protected virtual Thrust GetActiveThrust()
{
Thrust thrust = null;
Signal signal = null;
signal = SubscriptionCaller.Instance().GetActiveSignalsByType(MACC.Constants.SignalType.Thrust).FirstOrDefault(s => s.Granularity == _chart.Granularity && s.Instrument == _chart.Instrument);
if (signal != null)
{
thrust = new Thrust();
thrust.Direction = signal.Side == MACC.Constants.SignalSide.Buy ? EPatternDirection.Up : EPatternDirection.Down;
thrust.InjectWith(signal);
if (signal.StrategyTransactionID.HasValue)
{
IEnumerable <StrategyTransaction> transactions;
StrategyTransaction orderTransaction, lastOrderUpdate, lastTradeUpdate;
// get transaction collection from db
int orderTransactionID = signal.StrategyTransactionID.Value;
transactions = StrategyCaller.Instance().GetStrategyTransactionsCollectionAsync(orderTransactionID).Result;
transactions = transactions.OrderBy(t => t.BrokerTransactionID);
orderTransaction = transactions.FirstOrDefault(t => t.StrategyTransactionID == orderTransactionID);
lastOrderUpdate = transactions.LastOrDefault(t => t.Type == MACC.Constants.TransactionTypes.OrderUpdate);
// update prices
if (lastOrderUpdate != null)
{
thrust.SetOrUpdatePrices(lastOrderUpdate.Price, lastOrderUpdate.TakeProfit, lastOrderUpdate.StopLoss, null);
}
else
{
thrust.SetOrUpdatePrices(orderTransaction.Price, orderTransaction.TakeProfit, orderTransaction.StopLoss, null);
}
lastTradeUpdate = transactions.LastOrDefault(t => t.Type == MACC.Constants.TransactionTypes.TradeUpdate);
if (lastTradeUpdate != null)
{
thrust.SetOrUpdatePrices(null, lastTradeUpdate.TakeProfit, lastTradeUpdate.StopLoss, null);
}
// update price times
List <StrategyTransaction> updateTransactions = transactions.Where(t => t.Type == MACC.Constants.TransactionTypes.OrderUpdate || t.Type == MACC.Constants.TransactionTypes.TradeUpdate).ToList();
StrategyTransaction lastTakeProfitUpdate = orderTransaction;
StrategyTransaction lastStopLossPriceUpdate = orderTransaction;
if (updateTransactions.Count() > 0)
{
updateTransactions.OrderByDescending(t => t.BrokerTransactionID).ToList().ForEach(t =>
{
if (t.TakeProfit != lastTakeProfitUpdate.TakeProfit)
{
lastTakeProfitUpdate = t;
}
if (t.StopLoss != lastStopLossPriceUpdate.StopLoss)
{
lastStopLossPriceUpdate = t;
}
});
}
thrust.SetOrUpdatePriceUpdatedTimes(null, lastTakeProfitUpdate.Time, lastStopLossPriceUpdate.Time);
}
}
return(thrust);
}
