public override void Add(StockOrder stockOrder)
{
if (stockOrder.State != StockOrder.OrderStatus.Executed)
{
throw new System.Exception("Cannot add a not executed order to a position");
}
if (stockOrder.IsShortOrder ^ this.IsShortPosition)
{
throw new System.Exception("Cannot add a short order to a long position");
}
if (stockOrder.IsBuyOrder())
{
this.UnitCost = (this.UnitCost * this.Number + stockOrder.UnitCost * stockOrder.Number) / (float)(this.Number + stockOrder.Number);
this.Number += stockOrder.Number;
}
else
{
if (this.Number > stockOrder.Number)
{
this.Number -= stockOrder.Number;
}
else
{
if (this.Number == stockOrder.Number)
{
this.Number = 0;
this.Status = PositionStatus.Closed;
}
else
{
throw new System.Exception("Cannot sell more stock than owned");
}
}
}
}
public override void Initialise(StockSerie stockSerie, StockOrder lastBuyOrder, bool supportShortSelling)
{
base.Initialise(stockSerie, lastBuyOrder, supportShortSelling);
this.oscSerie = null;
this.trailStop = StockTrailStopManager.CreateTrailStop("TRAILHL(3)");
this.trailStop.ApplyTo(stockSerie);
}
public static IStockStrategy CreateStrategy(string name, StockSerie stockSerie, StockOrder lastBuyOrder, bool supportShortSelling)
{
IStockStrategy strategy = null;
try
{
if (name.StartsWith("@"))
return CreateFilteredStrategy(name, stockSerie, lastBuyOrder, supportShortSelling);
if (strategyList == null)
{
GetStrategyList();
}
if (strategyList.Contains(name))
{
StrategyManager sm = new StrategyManager();
strategy =
(IStockStrategy)
sm.GetType().Assembly.CreateInstance("StockAnalyzer.StockStrategyClasses." + name);
strategy.Initialise(stockSerie, lastBuyOrder, supportShortSelling);
}
}
catch (Exception ex)
{
throw new StockAnalyzerException("Failed to create strategy " + name, ex);
}
return strategy;
}
public override void Initialise(StockSerie stockSerie, StockOrder lastBuyOrder, bool supportShortSelling)
{
base.Initialise(stockSerie, lastBuyOrder, supportShortSelling);
this.SRTrailStop = stockSerie.GetTrailStop(trailName);
this.adxDecorator = stockSerie.GetDecorator("DIV(1)", ((IStockIndicator)TriggerIndicator).Name);
}
public OrderEditionDlg(string currentStockName, string[] portofolioList, StockOrder stockOrderTemplate)
{
InitializeComponent();
//Initialise stock name combo list
StockDictionary stockDictionary = StockAnalyzerForm.MainFrame.StockDictionary;
foreach (string stockName in stockDictionary.Keys)
{
this.stockNameCombo.Items.Add(stockName);
}
// Order Type change combo box
string[] orderTypeNames = Enum.GetNames(typeof(StockOrder.OrderType));
this.orderTypeComboBox.Enabled = true;
this.orderTypeComboBox.Items.Clear();
foreach (string name in orderTypeNames)
{
this.orderTypeComboBox.Items.Add(name);
}
this.orderTypeComboBox.SelectedIndex = 0;
// UpDownState combo box
string[] stateNames = Enum.GetNames(typeof(StockOrder.OrderStatus));
this.stateComboBox.Enabled = true;
this.stateComboBox.Items.Clear();
foreach (string name in stateNames)
{
this.stateComboBox.Items.Add(name);
}
this.stateComboBox.SelectedIndex = 0;
// Portofolio change
if (portofolioList == null)
{
portofolioList = StockAnalyzerForm.MainFrame.StockPortofolioList.GetPortofolioNames();
}
this.portofolioComboBox.Enabled = true;
this.portofolioComboBox.Items.Clear();
foreach (string name in portofolioList)
{
this.portofolioComboBox.Items.Add(name);
}
this.portofolioComboBox.SelectedItem = this.portofolioComboBox.Items[0];
// Create default order
if (stockOrderTemplate == null)
{
