public override bool Initialize(List <IProcessorInput> inputs, string parameters, ILogger logger)
{
dealprice = new double[2];
dealtime = new DateTime[2];
dealcounter = 0;
this.inputs = inputs;
this.logger = logger;
ParametersParser parser = CreateParser(parameters);
min_node = parser.GetInt("MinValue");
gap_position = parser.GetInt("GapPosition");
if (gap_position < 0 || gap_position > Model.Project.Outputs.Count)
{
return(false);
}
Fut = parser.GetInt("Future");
if (Fut < 0 || Fut >= inputs.Count)
{
return(false);
}
Value = 0;
type = 0;
next_peak = 0;
max_gap = 0;
min_gap = 0;
ready = false;
peak_time = new DateTime();
string name = parser.GetString("Name");
file_name_profit = Path.Combine(logPath, name + "_profit_log.txt");
file_name_lose = Path.Combine(logPath, name + "_lose_log.txt");
return(true);
}
public override bool Initialize(List <IProcessorInput> inputs, string parameters, ILogger logger)
{
this.logger = logger;
ParametersParser parser = CreateParser(parameters);
call = parser.GetInt("Call");
put = parser.GetInt("Put");
if (call < 0 || call >= inputs.Count)
{
return(false);
}
if (put < 0 || put >= inputs.Count)
{
return(false);
}
strike = parser.GetDouble("Strike");
type = parser.GetInt("Type");
inp_name = parser.GetString("input_name");
//inp_name_2 = parser.GetString("input_name_2");
/* if(inp_name_2 == inp_name)
* {
* inp_name_2 += "_n";
* }*/
this.inputs = inputs;
SyntheticFutureInput.AddKey(inp_name);
//SyntheticFutureInput.AddKey(inp_name_2);
return(true);
}
public override bool Initialize(List <IProcessorInput> inputs, string parameters, ILogger logger)
{
if (Models.InputItemInteractivBrokerModel.IB == null)
{
return(false);
}
this.logger = logger;
ParametersParser parser = CreateParser(parameters);
simtradeid = parser.GetInt("SimTrade_ID");
if (simtradeid < 0 || simtradeid > Model.Project.Outputs.Count)
{
return(false);
}
tradeId = parser.GetInt("TradeID");
tradeTerminal.FirstBroker = new ModelsAT.BrokerMT(tradeId);
tradeTerminal.FirstBroker.setBrokerParam("Name", parser.GetString("MT_name"));
tradeTerminal.FirstBroker.setOrderParam("MKT");
tradeTerminal.SecondBroker = new ModelsAT.BrokerIBOptionPair(tradeId, Models.InputItemInteractivBrokerModel.IB);
tradeTerminal.SecondBroker.setBrokerParam("Put", parser.GetString("IB_Put_name"));
tradeTerminal.SecondBroker.setBrokerParam("Call", parser.GetString("IB_Call_name"));
tradeTerminal.SecondBroker.setBrokerParam("Volume", parser.GetString("Volume_IB"));
tradeTerminal.SecondBroker.setBrokerParam("LimitPrice", parser.GetString("LMT_Price_IB"));
tradeTerminal.SecondBroker.setOrderParam(parser.GetString("OrderType_IB"));
SimTrade = Model.Project.Proccesors[simtradeid];
SimTrade.ProcessorAction += EventHandler;
if (parser.GetInt("IsReal") == 1)
{
tradeTerminal.FirstBroker.isReal = true;
tradeTerminal.SecondBroker.isReal = true;
}
Model.OutputsInitializeEnd += InitializeHandler;
return(true);
}
public override bool Initialize(List <IProcessorInput> inputs, string parameters, ILogger logger)
{
requst_put = new Queue <SomeStruct>();
requst_call = new Queue <SomeStruct>();
this.inputs = inputs;
this.logger = logger;
ParametersParser parser = CreateParser(parameters);
Put = parser.GetInt("Put");
if (Put < 0 || Put >= inputs.Count)
{
