public static Trade Create(ITradesManager tradesManager, string pair, double pipSize, int baseUnitSize, Func <Trade, double> commissionByTrade)
{
return(new Trade()
{
Pair = pair, PipSize = pipSize, BaseUnitSize = baseUnitSize, CommissionByTrade = commissionByTrade, TradesManager = tradesManager
});
}
public static double GetEntryOrderLimit(ITradesManager tm, IList <Trade> trades, int lot, bool addProfit, double currentLoss)
{
if (trades.IsEmpty())
{
return(0);
}
var lotOld = trades.Sum(t => t.Lots);
currentLoss = currentLoss.Abs();
var profitInPips = 0.0;
if (addProfit)
{
if (currentLoss == 0)
{
currentLoss = Math.Max(0, trades.Sum(t => t.LimitAmount));
}
else
{
profitInPips = Math.Max(
trades.Select(t => t.StopInPips).Where(s => s < 0).OrderBy(s => s).FirstOrDefault().Abs(),
trades.Select(t => t.LimitInPips).Where(l => l > 0).OrderBy(s => s).FirstOrDefault().Abs()
) * lotOld / lot;
}
}
var stopLoss = currentLoss - trades.Sum(t => t.StopAmount);
return(tm.MoneyAndLotToPips(stopLoss, lot, trades[0].Pair).Abs() + profitInPips);// +curentlimit;
}
public TradesProcessor(
ILogger <TradesProcessor> logger,
IOptions <AppSettings> settings,
ITradesManager tradesManager) : base(settings, logger)
{
_tradesManager = tradesManager;
}
public Report(ITradesManager fw)
{
this.fw = fw;
try {
InitializeComponent();
} catch (Exception exc) {
throw;
}
}
public static void LoadBars(ITradesManager fw, string pairToLoad, Action <object> progressCallback = null)
{
var pairsToLoad = new RequestPairForHistoryMessage();
GalaSoft.MvvmLight.Messaging.Messenger.Default.Send(pairsToLoad);
foreach (var pair in pairsToLoad.Pairs)
{
AddTicks(fw, pair.Item2, pair.Item1, DateTime.Now.AddYears(-1), progressCallback);
}
}
//[MethodImpl(MethodImplOptions.Synchronized)]
public static void AddTicks(ITradesManager fw, int period, string pair, DateTime dateStart, Action <object> progressCallback)
{
try {
#region callback
ActionBlock <Action> saveTickActionBlock = new ActionBlock <Action>(a => a());
Action <RateLoadingCallbackArgs <Rate> > showProgress = (args) => {
SaveTickCallBack(period, pair, progressCallback, saveTickActionBlock, args);
args.IsProcessed = true;
};
#endregion
var offset = TimeSpan.FromMinutes(period);
using (var context = new ForexEntities()) {
if (dateStart > DateTime.MinValue)
{
var dateMin = new DateTime(context.t_Bar.Where(b => b.Pair == pair && b.Period == period).Min(b => (DateTimeOffset?)b.StartDate).GetValueOrDefault().DateTime.Ticks, DateTimeKind.Utc);
if (dateMin.IsMin())
{
dateMin = DateTime.Now;
}
var dateEnd = dateMin.Subtract(offset);
if (dateStart < dateMin)
{
fw.GetBarsBase(pair, period, 0, dateStart, dateEnd, new List <Rate>(), null, showProgress);
}
}
var q = context.t_Bar.Where(b => b.Pair == pair && b.Period == period).Select(b => b.StartDate).DefaultIfEmpty().Max();
if (dateStart == DateTime.MinValue && q == DateTimeOffset.MinValue)
{
throw new Exception("dateStart must be provided there is no bars in database.");
}
var p = period == 0 ? 1 / 60.0 : period;
dateStart = q.LocalDateTime.Add(p.FromMinutes());
}
if (period == 0)
{
dateStart = dateStart.Max(DateTime.Now.AddYears(-1));
}
fw.GetBarsBase(pair, period, 0, dateStart, DateTime.Now, new List <Rate>(), null, showProgress);
} catch (Exception exc) {
GalaSoft.MvvmLight.Messaging.Messenger.Default.Send <LogMessage>(new LogMessage(exc));
}
}
public AutoTradingProcessor(
IOptions <AppSettings> settings,
ILogger <AutoTradingProcessor> logger,
IOrderProcessor orderProcessor,
IBalanceManager balanceManager,
ITradesManager tradesManager,
IOrderManager orderManager,
IBookManager bookManager,
IDealManager dealManager,
DealProcessor dealProcessor,
NatsConnector connector) : base(settings, logger)
{
_logger = logger;
_orderProcessor = orderProcessor;
_balanceManager = balanceManager;
_dealManager = dealManager;
_tradesManager = tradesManager;
_orderManager = orderManager;
_dealProcessor = dealProcessor;
_bookManager = bookManager;
_connector = connector;
_settings = settings;
}
public TradeRequestManager(ITradesManager fw)
{
this.fw = fw;
openQueueScheduler = new Schedulers.ThreadScheduler((s, e) => RaiseTradeRequestManagerEvent(e.Exception));
}
public TradeController(ITradesManager manager, ILog log)
{
this.log = log;
this.manager = manager;
}
