public static LegVM Load(XElement xmlElement)
{
LegVM leg = new LegVM();
XAttribute attr = xmlElement.Attribute("symbol");
if (attr != null)
{
leg.Symbol = attr.Value;
}
attr = xmlElement.Attribute("ratio");
if (attr != null)
{
leg.Ratio = int.Parse(attr.Value);
}
attr = xmlElement.Attribute("side");
if (attr != null)
{
leg.Side = (PosiDirectionType)Enum.Parse(typeof(PosiDirectionType), attr.Value);
}
attr = xmlElement.Attribute("isPreferred");
if (attr != null)
{
leg.IsPreferred = bool.Parse(attr.Value);
}
return(leg);
}
void OnModifyPreferredLeg(LegVM leg, bool obj)
{
if (this._accountVm.IsConnected)
{
this._accountVm.Host.PortfSetPreferredLeg(this.Id, leg.Name);
}
_accountVm.PublishChanged();
}
public void To(PortfolioVM portf)
{
portf.Quantity = this.Quantity;
portf.MaxPosition = this.MaxQuantity;
if (Leg1)
{
LegVM leg;
if (portf.LegCount < 1)
{
leg = new LegVM();
portf.AddLeg(leg);
}
else
{
leg = portf.GetLeg(0);
}
leg.Symbol = Symbol1;
leg.Side = Side1;
leg.Ratio = Ratio1;
leg.SetIsPreferred(PreferLeg1);
}
if (Leg2 || StrategyName == StrategySetting.ChangePositionStrategyName)
{
LegVM leg;
if (portf.LegCount < 2)
{
leg = new LegVM();
portf.AddLeg(leg);
}
else
{
leg = portf.GetLeg(1);
}
leg.Symbol = Symbol2;
leg.Side = Side2;
leg.Ratio = Ratio2;
leg.IsPreferred = PreferLeg2;
}
portf.StrategySetting = StrategySetting.Create(StrategyName);
if (StrategyName == StrategySetting.ChangePositionStrategyName)
{
portf.AutoOpen = true;
portf.AutoStopGain = false;
portf.AutoStopLoss = false;
portf.EnablePrefer = true;
portf.AutoTracking = true;
ChangePositionSetting setting = (ChangePositionSetting)portf.StrategySetting;
setting.CloseLeg = Symbol1;
setting.CloseLegSide = Side1;
}
else if (StrategyName == StrategySetting.ScalperStrategyName)
{
if (!string.IsNullOrEmpty(Symbol1))
{
ScalperSetting setting = (ScalperSetting)portf.StrategySetting;
setting.PriceTick = this.PriceTick;
setting.Threshold = this.Threshold;
}
}
}
public static PortfolioVM Load(AccountVM acct, XElement xmlElement)
{
PortfolioVM portf = new PortfolioVM(acct);
portf.IsLoading = true;
XAttribute attr = xmlElement.Attribute("id");
if (attr != null)
{
portf.Id = attr.Value;
}
attr = xmlElement.Attribute("quantity");
if (attr != null)
{
portf.Quantity = int.Parse(attr.Value);
}
attr = xmlElement.Attribute("currentPosition");
if (attr != null)
{
int currPos = int.Parse(attr.Value);
portf.Position = currPos;
portf.OpenTimes = currPos;
}
attr = xmlElement.Attribute("avgCost");
if (attr != null)
{
double avgCost = double.Parse(attr.Value);
portf.AvgCost = avgCost;
}
attr = xmlElement.Attribute("maxPosition");
if (attr != null)
{
portf.MaxPosition = int.Parse(attr.Value);
}
attr = xmlElement.Attribute("autoOpen");
if (attr != null)
{
portf.AutoOpen = attr.Value == bool.TrueString;
}
attr = xmlElement.Attribute("autoStopGain");
if (attr != null)
{
portf.AutoStopGain = attr.Value == bool.TrueString;
}
