public static ACCOUNT UndecorateAccount(Account src)
{
var dest = new ACCOUNT();
UndecorateAccount(dest, src);
return(dest);
}
/// <summary>
/// посчитать профит по открытым позам в валюте депозита
/// </summary>
private float CalculateAccountOpenProfit(TradeSharpConnection ctx,
ACCOUNT account, Dictionary<string, CandleData> candles)
{
var profitOpen = 0f;
foreach (var pos in ctx.POSITION.Where(p => p.AccountID == account.ID))
{
// найти последнюю котировку
CandleData candle;
if (!candles.TryGetValue(pos.Symbol, out candle))
{
Errors.Add("CalculateAccountOpenProfit - " + Resource.ErrorMessageNoExitPriceFor + " " + pos.Symbol);
continue;
}
// получить профит по позиции
var priceExit = pos.Side > 0
? candle.close
: DalSpot.Instance.GetAskPriceWithDefaultSpread(pos.Symbol, candle.close);
var profitCounter = pos.Volume * pos.Side * (priceExit - (float)pos.PriceEnter);
// перевести профит в валюту депо
if (!ConvertBaseOrCounterDepo(false, pos.Symbol, account.Currency, candles, ref profitCounter))
continue;
profitOpen += profitCounter;
}
return profitOpen;
}
/// <summary>
/// добавить маркапы и прочее шкурилово
/// </summary>
public static void ProcessOrderClosing(MarketOrder order,
ACCOUNT account,
ORDER_BILL bill,
TradeSharpConnection ctx,
Dictionary<string, QuoteData> quotes, string brokerCurrency)
{
//Logger.Info("BillingManager.ProcessOrderClosing()");
try
{
// перевести маркапы в валюту брокера
var markupSum = bill.MarkupExit + bill.MarkupEnter;
// в контрвалюте...
if (markupSum != 0)
markupSum = order.Volume * markupSum;
Logger.Info("BillingManager: markupSum is " + markupSum);
// перевести в валюту брокера
var resultCounter = order.Side * order.Volume * (order.PriceExit.Value - order.PriceEnter);
var rateCounterDepo = resultCounter == 0 ? 1 : order.ResultDepo / resultCounter;
// валюта брокера к контрвалюте
var rateCounterBroker = rateCounterDepo;
Logger.Info("BillingManager: rateCounterDepo is " + rateCounterDepo);
if (account.Currency != brokerCurrency)
{
// пример: позиция EURCAD, валюта брокера USD
// надо получить курс CADUSD
var markupBroker = (float) markupSum;
string errorStr;
var resultedMarkup = DalSpot.Instance.ConvertToTargetCurrency(order.Symbol, false, brokerCurrency,
markupBroker, quotes, out errorStr, true);
if (!resultedMarkup.HasValue)
{
Logger.ErrorFormat("BillingManager.ProcessOrderClosing - невозможно перевести профит по {0} в {1}: {2}",
order.Symbol, brokerCurrency, errorStr);
return;
}
markupBroker = (float)resultedMarkup.Value;
rateCounterBroker = (float)(markupBroker / markupSum);
markupSum = markupBroker;
}
else
markupSum *= rateCounterBroker;
bill.MarkupBroker = markupSum;
bill.ProfitBroker = resultCounter * rateCounterBroker;
Logger.InfoFormat("BillingManager: MarkupBroker: {0}, ProfitBroker: {1}",
bill.MarkupBroker, bill.ProfitBroker);
// сохранить билль
ctx.Entry(bill).State = EntityState.Modified;
Logger.InfoFormat("BillingManager:OK");
}
catch (Exception ex)
{
Logger.Error("BillingManager.ProcessOrderClosing() - ошибка редактирования счета", ex);
}
}
public static void DecorateAccount(Account dest, ACCOUNT src)
{
dest.ID = src.ID;
dest.Currency = src.Currency;
dest.Group = src.AccountGroup;
dest.MaxLeverage = (float)src.MaxLeverage;
dest.Balance = src.Balance;
dest.TimeCreated = src.TimeCreated;
dest.TimeBlocked = src.TimeBlocked;
dest.Status = (Account.AccountStatus)src.Status;
}
public static void DecorateAccount(Account dest, ACCOUNT src)
{
dest.ID = src.ID;
dest.Currency = src.Currency;
dest.Group = src.AccountGroup;
dest.MaxLeverage = (float) src.MaxLeverage;
dest.Balance = src.Balance;
dest.TimeCreated = src.TimeCreated;
dest.TimeBlocked = src.TimeBlocked;
dest.Status = (Account.AccountStatus) src.Status;
}
/// <summary>
/// мапинг объекта Account в ACCOUNT, с использованием переданного контекста
/// Это нужно для того, что бы потом была возможномть выполнить обновление (потому что обновление должно выполняться в этом же контексте)
/// </summary>
/// <param name="dest">его значения обновятся</param>
/// <param name="src">объек для мапинга</param>
/// <returns></returns>
public static void UndecorateAccount(ACCOUNT dest, Account src)
{
dest.Currency = src.Currency;
dest.AccountGroup = src.Group;
dest.MaxLeverage = (decimal)src.MaxLeverage;
dest.UsedMargin = src.UsedMargin;
dest.Balance = src.Balance;
dest.Status = (int)src.Status;
dest.TimeCreated = src.TimeCreated;
dest.TimeBlocked = src.TimeBlocked;
}
public AccountItem(ACCOUNT account)
{
ID = account.ID;
Currency = account.Currency;
Group = account.AccountGroup;
MaxLeverage = (float) account.MaxLeverage;
Balance = account.Balance;
TimeCreated = account.TimeCreated;
TimeBlocked = account.TimeBlocked;
Status = (AccountStatus) account.Status;
}
public static Account DecorateAccount(ACCOUNT ac)
{
var account = new Account
{
ID = ac.ID,
Currency = ac.Currency,
Group = ac.AccountGroup,
MaxLeverage = (float)ac.MaxLeverage,
Balance = ac.Balance,
