public override void Stop(StopMode mode)
{
Historique.AjouterAction(new ActionStop(this, mode));
_lockMove.WaitOne();
if (mode == StopMode.Smooth)
{
Position nouvelleDestination = new Position(Position.Angle, new RealPoint(_currentPosition.Coordinates.X, _currentPosition.Coordinates.Y));
if (IsInLineMove)
{
if (_sensMove == SensAR.Avant)
{
nouvelleDestination.Move(GetCurrentLineBreakDistance());
}
else
{
nouvelleDestination.Move(-GetCurrentLineBreakDistance());
}
}
_destination = nouvelleDestination;
}
else if (mode == StopMode.Abrupt)
{
_currentSpeed = 0;
_destination = Position;
}
_lockMove.Release();
}
public Stop SetStop(double level, StopType type = StopType.Fixed, StopMode mode = StopMode.Absolute)
{
var stop = new Stop(this.strategy, this.Position, level, type, mode);
this.strategy.AddStop(stop);
return(stop);
}
/// <summary>
/// Уведомляет серверный обработчик о завершении работы и закрывает подключение.
/// </summary>
protected async Task DisconnectFromHandler(Connection connection, StopMode stopMode)
{
bool useExclusiveAccess = false;
Connection usingConnection = connection;
if (stopMode == StopMode.Hard)
{
usingConnection = mainConnection;
useExclusiveAccess = true;
}
if (connection.IsConnected)
{
CommunicationObject comObj = new CommunicationObject(usingConnection, useExclusiveAccess);
try
{
comObj.SetData(NetSharpProtocol.Commands.STOP_HANDLER, new HandlerStopData(connection.HandlerID, stopMode));
await comObj.SendAsync().ConfigureAwait(false);
}
finally
{
comObj.Dispose();
connection.Close();
}
}
}
public Task Stop(StopMode mode = StopMode.GracefulShutdown, StopOptions options = StopOptions.StopChildren)
{
State = ExecutionState.Stopping;
State = ExecutionState.Stopped;
return(Task.CompletedTask);
}
internal async Task StopService(StopMode stopMode)
{
if (cleanup)
{
return;
}
if (stopMode == StopMode.Soft)
{
ctSource.Cancel(true);
try
{
if (workTask != null)
{
await workTask.ConfigureAwait(false);
}
}
finally
{
Cleanup();
}
}
else
{
HardStop = true;
connection.Close();
Cleanup();
}
}
public ATSStop SetStop(Position position, double level, StopType type, StopMode mode)
{
ATSStop aTSStop = new ATSStop(position, level, type, mode);
base.Strategy.AddStop(aTSStop);
return(aTSStop);
}
public virtual Stop AddStop(double level, StopType type, StopMode mode)
{
if (!this.Strategy.IsInstrumentActive(this.Position.Instrument))
return null;
else
return new Stop(this.Strategy, this.Position, level, type, mode);
}
public ATSStop SetStop(Position position, double level, StopType type, StopMode mode)
{
ATSStop atsStop = new ATSStop(position, level, type, mode);
this.Strategy.nPMi9oJHY7(atsStop);
return(atsStop);
}
public virtual Stop AddStop(double level, StopType type, StopMode mode)
{
if (!base.Strategy.IsInstrumentActive(base.Position.Instrument))
{
return(null);
}
return(new Stop(base.Strategy, base.Position, level, type, mode));
}
public override void SetMotorStop(MotorID motor, StopMode mode)
{
base.SetMotorStop(motor, mode);
Frame trame = UdpFrameFactory.MoteurStop(_boardMotor[motor], motor, mode);
Connections.UDPBoardConnection[_boardMotor[motor]].SendMessage(trame);
}
static public Frame MoteurStop(Board board, MotorID moteur, StopMode mode)
{
byte[] tab = new byte[4];
tab[0] = (byte)board;
tab[1] = (byte)UdpFrameFunction.MoteurStop;
tab[2] = (byte)moteur;
tab[3] = (byte)mode;
return(new Frame(tab));
}
static public Frame Stop(StopMode mode, Robot robot)
{
byte[] tab = new byte[3];
tab[0] = (byte)robot.AsservBoard;
tab[1] = (byte)UdpFrameFunction.Stop;
tab[2] = (byte)mode;
Frame retour = new Frame(tab);
return(retour);
}
public virtual Stop AddStop(double level, StopType type, StopMode mode)
{
if (!this.Strategy.IsInstrumentActive(this.Position.Instrument))
{
return(null);
}
else
{
return(new Stop(this.Strategy, this.Position, level, type, mode));
}
}
public QBStop(Strategy strategy, Position position,
PositionSide side, double qty,
double level, StopType type, StopMode mode)
: base(strategy, position, level, type, mode)
{
if (qty > 0)
{
this.qty = qty;
}
this.side = side;
}
public override void Stop(StopMode mode = StopMode.Smooth)
{
AsserEnable = (mode != StopMode.Freely);
IsInLineMove = false;
Frame frame = UdpFrameFactory.Stop(mode, this);
_asserConnection.SendMessage(frame);
Historique.AjouterAction(new ActionStop(this, mode));
}
/// <summary>
/// Forces the Logging thread to stop completely.
