public override void getInfo(RowData r)
{
if (r.isTrade == 1)
{
AddToArr(r);
Algo(r);
}
}
public RowData(RowData r)
{
this.datetime = r.datetime;
this.ask1 = r.ask1;
this.bid1 = r.bid1;
this.askV = r.askV;
this.bidV = r.bidV;
this.dir = r.dir;
this.isTrade = r.isTrade;
}
/*public RowData()
{
this.datetime =new DateTime ();
this.ask1 = 0;
this.bid1 = 0;
this.askV = 0;
this.bidV = 0;
this.dir = 0;
this.isTrade = 0;
}
*/
public void ToChange(RowData other) {
this.datetime = other.datetime;
this.datetime = other.datetime;
this.ask1 = other.ask1;
this.bid1 = other.bid1;
this.askV = other.askV;
this.bidV = other.bidV;
this.dir = other.dir;
this.isTrade = other.isTrade;
}
public void Algo(RowData r)
{
if (deals[deals.Length - 1].ask1 != 0)
{
double max = deals[1].ask1;
double min = deals[1].ask1;
for (int i = 1; i < deals.Length; i++)
{
if (max == deals[i - 1].ask1)
{
if (deals[i].ask1 > max)
{
max = deals[i].ask1;
}
else
{
max = 0;
this.counterMax++;
}
}
if (deals[i - 1].ask1 == min)
{
if (deals[i].ask1 < min)
{
min = deals[i].ask1;
}
else
{
min = 0;
this.counterMin++;
}
}
}
if (max != 0 && getPVol() != 1 && this.counterMax <= this.paramArr[1])
{
this.buy(r, 1);
}
if (min != 0 && getPVol() != -1 && this.counterMin <= this.paramArr[1])
{
this.sell(r, 1);
}
}
}
private void AddToArr(RowData r)
{
int i;
for (i = 0; i < deals.Length; i++)
{
if (deals[i].ask1 == 0)
{
deals[i] = r;
return;
}
}
deals[0] = default(RowData);
for (i = 1; i < deals.Length; i++)
{
deals[i - 1] = deals[i];
deals[0] = default(RowData);
}
deals[i - 1] = r;
}
public abstract void getInfo(RowData r); // gets RowData from main (in each strategy works as it wants)
public virtual void mustClosePos(RowData r)
{
if (this.logInfo[this.logInfo.Count() - 1].getFirst().dir == 1)
sell(r, 1);
if (this.logInfo[this.logInfo.Count() - 1].getFirst().dir == -1)
buy(r, 1);
} // closes last position if open at end
} // checks if can proceed after config buy/sell - won't proceed if tries to do same thing again
public abstract void getInfo(RowData r); // gets RowData from main (in each strategy works as it wants)
} //makes sell
public bool canProceed(RowData r)
{
if (logInfo.Count() > 0 && !logInfo[logInfo.Count() - 1].getPosEnd())
{
if (this.logInfo[this.logInfo.Count() - 1].getDir() == r.dir)
{
ProgramMain.creatErrorInfoLogTxt(this.name + " : tried to do same action twice");
return false;
}
}
return true;
} // checks if can proceed after config buy/sell - won't proceed if tries to do same thing again
} //makes buy
public bool sell(RowData r , int vol)
{
r.dir = -1;
if (canProceed(r))
{
this.sum += r.bid1;
this.pvol -= vol;
insertPosLogInfo(r);
return true;
}
return false;
} //makes sell
} // decides values for config after buy/sell
public bool buy(RowData r , int vol)
{
r.dir = 1;
if (canProceed(r))
{
this.sum -= r.ask1;
this.pvol += vol;
insertPosLogInfo(r);
return true;
}
return false;
} //makes buy
} // edits info for final log
public void insertPosLogInfo(RowData r)
{
