private void OpenOrCloseOrders(string strategyName, IStrategyDecision decision, RateRecord rec)
{
decimal lastValue = rec.Value;
if (decision.Direction == 0)
{
return;
}
Order openedOrder = _orderController.GetOpenedOrder(strategyName, rec.Name);
if (openedOrder != null)
{
if (openedOrder.Direction * decision.Direction > 0)
{
openedOrder.TakeProfit = decision.TakeProfit;
}
else
{
_orderController.CloseOrder(openedOrder, rec);
}
}
else
{
_orderController.OpenOrder(strategyName, lastValue, decision.StopLoss, decision.TakeProfit, rec.Name, rec.UpdateTime, decision.AdditionalInfo);
}
}
public void ProcessTick(RateRecord rateRecord)
{
foreach (IStrategyProvider provider in _strategyProviders)
{
//analize
IStrategyDecision decision = provider.GetStrategyDecision(rateRecord);
//make orders
OpenOrCloseOrders(provider.GetName(), decision, rateRecord);
}
}
private void OpenOrCloseOrders(string strategyName, IStrategyDecision decision,RateRecord rec)
{
decimal lastValue = rec.Value;
if (decision.Direction == 0)
return;
Order openedOrder = _orderController.GetOpenedOrder(strategyName,rec.Name);
if (openedOrder!=null)
{
if (openedOrder.Direction * decision.Direction > 0)
openedOrder.TakeProfit = decision.TakeProfit;
else
{
_orderController.CloseOrder(openedOrder,rec);
}
}
else
{
_orderController.OpenOrder(strategyName,lastValue,decision.StopLoss,decision.TakeProfit,rec.Name,rec.UpdateTime,decision.AdditionalInfo);
}
}