/// At a maximum, it will take checkPeriod to stop.
/// </summary>
/// <returns><c>true</c>, If Logging thread stopped within timeout, <c>false</c> otherwise.</returns>
/// <param name="timeout">Time to wait for Logging thread to stop. -1 forever.</param>
public static bool ForceStop(int timeout)
{
_stopMode = StopMode.ForceStop;
if (_waitStopSemaphore.Wait (timeout))
{
_waitStopSemaphore.Release ();
return true;
}
return false;
}
internal Stop(Position position, double level, StopType type, StopMode mode)
{
this.position = position;
FreeQuant.Trading.StopType stopType = EnumConverter.Convert(type);
FreeQuant.Trading.StopMode stopMode = EnumConverter.Convert(mode);
this.stop = new ATSStop(position.position, level, stopType, stopMode);
((StopBase)this.stop).TrailOnHighLow = true;
((StopBase)this.stop).TraceOnBarOpen = true;
((StopBase)this.stop).TraceOnBar = true;
((StopBase)this.stop).TraceOnQuote = true;
((StopBase)this.stop).TraceOnTrade = true;
}
internal Stop(Position position, double level, StopType type, StopMode mode)
{
this.position = position;
SmartQuant.Trading.StopType type2 = EnumConverter.Convert(type);
SmartQuant.Trading.StopMode mode2 = EnumConverter.Convert(mode);
this.stop = new ATSStop(position.position, level, type2, mode2);
this.stop.TrailOnHighLow = true;
this.stop.TraceOnBarOpen = true;
this.stop.TraceOnBar = true;
this.stop.TraceOnQuote = true;
this.stop.TraceOnTrade = true;
}
internal void StopHandler(Guid handlerID, StopMode stopMode)
{
ConnectingHandler handler;
if (handlers.TryGetValue(handlerID, out handler))
{
incompleteTasksHandlers.Add(handler.StopService(stopMode));
}
else
{
Logger.Write(Source.Server, $"Ошибка остановки обработчика: обработчик с ID {handlerID} не найден.");
}
}
// Запрет добавления элементов
// и ожидание завершения обработки содержимого очереди.
public async Task DrainAsync()
{
lock (this)
{
if (_stopMode == StopMode.None)
{
_stopMode = StopMode.Drain;
}
_tcs.TrySetResult(null);
}
await _task;
}
internal static SmartQuant.Trading.StopMode Convert(StopMode stopMode)
{
switch (stopMode)
{
case StopMode.Absolute:
return(SmartQuant.Trading.StopMode.Absolute);
case StopMode.Percent:
return(SmartQuant.Trading.StopMode.Percent);
default:
throw new NotImplementedException("Stop mode is not supported : " + stopMode);
}
}
/// <summary>
/// 根据入场后的最高与最低价，跟踪止损
/// </summary>
/// <param name="currentPrice"></param>
/// <param name="level"></param>
/// <param name="mode"></param>
/// <returns>止损了返止损前持仓，可用于后面的反手</returns>
public virtual double TrailingStop(double currentPrice, double level, StopMode mode, string text)
{
//lock(this)
{
double qty = GetCurrentQty();
double stop;
if (qty > double.Epsilon)
{
if (StopMode.Percent == mode)
{
stop = HighestAfterEntry * (1.0 - level);
}
else
{
stop = HighestAfterEntry - level;
}
if (currentPrice < stop)
{
TargetPosition = 0;
TextParameter.Text = string.Format("跟踪止损 - 最高{0},止损{1}>当前{2}|{3}",
HighestAfterEntry, stop, currentPrice,
text);
return(qty);
}
}
else if (qty < -double.Epsilon)
{
if (StopMode.Percent == mode)
{
stop = LowestAfterEntry * (1.0 + level);
}
else
{
stop = LowestAfterEntry + level;
}
if (currentPrice > stop)
{
TargetPosition = 0;
TextParameter.Text = string.Format("跟踪止损 - 最低{0},止损{1}<当前{2}|{3}",
HighestAfterEntry, stop, currentPrice,
text);
return(qty);
}
}
return(0);
}
}
public virtual double TakeProfit(double currentPrice, double level, StopMode mode, string text)
{
//lock(this)
{
double qty = GetCurrentQty();
