private void checkForOpen()
{
if (m_product_diff.getPosCount_vt() > 0)
{
return;
}
// if (CFATCommon.m_dtCurTime.Hour == 15)
// return;
int nSignal = getSignal();
int nSig_cc = m_indCC.getSignal(ex_dOpen_abs, ex_dClose_abs);
if (TRADER.isContain(nSignal, (int)ETRADER_OP.BUY) &&
TRADER.isContain(nSig_cc, (int)ETRADER_OP.BUY))
{
if (ex_nIsNewOrder > 0)
{
requestOrder(ETRADER_OP.BUY);
}
}
if (TRADER.isContain(nSignal, (int)ETRADER_OP.SELL) &&
TRADER.isContain(nSig_cc, (int)ETRADER_OP.SELL))
{
if (ex_nIsNewOrder > 0)
{
requestOrder(ETRADER_OP.SELL);
}
}
}
private void checkForOpen()
{
if (m_products[ID_SHANGHAI].getPosCount_vt() == 1)
{
return;
}
DateTime dtCurTime = m_products[ID_SHANGHAI].getTickTime();
if (isMarketCloseTime_forOpen())
{
return;
}
int nSignal = getSignal();
if (TRADER.isContain(nSignal, (int)ETRADER_OP.BUY))
{
requestOrder(ETRADER_OP.BUY);
}
if (TRADER.isContain(nSignal, (int)ETRADER_OP.SELL))
{
requestOrder(ETRADER_OP.SELL);
}
}
public bool Update(TRADER trader)
{
var targetUpdate = db.TRADERs.Find(trader.Id_Trader);
try
{
targetUpdate.Id_Trader = trader.Id_Trader;
targetUpdate.Id_User = trader.Id_User;
targetUpdate.Name_Trader = trader.Name_Trader;
targetUpdate.Birthday_Trader = trader.Birthday_Trader;
targetUpdate.Gender_Trader = trader.Gender_Trader;
targetUpdate.Address_Trader = trader.Address_Trader;
targetUpdate.Telephone_Trader = trader.Telephone_Trader;
targetUpdate.Email_Trader = trader.Email_Trader;
db.SaveChanges();
return(true);
}
catch (Exception e)
{
return(false);
throw new Exception(e.Message);
}
}
private void checkForOpen()
{
if (m_product_diff.getPosCount_vt() > 0)
{
return;
}
int nSignal = getSignal();
if (TRADER.isContain(nSignal, (int)ETRADER_OP.BUY))
{
if (ex_nIsNewOrder > 0)
{
requestOrder(ETRADER_OP.BUY);
}
}
if (TRADER.isContain(nSignal, (int)ETRADER_OP.SELL))
{
if (ex_nIsNewOrder > 0)
{
requestOrder(ETRADER_OP.SELL);
}
}
}
public void setData(string sData)
{
string[] sVals = sData.Split(',');
m_dtOpenTime_req = Convert.ToDateTime(sVals[0]);
m_dtOpenTime_exc = Convert.ToDateTime(sVals[1]);
m_dtCloseTime_req = Convert.ToDateTime(sVals[2]);
m_dtCloseTime_exc = Convert.ToDateTime(sVals[3]);
m_sSymbol = sVals[4];
m_dLots_req = Convert.ToDouble(sVals[5]);
m_dLots_exc = Convert.ToDouble(sVals[6]);
m_nCmd = TRADER.string2Cmd(sVals[7]);
m_dOpenPrice_req = Convert.ToDouble(sVals[8]);
m_dOpenPrice_exc = Convert.ToDouble(sVals[9]);
m_dClosePrice_req = Convert.ToDouble(sVals[10]);
m_dClosePrice_exc = Convert.ToDouble(sVals[11]);
m_dProfit_real = Convert.ToDouble(sVals[12]);
m_sLogicID = sVals[13];
m_sComment = sVals[14];
}
private void checkForClose()
{
if (m_product_diff.getPosCount_vt() == 0)
{
return;
}
//CheckForClose by Signal line
