public InfoRecord[] GetInfoRecords(ITranslationManager tm)
{
const string tg = "Statistics";
var records = new List <InfoRecord>
{
new InfoRecord
{
Name = tm.T(tg, "Type"),
Value = InstrType.ToString()
},
new InfoRecord
{
Name = tm.T(tg, "Comment"),
Value = Comment
},
new InfoRecord
{
Name = tm.T(tg, "Digits"),
Value = Digits.ToString(CultureInfo.InvariantCulture)
},
new InfoRecord
{
Name = tm.T(tg, "Point value"),
Value = Point.ToString("0.#####")
},
new InfoRecord
{
Name = tm.T(tg, "Lot size"),
Value = LotSize.ToString(CultureInfo.InvariantCulture)
},
new InfoRecord
{
Name = tm.T(tg, "Spread"),
Value = Spread.ToString("F2") + " " + tm.T(tg, "points")
},
new InfoRecord
{
Name = tm.T(tg, "Swap long"),
Value = SwapLong.ToString("F2") + " " + tm.T(tg, SwapType.ToString().ToLower())
},
new InfoRecord
{
Name = tm.T(tg, "Swap short"),
Value = SwapShort.ToString("F2") + " " + tm.T(tg, SwapType.ToString().ToLower())
},
new InfoRecord
{
Name = tm.T(tg, "Commission"),
Value = Commission.ToString("F2") + " " + tm.T(tg, CommissionType.ToString().ToLower())
},
new InfoRecord
{
Name = tm.T(tg, "Slippage"),
Value = Slippage.ToString("F2") + " " + tm.T(tg, "points")
}
};
return(records.ToArray());
}
public void TestALotSize()
{
IDbMasterDataCache dbMasterDataCache =
ZppConfiguration.CacheManager.GetMasterDataCache();
LotSize lotSize = new LotSize(new Quantity(6),
dbMasterDataCache.M_ArticleGetAll()[0].GetId());
foreach (var quantity in lotSize.GetLotSizes())
{
Assert.True(quantity.GetValue() == TestConfiguration.LotSize, $"Quantity ({quantity}) is not correct.");
}
}
/// <summary>
/// Initializes a new instance of the <see cref="FxRiskManagment"/> class.
/// </summary>
/// <param name="portfolio">The QCAlgorithm Portfolio.</param>
/// <param name="riskPerTrade">The max risk per trade.</param>
/// <param name="maxExposurePerTrade">The maximum exposure per trade.</param>
/// <param name="maxExposure">The maximum exposure in all trades.</param>
/// <param name="lotsize">The minimum quantity to trade.</param>
/// <exception cref="System.NotImplementedException">The pairs should be added to the algorithm before initialize the risk manager.</exception>
public FxRiskManagment(SecurityPortfolioManager portfolio, decimal riskPerTrade, decimal maxExposurePerTrade,
decimal maxExposure, LotSize lotsize = LotSize.Micro, int minQuantity = 5)
{
_portfolio = portfolio;
if (_portfolio.Securities.Count == 0)
{
throw new NotImplementedException("The pairs should be added to the algorithm before initialize the risk manager.");
}
this._riskPerTrade = riskPerTrade;
_maxExposurePerTrade = maxExposurePerTrade;
this._maxExposure = maxExposure;
_lotSize = (int)lotsize;
_minQuantity = minQuantity;
}
//int newSizeW = 0;
//int newSizeH = 0;
//int newSizeL = 0;
//int newPeaces = 0;
//decimal newPrice = 0m;
public Window1()
{
InitializeComponent();
// ================================= Fields =======
string[] materialType = { "Buk", "Dub", "Yavor", "Yasen" };
this.MaterialType.SelectedValue = materialType[0];
LotSize newSise = new LotSize(0, 0, 0);
// =================================
this.NewID.Text = IdGenerator.GetId().ToString();
this.MaterialType.ItemsSource = materialType;
}
/**
* Initialize the db:
* - deletes current
* - creates db according to given configuration
*/
private void InitDb(string testConfiguration,
ProductionDomainContext productionDomainContext, bool InitData)
{
if (ZppConfiguration.CacheManager.GetTestConfiguration() == null)
{
ReadInTestConfiguration(testConfiguration);
}
if (Constants.IsLocalDb)
{
bool isDeleted = productionDomainContext.Database.EnsureDeleted();
if (!isDeleted)
{
// pass
}
}
/*
* // random name currently, this doesn't work on linux/unix anyway
* else if(Constants.IsLocalDb == false && Constants.IsWindows)
* {
* bool wasDropped = Dbms.DropDatabase(
* Constants.GetDbName(),
* Constants.GetConnectionString(Constants.DefaultDbName));
* if (wasDropped == false)
* {
* // pass
* }
* }*/
if (InitData)
{
Type dbSetInitializer = Type.GetType(_testConfiguration.DbSetInitializer);
dbSetInitializer.GetMethod("DbInitialize").Invoke(null, new[]
{
productionDomainContext
});
}
else
{
productionDomainContext.Database.EnsureCreated();
}
LotSize.SetDefaultLotSize(new Quantity(_testConfiguration.LotSize));
LotSize.SetLotSizeType(_testConfiguration.LotSizeType);
}
public async Task <List <LotSize> > GetLotSizes()
{
List <LotSize> result = new List <LotSize>();
JObject query = await _apiClient.CallAsync <JObject>(ApiMethod.GET, EndPoints.ExchangeInfo, false);
JToken tmp = query["symbols"];
foreach (JToken t in tmp)
