public IMonitor_Door Run(Monitor_UnderlyingPrice.Signal signal)
{
if (signal == Monitor_UnderlyingPrice.Signal.Rebalance)
{
// Canceling 상태로 재빨리 옮겨야 한다.
Monitor_Door_Canceling next = new Monitor_Door_Canceling(_parent, _orders);
return next;
}
// 위험해 보이는 주문은 취소하고 너무 많이 취소 했다면 다시 진행하도록 한다.
int canceledCountThisTurn = CancelDangerousOrders();
_canceledOrderCount += canceledCountThisTurn;
int cancedOrderPercent = 100 * _canceledOrderCount / (1 + _orders.Count);
if (cancedOrderPercent >= 10)
{
Monitor_Door_Canceling next = new Monitor_Door_Canceling(_parent, _orders);
return next;
}
int emptyChannel = GetEmptyChannelCount();
for (int i = 0; i < emptyChannel; ++i)
{
EnterNewDoorOrder();
}
return this;
}
public IMonitor_Door Run(Monitor_UnderlyingPrice.Signal signal)
{
if (_parent.EnterAfterCancel)
{
// rebalancing signal이 오고 AutoEnter 상태라면 Entering state로 변경
Monitor_Door_Entering next = new Monitor_Door_Entering(_parent);
return next;
}
return this;
}
public MonitorController_Door(STR_Door parent)
{
Parent = parent;
double targetStrikeOffset = Parent.Input.DoorStrikeOffset;
double moveBuffer = Parent.Input.MoveBuffer;
MonitorPrice = new Monitor_UnderlyingPrice(targetStrikeOffset, moveBuffer);
_monitorDoor = new Monitor_Door_Ready(this);
_futureCode = KospiFutureUtil.Ins().KFI.Code;
_monitorTime = DateUtil.GetTodayDateTime(12 + 2 + Const.kHourAdjustment_End, 59, 59);
this.EnterAfterCancel = false;
this.EnterMinCount = true;
}
public IMonitor_Door Run(Monitor_UnderlyingPrice.Signal signal)
{
// 모든 주문이 Cancel되면 Ready상태로 간다.
if (IsAllDone())
{
Monitor_Door_Ready next = new Monitor_Door_Ready(_parent);
return next;
}
int emptyCount = GetEmptyChannelCount();
for (int i = 0; i < emptyCount; ++i)
{
CancelOrder();
}
return this;
}