private async Task <OrderList> GetOrdersSummaryAsync(Customers customer)
{
OrderList orderList = new OrderList();
String requestTemplate = Application.Current.Resources["GetOrders"] as String;
String requesturl = String.Format(requestTemplate, BaseURLHelper.BaseURL, customer.CustomerID);
string response = null;
using (HttpClient client = new HttpClient())
{
try
{
response = await HttpHelper.GetAsync(client, requesturl);
OrderList newOrders = JsonConvert.DeserializeObject <OrderList>(response);
orderList.AddRange(newOrders.Take <Orders>(20));
String nextBatch = (string)JArray.Parse(response).Last["@metadata"]["next_batch"];
if (requesturl != null)
{
// requesturl = requesturl + "&auth=" + apiKey;
}
Debug.WriteLine("Just a break point.");
}
catch (Exception)
{
Debug.WriteLine("Just a break point.");
requesturl = null;
}
}
//orderList.RemoveAll(o => o.CustomerID != customer.CustomerID);
return(orderList);
}
//IOrder AdjustRisk(IPosition p)
//{
// if (p == null) return null;
// if (p.IsProfit && ((p.MaxPrice - p.CurrentPrice) / p.MaxPrice > StopProfitPercent))
// {
// var o = CurrentPortfolio.GenerateOrder(p.InstrumentTicker, p.CurrentPrice, (int)p.Shares, OrderType.Sell);
// return o;
// }
// if (p.IsLoss && (p.Cost - p.CurrentPrice) / p.Cost > StopLossPercent)
// {
// var o = CurrentPortfolio.GenerateOrder(p.InstrumentTicker, p.CurrentPrice, (int)p.Shares, OrderType.Sell);
// return o;
// }
// return null;
//}
//public override void ProcessPortfolio()
//{
// base.ProcessPortfolio();
// //CurrentPortfolio.PositionList.ForEach(v =>
// //{
// // var o = AdjustRisk(v);
// // if (o != null && o.Ticker != null)
// // OrderList.Add(o);
// //});
//}
public override void ProcessSignal(List <ISignal> signalList)
{
TradeAlgorithmList.ForEach(t =>
{
var ol = t.ProcessSignal(signalList, CurrentPortfolio);
if (ol != null && ol.Count > 0)
{
OrderList.AddRange(ol);
}
});
}
void TestStep(DateTime start, DateTime end)
{
TestStrategy.CurrentTime = end;
AddInfo("test step, start:" + start.ToString() + ",end:" + end.ToString());
var dl = CurrentDataSource.GetDataList(InstrumentList, start, end, Grade);
AddInfo("got market data ,count is:" + dl.Count.ToString());
if (dl == null || dl.Count == 0)
{
return;
}
TestStrategy.CurrentTime = dl.Max(d => d.Time);
dl.ForEach(v =>
{
var inst = InstrumentList.FirstOrDefault(i => i.Ticker == v.InstrumentTicker);
if (inst != null)
{
AddInfo("update " + inst.Name + " price, value is:" + v.Close.ToString() + "(" + v.Time.ToString() + ")");
inst.CurrentPrice = v.Close;
}
});
MarketDataList.AddRange(dl);
AddInfo("portfolio process market data!");
TargetPortfolio.ProcessMarketData(dl);
AddInfo("standard portfolio process market data!");
standardPortfolio.ProcessMarketData(dl);
AddInfo("strategy process market data!");
TestStrategy.ProcessMarketData(dl);
if (analyseTime <= end)
{
AddInfo("prepare analyse, analyse time is:" + analyseTime.ToString());
AnalyseStep();
analyseTime = MarketData.GetNextTime(end, AnalyseGrade);
var cl = new List <ISignal>();
foreach (var condition in ConditionList)
{
var rl = condition.GetResult();
if (rl != null && rl.Count > 0)
{
cl.AddRange(rl);
}
}
if (cl.Count > 0)
{
AddInfo("got signal, count is " + cl.Count.ToString());
TestStrategy.ProcessSignal(cl);
}
}
AddInfo("strategy process portfolio");
TestStrategy.ProcessPortfolio();
var ol = TestStrategy.GetOrderList();
if (ol.Count > 0)
{
AddInfo("strategy generate order, count is :" + ol.Count.ToString());
List <IOrder> col = new List <IOrder>();
foreach (var o in ol)
{
if (o != null && RiskPolicy.PredictOrder(o, TargetPortfolio))
{
col.Add(o);
}
}
OrderList.AddRange(col);
AddInfo("trade gate process order");
CurrentTradeGate.ProcessorOrder(col);
AddInfo("portfolio info before process order is" + GetPortfolioMemo(TargetPortfolio));
TargetPortfolio.ProcessOrderList(col);
AddInfo("portfolio info after process order is" + GetPortfolioMemo(TargetPortfolio));
}
if (!IsUnlimited)//adjust risk
{
AddInfo("adjust risk");
ol = RiskPolicy.AdjustRisk(TargetPortfolio);
if (ol.Count > 0)
{
AddInfo("risk order generate, count is:" + ol.Count.ToString());
OrderList.AddRange(ol);
List <IOrder> col = ol.Where(v => v != null).ToList();
CurrentTradeGate.ProcessorOrder(col);
TargetPortfolio.ProcessOrderList(col);
}
}
CurrentValueList.Add(new TimeValueObject()
{
Time = dl.Max(v => v.Time), Value = CurrentValue, Memo = GetPortfolioMemo(TargetPortfolio)
});
StandardValueList.Add(new TimeValueObject()
{
Time = dl.Max(v => v.Time), Value = StandardValue, Memo = GetPortfolioMemo(standardPortfolio)
});
if (_MaxLost.Number > Pnl.Number)
{
_MaxLost.Number = Pnl.Number;
}
if (TestStepDelayMS > 0)
{
Thread.Sleep(TestStepDelayMS);
}
}