TimeCreated = ac.TimeCreated,
TimeBlocked = ac.TimeBlocked,
Status = (Account.AccountStatus)ac.Status
};
return account;
}
public static Account DecorateAccount(ACCOUNT ac)
{
var account = new Account
{
ID = ac.ID,
Currency = ac.Currency,
Group = ac.AccountGroup,
MaxLeverage = (float)ac.MaxLeverage,
Balance = ac.Balance,
TimeCreated = ac.TimeCreated,
TimeBlocked = ac.TimeBlocked,
Status = (Account.AccountStatus)ac.Status
};
return(account);
}
private RobotContextBacktest MakeRobotContext(ACCOUNT accountData, List<BaseRobot> robots)
{
var timeFrom = testOnly
? accountData.TimeCreated
: accountData.TimeCreated.AddMinutes(rand.Next(60*24*9));
try
{
var context = new RobotContextBacktest((tickers, end) => { })
{
TimeFrom = timeFrom
};
context.TimeFrom = timeFrom;
context.TimeTo = endTime;
context.AccountInfo = new Account
{
Currency = accountData.Currency,
Group = accountData.AccountGroup,
Balance = accountData.Balance,
Equity = accountData.Balance,
ID = accountData.ID
};
foreach (var robot in robots)
{
context.SubscribeRobot(robot);
robot.Initialize(context, CurrentProtectedContext.Instance);
}
context.InitiateTest();
return context;
}
catch (Exception ex)
{
Logger.Error("Error in MakeRobotContext()", ex);
throw;
}
}
public AccountRegistrationStatus RegisterAccount(PlatformUser user,
string accountCurrency, int startBalance, decimal maxLeverage, string completedPassword, bool autoSignIn)
{
// проверить заполнение логина-почты-баланса-плеча
if (user.Login.Length < PlatformUser.LoginLenMin ||
user.Login.Length > PlatformUser.LoginLenMax) return AccountRegistrationStatus.IncorrectLogin;
if (user.Email.Length < PlatformUser.EmailLenMin ||
user.Email.Length > PlatformUser.EmailLenMax) return AccountRegistrationStatus.IncorrectEmail;
if (!PlatformUser.CheckLoginSpelling(user.Login)) return AccountRegistrationStatus.IncorrectLogin;
if (startBalance < Account.MinimumStartDepo || startBalance > Account.MaximumStartDepo)
return AccountRegistrationStatus.IncorrectBalance;
if (maxLeverage < 0) maxLeverage = 0;
else if (maxLeverage > Account.MaximumDepoLeverage) maxLeverage = Account.MaximumDepoLeverage;
long hash;
if (!TradingContractDictionary.Instance.GetTickers(out hash).Any(c => c.ActiveBase == accountCurrency ||
c.ActiveCounter == accountCurrency)) return AccountRegistrationStatus.WrongCurrency;
// сгенерировать пароль
if (string.IsNullOrEmpty(completedPassword))
{
string pwrd;
while (true)
{
pwrd = RandomWordGenerator.Password(new Random().Next(2) + 2);
if (pwrd.Length < PlatformUser.PasswordLenMin || pwrd.Length > PlatformUser.PasswordLenMax)
continue;
break;
}
user.Password = pwrd;
}
else
user.Password = completedPassword;
user.RegistrationDate = DateTime.Now;
Logger.InfoFormat("RegisterAccount (email={0}, login={1}, pwrd={2}{3})",
user.Email, user.Login, user.Password, string.IsNullOrEmpty(completedPassword) ? " (auto)" : "");
if (string.IsNullOrEmpty(user.Title))
user.Title = string.IsNullOrEmpty(user.Name) ? user.Login : user.Name;
user.RoleMask = UserRole.Trader;
// попытка создать пользователя и открыть счет
using (var ctx = DatabaseContext.Instance.Make())
{
try
{
// проверка дублирования
var existUser = ctx.PLATFORM_USER.FirstOrDefault(u => u.Email.Equals(user.Email, StringComparison.OrdinalIgnoreCase));
Logger.InfoFormat("Регистрация пользователя: email {0} занят", user.Email);
if (existUser != null) return AccountRegistrationStatus.DuplicateEmail;
existUser = ctx.PLATFORM_USER.FirstOrDefault(u => u.Login == user.Login);
if (existUser != null) return AccountRegistrationStatus.DuplicateLogin;
}
catch (Exception ex)
{
Logger.Error("Ошибка в RegisterAccount(checks)", ex);
return AccountRegistrationStatus.ServerError;
}
// в рамках одной транзакции создать логин и счет
//using (var transaction = ctx.Connection.BeginTransaction())
{
DbTransaction transaction;
try
{
if (((IObjectContextAdapter)ctx).ObjectContext.Connection.State != ConnectionState.Open)
((IObjectContextAdapter)ctx).ObjectContext.Connection.Open();
Logger.Info("Connection's opened");
transaction = ((IObjectContextAdapter)ctx).ObjectContext.Connection.BeginTransaction();
}
catch (Exception ex)
{
Logger.Error("RegisterAccount - ошибка в ctx.Connection.BeginTransaction", ex);
return AccountRegistrationStatus.ServerError;
}
try
{
// добавить пользователя
var userBase = LinqToEntity.UndecoratePlatformUser(user);
ctx.PLATFORM_USER.Add(userBase);
// добавить счет
var account = new ACCOUNT
{
AccountGroup = defaultDemoAccountGroupCode,
MaxLeverage = maxLeverage,
Balance = startBalance,
UsedMargin = 0,
Currency = accountCurrency,
Description = string.Format("demo account for {0}", user.Login),
Status = (int)Account.AccountStatus.Created,
TimeCreated = DateTime.Now,
};
try
{
ctx.ACCOUNT.Add(account);
// сохранить изменения (добавление пользователя и счета, нужны ID)
ctx.SaveChanges();
}
catch (Exception ex)
{
Logger.Error("RegisterAccount - ACCOUNT adding error", ex);
return AccountRegistrationStatus.ServerError;