int nSignal = getSignal();
int nSig_cc = m_indCC.getSignal(ex_dOpen_abs, ex_dClose_abs);
ETRADER_OP nCmd = m_product_diff.getPosCmd_vt(0);
if (nCmd == ETRADER_OP.BUY && TRADER.isContain(nSignal, (int)ETRADER_OP.BUY_CLOSE) &&
TRADER.isContain(nSig_cc, (int)ETRADER_OP.BUY_CLOSE))
{
requestOrder(ETRADER_OP.BUY_CLOSE);
return;
}
if (nCmd == ETRADER_OP.SELL && TRADER.isContain(nSignal, (int)ETRADER_OP.SELL_CLOSE) &&
TRADER.isContain(nSig_cc, (int)ETRADER_OP.SELL_CLOSE))
{
requestOrder(ETRADER_OP.SELL_CLOSE);
return;
}
//CheckForClose by Absolution profit
if (m_products[0].getPosProfit_vt(0) + m_products[1].getPosProfit_vt(0) * m_products[2].m_dMid >= ex_dP_ABS)
{
if (nCmd == ETRADER_OP.BUY)
{
requestOrder(ETRADER_OP.BUY_CLOSE);
}
if (nCmd == ETRADER_OP.SELL)
{
requestOrder(ETRADER_OP.SELL_CLOSE);
}
return;
}
/*
* //CheckForClose by MarketEndTime with minimum profit, 15:00~ 15:30
* if ( CFATCommon.m_dtCurTime.Hour == 15 )
* {
* if (m_products[0].getPosProfit_vt(0) + m_products[1].getPosProfit_vt(0) * m_products[2].m_dMid >= ex_dP_MIN)
* {
* if (nCmd == ETRADER_OP.BUY)
* requestOrder(ETRADER_OP.BUY_CLOSE);
* if (nCmd == ETRADER_OP.SELL)
* requestOrder(ETRADER_OP.SELL_CLOSE);
* return;
* }
* }
*/
}
public int getSignal_unitTest()
{
for (int i = 0; i < m_lstUnitTest_signal.Count; i++)
{
if (m_lstUnitTest_signal[i].m_dtTime == CFATCommon.m_dtCurTime)
{
CFATLogger.output_proc(string.Format("unitTest signal : {0},{1}", m_sLogicID, m_lstUnitTest_signal[i].m_sCmd));
return((int)TRADER.string2Cmd(m_lstUnitTest_signal[i].m_sCmd));
}
}
return((int)ETRADER_OP.NONE);
}
public void requestOrder(ETRADER_OP nCmd, double dLots_req, bool bReqAsync = false)
{
double dReqPrice_A = 0;
double dReqPrice_B = 0;
double dReqPrice_C = 0;
double dLots = dLots_req;
//HSM???
// if (nCmd == ETRADER_OP.BUY_CLOSE || nCmd == ETRADER_OP.SELL_CLOSE)
// dLots = Math.Abs(m_product_A.getPosLots_Total_real()); //Some times there is different virtual & real lots
if (nCmd == ETRADER_OP.BUY || nCmd == ETRADER_OP.SELL_CLOSE)
{
dReqPrice_A = m_product_A.m_dAsk;
dReqPrice_B = m_product_B.m_dBid;
if (m_nType_trade == EPRODUCT_TYPE_TRADE.A_BC)
{
dReqPrice_C = m_product_C.m_dBid;
}
}
if (nCmd == ETRADER_OP.SELL || nCmd == ETRADER_OP.BUY_CLOSE)
{
dReqPrice_A = m_product_A.m_dBid;
dReqPrice_B = m_product_B.m_dAsk;
if (m_nType_trade == EPRODUCT_TYPE_TRADE.A_BC)
{
dReqPrice_C = m_product_C.m_dAsk;
}
}
if (!bReqAsync)
{
m_product_A.reqOrder(nCmd, ref dLots, ref dReqPrice_A, EORDER_TYPE.MARKET);//First Order
m_product_B.reqOrder(TRADER.cmdOpposite(nCmd), ref dLots, ref dReqPrice_B, EORDER_TYPE.MARKET);
if (m_nType_trade == EPRODUCT_TYPE_TRADE.A_BC)
{
m_product_C.reqOrder(TRADER.cmdOpposite(nCmd), ref dLots, ref dReqPrice_C, EORDER_TYPE.MARKET);
