Beispiel #1
0
        //Retreive data from config to initialise the rule
        public override void Init()
        {
            //At a minumum need SymbolCode & CloseTime or CloseMinsFromOpen
            if (StrategyConfig.Config.TryGetValue(StrategyConfiguration.EXCHANGE, out SymbolCode))
            {
                IsInitialised = false;
            }
            if (SymbolCode == "" || SymbolCode == null)
            {
                IsInitialised = false;
            }

            bool initSuccess = false;

            if (RuleConfig.Params.TryGetValue(RuleConfiguration.REDUCERISKAFTEROPEN, out object reduceRiskAfterOpen))
            {
                if (TimeSpan.TryParse(reduceRiskAfterOpen.ToString(), out ReduceRiskAfterOpen))
                {
                    initSuccess = true;
                }
            }

            if (RuleConfig.Params.TryGetValue(RuleConfiguration.REDUCERISKTIME, out object reduceRiskTime))
            {
                if (TimeSpan.TryParse(reduceRiskTime.ToString(), out ReduceRiskTime))
                {
                    initSuccess = true;
                }
            }

            if (!initSuccess)
            {
                IsInitialised = false;
            }

            DateTimeZoneCalc = new DateTimeZoneCalculator(SymbolCode);

            //Wait until OpenForTrading notifies before becoming active
            IsActive = false;
        }
Beispiel #2
0
        //Retreive data from config to initialise the rule
        public override void Init()
        {
            //At a minumum need SymbolCode & CloseTime or CloseMinsFromOpen
            SymbolCode = StrategyConfig.Exchange;
            if (SymbolCode == "" || SymbolCode == null)
            {
                IsInitialised = false;
            }

            bool initSuccess = false;

            if (RuleConfig.Params.TryGetValue(RuleConfiguration.REDUCERISKAFTEROPEN, out object reduceRiskAfterOpen))
            {
                if (TimeSpan.TryParse(reduceRiskAfterOpen.ToString(), out ReduceRiskAfterOpen))
                {
                    initSuccess = true;
                }
            }

            if (RuleConfig.Params.TryGetValue(RuleConfiguration.REDUCERISKTIME, out object reduceRiskTime))
            {
                if (TimeSpan.TryParse(reduceRiskTime.ToString(), out ReduceRiskTime))
                {
                    initSuccess = true;
                }
            }

            if (!initSuccess)
            {
                IsInitialised = false;
            }

            DateTimeZoneCalc = new DateTimeZoneCalculator(SymbolCode);

            //Listen for state updates for the OpenTime
            StateManager.ListenForStateUpdates();
        }
Beispiel #3
0
        //Retreive data from config to initialise the rule
        public override void Init()
        {
            //At a minumum need SymbolCode & CloseTime or CloseMinsFromOpen
            SymbolCode = StrategyConfig.Exchange;
            if (String.IsNullOrEmpty(SymbolCode))
            {
                IsInitialised = false;
            }

            bool initSuccess = false;

            if (RuleConfig.Params.TryGetValue(RuleConfiguration.TERMINATEAFTEROPEN, out object terminateAfterOpen))
            {
                if (TimeSpan.TryParse(terminateAfterOpen.ToString(), out TerminateAfterOpen))
                {
                    initSuccess = true;
                }
            }

            if (RuleConfig.Params.TryGetValue(RuleConfiguration.TERMINATETIME, out object terminateTime))
            {
                if (TimeSpan.TryParse(terminateTime.ToString(), out TerminateTime))
                {
                    initSuccess = true;
                }
            }

            if (!initSuccess)
            {
                IsInitialised = false;
            }

            DateTimeZoneCalc = new DateTimeZoneCalculator(SymbolCode);

            //Listen for state updates for the OpenTime
            StateManager.ListenForStateUpdates();
        }
Beispiel #4
0
        public override void Init()
        {
            //At a minumum need SymbolCode to determine TimeZone & OpenTime
            SymbolCode = StrategyConfig.Exchange;
            if (String.IsNullOrEmpty(SymbolCode))
            {
                IsInitialised = false;
            }

            if (!RuleConfig.Params.TryGetValue(RuleConfiguration.OPENTIME, out object openTime))
            {
                IsInitialised = false;
            }
            ;
            if (!TimeSpan.TryParse(openTime.ToString(), out OpenTime))
            {
                IsInitialised = false;
            }

            //Configure which days of the week to trade
            if (RuleConfig.Params.TryGetValue(RuleConfiguration.OPENWEEKDAYS, out object openWeekDays))
            {
                if (openWeekDays is IEnumerable OpenWeekDaysArray)
                {
                    foreach (object day in OpenWeekDaysArray)
                    {
                        switch (day.ToString())
                        {
                        case "Monday":
                            OpenMonday = true;
                            break;

                        case "Tuesday":
                            OpenTuesday = true;
                            break;

                        case "Wednesday":
                            OpenWednesday = true;
                            break;

                        case "Thursday":
                            OpenThursday = true;
                            break;

                        case "Friday":
                            OpenFriday = true;
                            break;

                        case "Saturday":
                            OpenSaturday = true;
                            break;

                        case "Sunday":
                            OpenSunday = true;
                            break;
                        }
                    }
                }
            }

            //Configure specific dates to trade
            if (RuleConfig.Params.TryGetValue(RuleConfiguration.OPENANYDATE, out object openAnyDate))
            {
                Boolean.TryParse(openAnyDate.ToString(), out OpenAnyDate);
            }

            if (!OpenAnyDate)
            {
                if (RuleConfig.Params.TryGetValue(RuleConfiguration.OPENDATES, out object openDates))
                {
                    if (openDates is IEnumerable OpenDatesArray)
                    {
                        foreach (object date in OpenDatesArray)
                        {
                            if (DateTime.TryParse(date.ToString(), out DateTime dateTime))
                            {
                                OpenDates.Add(dateTime);
                            }
                        }
                    }
                }
            }
            DateTimeZoneCalc = new DateTimeZoneCalculator(SymbolCode);
        }