}
// добавить кошелек
try
{
var wallet = new WALLET
{
Balance = 0,
Currency = accountCurrency,
Password = user.Password,
User = userBase.ID
};
ctx.WALLET.Add(wallet);
}
catch (Exception ex)
{
Logger.Error("RegisterAccount - WALLET adding error", ex);
return AccountRegistrationStatus.ServerError;
}
// пользователь-счет
var userAccount = new PLATFORM_USER_ACCOUNT
{
PlatformUser = userBase.ID,
Account = account.ID,
RightsMask = (int)AccountRights.Управление
};
ctx.PLATFORM_USER_ACCOUNT.Add(userAccount);
// перевод на счет
var trans = new BALANCE_CHANGE
{
ValueDate = DateTime.Now,
AccountID = account.ID,
Amount = startBalance,
ChangeType = (int)BalanceChangeType.Deposit,
Description = "initial deposit"
};
ctx.BALANCE_CHANGE.Add(trans);
// сделать сигнальщиком
if (makeNewlyAddedUsersSignallers)
MakeNewlyRegisteredAccountSignaller(ctx, userBase, account);
// сохранить все изменения
ctx.SaveChanges();
if (string.IsNullOrEmpty(completedPassword))
if (!SendEmailOnNewAccount(user, true))
{
transaction.Rollback();
return AccountRegistrationStatus.EmailDeliveryError;
}
transaction.Commit();
((IObjectContextAdapter)ctx).ObjectContext.Connection.Close();
}
catch (Exception ex)
{
Logger.ErrorFormat("Ошибка в RegisterAccount (login={0}, email={1}) : {2}",
user.Login, user.Email, ex);
transaction.Rollback();
((IObjectContextAdapter)ctx).ObjectContext.Connection.Close();
return AccountRegistrationStatus.ServerError;
}
} // using (transaction ...
}
return AccountRegistrationStatus.OK;
}
private void PerformMarginCall(ACCOUNT ac)
{
// !! предусмотреть нотификацию?
}
public bool UpdateAccountBalance(TradeSharpConnection ctx,
ACCOUNT account, decimal amount, BalanceChangeType changeType,
string description, DateTime valueDate, int? positionId)
{
var bc = new BALANCE_CHANGE
{
AccountID = account.ID,
Amount = amount,
ChangeType = (int)changeType,
Description = description,
ValueDate = valueDate,
Position = positionId
};
try
{
ctx.BALANCE_CHANGE.Add(bc);
account.Balance += ((changeType == BalanceChangeType.Deposit ||
changeType == BalanceChangeType.Profit) ? amount : -amount);
ctx.SaveChanges();
return true;
}
catch (Exception ex)
{
Logger.ErrorFormat("Ошибка обновления баланса счета {0} на сумму {1}: {2}",
account.ID, amount, ex);
return false;
}
}
public static decimal CalculateAccountEquityWithShares(TradeSharpConnection ctx,
ACCOUNT account,
int accountOwnerId,
Dictionary<string, QuoteData> quotes,
out List<AccountShare> accountShares,
out bool noQuoteError)
{
accountShares = new List<AccountShare>();
var orders = ctx.POSITION.Where(p => p.AccountID == account.ID &&
p.State == (int)PositionState.Opened).ToList().Select(LinqToEntity.DecorateOrder).ToList();
var curProfit = DalSpot.Instance.CalculateOpenedPositionsCurrentResult(orders,
quotes, account.Currency, out noQuoteError);
if (noQuoteError)
return account.Balance;
var equity = (decimal)curProfit + account.Balance;
// паи владельцев
accountShares = ctx.ACCOUNT_SHARE.Where(s => s.Account == account.ID).ToList().Select(s =>
{
var sh = LinqToEntity.DecorateAccountShare(s);
sh.ShareMoney = sh.SharePercent * equity / 100;
return sh;
}).ToList();
if (accountShares.Count == 0)
{
// прописать долю владельца
accountShares.Add(new AccountShare
{
ShareMoney = equity,
SharePercent = 100,
UserId = accountOwnerId
});
}
return equity;
}
private RequestStatus CheckShareAndUpdateSubscriberWallet(List<AccountShare> shares, PLATFORM_USER subscriber,
ACCOUNT account, Dictionary<string, QuoteData> quotes, out decimal amountInAccountCurx)
{
amountInAccountCurx = 0;
var subscribersShare = shares.FirstOrDefault(s => s.UserId == subscriber.ID);
if (subscribersShare == null && withdrawNotInvest)
{
Logger.ErrorFormat("CheckShareAndUpdateSubscriberWallet(acc={0}, user={1}) - у пользователя нет вклада",
accountId, subscriber.Login);
return RequestStatus.BadRequest;
}
// посчитать сумму вложения в валюте целевого счета
var ownerWallet = ctx.WALLET.First(w => w.User == subscriber.ID);
string errorStr;
var calculatedAmountInAccountCurx = DalSpot.Instance.ConvertSourceCurrencyToTargetCurrency(account.Currency,
ownerWallet.Currency, (double) sumInWalletCurrency, quotes, out errorStr);
if (!calculatedAmountInAccountCurx.HasValue)
{
Logger.Error("CheckShareAndUpdateSubscriberWallet - невозможно перевести " + account.Currency + " в " +
ownerWallet.Currency +
": " + errorStr);
return RequestStatus.ServerError;
}
amountInAccountCurx = calculatedAmountInAccountCurx.Value;
// завести денег в ПАММ - списать с кошелька подписчика
if (!withdrawNotInvest)
{
// списать деньги с кошелька подписчика
if (ownerWallet.Balance < sumInWalletCurrency)
{
Logger.ErrorFormat(
"CheckShareAndUpdateSubscriberWallet({0} на счет {1}) - сумма инвестирования {2} больше баланса кошелька ({3})",
login, accountId, sumInWalletCurrency, ownerWallet.Balance);
return RequestStatus.MarginOrLeverageExceeded;
}
ownerWallet.Balance -= sumInWalletCurrency;
}
else
{
// вывести все?