}
}
else
{
m_product_A.reqOrder_async(nCmd, dLots, dReqPrice_A, EORDER_TYPE.PENDING_STOP, 0);//First Order
m_product_B.reqOrder_async(TRADER.cmdOpposite(nCmd), dLots * 0.32, dReqPrice_B, EORDER_TYPE.MARKET, 1);
if (m_nType_trade == EPRODUCT_TYPE_TRADE.A_BC)
{
m_product_C.reqOrder_async(TRADER.cmdOpposite(nCmd), dLots * 0.46, dReqPrice_C, EORDER_TYPE.MARKET, 2);
}
}
}
private void checkForClose()
{
// added by cmh
if (m_bIsFirstThreadLive || m_bIsSecondThreadLive)
{
return;
}
if (m_products[_FIRST].m_site.getStatus() == Site.CSite.SITE_STATUS.PROCESSING || m_products[_SECOND].m_site.getStatus() == Site.CSite.SITE_STATUS.PROCESSING)
{
return;
}
// ---
if (m_products[_FIRST].getPosCount_vt() == 0)
{
return;
}
if ((DateTime.Now - m_dtLastFilledTime).TotalSeconds < ex_nPosHoldTimeSec)
{
return;
}
int nSignal = getSignal();
ETRADER_OP nCmd = m_products[_FIRST].getPosCmd_vt(0);
double dLots = ex_dLots;
if (nCmd == ETRADER_OP.BUY && TRADER.isContain(nSignal, (int)ETRADER_OP.BUY_CLOSE))
{
if (CFATManager.isOnlineMode())
{
CFATLogger.output_proc("close buy !");
}
requestOrder(ETRADER_OP.BUY_CLOSE);
check3Times_loss();
return;
}
if (nCmd == ETRADER_OP.SELL && TRADER.isContain(nSignal, (int)ETRADER_OP.SELL_CLOSE))
{
if (CFATManager.isOnlineMode())
{
CFATLogger.output_proc("close sell !");
}
requestOrder(ETRADER_OP.SELL_CLOSE);
check3Times_loss();
return;
}
}
public string getString()
{
string sRet = "";
sRet = string.Format("{0},{1},{2},{3}," + //request open time, excute open time, request close time, request close time
"{4},{5:0.000},{6:0.000},{7}," + // symbol, request lots, excute lots, command
"{8:0.00000},{9:0.00000},{10:0.00000},{11:0.00000}," + // request open price, excute open price, request close price, excute close price
"{12:0.00},{13},{14}", // profit, logic id, comment
m_dtOpenTime_req.ToString("yyyy-MM-dd HH:mm:ss.fff"), m_dtOpenTime_exc.ToString("yyyy-MM-dd HH:mm:ss.fff"),
m_dtCloseTime_req.ToString("yyyy-MM-dd HH:mm:ss.fff"), m_dtCloseTime_exc.ToString("yyyy-MM-dd HH:mm:ss.fff"),
m_sSymbol, m_dLots_req, m_dLots_exc, TRADER.cmd2String(m_nCmd),
m_dOpenPrice_req, m_dOpenPrice_exc, m_dClosePrice_req, m_dClosePrice_exc,
m_dProfit_real, m_sLogicID, m_sComment);
return(sRet);
}
public ActionResult Account(TRADER trader)
{
var result = traderDAO.Update(trader);
if (result)
{
return(RedirectToAction("Index"));
}
else
{
ModelState.AddModelError("", "Cập nhật thất bại !!!");
var traderModelState = traderDAO.Details(trader.Id_Trader);
return(View(traderModelState));
}
}
public override bool updateRealPositions()
{
if (CFATManager.m_nRunMode != ERUN_MODE.REALTIME)
{
return(true);
}
TPosItem posItem;
m_lstPos_real.Clear();
