//public void SendOneOrderTest(string symbol,bool sell)
//{
// IOrdersManager ordersManager = ((UNLManager) UNLManagerDic[symbol]).OrdersManager;
// ordersManager.TestTrading(true);
//}
public void SendOneOrderTest(TradeOrderData tradeOrderData)
{
//IOrdersManager ordersManager = ((UNLManager)UNLManagerDic[tradeOrderData.Symbol]).OrdersManager;
//ordersManager.TestTrading(tradeOrderData);
ITradingManager tradeManager = ((UNLManager)UNLManagerDic[tradeOrderData.Symbol]).TradingManager;
tradeManager.TestTrading(tradeOrderData);
}
/// <summary>
/// Add a execution to our statistic (e.g. for backtesting).
/// </summary>
/// <param name="tradingmanager"></param>
/// <param name="nameofthestrategy"></param>
/// <param name="execution"></param>
public void Add(ITradingManager tradingmanager, string nameofthestrategy, IExecution execution)
{
//Statistic stat = new Statistic(tradingmanager, nameofthestrategy, execution);
//if (stat.IsValid)
//{
// this.List.Add(stat);
//}
this.List.Add(new Statistic(tradingmanager, nameofthestrategy, execution));
}
/// <summary>
/// Standard constructor with finalised executions (all data from trade and order is available).
/// You should use this when you create statistic data during a backtest.
/// </summary>
/// <param name="tradingmanager"></param>
/// <param name="nameofthestrategy"></param>
/// <param name="execution"></param>
public Statistic(ITradingManager tradingmanager, string nameofthestrategy, IExecution execution)
{
//Logging only on flat transactions then we have all data available (entry & exit)
if (execution.MarketPosition == PositionType.Flat)
{
//get the trade with all data
int tradeid = tradingmanager.GetTradeIdByExecutionId(execution.ExecutionId);
ITradingTrade trade = tradingmanager.GetTrade(tradeid);
if (trade != null)
{
//Log all data
this.NameOfTheStrategy = nameofthestrategy;
this.Instrument = execution.Instrument.ToString();
this.TradeDirection = trade.EntryOrder.IsLong ? PositionType.Long : PositionType.Short;
this.TimeFrame = execution.Order.TimeFrame.ToString();
this.ProfitLoss = trade.ProfitLoss;
this.ProfitLossPercent = trade.ProfitLossPercent;
this.ExitReason = trade.ExitReason;
this.ExitPrice = trade.ExitPrice;
this.ExitDateTime = execution.Time;
this.ExitQuantity = execution.Quantity;
this.ExitOrderType = execution.Order.OrderType;
this.EntryDateTime = trade.EntryOrder.CreationTime;
this.EntryPrice = trade.EntryOrder.Price;
this.EntryQuantity = trade.EntryOrder.Quantity;
this.EntryOrderType = trade.EntryOrder.Type;
this.StopPrice = execution.Order.StopPrice;
//everything is fine
this.IsValid = true;
}
//we do not have a target.
//this.TargetPrice
}
}
