public virtual SingleOrder Execute(Signal signal)
{
SingleOrder singleOrder = new SingleOrder();
singleOrder.Instrument = signal.Instrument;
singleOrder.Strategy = signal.Strategy.Name;
singleOrder.StrategyComponent = ((object) signal.Sender).ToString();
singleOrder.StrategyFill = signal.StrategyFill;
singleOrder.StrategyPrice = signal.StrategyPrice;
singleOrder.ForceMarketOrder = signal.QvSj2cjRxv;
if (signal.Fuwj5CvMiW)
singleOrder.FillOnBarMode = (int) signal.R2djQy947W;
switch (signal.Side)
{
case SignalSide.Buy:
singleOrder.Side = Side.Buy;
break;
case SignalSide.BuyCover:
singleOrder.Side = Side.Buy;
break;
case SignalSide.Sell:
singleOrder.Side = Side.Sell;
break;
case SignalSide.SellShort:
singleOrder.Side = Side.SellShort;
break;
default:
throw new NotSupportedException();
}
switch (signal.Type)
{
case SignalType.Market:
singleOrder.OrdType = OrdType.Market;
break;
case SignalType.Limit:
singleOrder.OrdType = OrdType.Limit;
singleOrder.Price = signal.LimitPrice;
break;
case SignalType.Stop:
singleOrder.OrdType = OrdType.Stop;
singleOrder.StopPx = signal.StopPrice;
break;
case SignalType.StopLimit:
singleOrder.OrdType = OrdType.StopLimit;
singleOrder.StopPx = signal.StopPrice;
singleOrder.Price = signal.LimitPrice;
break;
case SignalType.TrailingStop:
singleOrder.OrdType = OrdType.TrailingStop;
singleOrder.TrailingAmt = signal.StopPrice;
break;
default:
throw new NotSupportedException();
}
singleOrder.OrderQty = signal.Qty;
singleOrder.TimeInForce = signal.TimeInForce;
singleOrder.Text = signal.Text;
this.MetaStrategyBase.cWMWqoTObJ((StrategyBase) signal.Strategy, singleOrder);
singleOrder.Send();
return singleOrder;
}
public virtual SingleOrder ShortExit(Instrument instrument, string text)
{
if (!this.Strategy.IsInstrumentActive(instrument))
return (SingleOrder) null;
Signal signal = new Signal(Clock.Now, ComponentType.Exit, SignalType.Market, SignalSide.BuyCover, instrument, text);
if (!this.HasPosition || this.Position.Side != PositionSide.Short)
{
signal.Status = SignalStatus.Rejected;
signal.Rejecter = ComponentType.Exit;
}
return this.Strategy.BgvpSPpUAD(signal);
}
public virtual SingleOrder LongExit(Instrument instrument, string text)
{
if (!this.Strategy.IsInstrumentActive(instrument))
return (SingleOrder) null;
Signal signal = new Signal(Clock.Now, ComponentType.CrossExit, SignalType.Market, SignalSide.Sell, instrument, text);
Position position = this.Portfolio.Positions[instrument];
if (position == null || position.Side != PositionSide.Long)
{
signal.Status = SignalStatus.Rejected;
signal.Rejecter = ComponentType.CrossExit;
}
return this.Strategy.BgvpSPpUAD(signal);
}
public void DrawSignal(Signal signal, int padNumber)
{
lock(this.dataLock)
{
if (!this.volumePadShown && padNumber > 1)
--padNumber;
SignalView view = new SignalView(signal, this.pads[padNumber]);
this.pads[padNumber].AddPrimitive(view);
view.SetInterval(this.leftDateTime, this.rightDateTime);
}
}
public virtual SingleOrder LongExit(Instrument instrument, double price, string text)
{
if (!this.Strategy.IsInstrumentActive(instrument))
return (SingleOrder) null;
Signal signal = new Signal(Clock.Now, ComponentType.Exit, SignalType.Market, SignalSide.Sell, instrument, text);
signal.StrategyFill = true;
signal.StrategyPrice = price;
if (!this.HasPosition || this.Position.Side != PositionSide.Long)
{
signal.Status = SignalStatus.Rejected;
signal.Rejecter = ComponentType.Exit;
}
return this.Strategy.BgvpSPpUAD(signal);
}
public virtual SingleOrder EmitSignal(Signal signal)
{
return this.Strategy.BgvpSPpUAD(signal);
}
public virtual bool Validate(Signal signal)