string sSymbol = "";
double dPrice = 0;
int nLots = 0;
CSHGoldAPI.sg_getPositionList();
int nPosCnt = CSHGoldAPI.sg_getPositionCount();
string sMsg = string.Format("SHGold Position count = {0}\r\n", nPosCnt);
string sCmd = "";
for (int i = 0; i < nPosCnt; i++)
{
CSHGoldAPI.sg_getPositionInfo(i, ref sSymbol, ref dPrice, ref nLots, ref sCmd);
sMsg += string.Format("symbol = {0}, open price = {1}, lots = {2}\r\n", sSymbol, dPrice, nLots);
if (nLots == 0)
{
continue;
}
posItem = new TPosItem();
posItem.m_sSymbol = sSymbol;
posItem.m_dOpenPrice_exc = dPrice;
posItem.m_nCmd = TRADER.string2Cmd(sCmd);
if (sCmd == "BUY")
{//Buy
posItem.m_nCmd = ETRADER_OP.BUY;
posItem.m_dLots_exc = nLots;
}
else
{//Sell
posItem.m_nCmd = ETRADER_OP.SELL;
posItem.m_dLots_exc = nLots;
}
m_lstPos_real.Add(posItem);
}
//CFATLogger.output_proc(sMsg);
return(true);
}
private void checkForClose()
{
if (m_product_diff.getPosCount_vt() == 0)
{
return;
}
int nSignal = getSignal();
ETRADER_OP nCmd = m_product_diff.getPosCmd_vt(0);
if (nCmd == ETRADER_OP.BUY && TRADER.isContain(nSignal, (int)ETRADER_OP.BUY_CLOSE))
{
requestOrder(ETRADER_OP.BUY_CLOSE);
}
if (nCmd == ETRADER_OP.SELL && TRADER.isContain(nSignal, (int)ETRADER_OP.SELL_CLOSE))
{
requestOrder(ETRADER_OP.SELL_CLOSE);
}
}
public override EFILLED_STATE reqOrder(string sSymbol, ETRADER_OP nCmd, ref double dLots, ref double dPrice, EORDER_TYPE nOrderType, string sLogicID, string sComment = "",
double dLots_exc = 0, double dPrice_exc = 0, DateTime dtTime_exc = default(DateTime))
{
if (CFATManager.m_nRunMode == ERUN_MODE.SIMULATION)
{
return(base.reqOrder(sSymbol, nCmd, ref dLots, ref dPrice, nOrderType, sLogicID, sComment, dLots, dPrice, DateTime.Now));
}
string sCmd = TRADER.cmd2String(nCmd);
double dLots_req = dLots;
double dPrice_req = dPrice;
bool bRet = CSHGoldAPI.sg_newOrder(sSymbol, sCmd, ref dPrice, ref dLots);
if (!bRet)
{
return(EFILLED_STATE.FAIL);
}
return(base.reqOrder(sSymbol, nCmd, ref dLots_req, ref dPrice_req, nOrderType, sLogicID, sComment, dLots, dPrice, DateTime.Now));
}
private void checkForClose()
{
if (m_products[ID_SHANGHAI].getPosCount_vt() == 0)
{
return;
}
ETRADER_OP nCmd = m_products[ID_SHANGHAI].getPosCmd_vt(0);
ETRADER_OP nCloseCmd = TRADER.getCloseCmd(nCmd);
double dProfit = m_products[ID_SHANGHAI].getPosProfit_vt(0);
setMinMax_forLog();
if (isMarketCloseTime_forClose())
{
//m_products[ID_SHANGHAI].reqCloseAll("Market Time Close");
requestOrder(nCloseCmd, getMinMaxStr_forLog());
return;
}
int nSignal = getSignal();
if (nCmd == ETRADER_OP.BUY && TRADER.isContain(nSignal, (int)ETRADER_OP.BUY_CLOSE))
{
//m_products[ID_SHANGHAI].reqCloseAll();
requestOrder(ETRADER_OP.BUY_CLOSE, getMinMaxStr_forLog());
return;
