public void OnPositionOpened(Portfolio portfolio, Position position, bool queued)
{
var e = new OnPositionOpened(portfolio, position);
if (queued)
this.queue.Enqueue(e);
else
OnEvent(e);
}
internal virtual void vmethod_36(Position position)
{
if (this.IsInstance)
{
this.OnPositionChanged(position);
}
}
internal virtual void vmethod_35(Position position)
{
if (this.IsInstance)
{
this.OnPositionClosed(position);
List<Stop> list = this.idArray_0[position.Instrument.Id];
if (list != null)
{
for (int i = 0; i < list.Count; i++)
{
if (list[i].position == position)
{
list[i].Cancel();
}
}
}
}
}
internal virtual void vmethod_34(Position position)
{
if (this.IsInstance)
{
this.OnPositionOpened(position);
}
}
protected override void OnPositionClosed(Position position)
{
// When a position is closed, cancel the limit and stop
// orders that might be associated with this position.
// But only cancel if the order has not been filled or
// not been cancelled already.
if (OCAExitEnabled && !(limitOrder.IsFilled || limitOrder.IsCancelled))
Cancel(limitOrder);
// Allow entries once again, since our position is closed.
entryEnabled = true;
}
private Stop(Strategy strategy, Position position, DateTime time, double level = 0, StopType type = StopType.Trailing, StopMode mode = StopMode.Percent)
{
this.strategy = strategy;
this.position = position;
this.instrument = position.Instrument;
this.qty = position.Qty;
this.side = position.Side;
this.type = type;
this.mode = mode;
this.creationTime = strategy.framework.Clock.DateTime;
this.completionTime = time;
this.stopPrice = GetInstrumentPrice();
if (this.completionTime > this.creationTime)
strategy.framework.Clock.AddReminder(new Reminder(this.method_9, this.completionTime, null));
}
public Stop(Strategy strategy, Position position, double level, StopType type, StopMode mode)
:this(strategy, position, DateTime.MinValue, level, type, mode)
{
}
protected virtual void OnPositionChanged(Position position)
{
}
public override void OnPositionChanged(Position position)
{
if (HasLongPosition(1))
SellStop(position.Qty, position.Price * 0.9975, "StopLoss");
if (HasShortPosition(1))
BuyStop(position.Qty, position.Price * (2 - 0.9975), "StopLoss");
}
public override void OnPositionClosed(Position position)
{
hold = true;
canEntry = false;
}
public override void OnPositionOpened(Position position)
{
SetStop(position.Price * 0.995, StopType.Trailing);
}
public override void OnPositionChanged(Position position)
{
if (HasLongPosition(1))
SellLimit(position.Qty, position.Price + 1, "TakeProfit");
if (HasShortPosition(1))
BuyLimit(position.Qty, position.Price - 1, "TakeProfit");
}
internal void OnPositionClosed(Portfolio portfolio, Position position, bool queued)
{
var e = new OnPositionClosed(portfolio, position);
if (queued)
this.queue.Enqueue(e);
else
OnEvent(e);
}
protected virtual void OnPositionOpened(Position position)
{
}
public OnPositionOpened(Portfolio portfolio, Position position)
{
Portfolio = portfolio;
Position = position;
}
protected virtual void OnPositionClosed(Position position)
{
}
public OnPositionChanged(Portfolio portfolio, Position position)
{
Portfolio = portfolio;
Position = position;
}
public override object Read(BinaryReader reader, byte version)
{
var p = new Position();
if (version >= 1)
{
p.PortfolioId = reader.ReadInt32();
p.InstrumentId = reader.ReadInt32();
p.Amount = reader.ReadDouble();
p.QtyBought = reader.ReadDouble();
p.QtySold = reader.ReadDouble();
}
return p;
}
internal void OnPositionChanged(Portfolio portfolio, Position position)
{
if (Strategy?.Status == StrategyStatus.Running)
Strategy.EmitPositionChanged(position);
}
public Stop(Strategy strategy, Position position, DateTime time)
:this(strategy, position, time, 0, StopType.Trailing, StopMode.Percent)
{
}
public PositionEventArgs(Portfolio portfolio, Position position) : base(portfolio)
{
Position = position;
}
protected override void OnPositionOpened(Position position)
{
UpdateExitLimit();
}
protected override void OnPositionOpened(Position position)
{
// If we want to exit trades using the Stop method, set a
// a trailing stop indicator when the position is
// first opened. The stop indicator is not a stop loss
// order that can be executed by a broker. Instead, the stop
// just fires the OnStopExecuted event when it it triggered.
if (StopExitEnabled)
AddStop(new Stop(this, position, StopLevel, StopType, StopMode));
}