return(false);
}
Call = parser.GetInt("Call");
if (Call < 0 || Call >= inputs.Count)
{
return(false);
}
name = parser.GetString("Name");
SetServer();
return(true);
}
public override bool Initialize(List <IProcessorInput> inputs, string parameters, ILogger logger)
{
dealprice = new double[2];
dealtime = new DateTime[2];
dealcounter = 0;
this.inputs = inputs;
this.logger = logger;
ParametersParser parser = CreateParser(parameters);
min_node = parser.GetInt("MinValue");
gap_position = parser.GetInt("GapPosition");
if (gap_position < 0 || gap_position > Model.Project.Outputs.Count)
{
return(false);
}
Fut = parser.GetInt("Future");
if (Fut < 0 || Fut >= inputs.Count)
{
return(false);
}
string name = parser.GetString("Name");
file_name_profit = Path.Combine(logPath, name + "_profit_log.txt");
file_name_lose = Path.Combine(logPath, name + "_lose_log.txt");
prev_peak = 0;
next_value_to_change = 0;
dealtype = DealType.NONE;
global_profit = 0;
global_lose = 0;
Value = 0;
//Gap = Model.Project.Proccesors[gap_position];
//Gap.ProcessorAction += GapWorker;
IsNewValue = false;
return(true);
//throw new NotImplementedException();
}
public override bool Initialize(List <IProcessorInput> inputs, string parameters, ILogger logger)
{
ClosePositionStopTrade += Stop;
if (Models.InputItemInteractivBrokerModel.IB == null)
{
return(false);
}
this.logger = logger;
ParametersParser parser = CreateParser(parameters);
zigzagid = parser.GetInt("ZigZag_ID");
zigzagidsmall = parser.GetInt("ZigZagSmall_ID");
if (zigzagid < 0 || zigzagid > Model.Project.Outputs.Count)
{
return(false);
}
if (zigzagidsmall < 0 || zigzagidsmall > Model.Project.Outputs.Count)
{
return(false);
}
gappos = parser.GetInt("Gap");
if (gappos < 0 || gappos > Model.Project.Outputs.Count)
{
return(false);
}
//Gap = Model.Project.Proccesors[gappos];
//Gap.ProcessorAction += PositionHandler;
//ZigZag = Model.Project.Proccesors[zigzagid];
//ZigZag.ProcessorAction += EventHandler;
MinValueSmall = new List <ProbaStruct>();
MaxValueSmall = new List <ProbaStruct>();
MinValueBig = new List <ProbaStruct>();
MaxValueBig = new List <ProbaStruct>();
PositionShort = new Position();
PositionLong = new Position();
name = parser.GetString("Name");
ratio = parser.GetDouble("Ratio");
tradeTerminal = new ModelsAT.BrokerMT(parser.GetInt("tradeTerminalID"));
tradeTerminal.setBrokerParam("Name", parser.GetString("ServerName"));
tradeTerminal.SetServer();
Size = parser.GetInt("Size");
if (parser.GetInt("IsReal") == 1)
{
tradeTerminal.isReal = true;
}
if (parser.GetInt("Logg") == 1)
{
LoggNeeded = true;
}
else
{
LoggNeeded = false;
}
//if (divergence > size || divergence == 0) return false;
openlongcloseshort = false;
openshortcloselong = false;
longlock = false;
shortlock = false;
profit_to_close = parser.GetInt("TakeProfit") * Math.Pow(10, -Model.Project.Outputs[gappos].Digits);
lose_to_close = parser.GetInt("StopLoss") * Math.Pow(10, -Model.Project.Outputs[gappos].Digits);
convergenceshort = false;
convergencelong = false;
divergenceshort = false;
divergencelong = false;
lastvalue = LastZigZagValue.NONE;
all_profit = 0;
openpos = OpenPosition.NONE;
ConvergenMin = new ProbaStruct();
ConvergenMax = new ProbaStruct();
Model.OutputsInitializeEnd += InitializeHandler;
