public bool QueueMaintence(IAccountHandlerInterface AccountHandler)
{
//remove sell orders where the holding dont exists on the account
try
{
List <OrderType> SellStoploss = new List <OrderType>();
SellStoploss.Add(OrderType.Sell);
SellStoploss.Add(OrderType.StopLoss);
var OrderQuery =
from t in m_oOrders
join ssl in SellStoploss on t.OrderType equals ssl
select t;
var ObseleteOrders = from o in OrderQuery
from a in AccountHandler.Accounts()
.Where(a => a.Identifier.Equals(o.AccountIdentifier)
&&
a.GetSymbolInHoldings().Contains(o.Symbol)
).DefaultIfEmpty()
where a == null
select o;
/*
* var ObseleteOrders = from a in AccountHandler.Accounts()
* from o in OrderQuery
* .Where(x => a.Identifier.Equals(x.AccountIdentifier)
* &&
* a.GetSymbolInHoldings().Contains(x.Symbol)
* ).DefaultIfEmpty()
* select o;
*/
/*
* var ObseleteOrders = from o in OrderQuery
* from a in AccountHandler.Accounts()
* .Where(a => a.Identifier.Equals(o.AccountIdentifier)
* &&
* a.GetSymbolInHoldings().Contains(o.Symbol)
* ).DefaultIfEmpty()
* select o;*/
int gfgf = ObseleteOrders.Count();
List <IOrder> sds = ObseleteOrders.ToList();
//string[] sdfsd = ObseleteOrders.Select(x => x.Identifier.ToString()).ToArray();
if (ObseleteOrders == null || ObseleteOrders.Count() == 0)
{
return(true);
}
RemoveFilesFromStorage(ObseleteOrders.Where(o => o != null).ToList());
m_oOrders.RemoveRange(ObseleteOrders.Where(o => o != null).ToList());
}
catch (Exception ex)
{
ImperaturGlobal.GetLog().Error("Error in OrderQueue.QueueMaintence", ex);
}
return(true);
}
private List <IOrder> GetBuyOrdersFromTradingRecommencation(List <InstrumentRecommendation> TradingRecommendations)
{
var BuyRecommendations = TradingRecommendations.Where(x => x.TradingRecommendations.Where(tr => tr.TradingForecastMethod != TradingForecastMethod.Undefined && tr.BuyPrice.Amount > 0 && tr.SellPrice.Amount == 0).Count() > 0).ToList();
var BuyForecastMethods = TradingRecommendations.Where(x => x.TradingRecommendations.Where(tr => tr.TradingForecastMethod != TradingForecastMethod.Undefined && tr.BuyPrice.Amount > 0 && tr.SellPrice.Amount == 0).Count() > 0)
.Select(x => new
{
ForeCastMethod = x.TradingRecommendations.First().TradingForecastMethod,
Symbol = x.InstrumentInfo.Symbol
}
);
var BuyCounts = BuyRecommendations.GroupBy(x => x.InstrumentInfo.Symbol)
.Select(g => new { g.Key, Count = g.Count() });
var SearchCounts = BuyRecommendations.GroupBy(x => x.InstrumentInfo.Symbol)
.Select(g => new { g.Key, Sum = g.Sum(x => x.ExternalSearchHits) });
var VolumeIndicator = BuyRecommendations.Where(x => !x.VolumeIndication.VolumeIndicatorType.Equals(VolumeIndicatorType.VolumeClimaxUp)).GroupBy(x => x.InstrumentInfo.Symbol)
.Select(g => new { g.Key, Count = g.Count() });
var CondensedBuyData = from bc in BuyCounts
join sc in SearchCounts on bc.Key equals sc.Key
join vi in VolumeIndicator on bc.Key equals vi.Key
select new
{
bc.Key,
BuyCounts = bc.Count,
SearchSum = sc.Sum,
VolumeCount = vi.Count
};
var BuyDenseRanked = CondensedBuyData
.GroupBy(rec => new { rec.Key, rec.SearchSum, rec.BuyCounts, rec.VolumeCount })
.Where(@group => @group.Any())
.OrderBy(@group => @group.Key.BuyCounts)
.ThenBy(@group => @group.Key.VolumeCount)
.ThenBy(@group => @group.Key.SearchSum)
.AsEnumerable()
.Select((@group, i) => new
{
Items = @group,
Rank = ++i
})
.SelectMany(v => v.Items, (s, i) => new
{
Item = i,
DenseRank = s.Rank
}).ToList();
var ActualBuyPositions = from b in BuyDenseRanked
join i in ImperaturGlobal.Instruments on b.Item.Key equals i.Symbol
select new
{
SecAnalysis = ImperaturGlobal.Kernel.Get <ISecurityAnalysis>(new Ninject.Parameters.ConstructorArgument("Instrument", i)),
};
//här kommer parallellen in igen på accounts
return(GetBuyOrdersFromRecommentdationPerAccount(m_oAccountHandler.Accounts().Where(a => a.GetAccountType().Equals(AccountType.Customer)).ToArray(),
ActualBuyPositions.Select(ab => ab.SecAnalysis).ToList(),
BuyForecastMethods.Select(b => new Tuple <string, string>(b.Symbol, b.ForeCastMethod.ToString())).ToList()
));
}
