public void TestMethod1()
{
//Входные данные
//Создать 2 условия
int index1 = 0, index2 = 0;
int curIndex = 60;
ParameterCondition par1 = ParameterCondition.PriceClose;
ParameterCondition par2 = ParameterCondition.PriceOpen;
Predicate predicate = Predicate.Less;
Condition cond = new Condition(index1, index2, par1, par2, null, null, 0.0, 0.0, predicate);
int index1_ = 1, index2_ = 1;
ParameterCondition par1_ = ParameterCondition.Indicator;
ParameterCondition par2_ = ParameterCondition.Indicator;
Predicate predicate_ = Predicate.MoreEqual;
Indicator ind1 = new SMA(14);
Indicator ind2 = new SMA(28);
Condition cond2 = new Condition(index1_, index2_, par1_, par2_, ind1, ind2, 0.0, 0.0, predicate_);
//Накопить данные для индикаторов
for (int i = 0; i < curIndex; i++)
{
ind1.update_value(i, instrument);
ind2.update_value(i, instrument);
}
//Создать правило
TradingRule rule = new TradingRule();
rule.add_condition(cond);
rule.add_condition(cond2);
string name = "TestStrategy1";
DateTime dateTime = DateTime.Now;
TradingStrategy strat = new TradingStrategy(name);
strat.add_rule(rule);
strat.save_to_xml();
controller.add_strategy(new CaretakerStrategy(strat));
TradingStrategy strat1 = controller.get_strategy(name).Originator;
File.Delete("Strategies\\TestStrategy1.xml");
Assert.AreEqual(strat.Loaded &&
strat.Name == name &&
strat.DateOfChange == dateTime &&
strat.DateOfCreation == dateTime, true);
}
public ResponseResult <Guid> SetUpAlert(TradingRule rule, bool callOnce = true)
{
var currentRate = _bitfinexClient.GetTrades(rule.Pair.Name.ToUpper(), 1).Data.First().Price;
var wasShown = false;
var subscription = _bitfinexSocketClient.SubscribeToTradeUpdates("t" + rule.Pair.Name.ToUpper(), (data) =>
{
var input = data.Select(d => new TradeSimple()
{
Price = d.Price,
Amount = d.Amount
}).First();
if (!wasShown || !callOnce)
{
if (currentRate < rule.Boundary)
{
if (input.Price >= rule.Boundary)
{
rule.Callback?.Invoke();
wasShown = true;
}
}
else if (currentRate > rule.Boundary)
{
if (input.Price <= rule.Boundary)
{
rule.Callback?.Invoke();
wasShown = true;
}
}
else
{
rule.Callback?.Invoke();
wasShown = true;
}
}
});
if (!subscription.Success)
{
return(new ResponseResult <Guid>(subscription.Error.Message));
}
else
{
var id = Guid.NewGuid();
Alerts.Add(id, subscription.Data);
return(new ResponseResult <Guid>(id));
}
}
protected override async Task <Order> PlaceOrder(TradingRule rule)
{
// The order type: limit, market, or fill-or-kill
var result = await client.NewOrderAsync(rule.OrderSide.ToString(), rule.Market, rule.OrderRate, rule.OrderVolume, rule.OrderType).ConfigureAwait(false);
if (!result.Success)
{
throw new ApiException(result.Error);
}
var si = GetSymbolInformation(rule.Market);
//return Convert(result.Data, si);
throw new NotImplementedException();
}
private TradingRule CreateTakeProfit(string pair, decimal trigger, decimal price, decimal amount)
{
var rule = new TradingRule();
rule.Market = pair;
rule.Operator = ThresholdOperator.GreaterOrEqual;
rule.Property = ThresholdType.BidPrice;
rule.ThresholdRate = trigger;
rule.OrderRate = price;
rule.OrderVolume = amount;
rule.OrderSide = TradeSide.Sell;
rule.OrderType = "market";
return(rule);
}
//Тест проверяет правильно ли срабатывает TradingRule
public void test_TradingRule()
{
//Входные данные
//Создать 2 условия
int index1 = 0, index2 = 0;
int curIndex = 60;
ParameterCondition par1 = ParameterCondition.PriceMax;
ParameterCondition par2 = ParameterCondition.PriceMin;
Predicate predicate = Predicate.Less;
Condition cond = new Condition(index1, index2, par1, par2, null, null, 0.0, 0.0, predicate);
int index1_ = 1, index2_ = 1;
ParameterCondition par1_ = ParameterCondition.Indicator;
ParameterCondition par2_ = ParameterCondition.Indicator;
Predicate predicate_ = Predicate.MoreEqual;
Indicator ind1 = new SMA(14);
Indicator ind2 = new MACD(28);
Condition cond2 = new Condition(index1_, index2_, par1_, par2_, ind1, ind2, 0.0, 0.0, predicate_);
//Накопить данные для индикаторов
for (int i = 0; i < curIndex; i++)
{
ind1.update_value(i, instrument);
ind2.update_value(i, instrument);
}
//Создать правило
TradingRule rule = new TradingRule(Signal.Buy);
rule.add_condition(cond);
rule.add_condition(cond2);
bool expected = instrument.get_interval(curIndex, index1).ClosingPrice <
instrument.get_interval(curIndex, index1).OpeningPrice&&
ind1.get_value(curIndex, index1_) >= ind2.get_value(curIndex, index2_);
Assert.AreEqual(expected, rule.check(curIndex, instrument));
}
// TODO: below FUNC is EXACT COPY of ExecuteOrder(), so do home work and refactor.
