public AppStrategyManager(IIBTradeAppBridge appForm)
{
appMDManager = new AppMDManager(appForm);
appEventManager = new AppEventManager(this);
appOrderManager = new AppOrderManager(this);
appMaintenanceManager = new AppMainteanceManager(this);
appMaintenanceManager.startManager();
ParentUI = appForm;
//OrderRepositry = new ConcurrentDictionary<string, OrderRecord>();
activeStgNamesMap = new ConcurrentDictionary <String, String>();
storeStg = new Dictionary <string, IStrategy>();
storeStg.Add(AppConstant.STG1_SHORT_NAME, new StrategyRandom1(AppConstant.STG1_SHORT_NAME, 0));
storeStg.Add(AppConstant.STG2_SHORT_NAME, new StrategyRBreakerReverse1(AppConstant.STG2_SHORT_NAME, 1));
storeStg.Add(AppConstant.STG3_SHORT_NAME, new StrategyRBreakerTrend1(AppConstant.STG3_SHORT_NAME, 2));
storeStg.Add(AppConstant.STG4_SHORT_NAME, new StrategyRandom4(AppConstant.STG4_SHORT_NAME, 3));
/*
* storeStg.Add(AppConstant.STG5_SHORT_NAME, new StrategyStastic1(AppConstant.STG5_SHORT_NAME, 4));
* storeStg.Add(AppConstant.STG6_SHORT_NAME, new StrategyRBreaker1(AppConstant.STG6_SHORT_NAME, 5));
* storeStg.Add(AppConstant.STG7_SHORT_NAME, new StrategyRBreakerTrend2(AppConstant.STG7_SHORT_NAME, 6));
*/
StoreCancelToken = new ConcurrentDictionary <string, CancellationTokenSource>();
TimeDiffServer = long.MaxValue;
appEventManager.startGenerateTimeEvents();
}
private void btn_test_buy_Click(object sender, EventArgs e)
{
IAppOrderManager appOrderManager = appStrategyManager.getAppOrderManager();
Contract contract = GetMDContract();
Order order = GetOrder("BUY", "LMT");
//order.OrderId = ibClient.NextOrderId;
//ibClient.NextOrderId++;
order.OrderId = ibClient.IncreaseOrderId();
orderManager.PlaceOrder(contract, order);
txt_console.Text = order.OrderId.ToString();
OrderRecord orderR = new OrderRecord();
orderR.orderId = order.OrderId;
orderR.sno = txt_sno.Text;
orderR.orderTime = DateTime.Now;
//orderRepositry.Add(order.OrderId.ToString(), orderR);
appOrderManager.OrderRepositry.AddOrUpdate(order.OrderId.ToString(), orderR, (key, oldValue) => oldValue);
List <OrderRecord> orderRecords = new List <OrderRecord>();
orderRecords.Add(orderR);
appStrategyManager.getAppOrderManager().OrderPersister.SaveLastRow(orderRecords);
//if (orderId != 0)
// orderId = 0;
}
public StrategyHelper(IAppStrategyManager appStgManager, String stgName, int stgIndex, SignalContext execution)
{
this.appStgManager = appStgManager;
this.appOrderManager = appStgManager.getAppOrderManager();
this.stgName = stgName;
this.stgIndex = stgIndex;
this.execution = execution;
}
private void btn_stg4_stop_Click(object sender, EventArgs e)
{
IAppOrderManager appOrderManager = appStrategyManager.getAppOrderManager();
String[] stgNames = appStrategyManager.getStgNames();
appStrategyManager.stopStrategy(3);
MessageBox.Show("Strategy Stop Submitted!");
}
//new dailyReset
public void exportReport(String name)
{
IAppOrderManager appOrderManager = getAppOrderManager();
String prefix = AppConstant.FILE_POSITION_RESULT_PREFIX;
String suffix = String.Format("{0:_yyyyMMdd}", DateTime.Now);
PositionPersistHelper helper = new PositionPersistHelper(prefix, suffix);
helper.SaveRows(name, appOrderManager.StoreStgClosedOrders[name]);
}
private void readOrderFromFiles()
{
IAppOrderManager appOrderManager = appStrategyManager.getAppOrderManager();
List <OrderRecord> orders = OrderFileReader.getOrderRecorderFromFile(AppConstant.FILE_ORDER_REP);
foreach (OrderRecord record in orders)
{
appOrderManager.OrderRepositry.AddOrUpdate(record.orderId.ToString(), record, (kye, oldValue) => oldValue);
}
}
public void processExecution(ExecutionMessage message)
{
IAppOrderManager orderManager = appStgManager.getAppOrderManager();
String[] stgNames = appStgManager.getStgNames();
if (!appStgManager.getAppOrderManager().AppOrderStore.ContainsKey(message.Execution.OrderId))
{
return;
}
if (!orderManager.isExecutionProcessed(message.Execution.ExecId))
{
AppExecution execution = orderManager.updateAppOrderExecution(message);
IAppOrder order = orderManager.AppOrderStore[message.Execution.OrderId];
AppOrder cloneOrder = (AppOrder)order.Clone();
if (AppObjectUtil.isOrderClosed(cloneOrder))
{
orderManager.closeOpenAppOrder(order.StrategyIndex, order);
}
orderManager.updatePosition(order.StrategyIndex, execution);
String stgName = stgNames[order.StrategyIndex];
AppPosition stgPosition = orderManager.StoreStgPositions[stgName];
log.Info("Total PnL : " + stgPosition.TotalPnL);
orderManager.markExeProcessed(message.Execution.ExecId);
//***New for send order executed email***
IAppEventManager appEventManager = appStgManager.getAppEventManager();
appEventManager.putOrderExeEvents(message, stgName);
/*TSAppExecution execution = appForm.StrategyManager.updateAppOrderExecution(message);
* TSAppOrder order = appForm.StrategyManager.AppOrderStore[message.Execution.OrderId];
* TSAppOrder cloneOrder = (TSAppOrder)order.Clone();
* if (StrategyManager.isOrderClosed(cloneOrder))
* {
* appForm.StrategyManager.closeOpenAppOrder(order.StrategyIndex, order);
* //appForm.StrategyManager.removeOpenAppOrder(order.StrategyIndex, order);
* //appForm.StrategyManager.addClosedAppOrder(order.StrategyIndex, order);
* }
* appForm.StrategyManager.updatePosition(order.StrategyIndex, execution);
* String stgName = appForm.StrategyManager.StgNames[order.StrategyIndex];
* AppPosition stgPosition = appForm.StrategyManager.StoreStgPositions[stgName];
* log.Info("Total PnL : " + stgPosition.TotalPnL);
* //log.Info("Total PnL : " + appForm.StrategyManager.StgPositions[order.StrategyIndex].TotalPnL);
* appForm.StrategyManager.markExeProcessed(message.Execution.ExecId);*/
}
log.Info("Order Executed");
log.Info("*********************************************");
}
public void injectAppOrderManager(IAppOrderManager appOrderManager)
{
this.appOrderManager = appOrderManager;
}
