Ejemplo n.º 1
0
 internal void qZcLyn7Uf(double obj0, FreeQuant.Instruments.Currency obj1, DateTime obj2, string obj3)
 {
     this.portfolio.Account.Withdraw(obj0, obj1, obj2, obj3);
     foreach (Portfolio portfolio in this.portfolios.Values)
     {
         portfolio.Account.Withdraw(obj0, obj1, obj2, obj3);
     }
 }
Ejemplo n.º 2
0
 internal void cXaFP441d(double obj0, FreeQuant.Instruments.Currency obj1, DateTime obj2, string obj3)
 {
     this.portfolio.Account.Deposit(obj0, obj1, obj2, obj3);
     foreach (Portfolio portfolio in this.portfolios.Values)
     {
         portfolio.Account.Deposit(obj0, obj1, obj2, obj3);
     }
 }
Ejemplo n.º 3
0
 public SimulationManager() : base()
 {
     this.Mode            = SimulationMode.MaxSpeed;
     this.SpeedMultiplier = 1.0;
     this.Step            = 86400;
     this.EntryDate       = new DateTime(1970, 1, 1);
     this.ExitDate        = DateTime.Today;
     this.Cash            = 10000.0;
     this.Currency        = CurrencyManager.DefaultCurrency;
     this.requests        = new RequestList();
     this.staticRequests  = new RequestList();
 }
		public override double Convert(double amount, FreeQuant.Instruments.Currency fromCurrency, FreeQuant.Instruments.Currency toCurrency)
		{
			if (fromCurrency == toCurrency)
				return amount;
			Instrument instrument1 = InstrumentManager.Instruments[fromCurrency.Code + "_" + toCurrency.Code];
			if (instrument1 != null)
				return amount * this.GetAmount(instrument1, amount);
			Instrument instrument2 = InstrumentManager.Instruments[toCurrency.Code + "_" + fromCurrency.Code];
			if (instrument2 == null)
				return amount;
			else
				return amount / this.GetAmount(instrument2, amount);
		}
Ejemplo n.º 5
0
        private static void nf3XP7Xf3(SingleOrder obj0, DateTime obj1, double obj2, double obj3)
        {
            if (obj0.LastQty <= 0.0 || obj0.Portfolio == null)
            {
                return;
            }
            Transaction transaction = new Transaction();

            transaction.DateTime   = obj1;
            transaction.ClOrdID    = obj0.ClOrdID;
            transaction.Instrument = obj0.Instrument;
            transaction.Side       = obj0.Side;
            transaction.Price      = obj2;
            transaction.Qty        = obj3;
            transaction.Strategy   = obj0.Strategy;
            transaction.Text       = obj0.Text;
            FreeQuant.Instruments.Currency currency = (CurrencyManager.Currencies[obj0.Currency] ?? CurrencyManager.Currencies[obj0.Instrument.Currency]) ?? CurrencyManager.DefaultCurrency;
            transaction.Currency = currency;
            transaction.TransactionCost.Set(CommType.Absolute, obj0.Commission);
            obj0.Portfolio.Add(transaction);
        }
Ejemplo n.º 6
0
 public void Withdraw(string currencyCode, double value, DateTime dateTime, string text)
 {
     FreeQuant.Instruments.Currency currency = CurrencyManager.Currencies[currencyCode];
     this.account.Withdraw(value, currency, dateTime, text);
 }
Ejemplo n.º 7
0
 public void Withdraw(string currencyCode, double value)
 {
     FreeQuant.Instruments.Currency currency = CurrencyManager.Currencies[currencyCode];
     this.account.Withdraw(value, currency);
 }
Ejemplo n.º 8
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 public void Deposit(string currencyCode, double value, DateTime dateTime)
 {
     FreeQuant.Instruments.Currency currency = CurrencyManager.Currencies[currencyCode];
     this.account.Deposit(value, currency, dateTime);
 }
Ejemplo n.º 9
0
		public SimulationManager() : base()
		{
			this.Mode = SimulationMode.MaxSpeed;
			this.SpeedMultiplier = 1.0;
			this.Step = 86400;
			this.EntryDate = new DateTime(1970, 1, 1);
			this.ExitDate = DateTime.Today;
			this.Cash = 10000.0;
			this.Currency = CurrencyManager.DefaultCurrency;
			this.requests = new RequestList();
			this.staticRequests = new RequestList();
		}