protected override async Task <Order> PlaceOrder(TradingRule rule)
{
var si = GetSymbolInformation(rule.Market);
var orderType = Binance.OrderType.MARKET;
Enum.TryParse <Binance.OrderType>(rule.OrderType, ignoreCase: true, result: out orderType);
decimal?price = null;
if (orderType == Binance.OrderType.LIMIT)
{
if (rule.OrderSide == TradeSide.Buy)
{
price = si.ClampPrice(rule.ThresholdRate * 1.01m);
}
else
{
price = si.ClampPrice(rule.ThresholdRate * 0.99m);
}
}
var result = await client.PlaceOrderAsync(
rule.Market,
rule.OrderSide == TradeSide.Buy?Binance.TradeSide.BUY : Binance.TradeSide.SELL,
orderType,
rule.OrderVolume,
price,
null,
orderType == Binance.OrderType.LIMIT?Binance.TimeInForce.IOC : Binance.TimeInForce.GTC
).ConfigureAwait(false);
if (result.Success)
{
return(Convert(result.Data));
}
else
{
throw new ApiException(result.Error);
}
}
static void Main(string[] args)
{
Console.WriteLine("Started ...");
TradingMarket market;
Console.WriteLine("Choose traiding market (0-bitfinex): ");
var marketNum = Convert.ToInt32(Console.ReadLine());
market = (TradingMarket)marketNum;
IMarketClient marketClient;
switch (market)
{
case TradingMarket.Bitfinex:
marketClient = new BitfinexClient();
break;
default:
marketClient = new BitfinexClient();
break;
}
Console.WriteLine("You chose next market: {0}", marketClient.Name);
TradingPair pair;
do
{
Console.WriteLine("Choose currency pair (e.g. 'btcusd'): ");
var name = Console.ReadLine();
pair = marketClient.GetPairByName(name);
}while (pair == null);
Console.WriteLine("Info for {0}/{1} :", pair.Title, pair.Name);
Console.WriteLine("Enter boundary (or 'no' if you don't want): ");
var boundary = Console.ReadLine();
decimal parsedBoundary;
if (boundary != "no" && decimal.TryParse(boundary, out parsedBoundary))
{
var rule = new TradingRule();
rule.Pair = pair;
rule.Boundary = parsedBoundary;
rule.Callback = () => Console.WriteLine("We broke boundary, sending smth to telegram or viber!");
marketClient.SetUpAlert(rule, false);
}
var previous = default(decimal);
using (marketClient)
{
var subscriptionResult = marketClient.SubscribeToTraidingPair(pair, (data) =>
{
var current = data.Price;
ConsoleColor color;
if (previous > current)
{
color = ConsoleColor.Red;
}
else if (previous < current)
{
color = ConsoleColor.Green;
}
else
{
color = ConsoleColor.Yellow;
}
Console.ForegroundColor = color;
previous = current;
Console.WriteLine(current);
});
Console.ReadLine();
marketClient.UnsubscribeTraidingPair(subscriptionResult.Data);
}
Console.WriteLine("Finished ...");
}
