public static void StrategyUpdateTickets(StrategyBase strategy, SpreadTraderWindow stw, Queue <SingleSpread> spreads, double displayedprice, string strratio, LegEntryType leg1entrytype, LegEntryType leg2entrytype, object ieh)
{
List <SpreadOrderTicket> ticketstoremove = new List <SpreadOrderTicket>();
lock (stw.tickets)
{
if (stw.tickets.Count > 0)
{
foreach (SpreadOrderTicket ticket in stw.tickets)
{
if (ticket.EntryConditionSatisfied(displayedprice))
{
Guid newguid = Guid.NewGuid();
ticket.Guid = newguid;
ticketstoremove.Add(ticket);
ClickhandlerArgs A = new ClickhandlerArgs(ticket.ClickedButton, ticket.Units, newguid);
Zweistein.SpreadTraderWindow.StrategyHandleClickedButton(strategy, A, spreads, strratio, leg1entrytype, leg2entrytype, ieh);
// clickcustomhandler(A);
}
}
}
}
if (ticketstoremove.Count > 0)
{
foreach (SpreadOrderTicket t in ticketstoremove)
{
stw.Dispatcher.Invoke(new Action(() => stw.DeleteTicket(t)));
}
}
}
public static void StrategyTransition(SpreadTraderWindow stw, Queue <SingleSpread> spreads, List <SpreadOrderTicket> Tickets)
{
stw.Dispatcher.Invoke(new Action(() => stw.FillGrid(Tickets)));
foreach (SingleSpread s in spreads)
{
s.RebuildPositions(stw._strategy);
}
}
static SpreadTraderWindow CreateFromBaml(Assembly localAssembly)
{
SpreadTraderWindow obj = null;
try
{
string assname = localAssembly.FullName;
MemoryStream ms = new MemoryStream();
using (MemoryStream fstream = new MemoryStream(baml, false))
//using (FileStream fstream = new FileStream(@"Properties\\SpreadTraderWindow.baml", FileMode.Open))
{
long len = fstream.Length;
byte[] buffer = new byte[1024];
len -= fstream.Read(buffer, 0, 40);
ms.Write(buffer, 0, 39);
int i = buffer[39];
len -= fstream.Read(buffer, 0, i);
byte[] bytes = Encoding.Default.GetBytes(assname);
byte b = (byte)bytes.Length;
ms.WriteByte(b);
ms.Write(bytes, 0, bytes.Length);
while (len > 0)
{
long chunk = (len > 1024L) ? 1024L : len;
len -= fstream.Read(buffer, 0, (int)chunk);
ms.Write(buffer, 0, (int)chunk);
}
}
ms.Seek(0, SeekOrigin.Begin);
XamlReaderSettings settings = new XamlReaderSettings();
settings.LocalAssembly = localAssembly;
Baml2006Reader reader = new Baml2006Reader(ms, settings);
obj = System.Windows.Markup.XamlReader.Load(reader) as SpreadTraderWindow;
LinearGradientBrush btnbackgroundBrush = Application.Current.TryFindResource("SuperDom.ButtonBackground") as LinearGradientBrush;
obj.btnReverse.Background = btnbackgroundBrush;
obj.btnClose.Background = btnbackgroundBrush;
obj.btnGoLong.Background = btnbackgroundBrush;
obj.btnGoShort.Background = btnbackgroundBrush;
QtyLongBackgroundBrush = Application.Current.TryFindResource("BasicEntry.PositionQtyLongBackground") as SolidColorBrush;
QtyShortBackgroundBrush = Application.Current.TryFindResource("BasicEntry.PositionQtyShortBackground") as SolidColorBrush;
SolidColorBrush PnLBackgroundBrush = Application.Current.TryFindResource("BasicEntry.PnLBackground") as SolidColorBrush;
obj.unrealizedPNL.Background = PnLBackgroundBrush;
obj.btnAddTicket.IsEnabled = false;
}
catch (Exception ex) {
Zweistein.Diagnostics.Trace(ex.Message);
}
return(obj);
}
public static SpreadTraderWindow StrategyDataLoaded(StrategyBase _strategybase, double Left, double Top, Queue <SingleSpread> spreads, string DisplayName)
{
SpreadTraderWindow stw = null;
System.Reflection.Assembly ass = System.Reflection.Assembly.GetAssembly(typeof(SpreadTraderWindow));
// System.Reflection.Assembly ass = _strategybase.GetType().Assembly;
//stw = SpreadTraderWindow.CreateFromBaml(ass);
stw = (SpreadTraderWindow)NinjaTrader.Core.Globals.RandomDispatcher.Invoke((stwDelegate) delegate(){
return(stw = SpreadTraderWindow.CreateFromBaml(ass));
});
//stw.setCurrency(Zweistein.MoneyString.FromString(System.Globalization.RegionInfo.CurrentRegion.ISOCurrencySymbol));
if (stw != null)
{
stw.Dispatcher.Invoke(new Action(() => stw.setCurrency(_strategybase.Account.Denomination)));
}
if (Left != -1)
{
if (stw != null)
{
stw.Dispatcher.Invoke(new Action(() => stw.Left = Left));
}
}
if (Top != -1)
{
if (stw != null)
{
stw.Dispatcher.Invoke(new Action(() => stw.Top = Top));
}
}
if (stw != null)
{
stw.Dispatcher.Invoke(new Action(() => stw.fromStrategy(_strategybase)));
}
foreach (SingleSpread s in spreads)
{
s.setStrategyBase(_strategybase);
}