double stop;
if (qty > double.Epsilon)
{
if (StopMode.Percent == mode)
{
stop = GetLongAvgPrice() * (1.0 + level);
}
else
{
stop = GetLongAvgPrice() + level;
}
if (currentPrice > stop)
{
TargetPosition = 0;
TextParameter.Text = string.Format("固定止赢 - 多头均价{0},止赢{1}<当前{2}|{3}",
GetLongAvgPrice(), stop, currentPrice,
text);
return(qty);
}
}
else if (qty < -double.Epsilon)
{
if (StopMode.Percent == mode)
{
stop = GetShortAvgPrice() * (1.0 - level);
}
else
{
stop = GetShortAvgPrice() - level;
}
if (currentPrice < stop)
{
TargetPosition = 0;
TextParameter.Text = string.Format("固定止赢 - 空头均价{0},止赢{1}>当前{2}|{3}",
GetShortAvgPrice(), stop, currentPrice,
text);
return(qty);
}
}
return(0);
}
}
public PortfolioStop(StrategyBase strategy, DateTime time, bool stopStrategy)
:base(){
this.dUqRtBdT71 = StopType.Trailing;
this.Wa9RdDJEOa = StopMode.Percent;
this.rfci6isjj5 = StopFillMode.Stop;
this.sKmRoRmeN5 = strategy;
this.ElNRan0isi = strategy.Portfolio;
this.RUQiAxBBaC = stopStrategy;
this.dUqRtBdT71 = StopType.Time;
this.XoERmcoQ62 = Clock.Now;
this.xTNRf1TvWo = time;
this.FuNRz16ilo = this.ElNRan0isi.GetValue();
if (!(this.xTNRf1TvWo > this.XoERmcoQ62))
return;
Clock.AddReminder(new ReminderEventHandler(this.AaPRYK2epA), this.xTNRf1TvWo, (object) null);
}
protected async Task DoStop(StopMode stopMode = StopMode.GracefulShutdown, StopOptions options = StopOptions.StopChildren)
{
DesiredExecutionState = ExecutionStateEx.Stopped;
switch (State)
{
case ExecutionStateEx.Unspecified:
case ExecutionStateEx.Uninitialized:
case ExecutionStateEx.Faulted:
case ExecutionStateEx.Stopped:
//case ExecutionStateEx.Finished:
case ExecutionStateEx.Disposed:
return;
case ExecutionStateEx.Initializing:
case ExecutionStateEx.Ready:
case ExecutionStateEx.Starting:
case ExecutionStateEx.Started:
case ExecutionStateEx.Pausing:
case ExecutionStateEx.Paused:
case ExecutionStateEx.Unpausing:
break;
case ExecutionStateEx.Stopping:
break;
default:
throw new Exception();
}
SetState(ExecutionStateEx.Stopping);
OnStopping();
foreach (var child in Children.OfType <IStoppableEx>())
{
await child.Stop(stopMode, options).ConfigureAwait(false);
}
foreach (var child in Children.OfType <IStoppable>())
{
await child.Stop().ConfigureAwait(false);
}
SetState(ExecutionStateEx.Stopped);
OnStopped();
}
/// <summary>
/// 从入场均价开始算起，固定点位止损
/// </summary>
/// <param name="currentPrice"></param>
/// <param name="level"></param>
/// <param name="mode"></param>
/// <returns>止损了返止损前持仓，可用于后面的反手</returns>
public virtual double FixedStop(double currentPrice, double level, StopMode mode, string text)
{
double qty = GetCurrentQty();
double stop;
if (qty > 0)
{
if (StopMode.Percent == mode)
{
stop = GetLongAvgPrice() * (1.0 - level);
}
else
{
stop = GetLongAvgPrice() - level;
}
if (currentPrice < stop)
{
TargetPosition = 0;
TextParameter.Text = string.Format("固定止损 - 多头均价{0},止损{1}>当前{2}|{3}",
GetLongAvgPrice(), stop, currentPrice,
text);
return(qty);
}
}
else
{
if (StopMode.Percent == mode)
{
stop = GetShortAvgPrice() * (1.0 + level);
}
else
{
stop = GetShortAvgPrice() + level;
}
if (currentPrice > stop)
{
TargetPosition = 0;
TextParameter.Text = string.Format("固定止损 - 空头均价{0},止损{1}<当前{2}|{3}",
GetShortAvgPrice(), stop, currentPrice,
text);
return(qty);
}
}
return(0);
}
public Stop(Strategy strategy, Position position, double level, StopType type, StopMode mode)
{
this.strategy = strategy;
this.position = position;
this.instrument = position.instrument;
this.qty = position.qty;