{
var jArray = t.SelectToken("filters").ToArray();
var lotSize = jArray.First(x => x["filterType"].Value <string>() == "LOT_SIZE");
LotSize lotsize = JsonConvert.DeserializeObject <LotSize>(lotSize.ToString());
lotsize.Symbol = t.SelectToken("symbol").ToString();
result.Add(lotsize);
}
return(result);
}
public static double GetPipValue(string instrument, LotSize lot, double tickSize, double askPrice)
{
if (instrument.EndsWith("USD"))
{
return(tickSize * (double)lot);
}
if (instrument.StartsWith("USD"))
{
return(tickSize * (double)lot / askPrice);
}
RelatedPairs.RelatedPair relPair = RelatedPairs.GetRelatedPairs()[instrument];
if (relPair.Instrument.StartsWith("USD"))
{
return(tickSize * (double)lot / relPair.Rate);
}
throw new Exception("GetPipValue: The relative pair instrument or rate could not be determined (probably GBPUSD or other where USD is quote currency");
}
private Lot LotParser()
{
Wood wood = (Wood)WoodComboBox.SelectedItem;
int tempW = int.Parse(NewWidthTextBox.Text);
int tempH = int.Parse(NewHeightTextBox.Text);
int tempL = int.Parse(NewLengthTextBox.Text);
int tempPieces = int.Parse(NewPiecesTextBox.Text);
decimal tempPrice = decimal.Parse(NewPriceTextBox.Text);
LotSize tempSize = new LotSize(tempW, tempH, tempL);
switch (wood)
{
case Wood.Buk: return(new BukLot(tempSize, tempPieces, tempPrice));
case Wood.Dub: return(new DubLot(tempSize, tempPieces, tempPrice));
case Wood.Yavor: return(new YavorLot(tempSize, tempPieces, tempPrice));
case Wood.Yasen: return(new YasenLot(tempSize, tempPieces, tempPrice));
default: throw new ArgumentException("Invalid wood type");
}
}
public override int GetHashCode()
{
unchecked
{
int hashCode = (StockExchange != null
? StockExchange.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ (TradeSector != null
? TradeSector.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ (SecurityCode != null
? SecurityCode.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ (SecurityName != null
? SecurityName.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ (SecurityClass != null
? SecurityClass.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ HasOptions.GetHashCode();
hashCode = (hashCode * 397) ^ (SecurityStatus != null
? SecurityStatus.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ (Currency != null
? Currency.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ LimitUpPrice.GetHashCode();
hashCode = (hashCode * 397) ^ LimitDownPrice.GetHashCode();
hashCode = (hashCode * 397) ^ LotSize.GetHashCode();
hashCode = (hashCode * 397) ^ (LotFlag != null
? LotFlag.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ (SuspendedFlag != null
? SuspendedFlag.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ (SecuritySubClass != null
? SecuritySubClass.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ (UnderlyinSecurityCode != null
? UnderlyinSecurityCode.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ (SecurityLevel != null
? SecurityLevel.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ PreviousClose.GetHashCode();
hashCode = (hashCode * 397) ^ OpenPrice.GetHashCode();
hashCode = (hashCode * 397) ^ Turnover.GetHashCode();
hashCode = (hashCode * 397) ^ HighPrice.GetHashCode();
hashCode = (hashCode * 397) ^ LowPrice.GetHashCode();
hashCode = (hashCode * 397) ^ LastPrice.GetHashCode();
hashCode = (hashCode * 397) ^ CurrentBidPrice.GetHashCode();
hashCode = (hashCode * 397) ^ CurrentAskPrice.GetHashCode();
hashCode = (hashCode * 397) ^ Volume.GetHashCode();
hashCode = (hashCode * 397) ^ PERatio.GetHashCode();
hashCode = (hashCode * 397) ^ BuyVolume1.GetHashCode();
hashCode = (hashCode * 397) ^ SellVolume1.GetHashCode();
hashCode = (hashCode * 397) ^ BuyPrice2.GetHashCode();
hashCode = (hashCode * 397) ^ BuyVolume2.GetHashCode();
hashCode = (hashCode * 397) ^ SellPrice2.GetHashCode();
hashCode = (hashCode * 397) ^ SellVolume2.GetHashCode();
hashCode = (hashCode * 397) ^ BuyPrice3.GetHashCode();
hashCode = (hashCode * 397) ^ BuyVolume3.GetHashCode();
hashCode = (hashCode * 397) ^ SellPrice3.GetHashCode();
hashCode = (hashCode * 397) ^ SellVolume3.GetHashCode();
hashCode = (hashCode * 397) ^ BuyPrice4.GetHashCode();
hashCode = (hashCode * 397) ^ BuyVolume4.GetHashCode();
hashCode = (hashCode * 397) ^ SellPrice4.GetHashCode();
hashCode = (hashCode * 397) ^ SellVolume4.GetHashCode();
hashCode = (hashCode * 397) ^ BuyPrice5.GetHashCode();
hashCode = (hashCode * 397) ^ BuyVolume5.GetHashCode();
hashCode = (hashCode * 397) ^ SellPrice5.GetHashCode();
hashCode = (hashCode * 397) ^ SellVolume5.GetHashCode();
return(hashCode);
}
}