if (withdrawAll)
{
amountInAccountCurx = subscribersShare.ShareMoney;
string errorDepoAmountStr;
var calculatedAmountInWalletCurx = DalSpot.Instance.ConvertSourceCurrencyToTargetCurrency(
ownerWallet.Currency, account.Currency, (double) amountInAccountCurx, quotes, out errorDepoAmountStr);
if (!calculatedAmountInWalletCurx.HasValue)
{
Logger.Error("CheckShareAndUpdateSubscriberWallet - (расчет суммы вывода) невозможно перевести " + account.Currency + " в " +
ownerWallet.Currency + ": " + errorDepoAmountStr);
return RequestStatus.ServerError;
}
sumInWalletCurrency = calculatedAmountInWalletCurx.Value;
}
else
{
// не превышает ли выводимая сумма долю вкладчика?
if (calculatedAmountInAccountCurx > subscribersShare.ShareMoney)
{
Logger.ErrorFormat("CheckShareAndUpdateSubscriberWallet({0} на счет {1}) - сумма вывода {2} больше доли пайщика ({3})",
login, accountId, calculatedAmountInAccountCurx, subscribersShare.ShareMoney);
return RequestStatus.BadRequest;
}
subscribersShare.ShareMoney -= calculatedAmountInAccountCurx.Value;
// выводится, фактически, вся сумма?
if (subscribersShare.ShareMoney < MinInvestAmountOnPamm)
{
Logger.InfoFormat("CheckShareAndUpdateSubscriberWallet({0} на счет {1}) - сумма вывода {2} примерно равна доле пайщика ({3}), выводится все",
login, accountId, calculatedAmountInAccountCurx, subscribersShare.ShareMoney);
withdrawAll = true;
subscribersShare.ShareMoney = 0;
}
}
ownerWallet.Balance += sumInWalletCurrency;
}
return RequestStatus.OK;
}
private void MakeTestContents()
{
// добавить тестовый счет
var group = conn.ACCOUNT_GROUP.First(g => !g.IsReal);
group.SwapFree = false;
account = new ACCOUNT
{
AccountGroup = group.Code,
Currency = "USD",
Balance = 10000,
Description = "test",
Status = (int) Account.AccountStatus.Created
};
conn.ACCOUNT.Add(account);
conn.SaveChanges();
// задать всем дефолтовый своп
foreach (var spot in conn.SPOT)
{
spot.SwapBuy = SwapBuy;
spot.SwapSell = SwapSell;
}
// создать сделки по счету
allPositions = PositionMaker.MakePositions(conn, account.ID);
conn.SaveChanges();
foreach (var pos in allPositions)
{
// расчетное значение своп-а
var swap = DalSpot.Instance.GetAbsValue(pos.Symbol, pos.Side > 0 ? SwapBuy : SwapSell);
swap = swap * pos.Volume;
// перевести своп в валюту счета
string errorStr;
swap = DalSpot.Instance.ConvertToTargetCurrency(pos.Symbol, false, account.Currency,
(double)swap, QuoteStorage.Instance.ReceiveAllData(),
out errorStr) ?? 0;
swapByPos.Add(pos, swap);
}
}
public static ACCOUNT UndecorateAccount(Account src)
{
var dest = new ACCOUNT();
UndecorateAccount(dest, src);
return dest;
}
/// <summary>
/// мапинг объекта Account в ACCOUNT, с использованием переданного контекста
/// Это нужно для того, что бы потом была возможномть выполнить обновление (потому что обновление должно выполняться в этом же контексте)
/// </summary>
/// <param name="dest">его значения обновятся</param>
/// <param name="src">объек для мапинга</param>
/// <returns></returns>
public static void UndecorateAccount(ACCOUNT dest, Account src)
{
dest.Currency = src.Currency;
dest.AccountGroup = src.Group;
dest.MaxLeverage = (decimal)src.MaxLeverage;
dest.UsedMargin = src.UsedMargin;
dest.Balance = src.Balance;
dest.Status = (int)src.Status;
dest.TimeCreated = src.TimeCreated;
dest.TimeBlocked = src.TimeBlocked;
}
public void Setup()
{
// подыграть за торговый контракт
SetupFakeServer();
// инициализировать словари (прежде всего - словарь тикеров)
TradeSharpDictionary.Initialize(MoqTradeSharpDictionary.Mock);
connection = TradeSharpConnectionPersistent.InitializeTradeSharpConnection();
// пользователь - владелец тестового сервиса
var ownerUser = new PLATFORM_USER
{
Email = "*****@*****.**",
Login = "******",
Title = "Vafel",
RoleMask = 0,
Password = "******",
RegistrationDate = DateTime.Now
};
connection.PLATFORM_USER.Add(ownerUser);
connection.SaveChanges();
// добавить категорию сигналов