this.side = position.Side;
this.level = level;
this.type = type;
this.mode = mode;
this.currPrice = this.GetInstrumentPrice();
this.trailPrice = this.currPrice;
this.stopPrice = this.GetStopPrice();
this.creationTime = strategy.framework.Clock.DateTime;
this.completionTime = DateTime.MinValue;
this.Connect();
}
public Stop(Strategy strategy, Position position, double level, StopType type, StopMode mode)
{
this.strategy = strategy;
this.position = position;
this.instrument = position.instrument;
this.qty = position.qty;
this.side = position.Side;
this.level = level;
this.type = type;
this.mode = mode;
this.currPrice = this.GetInstrumentPrice();
this.trailPrice = this.currPrice;
this.stopPrice = this.GetStopPrice();
this.creationTime = strategy.framework.Clock.DateTime;
this.completionTime = DateTime.MinValue;
this.Connect();
}
// Запрет добавления элементов,
// и прерывание цикла обработки очереди
// после завершения текущих вызовов ProcessItem и OnSuspend.
public void Break()
{
lock (this)
{
_stopMode = StopMode.Break;
_tcs.TrySetResult(null);
}
try
{
Task.WhenAll(_task).Wait();
}
catch (AggregateException e)
{
e.Handle(x => throw x);
}
}
private Stop(Strategy strategy, Position position, DateTime time, double level = 0, StopType type = StopType.Trailing, StopMode mode = StopMode.Percent)
{
this.strategy = strategy;
this.position = position;
this.instrument = position.Instrument;
this.qty = position.Qty;
this.side = position.Side;
this.type = type;
this.mode = mode;
this.creationTime = strategy.framework.Clock.DateTime;
this.completionTime = time;
this.stopPrice = GetInstrumentPrice();
if (this.completionTime > this.creationTime)
{
strategy.framework.Clock.AddReminder(new Reminder(this.method_9, this.completionTime, null));
}
}
public PortfolioStop(StrategyBase strategy, double level, StopType type, StopMode mode, bool stopStrategy)
{
this.strategy = strategy;
this.portfolio = strategy.Portfolio;
this.level = level;
this.type = type;
this.mode = mode;
this.stopStrategy = stopStrategy;
this.currValue = this.portfolio.GetValue();
this.trailValue = this.currValue;
this.stopValue = this.GetStopValue();
this.creationTime = Clock.Now;
this.completionTime = DateTime.MinValue;
this.Connect();
this.fillValue = this.currValue;
this.trailValue = this.currValue;
this.CheckStop();
}
public void Stop(StopMode stopMode)
{
if (!isActive)
{
Debug.LogWarning("Called Stop on a non-active cutscene", gameObject);
return;
}
isActive = false;
isPaused = false;
if (stopMode == StopMode.Skip)
{
Sample(playingDirection == PlayingDirection.Forwards ? playTimeMax : playTimeMin);
}
if (stopMode == StopMode.Rewind)
{
Sample(playingDirection == PlayingDirection.Forwards ? playTimeMin : playTimeMax);
}
if (stopMode == StopMode.Hold)
{
Sample();
}
if (stopMode == StopMode.SkipRewindNoUndo)
{
Sample(playingDirection == PlayingDirection.Forwards ? playTimeMax : playTimeMin);
RewindNoUndo();
}
SendGlobalMessage("OnCutsceneStopped", this);
if (OnCutsceneStopped != null)
{
OnCutsceneStopped(this);
}
if (OnStop != null)
{
OnStop();
OnStop = null;
}
}
public void Stop(StopMode stopMode)
{
if (!isActive)
{
return;
}
isActive = false;
isPaused = false;
if (stopMode == StopMode.Skip)
{
Sample(playTimeMax);
}
if (stopMode == StopMode.Rewind)
{
Sample(playTimeMin);
}
if (stopMode == StopMode.Hold)
{
Sample();
}
if (stopMode == StopMode.SkipRewindNoUndo)
{
Sample(playTimeMax);
RewindNoUndo();
}
SendGlobalMessage("OnCutsceneStopped", this);
if (OnCutsceneStopped != null)
