private void MakeOrdersForTest()
{
ordersForTest = new List <MarketOrder>
{
new MarketOrder
{
Symbol = "EURUSD",
Volume = 10000,
Side = 1,
PriceEnter = 1.3290f,
TimeEnter = DateTime.Now.AddMinutes(-60 * 24 * 3),
State = PositionState.Opened,
ExpertComment = MarketOrder.MakeSignalComment(serviceId),
MasterOrder = 10001
},
new MarketOrder
{
Symbol = "EURUSD",
Volume = 40000,
Side = -1,
PriceEnter = 1.3240f,
TimeEnter = DateTime.Now.AddMinutes(-60 * 100),
State = PositionState.Opened,
ExpertComment = MarketOrder.MakeSignalComment(serviceId),
//MasterOrder = 10002
},
new MarketOrder
{
Symbol = "USDJPY",
Volume = 20000,
Side = 1,
PriceEnter = 90.67f,
TimeEnter = DateTime.Now.AddMinutes(-23 * 100),
State = PositionState.Opened,
ExpertComment = MarketOrder.MakeSignalComment(serviceId),
MasterOrder = 10003
},
new MarketOrder
{
Symbol = "EURGBP",
Volume = 20000,
Side = -1,
PriceEnter = 1.2000f,
TimeEnter = DateTime.Now.AddMinutes(-117 * 100),
State = PositionState.Opened,
ExpertComment = MarketOrder.MakeSignalComment(serviceId),
MasterOrder = 10004
}
};
ordersForTest.ForEach(o => o.AccountID = testAccountId);
}
private static void ProcessSignalOpenOrder(TradeSignalActionTrade action)
{
try
{
var signalRecord = EnqueueProcessedSignalRecord(action);
using (var ctx = DatabaseContext.Instance.Make())
{
// получить информацию по настройкам торговых сигналов
var subscriptions = (from subsSig in ctx.SUBSCRIPTION_SIGNAL
where (subsSig.AutoTrade ?? false) && subsSig.Service == action.ServiceId && subsSig.TargetAccount.HasValue
select subsSig).ToList();
foreach (var sub in subscriptions)
{
var volm = sub.FixedVolume ?? 0;
if (volm == 0)
{
volm = GetNewOrderVolume(action, ctx, sub);
}
// объем входа недопустимо мал либо ошибка в расчете
if (volm == 0)
{
return;
}
var order = new MarketOrder
{
// ReSharper disable PossibleInvalidOperationException
AccountID = sub.TargetAccount.Value,
// ReSharper restore PossibleInvalidOperationException
Volume = volm,
Side = action.Side,
Symbol = action.Ticker,
StopLoss = (float?)action.StopLoss,
TakeProfit = (float?)action.TakeProfit,
Magic = action.OrderId,
ExpertComment =
MarketOrder.MakeSignalComment(
action.ServiceId),
MasterOrder = action.OrderId
};
try
{
var status =
ProxyTrade.SendNewOrderRequest(ProtectedOperationContext.MakeServerSideContext(),
action.OrderId, order, OrderType.Market,
(decimal)action.Price, 0);
if (signalRecord.subscriberAccountProcessingStatus.ContainsKey(order.AccountID))
{
Logger.ErrorFormat("Сигнал {0} - повторная отправка на счет {1}",
action, order.AccountID);
}
else
{
signalRecord.subscriberAccountProcessingStatus[order.AccountID] = status;
}
if (status != RequestStatus.OK)
{
Logger.ErrorFormat("ProcessSignalOpenOrder - ошибка обработки сервером" +
" запроса SendNewOrderRequest, master order: {0}, account: {1}, {2}",
action.OrderId, sub.TargetAccount, status);
}
}
catch (Exception ex)
{
Logger.ErrorFormat(
"ProcessSignalOpenOrder - ошибка отправки запроса SendNewOrderRequest, master order: {0}, account: {1}, {2}",
action.OrderId, sub.TargetAccount, ex);
}
}
}
}
catch (Exception ex)
{
Logger.DebugFormat("ProcessSignalOpenOrder(#{0} - {1}) - исключение: {2}",
action.OrderId, action.Ticker, ex);
}
}
