/*
* Caveat: if order-placing failed, it won't send again
*
*/
public async void Run(float curPrice)
{
if (EntryPrice > 0)
{
string wd = DateTime.Now.DayOfWeek.ToString().Substring(0, 3);
DateTime lmt_time = DateTime.Parse(DateTime.Now.ToLongDateString() + " " +
FinalTime.AddSeconds(LmtOrderTime * -1).ToShortTimeString());
DateTime final_time = DateTime.Parse(DateTime.Now.ToLongDateString() + " " +
FinalTime.ToShortTimeString());
if (Days.Select(x => x.Name).ToList().Contains(wd))
{
TypeAccessor accessor = BaseOrderTypeAccessor.GetAccessor(OT_pre);
double i = (DateTime.Now - lmt_time).TotalMinutes;
if ((DateTime.Now - lmt_time).TotalMinutes < 5 && lmt_time > pre_sent_dt && lmt_time <= DateTime.Now)
{
if (ActionType == ActionType.Long)
{
accessor[OT_pre, "LmtPrice"] = (curPrice - (float)Strategy.Symbol.MinTick * Slippage).ToString();
bool r = await Controllers.OrderManager.ProcessSignal(Strategy.Script, Strategy, OrderAction.PreForceExitLong, DateTime.Now, OT_pre, curPrice);
if (r)
{
pre_sent_dt = DateTime.Now;
}
}
if (ActionType == ActionType.Short)
{
accessor[OT_pre, "LmtPrice"] = (curPrice + (float)Strategy.Symbol.MinTick * Slippage).ToString();
bool r = await Controllers.OrderManager.ProcessSignal(Strategy.Script, Strategy, OrderAction.PreForceExitShort, DateTime.Now, OT_pre, curPrice);
if (r)
{
pre_sent_dt = DateTime.Now;
}
}
}
if ((DateTime.Now - final_time).TotalMinutes < 5 && final_time > final_sent_dt && final_time <= DateTime.Now)
{
if (ActionType == ActionType.Long)
{
bool r = await Controllers.OrderManager.ProcessSignal(Strategy.Script, Strategy, OrderAction.FinalForceExitLong, DateTime.Now, OT_final, curPrice);
if (r)
{
final_sent_dt = DateTime.Now;
}
}
if (ActionType == ActionType.Short)
{
bool r = await Controllers.OrderManager.ProcessSignal(Strategy.Script, Strategy, OrderAction.FinalForceExitShort, DateTime.Now, OT_final, curPrice);
if (r)
{
final_sent_dt = DateTime.Now;
}
}
}
}
}
}
public async void Calc(float curPrice, string symbol = null)
{
CurPrice = curPrice;
foreach (var stat in Strategy.AccountStat)
{
stat.Value.CurPrice = curPrice;
}
if (EntryPrice > 0)
{
if (Level > 0)
{
if (ActionType == ActionType.Long)
{
HighestProfit = Math.Max(HighestProfit, curPrice - EntryPrice);
}
else
{
HighestProfit = Math.Max(HighestProfit, EntryPrice - curPrice);
}
// ignore the duplicated signal processing
if (HighestProfit - _highestProfitSinceLastSent >= (double)(ModifyThreshold * Strategy.Symbol.MinTick))
{
int profit_class = HighestProfit / EntryPrice < ProfitTarget / 100 ? 0 :
1 + (int)((HighestProfit / EntryPrice - ProfitTarget / 100) / (ProfitTarget / 100 * TargetIncrement));
profit_class = profit_class > Level ? Level : profit_class;
ProfitClass = Math.Max(ProfitClass, profit_class);
if (ProfitClass > 0)
{
TypeAccessor accessor = BaseOrderTypeAccessor.GetAccessor(OT_stopProfit);
if (ActionType == ActionType.Long)
{
StopPrice = EntryPrice + HighestProfit * (BaseLine / 100 + DropIncrement / 100 * (ProfitClass - 1));
if (curPrice <= StopPrice + (float)(SubmitThreshold * Strategy.Symbol.MinTick))
{
accessor[OT_stopProfit, "LmtPrice"] = StopPrice.ToString();
accessor[OT_stopProfit, "AuxPrice"] = StopPrice.ToString();
bool r = await Controllers.OrderManager.ProcessSignal(Strategy.Script, Strategy, OrderAction.APSLong, DateTime.Now, OT_stopProfit, curPrice);
if (r)
{
_highestProfitSinceLastSent = HighestProfit;
}
}
}
else if (ActionType == ActionType.Short)
{
StopPrice = EntryPrice - HighestProfit * (BaseLine / 100 + DropIncrement / 100 * (ProfitClass - 1));
if (curPrice >= StopPrice - (float)(SubmitThreshold * Strategy.Symbol.MinTick))
{
accessor[OT_stopProfit, "LmtPrice"] = StopPrice.ToString();
accessor[OT_stopProfit, "AuxPrice"] = StopPrice.ToString();
bool r = await Controllers.OrderManager.ProcessSignal(Strategy.Script, Strategy, OrderAction.APSShort, DateTime.Now, OT_stopProfit, curPrice);
if (r)
{
_highestProfitSinceLastSent = HighestProfit;
}
}
}
}
}
}
// stop loss
if (Stoploss > 0)
{
// ignore duplicated signal processing
if (Stoploss != _stoplossLastSent)
{
float sp = 0; // stop price
TypeAccessor accessor = BaseOrderTypeAccessor.GetAccessor(OT_stopLoss);
float stoploss = (float)Stoploss;
switch (StoplossSelector)
{
case 0: // in points/dollars(actual value)
// remain unchanged
break;
case 1: // in ticks
stoploss *= (float)Strategy.Symbol.MinTick;
break;
case 2: // in percentage
stoploss = (float)(EntryPrice * Stoploss * 0.01);
break;
case 3: // from AFL sript;
// remain unchanged
break;
}
if (ActionType == ActionType.Long)
{
StopLossPrice = sp = EntryPrice - stoploss;
if (curPrice <= sp + (float)(SubmitThreshold * Strategy.Symbol.MinTick))
{
accessor[OT_stopLoss, "LmtPrice"] = sp.ToString();
accessor[OT_stopLoss, "AuxPrice"] = sp.ToString();
bool r = await Controllers.OrderManager.ProcessSignal(Strategy.Script, Strategy, OrderAction.StoplossLong, DateTime.Now, OT_stopLoss, curPrice);
if (r)
{
_stoplossLastSent = Stoploss;
}
}
}
else if (ActionType == ActionType.Short)
{
StopLossPrice = sp = EntryPrice + stoploss;
if (curPrice >= sp - (float)(SubmitThreshold * Strategy.Symbol.MinTick))
{
accessor[OT_stopLoss, "LmtPrice"] = sp.ToString();
accessor[OT_stopLoss, "AuxPrice"] = sp.ToString();
bool r = await Controllers.OrderManager.ProcessSignal(Strategy.Script, Strategy, OrderAction.StoplossShort, DateTime.Now, OT_stopLoss, curPrice);
if (r)
{
_stoplossLastSent = Stoploss;
}
}
}
}
}
}
}