{
OnCutsceneStopped(this);
}
if (OnStop != null)
{
OnStop();
OnStop = null;
}
}
public ATSStop(Position position, double level, StopType type, StopMode mode) : base()
{
this.fPosition = position;
this.fInstrument = position.Instrument;
this.fQty = position.Qty;
this.fSide = position.Side;
this.fLevel = level;
this.fType = type;
this.fMode = mode;
this.fCurrPrice = this.fInstrument.Price();
this.fTrailPrice = this.fCurrPrice;
this.fStopPrice = this.lkZijZtYnj();
this.fCreationTime = Clock.Now;
this.fCompletionTime = DateTime.MinValue;
this.series = new DoubleSeries();
if (this.fType == StopType.Trailing)
this.series.Add(this.fCreationTime, this.lkZijZtYnj());
this.Connect();
}
public StopBase() : base()
{
this.fType = StopType.Trailing;
this.fMode = StopMode.Percent;
this.fTraceOnQuote = true;
this.fTraceOnTrade = true;
this.fTraceOnBar = true;
this.fTraceOnBarOpen = true;
this.fTrailOnOpen = true;
this.fFilterBarSize = -1L;
this.fFilterBarType = BarType.Time;
this.fFillMode = StopFillMode.Stop;
this.textEnabled = true;
this.toolTipEnabled = true;
this.toolTipFormat = "";
this.activeColor = Color.Purple;
this.executedColor = Color.RoyalBlue;
this.canceledColor = Color.Gray;
}
public Stop(StrategyBase strategy, Position position, double level, StopType type, StopMode mode)
:base()
{
this.Udd6EeE9v6 = strategy;
this.fPosition = position;
this.fInstrument = position.Instrument;
this.fQty = position.Qty;
this.fSide = position.Side;
this.fLevel = level;
this.fType = type;
this.fMode = mode;
this.fCurrPrice = this.fInstrument.Price();
this.fTrailPrice = this.fCurrPrice;
this.fStopPrice = this.SlN6PMZ5Ct();
this.fCreationTime = Clock.Now;
this.fCompletionTime = DateTime.MinValue;
this.Udd6EeE9v6.AddStop((StopBase) this);
this.t276DXCuDr();
}
public PortfolioStop(StrategyBase strategy, double level, StopType type, StopMode mode, bool stopStrategy)
:base(){
this.dUqRtBdT71 = StopType.Trailing;
this.Wa9RdDJEOa = StopMode.Percent;
this.rfci6isjj5 = StopFillMode.Stop;
this.sKmRoRmeN5 = strategy;
this.ElNRan0isi = strategy.Portfolio;
this.QqtReC8Evy = level;
this.dUqRtBdT71 = type;
this.Wa9RdDJEOa = mode;
this.RUQiAxBBaC = stopStrategy;
this.oURRNWOggg = this.ElNRan0isi.GetValue();
this.uLLipPWdua = this.oURRNWOggg;
this.FuNRz16ilo = this.aIZRlrvLwJ();
this.XoERmcoQ62 = Clock.Now;
this.xTNRf1TvWo = DateTime.MinValue;
this.i7uRq8Sj1g();
this.agAikbNDtv = this.oURRNWOggg;
this.uLLipPWdua = this.oURRNWOggg;
this.QJSRn03JW5();
}
internal static SmartQuant.Trading.StopMode Convert(StopMode stopMode)
{
switch (stopMode)
{
case StopMode.Absolute:
return SmartQuant.Trading.StopMode.Absolute;
case StopMode.Percent:
return SmartQuant.Trading.StopMode.Percent;
default:
throw new NotImplementedException("Stop mode is not supported : " + stopMode);
}
}
public Stop(StrategyBase strategy, double level, StopType type, StopMode mode)
: this(strategy, (Position) null, level, type, mode) {
}
public override void Stop(StopMode mode = StopMode.Smooth)
{
Trame trame = TrameFactory.Stop(mode, this);
DeplacementLigne = false;
Connexion.SendMessage(trame);
Historique.AjouterAction(new ActionStop(this, mode));
}
/// <summary>
/// 根据入场后的最高与最低价，跟踪止损
/// </summary>
/// <param name="currentPrice"></param>
/// <param name="level"></param>
/// <param name="mode"></param>
/// <returns>止损了返止损前持仓，可用于后面的反手</returns>
public virtual double TrailingStop(double currentPrice, double level, StopMode mode,string text)
{
//lock(this)
{
double qty = GetCurrentQty();