}
if (nCmd == ETRADER_OP.SELL && TRADER.isContain(nSignal, (int)ETRADER_OP.SELL_CLOSE))
{
//m_products[ID_SHANGHAI].reqCloseAll();
requestOrder(ETRADER_OP.SELL_CLOSE, getMinMaxStr_forLog());
return;
}
}
public void requestSecondSiteOrder()
{
double dReqPrice_second = 0;
double dLots = ex_dLots;
if (ex_nUseRandomLots == 1)
{
dLots = getRandomLots(dLots);
}
dLots += ex_dAddLots;
int nProfit_calc_02 = 0;
EFILLED_STATE nRet;
if (m_nCmd4Thread == ETRADER_OP.BUY_CLOSE || m_nCmd4Thread == ETRADER_OP.SELL_CLOSE)
{
dLots = Math.Abs(m_products[_SECOND].getPosLots_vt(0));
}
if (dLots < CFATCommon.ESP)
{
CFATLogger.output_proc("*** Invalid Lots !!!, pls check virtual position!!!!");
dLots = ex_dLots;
}
if (m_nCmd4Thread == ETRADER_OP.BUY || m_nCmd4Thread == ETRADER_OP.SELL_CLOSE)
{
dReqPrice_second = m_products[_SECOND].m_dBid;
nProfit_calc_02 = 1;
}
if (m_nCmd4Thread == ETRADER_OP.SELL || m_nCmd4Thread == ETRADER_OP.BUY_CLOSE)
{
dReqPrice_second = m_products[_SECOND].m_dAsk;
nProfit_calc_02 = -1;
}
dLots = getSecondLots(dLots);
nRet = m_products[_SECOND].reqOrder(TRADER.cmdOpposite(m_nCmd4Thread), ref dLots, ref dReqPrice_second, EORDER_TYPE.MARKET);
if (nRet == EFILLED_STATE.FULL)
{
m_tradeHistory.pushHistory(dReqPrice_second * nProfit_calc_02);
if (m_nCmd4Thread == ETRADER_OP.SELL_CLOSE || m_nCmd4Thread == ETRADER_OP.BUY_CLOSE)
{
m_tradeHistory.settleHistory();
}
}
else
{
CFATLogger.output_proc("second order failed!");
m_tradeHistory.setProfitAsZero();
clearAllPositions();
setState(ELOGIC_STATE.WAITING_FORCE_CLOSE);
return;
}
// setState(ELOGIC_STATE.NEED_CHECK_POSITION_MATCH);
m_dtLastFilledTime = DateTime.Now;
m_bIsSecondThreadLive = false;
m_products[_SECOND].m_site.setStatus(Site.CSite.SITE_STATUS.NONE);
}
private void requestOrder(ETRADER_OP nCmd, string sComment = "")
{
double dLots = ex_dLots;
double dPrice = 0;
double dCurPrice = 0;
if (nCmd == ETRADER_OP.BUY || nCmd == ETRADER_OP.SELL_CLOSE)
{//Buy or SellClose
dCurPrice = m_dAsk_Shanghai;
dPrice = m_dAsk_Shanghai + ex_dSlippage;
if (nCmd == ETRADER_OP.BUY)
{
m_dOpen_ld_midPrice = m_dMid_London;
m_dMaxProfit = -100;
m_dMinProfit = 100;
}
m_dOpen10TickSeconds = get10TickSecond();
}
else//Sell or BuyClose
{
dCurPrice = m_dBid_Shanghai;
dPrice = m_dBid_Shanghai - ex_dSlippage;
if (nCmd == ETRADER_OP.SELL)
{
m_dOpen_ld_midPrice = m_dMid_London;
m_dMaxProfit = -100;
m_dMinProfit = 100;
}
m_dOpen10TickSeconds = get10TickSecond();
}
//For BackTest
if (!CFATManager.isOnlineMode())
{
m_products[ID_SHANGHAI].reqOrder(nCmd, ref dLots, ref dPrice, EORDER_TYPE.MARKET, sComment);
double dLDPrice = m_dMid_London;
m_products[ID_LONDON].reqOrder(nCmd, ref dLots, ref dLDPrice, EORDER_TYPE.MARKET, sComment);
return;
}
