public override void ProcessSignal(List <ISignal> signalList)
{
var cl = signalList.Where(v => v.Name.EndsWith("RecentHighPriceCondition")).ToList();
if (cl == null || cl.Count() == 0)
{
return;
}
cl.ForEach(v =>
{
var info = CurrentPortfolio.PositionList.FirstOrDefault(i => i.InstrumentTicker == v.Ticker);
if (info != null && info.Shares == 0)
{
var o = CurrentPortfolio.GenerateOrderByPercent(v.Ticker, v.Price, percent, OrderType.Buy);
if (o != null)
{
o.OrderTime = v.Time;
//info.ProcessOrder(o);
OrderList.Add(o);
}
}
});
}
IOrder Judgement()
{
var inst = GetInstrumentList().FirstOrDefault(v => v.Ticker == CurrentTicker);
var price = 0d;
if (inst != null)
{
price = inst.CurrentPrice;
}
if (IsSlowOverFast && LastSlowValue < LastFastValue)
{
IsSlowOverFast = false;
return(CurrentPortfolio.GenerateOrder(inst.Ticker, price, Order.MinOperationShares, OrderType.Buy));
}
if (!IsSlowOverFast && LastSlowValue < LastFastValue)
{
IsSlowOverFast = true;
return(CurrentPortfolio.GenerateOrder(inst.Ticker, price, Order.MinOperationShares, OrderType.Sell));
}
return(null);
}
protected virtual void OnApplySetting()
{
CurrentPortfolio.ApplyStrategySettings(Settings);
IsDirty = false;
}