double stop;
if (qty > double.Epsilon)
{
if (StopMode.Percent == mode)
{
stop = HighestAfterEntry * (1.0 - level);
}
else
{
stop = HighestAfterEntry - level;
}
if (currentPrice < stop)
{
TargetPosition = 0;
TextParameter.Text = string.Format("跟踪止损 - 最高{0},止损{1}>当前{2}|{3}",
HighestAfterEntry, stop, currentPrice,
text);
return qty;
}
}
else if (qty < -double.Epsilon)
{
if (StopMode.Percent == mode)
{
stop = LowestAfterEntry * (1.0 + level);
}
else
{
stop = LowestAfterEntry + level;
}
if (currentPrice > stop)
{
TargetPosition = 0;
TextParameter.Text = string.Format("跟踪止损 - 最低{0},止损{1}<当前{2}|{3}",
HighestAfterEntry, stop, currentPrice,
text);
return qty;
}
}
return 0;
}
}
public Stop(Strategy strategy, Position position, double level, StopType type, StopMode mode)
:this(strategy, position, DateTime.MinValue, level, type, mode)
{
}
private Stop(Strategy strategy, Position position, DateTime time, double level = 0, StopType type = StopType.Trailing, StopMode mode = StopMode.Percent)
{
this.strategy = strategy;
this.position = position;
this.instrument = position.Instrument;
this.qty = position.Qty;
this.side = position.Side;
this.type = type;
this.mode = mode;
this.creationTime = strategy.framework.Clock.DateTime;
this.completionTime = time;
this.stopPrice = GetInstrumentPrice();
if (this.completionTime > this.creationTime)
strategy.framework.Clock.AddReminder(new Reminder(this.method_9, this.completionTime, null));
}
/// <summary>
/// 从入场均价开始算起，固定点位止损
/// </summary>
/// <param name="currentPrice"></param>
/// <param name="level"></param>
/// <param name="mode"></param>
/// <returns>止损了返止损前持仓，可用于后面的反手</returns>
public virtual double FixedStop(double currentPrice, double level, StopMode mode, string text)
{
double qty = GetCurrentQty();
double stop;
if (qty > 0)
{
if (StopMode.Percent == mode)
{
stop = GetLongAvgPrice() * (1.0 - level);
}
else
{
stop = GetLongAvgPrice() - level;
}
if (currentPrice < stop)
{
TargetPosition = 0;
TextParameter.Text = string.Format("固定止损 - 多头均价{0},止损{1}>当前{2}|{3}",
GetLongAvgPrice(), stop, currentPrice,
text);
return qty;
}
}
else
{
if (StopMode.Percent == mode)
{
stop = GetShortAvgPrice() * (1.0 + level);
}
else
{
stop = GetShortAvgPrice() + level;
}
if (currentPrice > stop)
{
TargetPosition = 0;
TextParameter.Text = string.Format("固定止损 - 空头均价{0},止损{1}<当前{2}|{3}",
GetShortAvgPrice(), stop, currentPrice,
text);
return qty;
}
}
return 0;
}
internal Stop(Position position, double level, StopType type, StopMode mode)
{
this.position = position;
FreeQuant.Trading.StopType stopType = EnumConverter.Convert(type);
FreeQuant.Trading.StopMode stopMode = EnumConverter.Convert(mode);
this.stop = new ATSStop(position.position, level, stopType, stopMode);
((StopBase)this.stop).TrailOnHighLow = true;
((StopBase)this.stop).TraceOnBarOpen = true;
((StopBase)this.stop).TraceOnBar = true;
((StopBase)this.stop).TraceOnQuote = true;
((StopBase)this.stop).TraceOnTrade = true;
}
public ATSStop SetStop(Position position, double level, StopType type, StopMode mode)
{
ATSStop atsStop = new ATSStop(position, level, type, mode);
this.Strategy.nPMi9oJHY7(atsStop);
return atsStop;
}
/// <summary>
/// 根据入场后的最高与最低价，跟踪止损
/// </summary>
/// <param name="currentPrice">当前价格</param>
/// <param name="level">止损水平：为绝对值或百分比</param>
/// <param name="mode">止损类型：绝对值，Percent百分比</param>
/// <returns>止损了返回止损前持仓，可用于后面的反手</returns>
public virtual double TrailingStop(double currentPrice, double level, StopMode mode,string text)
{
