public JsonResult EmulateData()
{
Common.Entities.Settings settings = null;
Models.TradeModel tradeModel = new Models.TradeModel();
IDictionary <Func <Common.Entities.Order, bool>, Action <UnitOfWork, Common.Entities.Order> > actions = new Dictionary <Func <Common.Entities.Order, bool>, Action <UnitOfWork, Common.Entities.Order> >();
IDictionary <Func <Common.Entities.StopOrder, bool>, Action <UnitOfWork, Common.Entities.StopOrder> > stop_actions = new Dictionary <Func <Common.Entities.StopOrder, bool>, Action <UnitOfWork, Common.Entities.StopOrder> >();
actions.Add((o) => { return(o.OrderOperation == OrderOperationEnum.Sell); },
(unit, order) =>
{
Common.Entities.Position pos = tradeModel.ApplyOrder(unit, order, settings);
pos.CurrentBalance -= order.Count;
});
actions.Add((o) => { return(o.OrderOperation == OrderOperationEnum.Buy); },
(unit, order) =>
{
Common.Entities.Position pos = tradeModel.ApplyOrder(unit, order, settings);
pos.CurrentBalance += order.Count;
});
stop_actions.Add((o) => { return(o.OrderOperation == OrderOperationEnum.Sell); }, (unit, order) =>
{
Models.StopOrderExecute execute = new Models.StopOrderExecute(new Models.SellStrategy());
execute.ApplyStop(unit, order, settings);
});
stop_actions.Add((o) => { return(o.OrderOperation == OrderOperationEnum.Buy); }, (unit, order) =>
{
Models.StopOrderExecute execute = new Models.StopOrderExecute(new Models.BuyStrategy());
execute.ApplyStop(unit, order, settings);
});
using (UnitOfWork unit = new UnitOfWork((DbContext) new DataContext()))
{
settings = unit.SettingsRepository.All <Common.Entities.Settings>(null).Single();
var stop_orders = unit.StopOrderRepository.Query <Common.Entities.StopOrder>(o => o.OrderState == OrderStateEnum.IsActive).ToList();
foreach (Common.Entities.StopOrder order in stop_orders)
{
stop_actions.Single(a => a.Key(order)).Value.Invoke(unit, order);
}
unit.Commit();
var orders_all = unit.OrderRepository.All <Common.Entities.Order>().ToList();
var activeOrders = orders_all.Where(o => o.OrderState == OrderStateEnum.IsActive).ToList();
foreach (Common.Entities.Order order in activeOrders)
{
actions.Single(a => a.Key(order)).Value.Invoke(unit, order);
}
unit.Commit();
}
return(Json("ok", JsonRequestBehavior.AllowGet));
}
public JsonResult CreateStopOrders()
{
Common.Entities.Settings settings = null;
IDictionary <Func <Common.Entities.Order, bool>, Action <UnitOfWork, Common.Entities.Order, Common.Entities.Transaction> > actions = new Dictionary <Func <Common.Entities.Order, bool>, Action <UnitOfWork, Common.Entities.Order, Common.Entities.Transaction> >();
actions.Add((o) => { return(o.OrderOperation == OrderOperationEnum.Buy); },
(unit, order, trn) =>
{
Models.StopOrderCreator creator = new Models.StopOrderCreator(new Models.CreateSellStrategy());
creator.Create(unit, order, settings, trn);
});
actions.Add((o) => { return(o.OrderOperation == OrderOperationEnum.Sell); },
(unit, order, trn) =>
{
Models.StopOrderCreator creator = new Models.StopOrderCreator(new Models.CreateBuyStrategy());
creator.Create(unit, order, settings, trn);
});
using (UnitOfWork unit = new UnitOfWork((DbContext) new DataContext()))
{
settings = unit.SettingsRepository.All <Common.Entities.Settings>(null).Single();
var transactions = unit.TransactionRepository.Query <Common.Entities.Transaction>(t => !t.Processed && t.Status == 3 && t.Name == "Ввод заявки", null).ToList();
foreach (Common.Entities.Transaction transaction in transactions)
{
var order = unit.OrderRepository.Query <Common.Entities.Order>(o => o.Number == transaction.OrderNumber && o.OrderState == OrderStateEnum.Executed).SingleOrDefault();
if (order != null)
{
actions.Single(a => a.Key(order)).Value.Invoke(unit, order, transaction);
}
}
unit.Commit();
}
return(Json("ok", JsonRequestBehavior.AllowGet));
}