public StopLossRule(string name,
TimeIntervalDefinition executeFrequency,
Variable iterator,
Statement statement,
BooleanExpression stopLossCondition,
Variable positionSet)
: base(name, executeFrequency,
// wrap the statement with for all loop
// and null checking for position
new ForAllStatement(
iterator, positionSet,
new IfStatement(new NotEqual(){
LeftExpression = new PropertyAccessor(iterator,"Currency"),
RightExpression = new Constant(typeof(DBNull),null)},
new CompositeStatement(
new List<Statement>{
statement,
new IfStatement(stopLossCondition,new PositionStopLoss(iterator))
}
)
)
), stopLossCondition, positionSet
)
{
}
public OpenPosition(Variable positionSet, Expression currency)
{
if (positionSet.Type != typeof(PositionSet))
throw new Exception("Only with type PositionSet is accepted");
_positionSet = positionSet;
_currency = currency;
}
public PropertyAccessor(Variable variable, string propertyName)
{
_variable = variable;
_propertyName = propertyName;
}
public TakeProfitReEntryRule(string name, TimeIntervalDefinition executeFrequency, Statement statement, BooleanExpression condition, Variable positionSet)
: base(name, executeFrequency, statement, condition, positionSet) { }
public ConditionalRule(string name, TimeIntervalDefinition executeFrequency, Statement statement, BooleanExpression condition, Variable positionSet) :
base(name, executeFrequency, statement)
{
_condition = condition;
_positionSet = positionSet;
}
public PositionStopLossReEntry(Variable position)
{
_position = position;
}
/// <summary>
/// Create or retrieve a variable from the variable table
/// </summary>
/// <param name="name">name of the variable</param>
/// <param name="type">type of the variable</param>
/// <returns></returns>
private Variable CreateVariable(string name, Type type)
{
Variable result;
if (!_variableDict.TryGetValue(name, out result))
{
if (type != null)
_variableDict[name] = new Variable(name, type);
else
_variableDict[name] = new Variable(name);
}
return _variableDict[name];
}
public StopLossReEntryRule(string name, TimeIntervalDefinition executeFrequency, Statement statement
,Variable positionSet, BooleanExpression stopLossCondition)
: base(name, executeFrequency, statement, stopLossCondition, positionSet) {
}
public PositionStopLoss(Variable position)
{
_position = position;
}
public MethodAccessor(Variable variable, string methodName, Expression[] parameters)
{
_variable = variable;
_parameters = parameters;
_methodName = methodName;
}
public Assignment(Variable target, Expression expression)
{
_target = target;
_expression = expression;
}
public ForAllStatement(Variable iterator, Expression collection, Statement innerStatement)
{
_iterator = iterator;
_collection = collection;
_innerStatement = innerStatement;
}