this.Order = StockOrder.CreateExecutedOrder(currentStockName, StockOrder.OrderType.BuyAtLimit, false, DateTime.Today, DateTime.Today, 0, 0.0f, 0.0f);
}
else
{
this.Order = stockOrderTemplate;
}
}
public override void Initialise(StockSerie stockSerie, StockOrder lastBuyOrder, bool supportShortSelling)
{
base.Initialise(stockSerie, lastBuyOrder, supportShortSelling);
IStockIndicator indicator = TriggerIndicator as IStockIndicator;
middleUpBandSerie = indicator.Series[1];
middleBandSerie = indicator.Series[2];
middleDownBandSerie = indicator.Series[3];
lowSerie = stockSerie.GetSerie(StockDataType.LOW);
highSerie = stockSerie.GetSerie(StockDataType.HIGH);
closeSerie = stockSerie.GetSerie(StockDataType.CLOSE);
}
public StockPosition(StockOrder stockOrder)
{
if (stockOrder.State != StockOrder.OrderStatus.Executed)
{
throw new System.Exception("Cannot create a position from a not executed order");
}
this.OpenDate = stockOrder.ExecutionDate;
this.Number = stockOrder.Number;
this.StockName = stockOrder.StockName;
this.UnitCost = stockOrder.UnitCost;
this.CloseDate = DateTime.MinValue;
this.IsShortPosition = stockOrder.IsShortOrder;
this.Status = PositionStatus.Opened;
}
public override void Initialise(StockSerie stockSerie, StockOrder lastBuyOrder, bool supportShortSelling)
{
this.Serie = stockSerie;
this.LastBuyOrder = lastBuyOrder;
this.SupportShortSelling = supportShortSelling;
if (StockDictionary.StockDictionarySingleton.ContainsKey("TB." + stockSerie.StockName))
{
StockSerie breadthSerie = StockDictionary.StockDictionarySingleton["TB." + stockSerie.StockName];
if (breadthSerie.Initialise())
{
IStockIndicator OSCIndicator = breadthSerie.GetIndicator(((IStockIndicator)TriggerIndicator).Name);
if (OSCIndicator != null)
{
OSCSerie = OSCIndicator.Series[0];
}
}
}
}
public OrderEditionDlg(StockOrder stockOrder)
{
InitializeComponent();
//Initialise stock name combo list
this.stockNameCombo.Items.Add(stockOrder.StockName);
this.stockNameCombo.SelectedItem = stockOrder.StockName;
this.Order = stockOrder;
// Disable the portofolio change
this.portofolioComboBox.Enabled = false;
this.parseOrderBtn.Enabled = false;
this.orderText.Enabled = false;
this.amountToInvestTextBox.Text = "1000";
}
public virtual void Initialise(StockSerie stockSerie, StockOrder lastBuyOrder, bool supportShortSelling)
{
this.Serie = stockSerie;
this.LastBuyOrder = lastBuyOrder;
this.SupportShortSelling = supportShortSelling;
IStockViewableSeries triggerSerie = this.TriggerIndicator as IStockViewableSeries;
if (triggerSerie != null)
{
if (stockSerie.HasVolume || !triggerSerie.RequiresVolumeData)
{
triggerSerie.ApplyTo(stockSerie);
}
else
{
throw new System.Exception("This serie has probably no volume");
}
}
}
public static StockFilteredStrategyBase CreateFilteredStrategy(string name, StockSerie stockSerie, StockOrder lastBuyOrder, bool supportShortSelling)
{
StockFilteredStrategyBase strategy = null;
if (filteredStrategyList == null)
{
GetFilteredStrategyList(false);
}
if (filteredStrategyList.Contains(name))
{
// Deserialize strategy file
string fileName = Settings.Default.RootFolder + @"\FilteredStrategies\" + name.Replace("@", "") + ".xml";
using (FileStream fs = new FileStream(fileName, FileMode.Open))
{
System.Xml.XmlReaderSettings settings = new System.Xml.XmlReaderSettings();
settings.IgnoreWhitespace = true;
System.Xml.XmlReader xmlReader = System.Xml.XmlReader.Create(fs, settings);
XmlSerializer serializer = new XmlSerializer(typeof(StockFilteredStrategyBase));