//For RealTime
if (nCmd == ETRADER_OP.BUY_CLOSE || nCmd == ETRADER_OP.SELL_CLOSE)
{
if (ex_nIsNewOrder <= 0)
{
ex_nIsNewOrder = 1;
}
}
if (ex_nIsNewOrder > 0)
{
CFATLogger.output_proc(string.Format("Request order, cmd = {0}, current price ={1}, request price = {2}, request lost = {3}", TRADER.cmd2String(nCmd), dCurPrice, dPrice, dLots));
m_products[ID_SHANGHAI].reqOrder(nCmd, ref dLots, ref dPrice, EORDER_TYPE.MARKET, sComment);
CFATLogger.output_proc(string.Format("Response order, response price = {0}, response lost = {1}", dPrice, dLots));
ex_nIsNewOrder--;
m_bIsNeedCheckPosition = true;
}
else
{
CFATLogger.output_proc(string.Format("new Signal = {0}, ex_nIsNewOrder = {1}", TRADER.cmd2String(nCmd), ex_nIsNewOrder));
}
}
// ---
private void checkForOpen()
{
// added by cmh
if (m_bIsFirstThreadLive || m_bIsSecondThreadLive)
{
return;
}
if (m_products[_FIRST].m_site.getStatus() == Site.CSite.SITE_STATUS.PROCESSING || m_products[_SECOND].m_site.getStatus() == Site.CSite.SITE_STATUS.PROCESSING)
{
return;
}
// ---
if (m_products[_FIRST].getPosCount_vt() >= ex_nMaxPosCnt)
{
return;
}
if ((DateTime.Now - m_dtLastFilledTime).TotalSeconds < ex_nNewPosTimeSec)
{
return;
}
if (m_nTradeRet == ETRADE_RET.NEWORDER)// If position closed at checkForClose with same tick,
{
return;
}
int nSignal = getSignal();
if (TRADER.isContain(nSignal, (int)ETRADER_OP.BUY))
{
if (m_products[_FIRST].getPosCount_vt() > 0)
{
if (m_products[_FIRST].getPosCmd_vt(0) != ETRADER_OP.BUY)
{
return;
}
}
if (ex_nIsNewOrder > 0)
{
if (CFATManager.isOnlineMode())
{
CFATLogger.output_proc(string.Format("open buy ! bid = {0}, ask = {1}, bid = {2}, ask = {3}",
m_products[_FIRST].m_dBid, m_products[_FIRST].m_dAsk, m_products[_SECOND].m_dBid, m_products[_SECOND].m_dAsk));
}
requestOrder(ETRADER_OP.BUY);
}
// else
// CFATLogger.output_proc(string.Format("{0} : Signal Buy! diff = {1}, bid = {2}, ask = {3}, bid = {4}, ask = {5}",m_sLogicID, m_products[_SECOND].m_dBid - m_products[_FIRST].m_dAsk,
// m_products[_FIRST].m_dBid, m_products[_FIRST].m_dAsk, m_products[_SECOND].m_dBid, m_products[_SECOND].m_dAsk));
}
if (TRADER.isContain(nSignal, (int)ETRADER_OP.SELL))
{
if (m_products[_FIRST].getPosCount_vt() > 0)
{
if (m_products[_FIRST].getPosCmd_vt(0) != ETRADER_OP.SELL)
{
return;
}
}
if (ex_nIsNewOrder > 0)
{
if (CFATManager.isOnlineMode())
{
CFATLogger.output_proc(string.Format("open sell ! bid = {0}, ask = {1}, bid = {2}, ask = {3}",
m_products[_FIRST].m_dBid, m_products[_FIRST].m_dAsk, m_products[_SECOND].m_dBid, m_products[_SECOND].m_dAsk));
}
requestOrder(ETRADER_OP.SELL);
}
// else
// CFATLogger.output_proc(string.Format("{0} : Signal Sell! diff = {1}, bid = {2}, ask = {3}, bid = {4}, ask = {5}",m_sLogicID, m_products[_FIRST].m_dBid - m_products[_SECOND].m_dAsk,
