET WLD/WLP 5.x

Spent over 10 days, have just finished the programming works, a custom static/streaming data adapter now works perfectly for my HK stocks and indices future trading, including the Strategy Monitor features

 

well done!
congratulations!

 

Hey AdvTrader,

I meet you again, and have to congratulate once more.

Im presently doing simillar project for some european stocks. Could you please direct me to what sources did you use as a start point for your dataprovider?

Cheers, DikesX

 

PS:In case you need a custom made commission extension for your testing, here is a sample:

public class CommisionING : Commission
{
public override double Calculate(WealthLab.TradeType tradeType, WealthLab.OrderType orderType, double orderPrice, double shares, WealthLab.Bars bars)
{
double comm = 0.0025 * orderPrice * shares + 5;
if (comm < 10)
comm = 10;
return comm;
}
public override string FriendlyName { get { return "ING"; } }
public override string Description { get { return "ING Securities"; } }

}

 

The data source being used is provided by my broker, I've to hack my account to get the data using shared memory attribute in the DLL.

 

Sounds like real fine job done by you.
I have trouble implementing streaming data adapter. Did you start your project using google static provider as a starting point or another example? Can you provide a link?
Thanks.

 

yup, google static provider example would be a good hint for designing the streaming adapter.

 

Could you tell what interfaces need to be implemented in my dataprovider in order to be recognized as STREAMING by the wealthlab?

 

WealthLab.StreamingDataProvider

All abstract and virtual method/properties skeletons will be automatically implemented if u'r using some powerful development tools e.g. VS2010

 

Thanks AdvTrader, I will give it a try.

 

Hey AdvTrader,

The Strategy Monitor according to the user guide uses the static provider with the last complete bar. Yet on my machine it hangs with "Symbols pending updates" and does nothing. It posts alerts only when I run it by hand.
What method do I have to implement for it to correctly update data on demand for the Strategy Monitor?
Or, can you post me a source at dikeshu(@)yahoo.com?
Thanks.

 

Would you mind sharing your HK stock data adapter to us? Thanks a lot!

 

here is a picture I'd like to share for those who don't have confidence to develop their own data adapter without any api document but familiar with .net reflector