Model.LoadSimulation += LoadSec;
return(true);
}
public override bool Initialize(List <IProcessorInput> inputs, string parameters, ILogger logger)
{
ClosePositionStopTrade += Stop;
if (Models.InputItemInteractivBrokerModel.IB == null)
{
return(false);
}
this.logger = logger;
ParametersParser parser = CreateParser(parameters);
zigzagid_1 = parser.GetInt("ZigZag_ID1");
if (zigzagid_1 < 0 || zigzagid_1 > Model.Project.Outputs.Count)
{
return(false);
}
zigzagid_2 = parser.GetInt("ZigZag_ID2");
if (zigzagid_2 < 0 || zigzagid_2 > Model.Project.Outputs.Count)
{
return(false);
}
zigzagid_2_2 = parser.GetInt("ZigZag_ID2_2");
gappos = parser.GetInt("Gap");
if (gappos < 0 || gappos > Model.Project.Outputs.Count)
{
return(false);
}
int t_t = parser.GetInt("type");
switch (t_t)
{
case (0):
trader_type = TradeType.STANDART;
break;
case (1):
trader_type = TradeType.IN_OUT;
break;
default:
trader_type = TradeType.ONE_IN_TWO_OUT;
break;
}
//Gap = Model.Project.Proccesors[gappos];
//Gap.ProcessorAction += PositionHandler;
//ZigZag = Model.Project.Proccesors[zigzagid];
//ZigZag.ProcessorAction += EventHandler;
divergenceOpen = parser.GetInt("DivergenceOpen");
divergenceClose = parser.GetInt("DivergenceClose");
convergen_counter = parser.GetInt("Convergence");
if (divergenceOpen < 0 || divergenceClose < 0 || convergen_counter < 0)
{
return(false);
}
MinValueOpen_1 = new List <ProbaStruct>();
MaxValueOpen_1 = new List <ProbaStruct>();
MinValueClose_1 = new List <ProbaStruct>();
MaxValueClose_1 = new List <ProbaStruct>();
MinValueOpen_2 = new List <ProbaStruct>();
MaxValueOpen_2 = new List <ProbaStruct>();
MinValueClose_2 = new List <ProbaStruct>();
MaxValueClose_2 = new List <ProbaStruct>();
MinValueOpen_2_2 = new List <ProbaStruct>();
MaxValueOpen_2_2 = new List <ProbaStruct>();
MinValueClose_2_2 = new List <ProbaStruct>();
MaxValueClose_2_2 = new List <ProbaStruct>();
PositionShort = new List <Position>();
PositionLong = new List <Position>();
name = parser.GetString("Name");
ratio = parser.GetDouble("Ratio");
profit_to_close = parser.GetInt("TakeProfit") * Math.Pow(10, -Model.Project.Outputs[gappos].Digits);
lose_to_close = parser.GetInt("StopLoss") * Math.Pow(10, -Model.Project.Outputs[gappos].Digits);
ratio_exp = parser.GetDouble("Ratio_O");
tradeTerminal = new ModelsAT.BrokerMT(parser.GetInt("tradeTerminalID"));
tradeTerminal.setBrokerParam("Name", parser.GetString("ServerName"));
tradeTerminal.SetServer();
if (parser.GetInt("IsReal") == 1)
{
tradeTerminal.isReal = true;
}
else
{
tradeTerminal.isReal = false;
}
if (parser.GetInt("Logg") == 1)
{
LoggNeeded = true;
}
else
{
LoggNeeded = false;
}
if (parser.GetInt("Expand") == 1)
{
can_expand = true;
}
else
{
can_expand = false;
}
divergence_max_open = 0;
divergence_min_open = 0;
divergence_max_close = 0;
divergence_min_close = 0;
openlong = false;
openshort = false;
closelong = false;
expand_position_short = false;
expand_position_long = false;
closeshort = false;
lastvalue = LastZigZagValue.NONE;
all_profit = 0;
openpos = OpenPosition.NONE;
convergen_min = 0;
convergen_max = 0;
ConvergenMin = new ProbaStruct();
ConvergenMax = new ProbaStruct();
last_pos = new LastPosition();
Model.OutputsInitializeEnd += InitializeHandler;
Model.LoadSimulation += LoadSec;
return(true);
}