strategy = (StockFilteredStrategyBase)serializer.Deserialize(xmlReader);
strategy.Initialise(stockSerie, lastBuyOrder, supportShortSelling);
}
}
return strategy;
}
void shortMenu_Click(object sender, System.EventArgs e)
{
if (lastMouseIndex != -1 && this.openCurveType != null && this.dateSerie != null)
{
StockOrder newOrder = new StockOrder();
newOrder.State = StockOrder.OrderStatus.Executed;
newOrder.StockName = this.serieName;
newOrder.Type = StockOrder.OrderType.SellAtLimit;
newOrder.IsShortOrder = true;
newOrder.Value = this.openCurveType.DataSerie[lastMouseIndex];
newOrder.Number = 10;
newOrder.CreationDate = this.dateSerie[lastMouseIndex];
newOrder.ExecutionDate = this.dateSerie[lastMouseIndex];
newOrder.ExpiryDate = this.dateSerie[lastMouseIndex].AddMonths(1);
OrderEditionDlg dlg = new OrderEditionDlg(newOrder);
if (dlg.ShowDialog() == DialogResult.OK)
{
StockAnalyzerForm.MainFrame.CurrentPortofolio.OrderList.Add(newOrder);
this.ForegroundDirty = true;
}
}
}
public override void Initialise(StockSerie stockSerie, StockOrder lastBuyOrder, bool supportShortSelling)
{
base.Initialise(stockSerie, lastBuyOrder, supportShortSelling);
movingAverage.ApplyTo(stockSerie);
}
private static int compareDate(StockOrder stockOrder1, StockOrder stockOrder2)
{
return stockOrder1.ExecutionDate.CompareTo(stockOrder2.ExecutionDate);
}
public static StockOrder CreateBuyAtLimitStockOrder(string stockName, DateTime creationDate, DateTime expiryDate, float amountToInvest, float limit, StockDailyValue dailyValue, bool isShortOrder)
{
StockOrder stockOrder = new StockOrder();
stockOrder.Type = OrderType.BuyAtLimit;
stockOrder.StockName = stockName;
stockOrder.CreationDate = creationDate;
stockOrder.AmountToInvest = amountToInvest;
stockOrder.Limit = limit;
stockOrder.State = OrderStatus.Pending;
stockOrder.ExpiryDate = expiryDate;
stockOrder.IsShortOrder = isShortOrder;
if (limit > dailyValue.CLOSE)
{
StockLog.Write("Invalid limit in CreateBuyAtLimitStockOrder");
}
return stockOrder;
}
public static StockOrder CreateBuyTrailingStockOrder(string stockName, DateTime creationDate, DateTime expiryDate, float amountToInvest, float benchmark, float gapInPoints, StockDailyValue dailyValue)
{
StockOrder stockOrder = new StockOrder();
stockOrder.Type = OrderType.BuyTrailing;
stockOrder.StockName = stockName;
stockOrder.CreationDate = creationDate;
stockOrder.AmountToInvest = amountToInvest;
stockOrder.Benchmark = benchmark;
stockOrder.GapInPoints = gapInPoints;
stockOrder.State = OrderStatus.Pending;
stockOrder.ExpiryDate = expiryDate;
return stockOrder;
}
public StockPosition AddToPosition(StockOrder stockOrder)
{
StockPosition stockPosition = null;
if (this.StockName == stockOrder.StockName && !(this.IsShortOrder ^ stockOrder.IsShortOrder))
{
stockPosition = StockPositionBase.CreatePosition(this);
stockPosition.Add(stockOrder);
}
else
{
throw new System.ArithmeticException("Cannot add orders for different stock name");
}
return stockPosition;
}
public static StockOrder CreateSellAtThresholdStockOrder(string stockName, DateTime creationDate, DateTime expiryDate, int number, float threshold, StockDailyValue dailyValue, bool isShortOrder)
{
StockOrder stockOrder = new StockOrder();
stockOrder.Type = OrderType.SellAtThreshold;
stockOrder.StockName = stockName;
stockOrder.CreationDate = creationDate;
stockOrder.Number = number;
stockOrder.Threshold = threshold;
stockOrder.State = OrderStatus.Pending;
stockOrder.ExpiryDate = expiryDate;
stockOrder.IsShortOrder = isShortOrder;
