public void OnPortfolioUpdate(PTEntity.PortfolioUpdateItem portfolioUpdateItem)
{
if (OnPortfolioUpdated != null)
{
OnPortfolioUpdated(portfolioUpdateItem);
}
}
void _clientHandler_OnPortfolioUpdated(PTEntity.PortfolioUpdateItem obj)
{
string info = string.Format("Portfolio Updated: {0}\t{1}", obj.Id, obj.Kind);
Debug.WriteLine(info);
var portf = Get(obj.Id);
if (portf != null)
{
DispatcherHelper.Current.BeginInvoke(new Action(() => portf.Update(obj)));
}
}
public void Update(PTEntity.PortfolioUpdateItem item)
{
if (item.StrategyUpdate.Kind == PTEntity.StrategyType.SCALPER)
{
PTEntity.ScalperStrategyUpdateItem strategyUpdate = item.StrategyUpdate as PTEntity.ScalperStrategyUpdateItem;
if (strategyUpdate != null)
{
Diff = ToDecimal(strategyUpdate.Diff);
}
}
else if (item.StrategyUpdate.Kind == PTEntity.StrategyType.ARBITRAGE ||
item.StrategyUpdate.Kind == PTEntity.StrategyType.CHANGE_POSITION)
{
PTEntity.ArbitrageStrategyUpdateItem strategyUpdate = item.StrategyUpdate as PTEntity.ArbitrageStrategyUpdateItem;
Diff = ToDecimal(strategyUpdate.Diff);
LongDiff = ToDecimal(strategyUpdate.LongDiff);
ShortDiff = ToDecimal(strategyUpdate.ShortDiff);
LongSize = strategyUpdate.LongSize;
ShortSize = strategyUpdate.ShortSize;
AR_BollTop = ToDecimal(strategyUpdate.BollTop);
AR_BollBottom = ToDecimal(strategyUpdate.BollBottom);
}
else if (item.StrategyUpdate.Kind == PTEntity.StrategyType.HIST_SLOPE)
{
PTEntity.HistSlopeStrategyUpdateItem strategyUpdate = item.StrategyUpdate as PTEntity.HistSlopeStrategyUpdateItem;
FastAngle = ToDecimal(strategyUpdate.FastAngle);
SlowAngle = ToDecimal(strategyUpdate.SlowAngle);
FastMacdHist = ToDecimal(strategyUpdate.FastMacdHist);
SlowMacdHist = ToDecimal(strategyUpdate.SlowMacdHist);
FastMacdHistDiff = ToDecimal(strategyUpdate.FastMacdHistDiff);
SlowMacdHistDiff = ToDecimal(strategyUpdate.SlowMacdHistDiff);
FastSlopeDirection = strategyUpdate.FastMacdSlopeDirection;
SlowSlopeDirection = strategyUpdate.SlowMacdSlopeDirection;
}
else if (item.StrategyUpdate.Kind == PTEntity.StrategyType.WMA_TREND)
{
PTEntity.WMATrendStrategyUpdateItem strategyUpdate = item.StrategyUpdate as PTEntity.WMATrendStrategyUpdateItem;
FastLine = ToDecimal(strategyUpdate.FastLine);
SlowLine = ToDecimal(strategyUpdate.SlowLine);
}
else if (item.StrategyUpdate.Kind == PTEntity.StrategyType.LINER_REGRESSION)
{
PTEntity.LinerRegStrategyUpdateItem strategyUpdate = item.StrategyUpdate as PTEntity.LinerRegStrategyUpdateItem;
WeightMidPoint = ToDecimal(strategyUpdate.WeightMidPoint);
LinerRegressionAngle = ToDecimal(strategyUpdate.LinerRegAngle);
}
else if (item.StrategyUpdate.Kind == PTEntity.StrategyType.ASC_TREND)
{
PTEntity.ASCTrendStrategyUpdateItem strategyUpdate = item.StrategyUpdate as PTEntity.ASCTrendStrategyUpdateItem;
AS_WilliamsR = ToDecimal(strategyUpdate.WilliamsR);
AS_StopPx = ToDecimal(strategyUpdate.StopPx);
AS_DonchianHi = ToDecimal(strategyUpdate.DonchianHi);
AS_DonchianLo = ToDecimal(strategyUpdate.DonchianLo);
}
else if (item.StrategyUpdate.Kind == PTEntity.StrategyType.RANGE_TREND)
{
PTEntity.RangeTrendStrategyUpdateItem strategyUpdate = item.StrategyUpdate as PTEntity.RangeTrendStrategyUpdateItem;
RT_UpperBoundOpen = ToDecimal(strategyUpdate.UpperBoundOpen);
RT_LowerBoundOpen = ToDecimal(strategyUpdate.LowerBoundOpen);
RT_UpperBoundClose = ToDecimal(strategyUpdate.UpperBoundClose);
RT_LowerBoundClose = ToDecimal(strategyUpdate.LowerBoundClose);
RT_LastCostPx = ToDecimal(strategyUpdate.LastCostPx);
RT_RecentStopLossPx = ToDecimal(strategyUpdate.RecentStopLossPx);
}
else if (item.StrategyUpdate.Kind == PTEntity.StrategyType.MANUAL)
{
PTEntity.ManualStrategyUpdateItem strategyUpdate = item.StrategyUpdate as PTEntity.ManualStrategyUpdateItem;
MU_Profit = ToDecimal(strategyUpdate.Profit);
MU_NearHigh = ToDecimal(strategyUpdate.NearHigh);
MU_NearLow = ToDecimal(strategyUpdate.NearLow);
MU_Fallback = ToDecimal(strategyUpdate.Fallback);
MU_Bounce = ToDecimal(strategyUpdate.Bounce);
}
OpenTimes = item.TotalOpenTimes;
DoneTimes = item.TotalCloseTimes;
CancelVolume = item.CancelTimes;
//Position = item.CurrentPosition;
Gain = item.Profit;
//Quantity = item.Quantity;
//MaxPosition = item.MaxPosition;
//AvgCost = item.AvgCost;
IsRunning = item.StrategyUpdate.Running;
for (int i = 0; i < item.Legs.Count; ++i)
{
_legs[i].Update(item.Legs[i]);
}
if (item.HasMsg)
{
EventLogger.Write(item.Message);
}
}
