public ForceExitOrder(SSBase strategy, ActionType actionType, BaseOrderType lmtOrderType = null, BaseOrderType mktOrderTYpe = null)
{
Strategy = strategy.GetType() == typeof(Strategy) ? (Strategy)strategy : null;
OT_pre = lmtOrderType != null ? lmtOrderType : OT_pre;
OT_final = mktOrderTYpe != null ? mktOrderTYpe : OT_final;
ActionType = actionType;
}
public AdaptiveProfitStop(SSBase strategy, ActionType actionType, BaseOrderType stpLmtOrder = null)
{
Strategy = strategy.GetType() == typeof(Strategy) ? (Strategy)strategy : null;
OT_stopProfit = stpLmtOrder == null ? new IBStopLimitOrder() : stpLmtOrder;
OT_stopLoss = stpLmtOrder == null ? new IBStopLimitOrder() : stpLmtOrder.CloneObject();
/*
* OT_stopProfit.Slippages = new ObservableCollection<CSlippage>();
* OT_stopProfit.Slippages.Add(new CSlippage { Slippage = 1, PosSize = 1 });
* OT_stopLoss.Slippages = new ObservableCollection<CSlippage>();
* OT_stopLoss.Slippages.Add(new CSlippage { Slippage = 1, PosSize = 1 });*/
ActionType = actionType;
}
public override void CopyTo(BaseOrderType dest)
{
if (dest != null && GetType() == dest.GetType())
{
((IBOrderType)dest).OcaGroup = OcaGroup;
((IBOrderType)dest).OcaType = OcaType;
((IBOrderType)dest).Transmit = Transmit;
((IBOrderType)dest).GoodAfterTime.ExactTime = GoodAfterTime.ExactTime;
((IBOrderType)dest).GoodAfterTime.ExactTimeValidDays = GoodAfterTime.ExactTimeValidDays;
((IBOrderType)dest).GoodAfterTime.OrderTime = GoodAfterTime.OrderTime;
((IBOrderType)dest).GoodAfterTime.Seconds = GoodAfterTime.Seconds;
((IBOrderType)dest).GoodAfterTime.Bars = GoodAfterTime.Bars;
((IBOrderType)dest).GoodAfterTime.SelectedIndex = GoodAfterTime.SelectedIndex;
((IBOrderType)dest).GoodAfterTime.BarInterval = GoodAfterTime.BarInterval;
((IBOrderType)dest).GoodTilDate.ExactTime = GoodTilDate.ExactTime;
((IBOrderType)dest).GoodTilDate.ExactTimeValidDays = GoodTilDate.ExactTimeValidDays;
((IBOrderType)dest).GoodTilDate.OrderTime = GoodTilDate.OrderTime;
((IBOrderType)dest).GoodTilDate.Seconds = GoodTilDate.Seconds;
((IBOrderType)dest).GoodTilDate.Bars = GoodTilDate.Bars;
((IBOrderType)dest).GoodTilDate.SelectedIndex = GoodTilDate.SelectedIndex;
((IBOrderType)dest).GoodTilDate.BarInterval = GoodTilDate.BarInterval;
if (Slippages != null)
{
((IBOrderType)dest).Slippages = new ObservableCollection <CSlippage>();
foreach (CSlippage slippage in Slippages)
{
((IBOrderType)dest).Slippages.Add(new CSlippage {
Slippage = slippage.Slippage, PosSize = slippage.PosSize
});
}
}
else
{
((IBOrderType)dest).Slippages = null;
}
BindingFlags flags = BindingFlags.Instance | BindingFlags.NonPublic;
MethodInfo info = dest.GetType().GetMethod("OnPropertyChanged", flags);
if (info == null)
{
info = dest.GetType().GetMethod("_RaisePropertyChanged", flags);
}
info.Invoke(dest, new object[] { "Slippages" });
}
}