var srv = new SERVICE
{
FixedPrice = 0,
Currency = "USD",
User = ownerUser.ID
};
connection.SERVICE.Add(srv);
connection.SaveChanges();
serviceId = srv.ID;
// добавить пользователя
var user = new PLATFORM_USER
{
Email = "*****@*****.**",
Login = "******",
Password = "******",
Title = "test",
RegistrationDate = DateTime.Now
};
connection.PLATFORM_USER.Add(user);
connection.SaveChanges();
testUserId = user.ID;
// добавить счет и сделок
var group = connection.ACCOUNT_GROUP.First(g => !g.IsReal);
var account = new ACCOUNT
{
AccountGroup = group.Code,
Currency = AccountCurrency,
Balance = 30000
};
connection.ACCOUNT.Add(account);
connection.SaveChanges();
testAccountId = account.ID;
// назначить пользователя владельцем счета
connection.PLATFORM_USER_ACCOUNT.Add(new PLATFORM_USER_ACCOUNT
{
Account = testAccountId,
PlatformUser = testUserId,
RightsMask = (int) AccountRights.Управление
});
// подписать счет на сигнал
connection.SUBSCRIPTION.Add(new SUBSCRIPTION
{
User = testUserId,
Service = serviceId,
RenewAuto = true,
TimeEnd = DateTime.Now.Date.AddDays(1)
});
connection.SUBSCRIPTION_SIGNAL.Add(new SUBSCRIPTION_SIGNAL
{
User = testUserId,
Service = serviceId,
AutoTrade = true,
PercentLeverage = 120,
MinVolume = 10000,
TargetAccount = testAccountId
});
connection.SaveChanges();
// позиции
MakeOrdersForTest();
foreach (var order in ordersForTest)
{
var pos = LinqToEntity.UndecorateOpenedPosition(order);
connection.POSITION.Add(pos);
}
connection.SaveChanges();
// прописать срез котировок
var nowTime = DateTime.Now;
Contract.Util.BL.QuoteStorage.Instance.UpdateValues(new []
{
"EURUSD", "GBPUSD", "USDJPY", "EURGBP"
},
new []
{
new QuoteData(1.3820f, 1.3822f, nowTime),
new QuoteData(1.5350f, 1.5354f, nowTime),
new QuoteData(90.81f, 90.83f, nowTime),
new QuoteData(1.1107f, 1.1112f, nowTime)
}
);
}
private void MakeTestData()
{
paidService = conn.SERVICE.First(s => s.Currency == "USD");
srvOwner = paidService.PLATFORM_USER;
srvSubscriber = conn.PLATFORM_USER.First(u => u.WALLET.Currency == "USD" && u.ID != srvOwner.ID);
// аккаунт с дольками и открытыми позами
accountShared = conn.ACCOUNT.First(a => a.POSITION.Count > 1 && a.POSITION.Count < 200);
accountSharedOwner = (from pa in conn.PLATFORM_USER_ACCOUNT
join u in conn.PLATFORM_USER on pa.PlatformUser equals u.ID
where pa.Account == accountShared.ID
select u).First();
// добавить ПАММ-сервис
conn.SERVICE.Add(new SERVICE
{
Currency = "USD",
ServiceType = (int) PaidServiceType.PAMM,
AccountId = accountShared.ID,
User = accountSharedOwner.ID,
Comment = "PAMMMmm"
});
// добавить дольки
var oneMoreUser = conn.PLATFORM_USER.First(u => u.ID != accountSharedOwner.ID);
conn.ACCOUNT_SHARE.Add(new ACCOUNT_SHARE
{
Account = accountShared.ID,
Share = 55,
ShareOwner = accountSharedOwner.ID
});
conn.ACCOUNT_SHARE.Add(new ACCOUNT_SHARE
{
Account = accountShared.ID,
Share = 45,
ShareOwner = oneMoreUser.ID
});
conn.SaveChanges();
}
public void TestInvestInPAMM()
{
// PAMM-инвестор
var pammInvestor = new PLATFORM_USER
{
Email = "*****@*****.**",
Login = "******",
Password = "******",
RegistrationDate = DateTime.Now,
RoleMask = (int) UserRole.Trader,
Title = "trader"
};
conn.PLATFORM_USER.Add(pammInvestor);
conn.SaveChanges();
var wallet = new WALLET
{
User = pammInvestor.ID,
Balance = 160000,
Currency = "USD",
Password = "******"
};
conn.WALLET.Add(wallet);
conn.SaveChanges();
// посчитать, что было ДО инвестирования в ПАММ
List<AccountShare> shares;
bool noQuoteError;
WalletManager.CalculateAccountEquityWithShares(conn, accountShared, accountSharedOwner.ID,
Contract.Util.BL.QuoteStorage.Instance.ReceiveAllData(),
out shares, out noQuoteError);
// инвестировать в ПАММ
const decimal amountToInvest = 10000;
var oldBalance = accountShared.Balance;
var status = walletManager.InvestInPAMM(ProtectedOperationContext.MakeServerSideContext(),
pammInvestor.Login, accountShared.ID, amountToInvest);
