public PositionImpl(string positionEncoded, MT4 utils)
{
var bp = new DDParser(positionEncoded, MT4.ArgStartC, MT4.ArgEndC);
var p = new SDParser(bp.pop(), '|');
_tCount = int.Parse(p.pop(), CultureInfo.InvariantCulture);
_hCount = int.Parse(p.pop(), CultureInfo.InvariantCulture);
_str = AsString();
//
var sz = int.Parse(bp.pop(), CultureInfo.InvariantCulture);
LiveOrders = new Dictionary <long, IOrderInfo>((int)(sz * 1.2));
for (var i = 0; i < sz; i++)
{
var oi = new OrderImpl(bp.pop(), utils);
LiveOrders.Add(oi.TicketNumber, oi);
}
sz = int.Parse(bp.pop(), CultureInfo.InvariantCulture);
HistoricalOrders = new Dictionary <long, IOrderInfo>((int)(sz * 1.2));
for (var i = 0; i < sz; i++)
{
var oi = new OrderImpl(bp.pop(), utils);
HistoricalOrders.Add(oi.TicketNumber, oi);
}
}
public bool Equals(OrderImpl other)
{
if (ReferenceEquals(null, other))
{
return(false);
}
if (ReferenceEquals(this, other))
{
return(true);
}
return(other.TicketNumber == TicketNumber);
}
public List <IOrderInfo> Adjust()
{
bool hedgesFound;
do
{
hedgesFound = false;
var bIx = 0;
while (bIx < _buySide.Count)
{
if (CheckHedges(_buySide[bIx]))
{
hedgesFound = true;
continue; // continue walking BUY side
}
//
bIx++;
}
} while (hedgesFound);
//
// flatten buy&sell sides
var history = _buySide.SelectMany(infos => infos.ToArray()).ToList();
history.AddRange(_sellSide.SelectMany(infos => infos.ToArray()));
history.Sort((o1, o2) => o1.Ticket() > o2.Ticket() ? 1 : -1);
//
// process from#/to# orders
foreach (var orderInfo in history)
{
var prevTicket = PrevTicketFromComment(orderInfo);
var nextTicket = NextTicketFromComment(orderInfo);
IOrderInfo prev, next;
_orders.TryGetValue(prevTicket, out prev);
_orders.TryGetValue(nextTicket, out next);
if (prev != null)
{
orderInfo.SetPrev(prev);
}
if (next != null)
{
orderInfo.SetNext(next);
}
if (prevTicket != 0 && prev == null ||
nextTicket != 0 && next == null)
{
OrderImpl oi = orderInfo as OrderImpl;
if (oi != null)
{
if (oi._prev == 0 && prevTicket != 0)
{
oi._prev = prevTicket;
}
if (oi._next == 0 && nextTicket != 0)
{
oi._next = nextTicket;
}
}
}
}
_toResolve.AddRange(history.Where(
order => order.GetComment().Equals(@"partial close") && order.GetPrev() == 0));
_history.AddRange(history.Where(
order => !order.GetComment().Equals(@"partial close") || order.GetPrev() != 0));
//
foreach (var orderInfo in _live)
{
OrderImpl oi = orderInfo as OrderImpl;
if (oi != null && oi._prev == 0)
{
oi._prev = PrevTicketFromComment(orderInfo);
}
}
//
foreach (var order in _history)
{
order.LotsBeforeClose = order.LotsClosed = Lots(order);
var o = order;
IOrderInfo next;
while (_orders.TryGetValue(o.GetNext(), out next))
{
order.LotsBeforeClose += Lots(next);
o = next;
}
}
//
return(_toResolve);
}