Exemple #1
0
        public JsonResult EmulateData()
        {
            Common.Entities.Settings settings = null;

            Models.TradeModel tradeModel = new Models.TradeModel();

            IDictionary <Func <Common.Entities.Order, bool>, Action <UnitOfWork, Common.Entities.Order> >         actions      = new Dictionary <Func <Common.Entities.Order, bool>, Action <UnitOfWork, Common.Entities.Order> >();
            IDictionary <Func <Common.Entities.StopOrder, bool>, Action <UnitOfWork, Common.Entities.StopOrder> > stop_actions = new Dictionary <Func <Common.Entities.StopOrder, bool>, Action <UnitOfWork, Common.Entities.StopOrder> >();

            actions.Add((o) => { return(o.OrderOperation == OrderOperationEnum.Sell); },
                        (unit, order) =>
            {
                Common.Entities.Position pos = tradeModel.ApplyOrder(unit, order, settings);
                pos.CurrentBalance          -= order.Count;
            });

            actions.Add((o) => { return(o.OrderOperation == OrderOperationEnum.Buy); },
                        (unit, order) =>
            {
                Common.Entities.Position pos = tradeModel.ApplyOrder(unit, order, settings);
                pos.CurrentBalance          += order.Count;
            });

            stop_actions.Add((o) => { return(o.OrderOperation == OrderOperationEnum.Sell); }, (unit, order) =>
            {
                Models.StopOrderExecute execute = new Models.StopOrderExecute(new Models.SellStrategy());
                execute.ApplyStop(unit, order, settings);
            });

            stop_actions.Add((o) => { return(o.OrderOperation == OrderOperationEnum.Buy); }, (unit, order) =>
            {
                Models.StopOrderExecute execute = new Models.StopOrderExecute(new Models.BuyStrategy());
                execute.ApplyStop(unit, order, settings);
            });

            using (UnitOfWork unit = new UnitOfWork((DbContext) new DataContext()))
            {
                settings = unit.SettingsRepository.All <Common.Entities.Settings>(null).Single();

                var stop_orders = unit.StopOrderRepository.Query <Common.Entities.StopOrder>(o => o.OrderState == OrderStateEnum.IsActive).ToList();
                foreach (Common.Entities.StopOrder order in stop_orders)
                {
                    stop_actions.Single(a => a.Key(order)).Value.Invoke(unit, order);
                }
                unit.Commit();

                var orders_all   = unit.OrderRepository.All <Common.Entities.Order>().ToList();
                var activeOrders = orders_all.Where(o => o.OrderState == OrderStateEnum.IsActive).ToList();
                foreach (Common.Entities.Order order in activeOrders)
                {
                    actions.Single(a => a.Key(order)).Value.Invoke(unit, order);
                }

                unit.Commit();
            }

            return(Json("ok", JsonRequestBehavior.AllowGet));
        }
Exemple #2
0
        public Common.Entities.Position GetPosition(UnitOfWork unit, string sec, string account, string client)
        {
            Common.Entities.Position pos = unit.PositionRepository.Query <Common.Entities.Position>(p => p.Code == sec).SingleOrDefault();

            if (pos == null)
            {
                Common.Entities.Mode mode = unit.ModeRepository.Query <Common.Entities.Mode>(m => m.Active).Single();

                pos = new Common.Entities.Position()
                {
                    Firm         = mode.Firm,
                    SecurityName = sec,
                    Code         = sec,
                    Account      = account,
                    Client       = client,
                    Type         = "T2"
                };
                unit.PositionRepository.Create(pos);
            }

            return(pos);
        }