Assert.AreEqual(RequestStatus.OK, status, "InvestInPAMM - должно быть ОК");
accountShared = conn.ACCOUNT.First(a => a.ID == accountShared.ID);
var shouldBeBalance = oldBalance + amountToInvest;
Assert.IsTrue(shouldBeBalance.RoughCompares(accountShared.Balance, 0.1M),
"InvestInPAMM - баланс счета должен увеличиться на сумму вложения");
var newShares = conn.ACCOUNT_SHARE.Where(s => s.Account == accountShared.ID).ToList();
Assert.AreEqual(shares.Count + 1, newShares.Count, "InvestInPAMM - добавился один пай");
var sumSharesPercent = newShares.Sum(s => s.Share);
Assert.IsTrue(100M.RoughCompares(sumSharesPercent, 0.000001M),
"InvestInPAMM - сумма паев осталась 100%");
Assert.IsTrue(newShares.Any(s => s.ShareOwner == pammInvestor.ID),
"InvestInPAMM - новый владелец должен быть в списке пайщиков");
Assert.IsTrue(conn.SUBSCRIPTION.Any(s => s.User == pammInvestor.ID),
"InvestInPAMM - должна появиться подписка");
// инвестировать еще денег
const decimal moreMoney = 145201.55M;
status = walletManager.InvestInPAMM(ProtectedOperationContext.MakeServerSideContext(),
pammInvestor.Login, accountShared.ID, moreMoney);
Assert.AreEqual(RequestStatus.OK, status, "InvestInPAMM (повторно) - должно быть ОК");
var updatedNewShares = conn.ACCOUNT_SHARE.Where(s => s.Account == accountShared.ID).ToList();
Assert.AreEqual(newShares.Count, updatedNewShares.Count, "InvestInPAMM (повторно) - количество паев не должно меняться");
sumSharesPercent = updatedNewShares.Sum(s => s.Share);
Assert.IsTrue(100M.RoughCompares(sumSharesPercent, 0.000001M),
"InvestInPAMM (повторно) - сумма паев осталась 100%");
status = walletManager.InvestInPAMM(ProtectedOperationContext.MakeServerSideContext(),
pammInvestor.Login, accountShared.ID, moreMoney);
Assert.AreEqual(RequestStatus.MarginOrLeverageExceeded, status,
"InvestInPAMM (превышение баланса) - должно быть MarginOrLeverageExceeded");
// вывести из ПАММа кусочек
const decimal withdrawnMoney = 50.25M;
var balanceBeforeWth = conn.WALLET.First(w => w.User == pammInvestor.ID).Balance;
status = walletManager.WithdrawFromPAMM(ProtectedOperationContext.MakeServerSideContext(),
pammInvestor.Login, accountShared.ID, withdrawnMoney, false);
Assert.AreEqual(RequestStatus.OK, status, "InvestInPAMM (вывод средств) - должно быть OK");
var sharesAfterWithdraw = conn.ACCOUNT_SHARE.Where(s => s.Account == accountShared.ID).ToList();
var balanceAfterWth = conn.WALLET.First(w => w.User == pammInvestor.ID).Balance;
Assert.IsTrue(balanceBeforeWth.RoughCompares(balanceAfterWth - withdrawnMoney, 0.005M),
"баланс должен увеличиться на сумму вывода");
Assert.AreEqual(updatedNewShares.Count, sharesAfterWithdraw.Count,
"InvestInPAMM (вывод средств) - количество паёв не должно измениться");
Assert.IsTrue(conn.SUBSCRIPTION.Any(s => s.User == pammInvestor.ID),
"InvestInPAMM (вывод средств) - должна остаться подписка");
// попробовать вывести слишком много
status = walletManager.WithdrawFromPAMM(ProtectedOperationContext.MakeServerSideContext(),
pammInvestor.Login, accountShared.ID, 1000000, false);
Assert.AreEqual(RequestStatus.BadRequest, status,
"InvestInPAMM (вывод средств) - должно быть BadRequest");
// вывести остаток
status = walletManager.WithdrawFromPAMM(ProtectedOperationContext.MakeServerSideContext(),
pammInvestor.Login, accountShared.ID, 0, true);
Assert.AreEqual(RequestStatus.OK, status, "InvestInPAMM (вывод всех средств) - должно быть OK");
Assert.IsFalse(conn.SUBSCRIPTION.Any(s => s.User == pammInvestor.ID),
"InvestInPAMM (вывод всех средств) - должна удалиться подписка");
Assert.IsFalse(conn.ACCOUNT_SHARE.Any(s => s.ShareOwner == pammInvestor.ID),
"InvestInPAMM (вывод всех средств) - должна удалиться долька нашего пайщика");
}
private static Wallet PutMoneyOnUserOwnedAccount(int accountId, decimal amountInSrcCurrency, out WalletError error,
WALLET wallet, ACCOUNT account, TradeSharpConnection ctx,
PLATFORM_USER user)
{
// достаточно ли денег в кошельке?