if (threshold > dailyValue.CLOSE) // OK Due to dodgy short sell management
{
// throw new Exception("Invalid threshold");
}
return stockOrder;
}
public static StockOrder CreateSellTrailingStockOrder(string stockName, DateTime creationDate, DateTime expiryDate, int number, float benchmark, float gapInPoints, StockDailyValue dailyValue)
{
StockOrder stockOrder = new StockOrder();
stockOrder.Type = OrderType.SellTrailing;
stockOrder.StockName = stockName;
stockOrder.CreationDate = creationDate;
stockOrder.Number = number;
stockOrder.Benchmark = benchmark;
stockOrder.GapInPoints = gapInPoints;
stockOrder.State = OrderStatus.Pending;
stockOrder.ExpiryDate = expiryDate;
return stockOrder;
}
public override StockOrder TryToSell(int index, ref float benchmark)
{
StockDailyValue dailyValue = this.Serie.Values.ElementAt(index);
benchmark = dailyValue.CLOSE;
#region Create Sell Order
StockOrder stockOrder = null;
// Check if we are in profit
bool inProfit = false;
float limit;
if (LastBuyOrder.IsShortOrder)
{
if (LastBuyOrder.UnitCost > dailyValue.CLOSE)
{
inProfit = true;
if (this.Serie.GetSerie(StockDataType.EMA3)[index] > dailyValue.CLOSE)
{
limit = this.Serie.GetSerie(StockDataType.EMA3)[index];
}
else if (this.Serie.GetSerie(StockDataType.EMA6)[index] > dailyValue.CLOSE)
{
limit = this.Serie.GetSerie(StockDataType.EMA6)[index];
}
else if (this.Serie.GetSerie(StockDataType.EMA12)[index] > dailyValue.CLOSE)
{
limit = this.Serie.GetSerie(StockDataType.EMA12)[index];
}
else if (this.Serie.GetSerie(StockDataType.SAREX_FOLLOWER)[index] > dailyValue.CLOSE)
{
limit = this.Serie.GetSerie(StockDataType.SAREX_FOLLOWER)[index];
}
else
{
limit = dailyValue.HIGH;
}
}
else
{
limit = dailyValue.HIGH;
}
}
else
{
if (LastBuyOrder.UnitCost < dailyValue.CLOSE)
{
inProfit = true;
if (this.Serie.GetSerie(StockDataType.EMA3)[index] < dailyValue.CLOSE)
{
limit = this.Serie.GetSerie(StockDataType.EMA3)[index];
}
else if (this.Serie.GetSerie(StockDataType.EMA6)[index] < dailyValue.CLOSE)
{
limit = this.Serie.GetSerie(StockDataType.EMA6)[index];
}
else if (this.Serie.GetSerie(StockDataType.EMA12)[index] < dailyValue.CLOSE)
{
limit = this.Serie.GetSerie(StockDataType.EMA12)[index];
}
else if (this.Serie.GetSerie(StockDataType.SAREX_FOLLOWER)[index] < dailyValue.CLOSE)
{
limit = this.Serie.GetSerie(StockDataType.SAREX_FOLLOWER)[index];
}
else
{
limit = dailyValue.LOW;
}
}
else
{
limit = dailyValue.LOW;
}
}
// Review sell limit according to indicators
float buySellRate = this.Serie.GetSerie(StockIndicatorType.BUY_SELL_RATE).Values[index];
if (LastBuyOrder.IsShortOrder)
{
if (inProfit || buySellRate > 0.0f)
{
stockOrder = StockOrder.CreateSellAtLimitStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(5), this.LastBuyOrder.Number, limit, dailyValue, true);
}
}
else
{
if (inProfit || buySellRate < 0.0f)
{
stockOrder = StockOrder.CreateSellAtThresholdStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(5), this.LastBuyOrder.Number, limit, dailyValue, false);
}
}
#endregion
lastSellOrder = stockOrder;
return stockOrder;
}
public static StockOrder CreateSellAtMarketOpenStockOrder(string stockName, DateTime creationDate, DateTime expiryDate, int number, bool isShortOrder)
{
StockOrder stockOrder = new StockOrder();
stockOrder.Type = OrderType.SellAtMarketOpen;
stockOrder.StockName = stockName;
stockOrder.CreationDate = creationDate;
stockOrder.Number = number;
stockOrder.State = OrderStatus.Pending;
stockOrder.ExpiryDate = expiryDate;
stockOrder.IsShortOrder = isShortOrder;
return stockOrder;