if (stw != null)
{
stw.Dispatcher.Invoke(new Action(() => stw.Show()));
}
if (stw != null)
{
stw.Dispatcher.Invoke(new Action(() => stw.Title = DisplayName));
}
return(stw);
}
public static void StrategyTerminated(SpreadTraderWindow stw, Queue <SingleSpread> spreads, List <SpreadOrderTicket> Tickets)
{
try {
foreach (SingleSpread spread in spreads)
{
spread.setIExitHandling(spread.getIExitHandling()); // update iexithandling params prior to serialize
}
if (spreads.Count > 0)
{
var stacktrace = new StackTrace(false);
int i = 0;
foreach (StackFrame f in stacktrace.GetFrames())
{
bool found = false;
if (f.GetMethod().ToString().Contains("FlattenEverything()"))
{
found = true;
}
if (found)
{
spreads.Clear();
break;
}
i++;
if (i > 5)
{
break;
}
}
}
}
catch (Exception ex) {
Zweistein.Diagnostics.Trace(ex.Message);
}
if (stw != null)
{
stw.Dispatcher.Invoke(new Action(() => {
if (stw.tickets != null)
{
lock (stw.tickets){
Tickets.Clear();
foreach (SpreadOrderTicket sot in stw.tickets)
{
Tickets.Add(sot);
}
}
}
}));
//stw.Destroy();
stw.Dispatcher.Invoke(new Action(() => stw.Destroy()));
stw = null;
}
}
public static double StrategySetPositionAndEntryLabels(SpreadTraderWindow stw, Queue <SingleSpread> spreads)
{
double netunits = 0;
double avgentryprice = 0;
lock (spreads)
{
foreach (SingleSpread s in spreads)
{
int n = s.NUnits;
int sign = 0;
if (s.MarketPosition == MarketPosition.Long)
{
sign = 1;
}
if (s.MarketPosition == MarketPosition.Short)
{
sign = -1;
}
if (sign * n != 0 && (sign * n + netunits) != 0)
{
double old = avgentryprice * netunits;
double newp = s.EntryPricePerUnit(stw.ptr2members.Leg1PriceDisplayMultiplier, stw.ptr2members.Leg2PriceDisplayMultiplier) * n;
avgentryprice = (old + newp) / (sign * n + netunits);
}
netunits += sign * n;
}
}
string txt = "";
if (netunits == 0)
{
txt = "FLAT";
}
//this.form1.ENTRY.Text="ENTRY";
if (netunits > 0)
{
txt = "LONG " + netunits.ToString();
}
if (netunits < 0)
{
txt = "SHORT " + (-netunits).ToString();
}
//is.form1.Position.TextBackColor(txt,netunits,ChartControl);
// if(TraceOrders) Print("SetPositionAndEntryLabels: "+txt+" ,"+avgentryprice.ToString());
if (stw != null)
{
stw.Dispatcher.Invoke(new Action(() => stw.SetPositionTextAndValue(txt, avgentryprice)));
}
return(netunits);
}
public static void UpdateForm(SpreadTraderWindow stw, Queue <SingleSpread> spreads, double realizedpnl, string pricestring, double displaymarketprice)
{
double unrealizedpnl = 0;
try
{
lock (spreads)
{
foreach (SingleSpread s in spreads)
{
int n = s.NUnits;
unrealizedpnl += s.PnlPerUnit() * n;
}
}
}
catch (Exception ex)
{
}
//Print("unrealized="+unrealizedpnl.ToString());
if (stw != null)
{
stw.Dispatcher.Invoke(new Action(() => stw.SetUnrealizedPNL(unrealizedpnl)));
}
List <double> pnls = new List <double>();
List <string> pnlxunit = new List <string>();
lock (spreads)
{
foreach (SingleSpread s in spreads)
{
string status = s.OnBarUpdateStatus();
double d = s.PnlPerUnit();
if (!string.IsNullOrEmpty(status))
{
continue;
}
pnls.Add(d);
status = " x Units(" + s.NUnits.ToString() + ") " + s.MarketPosition.ToString();
pnlxunit.Add(status);
}
}
if (stw != null)
{
stw.Dispatcher.Invoke(new Action(() => stw.SetDetailsPnl(realizedpnl, pricestring, displaymarketprice, pnls, pnlxunit)));
}
}
private void button_Click(object sender, RoutedEventArgs e)
{
System.Reflection.Assembly assembly = System.Reflection.Assembly.GetExecutingAssembly();
//if (stw==null) stw = SpreadTraderWindow.CreateFromBaml(assembly);
// Zweistein.Diagnostics.doSnoopWindow(this);
if (stw == null)
{
stw = new SpreadTraderWindow();
stw.fromStrategy(strategy);
stw.InitializeComponent();
var l = strategy.GetType().GetProperties().ToList();
stw.FillGrid(l);
}
if (stw != null)
{
stw.Show();
}
}
private void button_Click(object sender, RoutedEventArgs e)
{
System.Reflection.Assembly assembly = System.Reflection.Assembly.GetExecutingAssembly();
//if (stw==null) stw = SpreadTraderWindow.CreateFromBaml(assembly);
//Zweistein.Diagnostics.doSnoopWindow(this);
if (stw == null)
{
stw = new SpreadTraderWindow();
NinjaTrader.NinjaScript.Strategies.SpreadExitStrategy strategy = new NinjaTrader.NinjaScript.Strategies.SpreadExitStrategy();
stw.fromStrategy(strategy);
stw.InitializeComponent();
stw.FillGrid();
}
if (stw != null)
{
stw.Show();
}
}
