/// <summary>
/// Liquidate all holdings. Called at the end of day for tick-strategies.
/// </summary>
/// <returns>Array of order ids for liquidated symbols</returns>
public List <int> Liquidate(string symbolToLiquidate = "")
{
int quantity = 0;
List <int> orderIdList = new List <int>();
symbolToLiquidate = symbolToLiquidate.ToUpper();
foreach (string symbol in Securities.Keys)
{
//Send market order to liquidate if 1, we have stock, 2, symbol matches.
if (Portfolio[symbol].HoldStock && (symbol == symbolToLiquidate || symbolToLiquidate == ""))
{
if (Portfolio[symbol].IsLong)
{
quantity = -Portfolio[symbol].Quantity;
}
else
{
quantity = Math.Abs(Portfolio[symbol].Quantity);
}
//Liquidate at market price.
orderIdList.Add(Transacions.AddOrder(new Order(symbol, quantity, OrderType.Market, Time, Securities[symbol].Price), Portfolio));
}
}
return(orderIdList);
}
/// <summary>
/// Submit a new order for quantity of symbol using type order.
/// </summary>
/// <param name="type">Buy/Sell Limit or Market Order Type.</param>
/// <param name="symbol">Symbol of the MarketType Required.</param>
/// <param name="quantity">Number of shares to request.</param>
public int Order(string symbol, int quantity, OrderType type = OrderType.Market)
{
//Add an order to the transacion manager class:
int orderId = -1;
decimal price = 0;
string orderRejected = "Order Rejected at " + Time.ToShortDateString() + " " + Time.ToShortTimeString() + ": ";
//Internals use upper case symbols.
symbol = symbol.ToUpper();
//Ordering 0 is useless.
if (quantity == 0)
{
return(orderId);
}
if (type != OrderType.Market)
{
Debug(orderRejected + "Currently only market orders supported.");
}
//If we're not tracking this symbol: throw error:
if (!Securities.ContainsKey(symbol))
{
Debug(orderRejected + "You haven't requested " + symbol + " data. Add this with AddSecurity() in the Initialize() Method.");
}
//Set a temporary price for validating order for market orders:
if (type == OrderType.Market)
{
price = Securities[symbol].Price;
}
try
{
orderId = Transacions.AddOrder(new Order(symbol, quantity, type, Time, price), Portfolio);
if (orderId < 0)
{
//Order failed validaity checks and was rejected:
Debug(orderRejected + OrderErrors.ErrorTypes[orderId]);
}
}
catch (Exception err) {
Error("Algorithm.Order(): Error sending order. " + err.Message);
}
return(orderId);
}
/// <summary>
/// Liquidate all holdings. Called at the end of day for tick-strategies.
/// </summary>
/// <returns>Array of order ids for liquidated symbols</returns>
public List <int> Liquidate(string symbolToLiquidate = "")
{
List <int> orderIdList = new List <int>();
foreach (string symbol in Equities.Keys)
{
//Send market order to liquidate if 1, we have stock, 2, symbol matches.
if (Portfolio[symbol].HoldStock && (symbol == symbolToLiquidate || symbolToLiquidate == ""))
{
int quantity = Portfolio[symbol].Quantity;
if (Portfolio[symbol].IsLong)
{
quantity = -Portfolio[symbol].Quantity;
}
orderIdList.Add(Transacions.AddOrder(new Order(symbol, quantity, OrderType.Market, Time)));
}
}
return(orderIdList);
}