if (amountInSrcCurrency > wallet.Balance)
{
error = WalletError.InsufficientFunds;
return null;
}
// перевести объем в валюту счета
var amount = amountInSrcCurrency;
if (account.Currency != wallet.Currency)
{
// найти котировку и перевести
string errorString;
var amountTarget = DalSpot.Instance.ConvertSourceCurrencyToTargetCurrency(account.Currency,
wallet.Currency, (double) amount,
QuoteStorage.Instance.ReceiveAllData(),
out errorString);
if (!amountTarget.HasValue)
{
Logger.ErrorFormat("DepositOrWithdraw({0} {1}): {2}",
amountInSrcCurrency, account.Currency + "/" + wallet.Currency,
errorString);
error = WalletError.CurrencyExchangeFailed;
return null;
}
amount = amountTarget.Value;
}
// списать с кошелька и пополнить счет
wallet.Balance -= amountInSrcCurrency;
account.Balance += amount;
var dateOper = DateTime.Now;
var balanceChange = ctx.BALANCE_CHANGE.Add(new BALANCE_CHANGE
{
AccountID = accountId,
Amount = amount,
ChangeType = (int) BalanceChangeType.Deposit,
ValueDate = dateOper,
Description = "Пополнение с кошелька №" + wallet.User
});
try
{
ctx.SaveChanges();
}
catch (Exception ex)
{
Logger.Error("DepositOrWithdraw() - error saving balance change", ex);
error = WalletError.ServerError;
return null;
}
var balanceChangeId = balanceChange.ID;
ctx.TRANSFER.Add(new TRANSFER
{
Amount = -amountInSrcCurrency,
TargetAmount = -amountInSrcCurrency,
User = user.ID,
Comment = "Т. счет №" + account.ID,
ValueDate = dateOper,
BalanceChange = balanceChangeId,
});
try
{
ctx.SaveChanges();
}
//catch (System.Data.Entity.Infrastructure.DbUpdateConcurrencyException)
//{
//}
catch (Exception ex)
{
Logger.Error("DepositOrWithdraw() - error saving transfer for user " + user.ID +
", balance change Id: " + balanceChangeId + ", user: " + user.ID, ex);
error = WalletError.ServerError;
return null;
}
error = WalletError.OK;
return LinqToEntity.DecorateWallet(wallet);
}
private string CreateAccount(out int accountId)
{
accountId = -1;
if (string.IsNullOrEmpty(tbLogin.Text) ||
string.IsNullOrEmpty(tbEmail.Text) ||
string.IsNullOrEmpty(tbPassword.Text) ||
cbAccountGroup.SelectedIndex < 0) return "Поля не заполнены";
var login = tbLogin.Text;
var password = tbPassword.Text;
var email = tbEmail.Text;
var group = cbAccountGroup.SelectedItem.ToString();
var depo = tbStartDepo.Text.ToDecimalUniformSafe() ?? 0;
var createTime = dpCreateTime.Value;
using (var conn = DatabaseContext.Instance.Make())
{
if (conn.PLATFORM_USER.Any(u => u.Login == login))
return "Логин занят";
if (conn.PLATFORM_USER.Any(u => u.Email == email))
return "Email занят";
try
{
var usr = new PLATFORM_USER
{
Login = login,
Password = password,
Email = email,
Name = tbName.Text,
Surname = tbSurname.Text,
RegistrationDate = createTime,
RoleMask = 0,
Patronym = "Н",
Title = "-"
};
conn.PLATFORM_USER.Add(usr);
var account = new ACCOUNT
{
Currency = "USD",
Balance = depo,
MaxLeverage = tbMaxLeverage.Text.ToDecimalUniformSafe() ?? 100,
AccountGroup = group,
TimeCreated = createTime,
Status = (int) Account.AccountStatus.Created
};
conn.ACCOUNT.Add(account);
conn.SaveChanges();
var pa = new PLATFORM_USER_ACCOUNT
{
PlatformUser = usr.ID,
Account = account.ID,
RightsMask = 0
};
conn.PLATFORM_USER_ACCOUNT.Add(pa);
var bc = new BALANCE_CHANGE
{
AccountID = account.ID,
Amount = depo,
ChangeType = (int) BalanceChangeType.Deposit,
Description = "Initial deposit",
ValueDate = createTime
};
conn.BALANCE_CHANGE.Add(bc);
conn.SaveChanges();
accountId = account.ID;
return string.Empty;
}
catch (Exception ex)
{
return ex.GetType().Name + ": " + ex.Message;
}
}
}
private bool GetAccountEquityAndUsedMargin(ACCOUNT account, out decimal equity, out decimal usedMargin)
{
try
{
decimal exposure;
profitCalculator.CalculateAccountExposure(account.ID, out equity, out usedMargin, out exposure,
QuoteStorage.Instance.ReceiveAllData(),
ManagerAccount.Instance, accountRepository.GetAccountGroup);
return true;
}
catch (Exception ex)
{
equity = 0;
usedMargin = 0;
Logger.ErrorFormat("GetAccountEquityAndUsedMargin({0}) error: {1}", account.ID, ex);
return false;
}
}
private void btnCreate_Click(object sender, EventArgs e)
{
var users = MakeUsersWithNames();
if (users.Count == 0)
{
MessageBox.Show("Пользователи не созданы (нет записей)");
return;
}
accountIds.Clear();
var depoPercentiles = tbStartDepo.Text.ToIntArrayUniform();
// каждого занести в БД
// для каждого завести кошелек, положить немного денег
// завести каждому счет
// опционально - завести каждому сигнальный сервис
var group = (string) cbGroup.SelectedItem;
const int moneyOnWallet = 1250;
var currency = tbCurrency.Text;
var signalPrice = tbSignalCost.Text.ToDecimalUniformSafe() ?? 1;
var timeParts = tbNewAccountOpenTime.Text.Split(new[] {'-'},
StringSplitOptions.RemoveEmptyEntries);
var timeStartMin = timeParts[0].Trim(' ').ToDateTimeUniform();
var timeStartMax = timeParts[1].Trim(' ').ToDateTimeUniform();
var minutesBackMax = (int)(timeStartMax - timeStartMin).TotalMinutes;
using (var ctx = DatabaseContext.Instance.Make())
foreach (var user in users)
{
// сам пользователь