{
return true;
}
internal SingleOrder BgvpSPpUAD(Signal obj0)
{
obj0.Strategy = this;
double positionSize = this.moneyManagers[obj0.Instrument].GetPositionSize(obj0);
if (positionSize > 0.0)
{
obj0.Qty = positionSize;
if (!this.riskManagers[obj0.Instrument].Validate(obj0))
{
obj0.Status = SignalStatus.Rejected;
obj0.Rejecter = ComponentType.RiskManager;
}
if (!this.ayRpJCTRPY.Validate(obj0))
{
obj0.Status = SignalStatus.Rejected;
obj0.Rejecter = ComponentType.ExposureManager;
}
}
else
{
obj0.Status = SignalStatus.Rejected;
obj0.Rejecter = ComponentType.MoneyManager;
}
return this.MetaStrategy.PFARUMnUwZ(obj0);
}
public virtual SingleOrder ShortExit(Instrument instrument, double price, string text)
{
if (!this.Strategy.IsInstrumentActive(instrument))
return (SingleOrder) null;
Signal signal = new Signal(Clock.Now, ComponentType.CrossExit, SignalType.Market, SignalSide.BuyCover, instrument, text);
signal.StrategyFill = true;
signal.StrategyPrice = price;
Position position = this.Portfolio.Positions[instrument];
if (position == null || position.Side != PositionSide.Short)
{
signal.Status = SignalStatus.Rejected;
signal.Rejecter = ComponentType.CrossExit;
}
return this.Strategy.BgvpSPpUAD(signal);
}
public SignalEventArgs(Signal signal) : base()
{
this.Signal = signal;
}
public SignalView(Signal signal, Pad pad) : base()
{
this.JVpy8D2xUR = Color.SkyBlue;
this.zMOyBnpkt3 = Color.SkyBlue;
this.tHoyjarrU1 = Color.Pink;
this.XNayo9fgOU = Color.Red;
this.signal = signal;
this.pad = pad;
this.ToolTipEnabled = true;
this.ToolTipFormat = "dfdfs";
}
public void Add(Signal signal)
{
this.signals.Add(signal);
}
internal SingleOrder PFARUMnUwZ(Signal obj0)
{
bool flag = false;
if (obj0.Status == SignalStatus.New)
{
if (this.k7bROYTXtn.Validate(obj0))
{
obj0.Status = SignalStatus.Accepted;
flag = true;
}
else
{
obj0.Status = SignalStatus.Rejected;
obj0.Rejecter = ComponentType.MetaExposureManager;
}
}
this.aNKR2wRnBL.Add(obj0);
// if (this.iCcRBViVvB != null)
// this.iCcRBViVvB(new SignalEventArgs(obj0));
if (flag)
return this.XSvR57mV5s.Execute(obj0);
else
return (SingleOrder) null;
}
private void oq2A1bOgQG(object obj0, DateTimeEventArgs obj1)
{
DateTime index = obj1.DateTime;
switch (this.k5kAXvwmyK)
{
case TriggerType.Above:
if (this.fISADbUH9Z[index] <= this.J3YAFHAWt0)
break;
this.rKEA9ZLnkT();
this.eiNALoFbZL = new Signal(Clock.Now, this.eiNALoFbZL.Sender, this.eiNALoFbZL.Type, this.eiNALoFbZL.Side, this.eiNALoFbZL.Qty, this.eiNALoFbZL.Price, this.eiNALoFbZL.Instrument, this.eiNALoFbZL.Text);
this.nquAKcUOSY.BgvpSPpUAD(this.eiNALoFbZL);
this.KWCAC961IE(TriggerStatus.Executed);
break;
case TriggerType.Below:
if (this.fISADbUH9Z[index] >= this.J3YAFHAWt0)
break;
this.rKEA9ZLnkT();
this.eiNALoFbZL = new Signal(Clock.Now, this.eiNALoFbZL.Sender, this.eiNALoFbZL.Type, this.eiNALoFbZL.Side, this.eiNALoFbZL.Qty, this.eiNALoFbZL.Price, this.eiNALoFbZL.Instrument, this.eiNALoFbZL.Text);
this.nquAKcUOSY.BgvpSPpUAD(this.eiNALoFbZL);
this.KWCAC961IE(TriggerStatus.Executed);
break;
}
}
public Trigger(Strategy strategy, TriggerType type, DoubleSeries series, double level, Signal signal)
: base()
{
this.pEXA4yCenN = Color.Brown;
this.pZXAJFXyGb = Color.Green;
this.YCKA0R33mr = Color.DarkGray;
this.yXsAvQ0snw = true;
this.wuIAEWD0JW = true;
this.HKDAVnUw46 = "fdsdf";
this.nquAKcUOSY = strategy;
this.k5kAXvwmyK = type;
this.fISADbUH9Z = series;
this.J3YAFHAWt0 = level;
this.eiNALoFbZL = signal;
this.lh4APrSwVL = TriggerStatus.Active;
this.a9QA39LDVd = Clock.Now;
this.gixAsE4W2J = DateTime.MinValue;
this.nquAKcUOSY.YFmhKSovu(this);
this.ULWAhR6fQR();
}
