//public TradeAction AnalizeWithNewQuote(Quote quote)
//{
// //_quoteService.Save(quote);
// //var lastTrade = _tradeService.GetLastTrade();
// //if (lastTrade != null && lastTrade.EndDate == null)
// //{
// // lastTrade.Quotes.Add(quote);
// // _tradeService.Save(lastTrade);
// //}
// return ProvideDecision(quote);
//}
public TradeAction ProvideDecision(Trade lastTrade, Quote newQuote)
{
//TODO: PAY ATTENTION TO LEVERAGE!!!
var action = TradeAction.None;
if (!lastTrade.IsNew && lastTrade.IsOpen) // position is still open
{
//TODO: ble sutvarkyk!!!!!
var historicalQuotes = new List<Quote>();// _quoteService.GetHistoricalQuotes(lastTrade.StartDate).ToList();
var maxCloseRateOfAllTradeQuotes = historicalQuotes.Max(x => x.Close); //lastTrade.Quotes.Max(x => x.Close);
var orderedTradeQuotes = historicalQuotes.OrderBy(x => x.CreatedOn); //lastTrade.Quotes.OrderBy(x => x.CreatedOn);
var openQuote = orderedTradeQuotes.First();
// last quote must be higher than close kpi
var newOffset = newQuote.Close - openQuote.Open;
var maxOffset = maxCloseRateOfAllTradeQuotes - openQuote.Open; // Historical, Of all current trade quotes
var currentKpi = maxOffset != 0 ?
Convert.ToSingle(1 - newOffset / maxOffset) * 100 :
100; // should not face this situation
if (_configs.Kpi_LossLimitToClose > currentKpi)
action = TradeAction.Close;
}
else // no open positions. Analyze last _configs.HistoryQuotesCountToAnalize
{
var untradedQuotes = _quoteService.GetLastSavedUntradedQuotes(lastTrade);
untradedQuotes.Add(newQuote);
untradedQuotes = untradedQuotes
.Skip(untradedQuotes.Count < _configs.HistoryQuotesCountToAnalize ? 0 : untradedQuotes.Count - _configs.HistoryQuotesCountToAnalize)
.ToList();
if (untradedQuotes.AllInOneTrend() &&
untradedQuotes.TimeAmongQuotesIsAboutTheSame() &&
untradedQuotes.CanOpenPosition(_configs.Kpi_TakeOffTangentToOpen)
)
action = TradeAction.Open;
}
return action;
}
public IEnumerable<Quote> GetHistory(Quote quote)
{
throw new NotImplementedException();
}