var usrUnd = LinqToEntity.UndecoratePlatformUser(user);
ctx.PLATFORM_USER.Add(usrUnd);
ctx.SaveChanges();
var userId = usrUnd.ID;
var modelTime = timeStartMax.AddMinutes(-rand.Next(minutesBackMax));
// кошелек
var wallet = new WALLET
{
Balance = moneyOnWallet,
Currency = currency,
Password = user.Password,
User = userId
};
ctx.WALLET.Add(wallet);
// счет
var money = GetRandomDepositSize(depoPercentiles);
var roughMoneyPercent = 0.0;
if (rand.Next(100) < 20)
roughMoneyPercent = rand.NextDouble() - 0.5;
else if (rand.Next(100) < 30)
roughMoneyPercent = rand.NextDouble() * 100 - 50;
money += (int)(money * roughMoneyPercent / 100);
var account = new ACCOUNT
{
AccountGroup = group,
Balance = money,
Currency = currency,
Status = (int) Account.AccountStatus.Created,
TimeCreated = modelTime,
ReadonlyPassword = user.Password
};
ctx.ACCOUNT.Add(account);
ctx.SaveChanges();
accountIds.Add(account.ID);
// денежный перевод на счет - начальный баланс
ctx.BALANCE_CHANGE.Add(new BALANCE_CHANGE
{
AccountID = account.ID,
Amount = money,
ChangeType = (int) BalanceChangeType.Deposit,
Description = "Initial deposit",
ValueDate = account.TimeCreated
});
// пользователь-счет
ctx.PLATFORM_USER_ACCOUNT.Add(new PLATFORM_USER_ACCOUNT
{
Account = account.ID,
PlatformUser = userId,
RightsMask = (int) AccountRights.Управление
});
// сервис торг. сигналов
if (cbSignallers.Checked)
{
ctx.SERVICE.Add(new SERVICE
{
AccountId = account.ID,
Currency = currency,
FixedPrice = signalPrice,
User = userId,
ServiceType = (int) PaidServiceType.Signals,
Comment = "Сигналы " + user.Login
});
}
ctx.SaveChanges();
}
}
private Wallet GetMoneyFromUserOwnedAccount(int accountId, decimal amountInSrcCurrency, out WalletError error,
ACCOUNT account, WALLET wallet, TradeSharpConnection ctx, PLATFORM_USER user)
{
var amountWallet = amountInSrcCurrency;
if (account.Currency != wallet.Currency)
{
// найти котировку и перевести
string errorString;
var amountTarget = DalSpot.Instance.ConvertSourceCurrencyToTargetCurrency(wallet.Currency,
account.Currency,
(double) amountWallet,
QuoteStorage.Instance.ReceiveAllData(),
out errorString);
if (!amountTarget.HasValue)
{
Logger.ErrorFormat("DepositOrWithdraw({0} {1}): {2} (withdraw)",
amountInSrcCurrency, account.Currency + "/" + wallet.Currency,
errorString);
error = WalletError.CurrencyExchangeFailed;
return null;
}
amountWallet = amountTarget.Value;
}
// достаточно ли средств на счете?
// проверить средства / зарезервированное марж. обеспечение
decimal equity, usedMargin;
if (!GetAccountEquityAndUsedMargin(account, out equity, out usedMargin))
{
error = WalletError.ServerError;
return null;
}
if (equity - usedMargin < amountInSrcCurrency)
{
error = WalletError.ServerError;
return null;
}
// списать со счета в пользу кошелька
wallet.Balance += amountInSrcCurrency;
account.Balance -= amountInSrcCurrency;
var date = DateTime.Now;
var bc = ctx.BALANCE_CHANGE.Add(new BALANCE_CHANGE
{
AccountID = accountId,
Amount = amountInSrcCurrency,
ChangeType = (int) BalanceChangeType.Withdrawal,
ValueDate = date,
Description = "Списание на кошелек №" + wallet.User
});
ctx.SaveChanges();
ctx.TRANSFER.Add(new TRANSFER
{
Amount = amountWallet,
TargetAmount = amountWallet,
User = user.ID,
Comment = "Вывод средств со счета №" + account.ID,
ValueDate = date,
BalanceChange = bc.ID,
});
ctx.SaveChanges();
error = WalletError.OK;
return LinqToEntity.DecorateWallet(wallet);
}
private void PerformStopout(ACCOUNT ac, Dictionary<string, QuoteData> quotes,
TradeSharpConnection ctx)
{
try
{
var sb = new StringBuilder();
var posReq = from pos in ctx.POSITION where pos.AccountID == ac.ID
&& pos.State == (int)PositionState.Opened select pos;
var totalCount = 0;
var closedCount = 0;
foreach (var pos in posReq)
{
totalCount++;
// закрыть ордер
QuoteData quote;
quotes.TryGetValue(pos.Symbol, out quote);
var price = quote == null ? 0 : quote.GetPrice(pos.Side > 0 ? QuoteType.Bid : QuoteType.Ask);
if (price == 0)
{
sb.AppendFormat("Невозможно закрыть ордер {0} ({1}): нет цены", pos.ID, pos.Symbol);
continue;
}
if (orderRepository.CloseOrder(LinqToEntity.DecorateOrder(pos),
(decimal) price, PositionExitReason.Stopout))
closedCount++;
sb.AppendFormat("позиция {0} закрыта по цене {1:f4} - стопаут. ", pos.ID, price);
}
if (ShouldLogStopout(ac.ID))
Logger.Info(string.Format("Счет {0}. Закрыто {1} из {2} позиций. ", ac.ID, closedCount, totalCount) + sb);
}
catch (Exception ex)
{
loggerNoFlood.LogMessageFormatCheckFlood(LogEntryType.Error, LogMagicStopout, 60 * 1000,
"Ошибка при выполнении стопаута {0}: {1}", ac.ID, ex);
}
}
public void MakeNewlyRegisteredAccountSignaller(TradeSharpConnection ctx,
PLATFORM_USER user, ACCOUNT account)
{
try
{
ctx.SERVICE.Add(new SERVICE
{
AccountId = account.ID,
ServiceType = (int) PaidServiceType.PAMM,
Currency = account.Currency,
FixedPrice = 1,
Comment = "Сигналы " + LinqToEntity.DecoratePlatformUser(user).NameWithInitials,
User = user.ID
});
}
catch (Exception ex)
{
Logger.ErrorFormat("Ошибка в MakeNewlyRegisteredAccountSignaller(login={0}, account={1}): {2}",
user.Login, account.ID, ex);
}
}