if(logInfo.Count() > 0 && !logInfo[logInfo.Count() - 1].getPosEnd())
{
double posSum = 0;
if (logInfo[logInfo.Count() - 1].getDir() == 1)
posSum -= logInfo[logInfo.Count() - 1].getFirst().ask1;
if (logInfo[logInfo.Count() - 1].getDir() == -1)
posSum += logInfo[logInfo.Count() - 1].getFirst().bid1;
if (r.dir == 1)
posSum -= r.ask1;
if (r.dir == -1)
posSum += r.bid1;
logInfo[logInfo.Count() - 1].setEndRowData(r);
logInfo[logInfo.Count() - 1].setPosEndBool(true);
logInfo[logInfo.Count() - 1].setProfit(posSum);
logInfo[logInfo.Count() - 1].setTotalSum(this.sum);
}
else
{
logInfo.Add(new saveData (r));
}
} // decides values for config after buy/sell
} // clear queue for manager
public static void setQueue(RowData r)
{
if (ProgramMain.rowDataToSave.Count < number)
{
ProgramMain.rowDataToSave.Enqueue(new RowData(r));
}
else
{
ProgramMain.rowDataToSave.Enqueue(new RowData(r));
row.ToChange((ProgramMain.rowDataToSave.Dequeue()));
}
ProgramMain.toGetPointer = ProgramMain.rowDataToSave.ToArray();
} // set queue according to paramaters
public static double helpMaxsum(Stack<RowData> back, RowData r)//send back reverse
{
RowData prev = null;
if (back.Count != 0)
{
foreach (RowData rev in back)
{
if (r.dir == 1)//buy
{
if (rev.ask1 > r.ask1)
{
if (prev == null)
return rev.ask1;
return prev.ask1;
}
prev = rev;
}
else
{
if (rev.bid1 > r.bid1)
{
if (prev == null)
return rev.bid1;
return prev.bid1;
}
prev = rev;
}
}
}
else
{
if (r.dir == 1)
return r.ask1;
return r.bid1;
}
return 0;
}
} // constractor
public void setEndRowData(RowData r)
{
this.rEnd = new RowData(r);
posEnd = true;
} // set RowData at exit
public saveData(RowData r)
{
this.rFirst = new RowData(r);
this.posEnd = false;
this.dirAtEnter = r.dir;
} // constractor
/*
public override void getInfo(RowData r)
{
Random random = new Random();
int x = random.Next(Convert.ToInt32(paramArr[0]), 30);
if (x == 21 || x == 14 || x == 9)
{
if (this.getPVol() == 1)
{ this.sell(r, 1); }
else
{ this.buy(r, 1); }
}
}
*/ // random method
public override void getInfo(RowData r)
{
if (this.getList().Count() != 0)
{
if (this.getList()[this.getList().Count() - 1].getPosEnd())
{
if (r.ask1 < prevRowData.ask1)
{
buy(r, 1);
this.rAtEnter = this.getList()[this.getList().Count() - 1].getFirst();
}
if (r.bid1 > prevRowData.bid1)
{
sell(r, 1);
this.rAtEnter = this.getList()[this.getList().Count() - 1].getFirst();
}
}
else
{
if (this.rAtEnter.dir == 1)
{
if (r.bid1 / this.rAtEnter.bid1 > this.paramArr[1])
{
sell(r, 1);
}
if (this.rAtEnter.bid1 / r.bid1 > this.paramArr[0])
{
sell(r, 1);
}
}
if (this.rAtEnter.dir == -1)
{
if (this.rAtEnter.ask1 / r.ask1 > this.paramArr[1])
{
buy(r, 1);
}
if (r.ask1 / this.rAtEnter.ask1 > this.paramArr[0])
{
buy(r, 1);
}
}
}
}
if (this.getList().Count == 0)
{
if (r.ask1 < prevRowData.ask1)
{
buy(r, 1);
this.rAtEnter = this.getList()[this.getList().Count() - 1].getFirst();
}
if (r.bid1 > prevRowData.bid1)
{
sell(r, 1);
this.rAtEnter = this.getList()[this.getList().Count() - 1].getFirst();
}
}
}