//lock(this)
{
double qty = GetCurrentQty();//获取当前持仓
double stop;//止损价
//当前持仓 > 0 时
if (qty > double.Epsilon)
{
//止损类型为百分比时
if (StopMode.Percent == mode)
{
//止损价=入场后最高价*(1.0-止损百分比)
stop = HighestAfterEntry * (1.0 - level);
}
else//止损类型为绝对值
{
//止损价=入场后最高价 - 止损绝对值
stop = HighestAfterEntry - level;
}
//当前价格 < 止损价 时清仓
if (currentPrice < stop)
{
TargetPosition = 0;//目标仓位=0，表示清仓
TextParameter.Text = string.Format("跟踪止损 - 最高{0},止损{1}>当前{2}|{3}",
HighestAfterEntry, stop, currentPrice,
text);
return qty;//返回止损仓位，可用于后面的反手
}
}
//当前持仓 < 0 时
else if (qty < -double.Epsilon)
{
//止损类型为百分比时
if (StopMode.Percent == mode)
{
stop = LowestAfterEntry * (1.0 + level);
}
else//止损类型为绝对值
{
stop = LowestAfterEntry + level;
}
if (currentPrice > stop)
{
TargetPosition = 0;
TextParameter.Text = string.Format("跟踪止损 - 最低{0},止损{1}<当前{2}|{3}",
HighestAfterEntry, stop, currentPrice,
text);
return qty;
}
}
return 0;
}
}
public virtual double TakeProfit(double currentPrice, double level, StopMode mode, string text)
{
//lock(this)
{
double qty = GetCurrentQty();
double stop;
if (qty > double.Epsilon)
{
if (StopMode.Percent == mode)
{
stop = GetLongAvgPrice() * (1.0 + level);
}
else
{
stop = GetLongAvgPrice() + level;
}
if (currentPrice > stop)
{
TargetPosition = 0;
TextParameter.Text = string.Format("固定止赢 - 多头均价{0},止赢{1}<当前{2}|{3}",
GetLongAvgPrice(), stop, currentPrice,
text);
return qty;
}
}
else if (qty < -double.Epsilon)
{
if (StopMode.Percent == mode)
{
stop = GetShortAvgPrice() * (1.0 - level);
}
else
{
stop = GetShortAvgPrice() - level;
}
if (currentPrice < stop)
{
TargetPosition = 0;
TextParameter.Text = string.Format("固定止赢 - 空头均价{0},止赢{1}>当前{2}|{3}",
GetShortAvgPrice(), stop, currentPrice,
text);
return qty;
}
}
return 0;
}
}
public static Trame Stop(StopMode mode, Robot robot)
{
byte[] tab = new byte[3];
tab[0] = (byte)robot.Carte;
tab[1] = (byte)FonctionMove.Stop;
tab[2] = (byte)mode;
Trame retour = new Trame(tab);
return retour;
}
public Stop(Strategy strategy, Position position, double level, StopType type, StopMode mode)
{
this.type = StopType.Trailing;
this.mode = StopMode.Percent;
this.traceOnQuote = true;
this.traceOnTrade = true;
this.traceOnBar = true;
this.traceOnBarOpen = true;
this.trailOnOpen = true;
this.filterBarSize = -1L;
this.filterBarType = BarType.Time;
this.fillMode = StopFillMode.Stop;
this.strategy = strategy;
this.position = position;
this.instrument = position.Instrument;
this.qty = position.Qty;
this.side = position.Side;
this.level = level;
this.type = type;
this.mode = mode;
this.currPrice = GetInstrumentPrice();
this.trailPrice = this.currPrice;
this.stopPrice = GetStopPrice();
this.creationTime = strategy.Framework.Clock.DateTime;
this.completionTime = DateTime.MinValue;
this.method_0();
}
public Stop SetStop(double level, StopType type, StopMode mode)
{
return this.SetStop(this.Position, level, type, mode);
}
public Stop SetStop(Position position, double level, StopType type, StopMode mode)
{
Stop stop = new Stop(position, level, type, mode);
Map.OQ_SQ_Stop[stop] = stop.stop;
Map.SQ_OQ_Stop[stop.stop] = stop;
Map.AddStop(stop.stop, this.strategyName);
stop.TraceOnBar = this.stopTraceOnBar;
stop.TraceOnTrade = this.stopTraceOnTrade;
stop.TraceOnQuote = this.stopTraceOnQuote;
return stop;
}
public ActionStop(Robot r, StopMode m)
{
robot = r;
mode = m;
}
/// <summary>
/// 从入场均价开始算起，固定点位止损
/// </summary>
/// <param name="currentPrice">当前价</param>
/// <param name="level">止损水平</param>
/// <param name="mode">止损类型</param>
