public CountPerMinuteOrderLimit(long maxCount, IOrderLimit decorator)
 {
     _decorator = decorator;
     _maxCount = maxCount;
     _curCount = 0;
     _lastReset = DateTime.Now;
 }
 public ValuePerMinuteOrderLimit(double maxValue, IOrderLimit decorator)
 {
     _decorator = decorator;
     _maxValue = maxValue;
     _curValue = 0;
     _lastReset = DateTime.Now;
 }
        public StaticBoundaryOrderLimit(IOrderLimit orderLimit, double longUpperLimit, double shortLowerLimit)
        {
            _orderLimit = orderLimit;

            // long upper limit(12,000)보다 작은 값으로 매수해야 한다.
            // short lower limit(8,000)보다 큰 값으로 매도해야 한다.

            _longUpperLimit = longUpperLimit;
            _shortLowerLimit = shortLowerLimit;
        }
 public PriceBidAskRangeOrderLimit(IOrderLimit decorator)
 {
     _decorator = decorator;
 }
Exemple #5
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 public OOROrderLimit(IOrderLimit decorator)
 {
     _decorator = decorator;
 }
 public CountBidAskRangeOrderLimit(IOrderLimit decorator)
 {
     _decorator = decorator;
 }
 public ValidRmdOrderLimit(IOrderLimit decorator)
 {
     _decorator = decorator;
 }
 public UpDownLimitPriceOrderLimit(IOrderLimit decorator)
 {
     _decorator = decorator;
 }
 public OutOfRangeOrderLimit(IOrderLimit decorator)
 {
     _decorator = decorator;
 }
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 public LimOrderLimit(IOrderLimit decorator)
 {
     _decorator = decorator;
     _tickRange = 5;
 }
Exemple #11
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 public void SetOrderLimitEmptyRMD(IOrderLimit orderLimitEmptyRMD)
 {
     this._orderLimitEmptyRMD = orderLimitEmptyRMD;
 }
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 public void SetOrderLimit(IOrderLimit orderLimit)
 {
     this._orderLimit = orderLimit;
 }
 public ValuePerOnceOrderLimit(long maxValue, IOrderLimit decorator)
 {
     _decorator = decorator;
     _maxValue = maxValue;
 }
 public CountPerOnceOrderLimit(long maxCount, IOrderLimit decorator)
 {
     _decorator = decorator;
     _maxCount = maxCount;
 }