// m_products[_FIRST].m_dBid, m_products[_FIRST].m_dAsk, m_products[_SECOND].m_dBid, m_products[_SECOND].m_dAsk));
}
}
private void requestOrder(ETRADER_OP nCmd)
{
// modified by cmh
if (ex_bAsyncOrder)
{
m_nCmd4Thread = nCmd;
m_bIsFirstThreadLive = true;
m_bIsSecondThreadLive = true;
m_bIsOrderHappened = true;
m_products[_FIRST].m_site.setStatus(Site.CSite.SITE_STATUS.PROCESSING);
m_products[_SECOND].m_site.setStatus(Site.CSite.SITE_STATUS.PROCESSING);
Thread thFirstOrder = new Thread(requestFirstSiteOrder);
Thread thSecondOrder = new Thread(requestSecondSiteOrder);
thFirstOrder.Start();
thSecondOrder.Start();
return;
}
// ---
double dReqPrice_first = 0;
double dReqPrice_second = 0;
double dLots = ex_dLots;
if (ex_nUseRandomLots == 1)
{
dLots = getRandomLots(dLots);
}
dLots += ex_dAddLots;
int nProfit_calc_01 = 0;
int nProfit_calc_02 = 0;
EFILLED_STATE nRet;
if ((nCmd == ETRADER_OP.BUY || nCmd == ETRADER_OP.SELL) && m_products[_FIRST].getPosCount_vt() == 0)
{
setParam_newOrder(ex_nIsNewOrder - 1);
}
if (nCmd == ETRADER_OP.BUY_CLOSE || nCmd == ETRADER_OP.SELL_CLOSE)
{
dLots = Math.Abs(m_products[_FIRST].getPosLots_vt(0));
}
if (dLots < CFATCommon.ESP)
{
CFATLogger.output_proc("*** Invalid Lots !!!, pls check virtual postion!!!!");
dLots = ex_dLots;
}
if (nCmd == ETRADER_OP.BUY || nCmd == ETRADER_OP.SELL_CLOSE)
{
dReqPrice_first = m_products[_FIRST].m_dAsk;
dReqPrice_second = m_products[_SECOND].m_dBid;
//dReqPrice_self = m_dAsk_First_low;
nProfit_calc_01 = -1;
nProfit_calc_02 = 1;
}
if (nCmd == ETRADER_OP.SELL || nCmd == ETRADER_OP.BUY_CLOSE)
{
dReqPrice_first = m_products[_FIRST].m_dBid;
dReqPrice_second = m_products[_SECOND].m_dAsk;
//dReqPrice_self = m_dBid_First_high;
nProfit_calc_01 = 1;
nProfit_calc_02 = -1;
}
m_nTradeRet = ETRADE_RET.NEWORDER;
nRet = m_products[_FIRST].reqOrder(nCmd, ref dLots, ref dReqPrice_first, EORDER_TYPE.MARKET);//First Order
if (nRet == EFILLED_STATE.FULL)
{
m_tradeHistory.pushHistory(dReqPrice_first * nProfit_calc_01);
dLots = getSecondLots(dLots);
nRet = m_products[_SECOND].reqOrder(TRADER.cmdOpposite(nCmd), ref dLots, ref dReqPrice_second, EORDER_TYPE.MARKET);
if (nRet == EFILLED_STATE.FULL)
{
m_tradeHistory.pushHistory(dReqPrice_second * nProfit_calc_02);
if (nCmd == ETRADER_OP.SELL_CLOSE || nCmd == ETRADER_OP.BUY_CLOSE)
{
m_tradeHistory.settleHistory();
}
}
else
{
CFATLogger.output_proc("second order failed!");
m_tradeHistory.setProfitAsZero();
clearAllPositions();
setState(ELOGIC_STATE.WAITING_FORCE_CLOSE);
return;
}
}
else
{
CFATLogger.output_proc("first order failed!");
}
setState(ELOGIC_STATE.NEED_CHECK_POSITION_MATCH);
m_dtLastFilledTime = DateTime.Now;
}
