public override void OnExitTrade(TransactionPairBinary comboTrade, LogicalFill fill, LogicalOrder filledOrder)
{
fills.Clear();
SetFlatBidAsk();
bestIndifferenceLine[0] = double.NaN;
if (!comboTrade.Completed)
{
throw new InvalidOperationException("Trade must be completed.");
}
totalVolume += comboTrade.Volume;
maxExcursionLine[0] = double.NaN;
if (maxDrawDown < 500.00)
{
lessThan100Count++;
}
else
{
var pnl = Performance.ComboTrades.CurrentProfitLoss;
Log.Info(Math.Round(maxDrawDown, 2) + "," + Math.Round(pnl, 2) + "," + Performance.Equity.CurrentEquity + "," + lessThan100Count + "," + comboTrade.EntryTime + "," + comboTrade.ExitTime);
}
//if (maxTradeSize <= 100 * lotSize)
//{
// lessThan100Count++;
//}
//else
//{
// Log.Info((maxTradeSize / lotSize) + "," + lessThan100Count + "," + fill.Time);
//}
maxTradeSize = 0;
LogFills("OnEnterTrade");
}
private static void RefreshAllegroDataOld(object sender, EventArgs eventArgs)
{
ActiveList.Clear();
SellItemStruct[] sellItems;
SoldItemStruct[] soldItems;
var itemsCount = _apiContext.doGetMySellItems(_login, null, null, null, 0, null, 0, 0, out sellItems);
for (int i = 1; i < Math.Ceiling(itemsCount / 100d) + 1; i++)
{
foreach (var sellItem in sellItems)
{
ActiveList.Add(sellItem);
}
_apiContext.doGetMySellItems(_login, null, null, null, 0, null, 0, i, out sellItems);
}
var itemsCount2 = _apiContext.doGetMySoldItems(_login, null, null, null, 0, null, 0, 0, out soldItems);
for (int i = 1; i < Math.Ceiling(itemsCount2 / 100d) + 1; i++)
{
foreach (var soldItem in soldItems)
{
SoldList.Add(soldItem);
}
_apiContext.doGetMySoldItems(_login, null, null, null, 0, null, 0, i, out soldItems);
}
}
private static void RefreshAllegroData(object sender, EventArgs eventArgs)
{
ActiveList.Clear();
SoldList.Clear();
var offers = GetOffers();
}
public override void OnExitTrade(TransactionPairBinary comboTrade, LogicalFill fill, LogicalOrder filledOrder)
{
lastMidpoint = double.NaN;
direction = Direction.Sideways;
fills.Clear();
SetFlatBidAsk();
if (!comboTrade.Completed)
{
throw new InvalidOperationException("Trade must be completed.");
}
totalVolume += comboTrade.Volume;
}
public void SetLogicalOrders(Iterable <LogicalOrder> inputLogicals)
{
if (trace)
{
int count = originalLogicals == null ? 0 : originalLogicals.Count;
log.Trace("SetLogicalOrders() order count = " + count);
}
var orderCache = Factory.Engine.LogicalOrderCache(symbol);
orderCache.SetActiveOrders(inputLogicals);
lock ( bufferedLogicalsLocker) {
bufferedLogicals.Clear();
bufferedLogicals.AddLast(orderCache.ActiveOrders);
}
}
public void Clear()
{
createOrderQueue.Clear();
cancelOrderQueue.Clear();
}
private void PerformCompareInternal()
{
if (debug)
{
log.Debug("PerformCompare for " + symbol + " with " +
actualPosition + " actual " +
desiredPosition + " desired and " +
originalLogicals.Count + " logical, " +
originalPhysicals.Count + " physical.");
}
originalPhysicals.Clear();
originalPhysicals.AddLast(physicalOrderHandler.GetActiveOrders(symbol));
if (debug)
{
var next = originalLogicals.First;
for (var node = next; node != null; node = node.Next)
{
var order = node.Value;
log.Debug("Logical Order: " + order);
}
}
if (debug)
{
var next = originalPhysicals.First;
for (var node = next; node != null; node = node.Next)
{
var order = node.Value;
log.Debug("Physical Order: " + order);
}
}
if (CheckForPending())
{
if (debug)
{
log.Debug("Found pending physical orders. Skipping compare.");
}
return;
}
lock ( bufferedLogicalsLocker) {
if (CheckForFilledOrders(bufferedLogicals))
{
if (debug)
{
log.Debug("Found already filled orders in position change event. Skipping compare.");
}
return;
}
originalLogicals.Clear();
if (bufferedLogicals != null)
{
originalLogicals.AddLast(bufferedLogicals);
}
}
logicalOrders.Clear();
logicalOrders.AddLast(originalLogicals);
physicalOrders.Clear();
if (originalPhysicals != null)
{
physicalOrders.AddLast(originalPhysicals);
}
PhysicalOrder physical;
extraLogicals.Clear();
while (logicalOrders.Count > 0)
{
var logical = logicalOrders.First.Value;
if (TryMatchId(logical, out physical))
{
ProcessMatch(logical, physical);
physicalOrders.Remove(physical);
}
else
{
extraLogicals.Add(logical);
}
logicalOrders.Remove(logical);
}
// Find any pending adjustments.
int pendingAdjustments = FindPendingAdjustments();
if (trace)
{
log.Trace("Found " + physicalOrders.Count + " extra physicals.");
}
int cancelCount = 0;
while (physicalOrders.Count > 0)
{
physical = physicalOrders.First.Value;
if (ProcessExtraPhysical(physical))
{
cancelCount++;
}
physicalOrders.Remove(physical);
}
if (cancelCount > 0)
{
// Wait for cancels to complete before creating any orders.
return;
}
if (TrySyncPosition(pendingAdjustments))
{
// Wait for fill to process before creating any orders.
return;
}
if (trace)
{
log.Trace("Found " + extraLogicals.Count + " extra logicals.");
}
while (extraLogicals.Count > 0)
{
var logical = extraLogicals[0];
ProcessExtraLogical(logical);
extraLogicals.Remove(logical);
}
}
public void ClearOrders(int temp)
{
orders.Clear();
}
private void ClearGameObjectTree(ActiveList<TreeNode> nodes)
{
foreach (var node in nodes)
{
ClearGameObjectTree(node.Nodes);
if (node is IDisposable) (node as IDisposable).Dispose();
}
nodes.Clear();
}