public void FirstInit(double basePrice)
{
ErrorsCount = 0;
BasePrice = basePrice;
if (IsDirectionBuy)
{
EnterPrice = ExTool.DecreasePrice(BasePrice, EnterDistance);
ClosePrice = ExTool.IncreasePrice(EnterPrice, CloseDistance);
}
else
{
EnterPrice = ExTool.IncreasePrice(BasePrice, EnterDistance);
ClosePrice = ExTool.DecreasePrice(EnterPrice, CloseDistance);
}
}
private void FirstInit(double avgPrice = -1)
{
LState.Reset();
Ticker ticker = null;
if (avgPrice == -1)
{
var task = Task.Run(() => LParam.Stock.GetMarketPrice(Param.Market, Print));
ticker = task.Result;
}
if (LParam.IsLong)
{
double curPrice = avgPrice == -1 ? (double)ticker.Bid : avgPrice;
LState.EnterLongPrice = ExTool.DecreasePrice(curPrice, LParam.EnterDistance);
}
if (LParam.IsShort)
{
double curPrice = avgPrice == -1 ? (double)ticker.Ask : avgPrice;
LState.EnterShortPrice = ExTool.IncreasePrice(curPrice, LParam.EnterDistance);
}
}
private void OnUpdateTicker(Ticker ticker)
{
lock (LockLTicker)
{
LastTicker = ticker;
}
if (LState.PosDirection == 0 && LParam.IsLong && (double)ticker.Ask < LState.EnterLongPrice) //enter Long
{
var tresult = CStrategyTrade.ExecuteByMarket(true, -1).Result;
if (tresult != null)
{
LState.PosDirection = 1;
LState.ClosePositionSum = (double)tresult.BaseQty;
double avgPrice = (double)tresult.AveragePrice;
LState.ClosePositionPrice = ExTool.IncreasePrice(avgPrice, LParam.CloseDistance);
LState.StopPositionPrice = ExTool.DecreasePrice(avgPrice, LParam.StopDistance);
Print(String.Format("Выполнено вход в позицию Long на суму: {0} {1} по цене: {2}. ({3} {4})",
tresult.BaseQty, LParam.Market.BaseCurrency, avgPrice,
tresult.MarketQty, LParam.Market.MarketCurrency));
}
}
if (LState.PosDirection == 0 && LParam.IsShort && (double)ticker.Bid > LState.EnterLongPrice) //enter Short
{
var tresult = CStrategyTrade.ExecuteByMarket(false, -1).Result;
if (tresult != null)
{
LState.PosDirection = -1;
LState.ClosePositionSum = (double)tresult.BaseQty;
double avgPrice = (double)tresult.AveragePrice;
LState.ClosePositionPrice = ExTool.DecreasePrice(avgPrice, LParam.CloseDistance);
LState.StopPositionPrice = ExTool.IncreasePrice(avgPrice, LParam.StopDistance);
Print(String.Format("Выполнено вход в позицию Short на суму: {0} {1} по цене: {2}. ({3} {4})",
tresult.BaseQty, LParam.Market.BaseCurrency, avgPrice,
tresult.MarketQty, LParam.Market.MarketCurrency));
}
}
if (LState.PosDirection == 1 && (double)ticker.Bid > LState.ClosePositionPrice) //close Long
{
var tresult = CStrategyTrade.ExecuteByMarket(false, LState.ClosePositionSum).Result;
if (tresult != null)
{
double avgPrice = (double)tresult.AveragePrice;
FirstInit(avgPrice);
Print(String.Format("Позиция Long закрылась на суму: {0} {1} по цене: {2}. ({3} {4})",
tresult.BaseQty, LParam.Market.BaseCurrency, avgPrice,
tresult.MarketQty, LParam.Market.MarketCurrency));
}
}
if (LState.PosDirection == 1 && (double)ticker.Ask < LState.ClosePositionPrice) //close Short
{
var tresult = CStrategyTrade.ExecuteByMarket(true, LState.ClosePositionSum).Result;
if (tresult != null)
{
double avgPrice = (double)tresult.AveragePrice;
FirstInit(avgPrice);
Print(String.Format("Позиция Short закрылась на суму: {0} {1} по цене: {2}. ({3} {4})",
tresult.BaseQty, LParam.Market.BaseCurrency, avgPrice,
tresult.MarketQty, LParam.Market.MarketCurrency));
}
}
if (LState.PosDirection != 0 && LState.StopPositionPrice != 0) //check Stop
{
if (LState.PosDirection == 1)
{
if ((double)ticker.Ask < LState.ClosePositionPrice) //close Long by stop
{
var tresult = CStrategyTrade.ExecuteByMarket(false, LState.ClosePositionSum).Result;
if (tresult != null)
{
double avgPrice = (double)tresult.AveragePrice;
FirstInit(avgPrice);
Print(String.Format("Позиция Long закрылась по стопу на суму: {0} {1} по цене: {2}. ({3} {4})",
tresult.BaseQty, LParam.Market.BaseCurrency, avgPrice,
tresult.MarketQty, LParam.Market.MarketCurrency));
}
}
}
if (LState.PosDirection == -1)
{
if ((double)ticker.Bid > LState.ClosePositionPrice) //close Short by stop
{
var tresult = CStrategyTrade.ExecuteByMarket(true, LState.ClosePositionSum).Result;
if (tresult != null)
{
double avgPrice = (double)tresult.AveragePrice;
FirstInit(avgPrice);
Print(String.Format("Позиция Short закрылась по стопу на суму: {0} {1} по цене: {2}. ({3} {4})",
tresult.BaseQty, LParam.Market.BaseCurrency, avgPrice,
tresult.MarketQty, LParam.Market.MarketCurrency));
}
}
}
}
}