}
public static StockOrder CreateBuyAtMarketOpenStockOrder(string stockName, DateTime creationDate, DateTime expiryDate, float amountToInvest, bool isShortOrder)
{
StockOrder stockOrder = new StockOrder();
stockOrder.Type = OrderType.BuyAtMarketOpen;
stockOrder.StockName = stockName;
stockOrder.CreationDate = creationDate;
stockOrder.AmountToInvest = amountToInvest;
stockOrder.State = OrderStatus.Pending;
stockOrder.ExpiryDate = expiryDate;
stockOrder.IsShortOrder = isShortOrder;
return stockOrder;
}
public static StockOrder CreateFromCAPCA(string line, ref string errorMsg)
{
StockOrder stockOrder = new StockOrder();
try
{
string[] fields = line.Split('|');
// Find order date
stockOrder.ExecutionDate = DateTime.Parse(fields[0]);
stockOrder.CreationDate = DateTime.Parse(fields[0]);
// Find order type
if (fields[1] == "Buy")
{
stockOrder.Type = StockOrder.OrderType.BuyAtLimit;
}
else if (fields[1] == "Sell")
{
stockOrder.Type = StockOrder.OrderType.SellAtLimit;
}
else
{
errorMsg = "Invalid order type: " + fields[1];
return null;
}
// Find number of stocks
stockOrder.Number = int.Parse(fields[2].Replace(" ", ""));
// Find Stock Name
string stockName = fields[3].Substring(fields[3].IndexOf(' ') + 1);
int endIndex = stockName.IndexOfAny(new char[] { '0', '1', '2', '3', '4', '5', '6', '7', '8', '9', '-' }) - 1;
stockOrder.StockName = stockName.Substring(0, endIndex);
// Find stock unit value
stockOrder.Value = float.Parse(fields[4], StockAnalyzerApp.Global.EnglishCulture);
// There'sno fee in the report :-(
stockOrder.Fee = 0.0f;
}
catch (System.Exception e)
{
errorMsg = e.Message;
stockOrder = null;
}
return stockOrder;
}
public static StockOrder CreateExecutedOrder(int id, string stockName, OrderType type, bool isShortOrder, DateTime creationDate, DateTime executionDate, int number, float value, float fee)
{
StockOrder stockOrder = new StockOrder(id);
stockOrder.StockName = stockName;
stockOrder.Type = type;
stockOrder.CreationDate = creationDate;
stockOrder.ExecutionDate = executionDate;
stockOrder.Number = number;
stockOrder.ExecutedNumber = number;
stockOrder.Value = value;
stockOrder.Fee = fee;
stockOrder.State = OrderStatus.Executed;
stockOrder.IsShortOrder = isShortOrder;
return stockOrder;
}
private PointF GetScreenPointFromOrder(StockOrder stockOrder)
{
PointF valuePoint2D = PointF.Empty;
DateTime orderDate = serieName.StartsWith("INT_") ? stockOrder.ExecutionDate : stockOrder.ExecutionDate.Date;
valuePoint2D.X = this.IndexOf(orderDate);
valuePoint2D.Y = stockOrder.UnitCost;
return this.GetScreenPointFromValuePoint(valuePoint2D);
}
/// <summary>
/// Return a new order matching new position. THis method should be rewritten using StockPositions.
/// </summary>
/// <param name="stockOrder"></param>
/// <returns></returns>
public StockOrder Add(StockOrder stockOrder)
{
// #### Need to be reviewed due to the Buy at market OPEN or CLOSE difference.
if (this.StockName == stockOrder.StockName)
{
int newNumber = 0;
float newValue = 0;
if (this.IsBuyOrder())
{
if (stockOrder.IsBuyOrder())
{
// Add new order to current position
newNumber = this.Number + stockOrder.Number;
newValue = (this.Value * this.Number + stockOrder.Value * stockOrder.Number) / (float)newNumber;
return CreateExecutedOrder(this.StockName, this.Type, false, this.CreationDate, stockOrder.ExecutionDate, newNumber, newValue, this.Fee + stockOrder.Fee);
}
else // Sell order
{
newNumber = this.Number - stockOrder.Number;
//if (newNumber == 0)
//{
// // Everything is sold.
