// **********************************************************************
public void PutOwnTrade(OwnTrade trade)
{
// ------------------------------------------------------------
int nq = this.Quantity + trade.Quantity;
if (Math.Sign(nq) != Math.Sign(this.Quantity))
{
this.pricesum = trade.Price * nq;
}
else
{
this.pricesum += trade.Price * trade.Quantity;
}
this.Quantity = nq;
// ------------------------------------------------------------
if (stopOrderId != 0)
{
tmgr.KillStopOrder(stopOrderId);
stopOrderId = 0;
}
if (takeProfit != null)
{
tmgr.CancelAction(takeProfit);
takeProfit = null;
}
// ------------------------------------------------------------
if (Quantity == 0)
{
Price = 0;
}
else
{
Price = pricesum / Quantity;
if (Quantity > 0)
{
if (cfg.u.StopOffset != 0)
{
stopOrderPrice = PredictFXCharts.Price.Ceil(Price - cfg.u.StopOffset);
stopOrderId = tmgr.CreateStopOrder(
stopOrderPrice,
stopOrderPrice - cfg.u.StopSlippage,
-Quantity);
}
if (cfg.u.TakeOffset != 0)
{
takeProfit = tmgr.ExecAction(new OwnAction(
TradeOp.Sell,
BaseQuote.Absolute,
PredictFXCharts.Price.Ceil(Price + cfg.u.TakeOffset),
Quantity));
}
}
else
{
if (cfg.u.StopOffset != 0)
{
stopOrderPrice = PredictFXCharts.Price.Floor(Price + cfg.u.StopOffset);
stopOrderId = tmgr.CreateStopOrder(
stopOrderPrice,
stopOrderPrice + cfg.u.StopSlippage,
-Quantity);
}
if (cfg.u.TakeOffset != 0)
{
takeProfit = tmgr.ExecAction(new OwnAction(
TradeOp.Buy,
BaseQuote.Absolute,
PredictFXCharts.Price.Floor(Price - cfg.u.TakeOffset),
-Quantity));
}
}
}
dataReceiver.PutPosition(Quantity, Price);
}
// **********************************************************************
void ProcessStrategy(object sender, EventArgs e)
{
if (working)
{
return;
}
working = true;
if (ChartsManager.tm.Connected == TermConnection.None)
{
working = false;
return;
}
var orders = from o in contextDb.orders
where o.active == true
orderby o.orderdatetime descending
select o;
if (orders.Count() == 0)
{
working = false;
return;
}
if (orders.Count() > 1)
{
MessageBox.Show("В базе данных слишком много ордеров количество - " + orders.Count().ToString() + ", должно быть - 1.", "Ошибка в программе " + cfg.FullProgName);
working = false;
return;
}
DateTime dtNow = DateTime.Now;
var order = orders.First();
if (order.stocks.ticker != cfg.u.SecCode)
{
working = false;
return;
}
if (!isDateTimeValid(order.orderdatetime.Value)) // если данные не актуальные, возврат
{
working = false;
return;
}
double priceValue = 0;
if (order.price == 0)
{
if (lastPrice == 0)
{
MessageBox.Show("В базе данных нет цены и lastPrice = 0.", "Ошибка в программе " + cfg.FullProgName);
working = false;
return;
}
else
{
priceValue = lastPrice;
if (order.tradetypeid == 1)
{
priceValue = priceValue + cfg.u.PriceStep * 1;
}
else
if (order.tradetypeid == 2)
{
priceValue = priceValue - cfg.u.PriceStep * 1;
}
}
}
else
{
priceValue = order.price.Value;
}
int qty = 0;
if (order.qty == 0 || order.qty == null)
{
qty = 1;
}
else
{
qty = (int)order.qty.Value;
}
ChartsManager.tm.ExecAction(new OwnAction(
TradeOp.Cancel,
BaseQuote.None,
0,
0)); // отменяем ордер
long OrderID = 0;
switch (order.tradetypeid)
{
case 1: // buy
TermManager.Transaction tr = ChartsManager.tm.ExecAction(new OwnAction(
TradeOp.Buy,
BaseQuote.Absolute,
priceValue,
qty));
while (tr.OId == 0 || OrderID == 0)
{
OrderID = tr.OId;
}
break;
case 2: // sell
TermManager.Transaction tr1 = ChartsManager.tm.ExecAction(new OwnAction(
TradeOp.Sell,
BaseQuote.Absolute,
priceValue,
qty));
while (tr1.OId == 0 || OrderID == 0)
{
OrderID = tr1.OId;
}
break;
case 3: // close
{
var posit = (from p in contextDb.positions
where p.active == true
select p).FirstOrDefault();
if (posit == null)
{
working = false;
return;
}
if (posit.tradetypeid == 1) // buy -> need sell
{
priceValue = priceValue - cfg.u.PriceStep * 1;
TermManager.Transaction tr2 = ChartsManager.tm.ExecAction(new OwnAction(
TradeOp.Sell,
BaseQuote.Absolute,
priceValue,
qty));
while (tr2.OId == 0 || OrderID == 0)
{
OrderID = tr2.OId;
}
}
else if (posit.tradetypeid == 2) // sell -> need buy
{
priceValue = priceValue + cfg.u.PriceStep * 1;
TermManager.Transaction tr3 = ChartsManager.tm.ExecAction(new OwnAction(
TradeOp.Buy,
BaseQuote.Absolute,
priceValue,
qty));
while (tr3.OId == 0 || OrderID == 0)
{
OrderID = tr3.OId;
}
}
}
break;
default:
MessageBox.Show("Тип ордера - не реализовано!", "Ошибка в программе " + cfg.FullProgName);
return;
break;
}
order.OrderNum = OrderID;
order.executeddatetime = dtNow;
order.active = false;
contextDb.SubmitChanges();
working = false;
}