/// <returns>止损了返止损前持仓，可用于后面的反手</returns>
public virtual double FixedStop(double currentPrice, double level, StopMode mode, string text)
{
//lock(this)
{
double qty = GetCurrentQty();//获取当前仓位
double stop;//止损价
//仓位>0时
if (qty > double.Epsilon)
{
//止损类型为百分比时
if (StopMode.Percent == mode)
{
stop = GetLongAvgPrice() * (1.0 - level);
}
else//止损类型为绝对值时
{
stop = GetLongAvgPrice() - level;
}
if (currentPrice < stop)
{
TargetPosition = 0;//清仓
TextParameter.Text = string.Format("固定止损 - 多头均价{0},止损{1}>当前{2}|{3}",
GetLongAvgPrice(), stop, currentPrice,
text);
return qty;
}
}
//仓位<0时
else if (qty < -double.Epsilon)
{
if (StopMode.Percent == mode)
{
stop = GetShortAvgPrice() * (1.0 + level);
}
else
{
stop = GetShortAvgPrice() + level;
}
if (currentPrice > stop)
{
TargetPosition = 0;
TextParameter.Text = string.Format("固定止损 - 空头均价{0},止损{1}<当前{2}|{3}",
GetShortAvgPrice(), stop, currentPrice,
text);
return qty;
}
}
return 0;
}
}
internal Stop(Position position, double level, StopType type, StopMode mode)
{
this.position = position;
SmartQuant.Trading.StopType type2 = EnumConverter.Convert(type);
SmartQuant.Trading.StopMode mode2 = EnumConverter.Convert(mode);
this.stop = new ATSStop(position.position, level, type2, mode2);
this.stop.TrailOnHighLow = true;
this.stop.TraceOnBarOpen = true;
this.stop.TraceOnBar = true;
this.stop.TraceOnQuote = true;
this.stop.TraceOnTrade = true;
}
public override void Stop(StopMode mode)
{
Historique.AjouterAction(new ActionStop(this, mode));
SemDeplacement.WaitOne();
if (mode == StopMode.Smooth)
{
Position nouvelleDestination = new Calculs.Position(new Angle(Position.Angle.AngleDegres), new PointReel(position.Coordonnees.X, position.Coordonnees.Y));
if (DeplacementLigne)
{
if (SensDep == SensAR.Avant)
nouvelleDestination.Avancer(DistanceFreinageActuelle);
else
nouvelleDestination.Avancer(-DistanceFreinageActuelle);
}
Destination = nouvelleDestination;
}
else if (mode == StopMode.Abrupt)
{
VitesseActuelle = 0;
Destination = Position;
}
SemDeplacement.Release();
}
/// <summary>
/// Sets up the Logger instance.
/// </summary>
/// <param name="checkPeriod">How often the Logger thread should check the queue.</param>
/// <param name="sinks">Sinks to install into the logger</param>
public static void Setup(int checkPeriod, params ILoggerSink[] sinks)
{
_sinks = sinks;
_stopMode = StopMode.CanRun;
_checkPeriod = checkPeriod;
Debug = new LoggerWriter ("D", EnqueueMessage);
Warning = new LoggerWriter ("W", EnqueueMessage);
Error = new LoggerWriter ("E", EnqueueMessage);
_waitStopSemaphore = new SemaphoreSlim (0, 1);
_messageQueue = new ConcurrentQueue<LoggerMessage> ();
new Thread (new ThreadStart (MessageCatcher)).Start ();
}
public StopBase() : base()
{
this.fType = StopType.Trailing;
this.fMode = StopMode.Percent;
this.fTraceOnQuote = true;
this.fTraceOnTrade = true;
this.fTraceOnBar = true;
this.fTraceOnBarOpen = true;
this.fTrailOnOpen = true;
this.fFilterBarSize = -1L;
this.fFilterBarType = BarType.Time;
this.fFillMode = StopFillMode.Stop;
this.textEnabled = true;
this.toolTipEnabled = true;
this.toolTipFormat = "";
this.activeColor = Color.Purple;
this.executedColor = Color.RoyalBlue;
this.canceledColor = Color.Gray;
}
public abstract void Stop(StopMode mode = StopMode.Smooth);
public Stop SetStop(double level, StopType type = StopType.Fixed, StopMode mode = StopMode.Absolute)
{
var stop = new Stop(this.strategy, this.Position, level, type, mode);
this.strategy.AddStop(stop);
return stop;
}