// return null;
//}
//else
//{
// Keep same value as initial order when selling it partially.
newValue = this.Value;
return CreateExecutedOrder(this.StockName, this.Type, false, this.CreationDate, stockOrder.ExecutionDate, newNumber, newValue, this.Fee + stockOrder.Fee);
//}
}
}
else // Sell order
{
if (stockOrder.IsBuyOrder())
{
newNumber = stockOrder.Number - this.Number;
if (newNumber == 0)
{
return null;
}
else
{
// Keep same value as initial order when covering it partially.
newValue = (stockOrder.Value * stockOrder.Number - this.Value * this.Number) / (float)newNumber;
return CreateExecutedOrder(this.StockName, this.Type, false, this.CreationDate, stockOrder.ExecutionDate, newNumber, newValue, this.Fee + stockOrder.Fee);
}
}
else // Sell order
{
// TODO test
newNumber = this.Number + stockOrder.Number;
newValue = (this.Value * this.Number + stockOrder.Value * stockOrder.Number) / (float)newNumber;
return CreateExecutedOrder(this.StockName, this.Type, false, this.CreationDate, stockOrder.ExecutionDate, newNumber, newValue, this.Fee + stockOrder.Fee);
}
}
}
else
{
throw new System.ArithmeticException("Cannot add orders for different stock name");
}
}
public static StockOrder CreateFromStockBrokers(string line, ref string errorMsg)
{
StockOrder stockOrder = new StockOrder();
try
{
string[] fields = line.Split('|');
// Find order date
stockOrder.ExecutionDate = DateTime.Parse(fields[0]);
stockOrder.CreationDate = DateTime.Parse(fields[0]);
// Find order type
if (fields[1] == "Buy")
{
stockOrder.Type = StockOrder.OrderType.BuyAtLimit;
}
else if (fields[1] == "Sell")
{
stockOrder.Type = StockOrder.OrderType.SellAtLimit;
}
else
{
errorMsg = "Invalid order type: " + fields[1];
return null;
}
// Find Stock Name
stockOrder.StockName = fields[2];
// Find number of stocks
stockOrder.Number = int.Parse(fields[4]);
// Find stock unit value
stockOrder.Value = float.Parse(fields[5], StockAnalyzerApp.Global.EnglishCulture) / 100.0f;
// Find Total order value and fee
float totalOrderValue = 0.0f;
if (stockOrder.IsBuyOrder())
{
totalOrderValue = float.Parse(fields[6], StockAnalyzerApp.Global.EnglishCulture);
stockOrder.Fee = totalOrderValue - stockOrder.Number * stockOrder.Value;
}
else
{
totalOrderValue = float.Parse(fields[7], StockAnalyzerApp.Global.EnglishCulture);
stockOrder.Fee = stockOrder.Number * stockOrder.Value - totalOrderValue;
}
}
catch (System.Exception e)
{
errorMsg = e.Message;
stockOrder = null;
}
return stockOrder;
}
public static StockOrder CreateBuyAtThresholdStockOrder(string stockName, DateTime creationDate, DateTime expiryDate, float amountToInvest, float threshold, StockDailyValue dailyValue, bool isShortOrder)
{
StockOrder stockOrder = new StockOrder();
stockOrder.Type = OrderType.BuyAtThreshold;
stockOrder.StockName = stockName;
stockOrder.CreationDate = creationDate;
stockOrder.AmountToInvest = amountToInvest;
stockOrder.Threshold = threshold;
stockOrder.State = OrderStatus.Pending;
stockOrder.ExpiryDate = expiryDate;
stockOrder.IsShortOrder = isShortOrder;
if (threshold < dailyValue.CLOSE)
{
throw new Exception("Invalid threshold"); // OK Due to dodgy shrt sell management
}
return stockOrder;
}
public StockOrderViewModel(StockOrder stockOrder)
{
this.order = stockOrder;
}
public static StockOrder CreateSellAtLimitStockOrder(string stockName, DateTime creationDate, DateTime expiryDate, int number, float limit, StockDailyValue dailyValue, bool isShortOrder)
{
StockOrder stockOrder = new StockOrder();
stockOrder.Type = OrderType.SellAtLimit;
stockOrder.StockName = stockName;
stockOrder.CreationDate = creationDate;
stockOrder.Number = number;
stockOrder.Limit = limit;
stockOrder.State = OrderStatus.Pending;
stockOrder.ExpiryDate = expiryDate;
stockOrder.IsShortOrder = isShortOrder;
if (limit < dailyValue.CLOSE)
{
StockLog.Write("Invalid limit in CreateSellAtLimitStockOrder");
}
return stockOrder;
}