attr = xmlElement.Attribute("autoStopLoss");
if (attr != null)
{
portf.AutoStopLoss = attr.Value == bool.TrueString;
}
attr = xmlElement.Attribute("autoTracking");
if (attr != null)
{
portf.AutoTracking = attr.Value == bool.TrueString;
}
attr = xmlElement.Attribute("enablePrefer");
if (attr != null)
{
portf.EnablePrefer = attr.Value == bool.TrueString;
}
foreach (var legElem in xmlElement.Element("legs").Elements("leg"))
{
LegVM legVm = LegVM.Load(legElem);
portf.AddLeg(legVm);
}
XElement xmlSetting = xmlElement.Element("setting");
string strategyName = xmlSetting.Attribute("name").Value;
string strategyXmlText = xmlSetting.Value;
portf.StrategySetting = StrategySetting.Load(strategyName, strategyXmlText);
portf.IsLoading = false;
return(portf);
}
public void AddLeg(LegVM leg)
{
_legs.Add(leg);
leg.PortfolioId = Id;
leg.OnIsPreferredChanged += new Action <LegVM, bool>(OnModifyPreferredLeg);
}
public void To(PortfolioVM portf)
{
portf.Quantity = this.Quantity;
portf.TotalOpenLimit = this.TotalOpenLimit;
portf.MaxCancel = this.MaxCancelVol;
portf.MaxOpenPerStart = this.MaxOpenPerStart;
portf.EndTimePointsExpr = this.EndTimePointsExpr;
if (Leg1)
{
LegVM leg;
if (portf.LegCount < 1)
{
leg = new LegVM();
portf.AddLeg(leg);
}
else
{
leg = portf.GetLeg(0);
}
leg.Symbol = Symbol1;
leg.Side = Side1;
leg.Ratio = Ratio1;
leg.SetIsPreferred(PreferLeg1);
}
if (Leg2 || StrategyName == StrategySetting.ChangePositionStrategyName)
{
LegVM leg;
if (portf.LegCount < 2)
{
leg = new LegVM();
portf.AddLeg(leg);
}
else
{
leg = portf.GetLeg(1);
}
leg.Symbol = Symbol2;
leg.Side = Side2;
leg.Ratio = Ratio2;
leg.IsPreferred = PreferLeg2;
}
portf.StrategySetting = StrategySetting.Create(StrategyName);
if (StrategyName == StrategySetting.ArbitrageStrategyName)
{
ArbitrageStrategySetting setting = (ArbitrageStrategySetting)portf.StrategySetting;
setting.BollPeriod = AR_BollPeriod;
setting.StdDevMultiplier = AR_StdDevMultiplier;
setting.TimeFrame = 60;
setting.FirstLegSymbol = Symbol1;
setting.SecondLegSymbol = Symbol2;
foreach (var l in portf.Legs)
{
l.MinPriceChange = PriceTick;
}
}
else if (StrategyName == StrategySetting.ChangePositionStrategyName)
{
portf.AutoOpen = true;
portf.AutoStopGain = false;
portf.AutoStopLoss = false;
portf.EnablePrefer = true;
portf.AutoTracking = true;
ChangePositionSetting setting = (ChangePositionSetting)portf.StrategySetting;
setting.CloseLeg = Symbol1;
setting.CloseLegSide = Side1;
}
else if (StrategyName == StrategySetting.ScalperStrategyName)
{
if (!string.IsNullOrEmpty(Symbol1))
{
ScalperSetting setting = (ScalperSetting)portf.StrategySetting;
setting.PriceTick = this.PriceTick;
setting.Threshold = this.Threshold;
}
}
else if (StrategyName == StrategySetting.MACDHistSlopeStrategyName)
{
if (!string.IsNullOrEmpty(Symbol1))
{
MACDHistSlopeStrategySetting setting = (MACDHistSlopeStrategySetting)portf.StrategySetting;
setting.Symbol = Symbol1;
setting.MACD_Short = 12;
setting.MACD_Long = 26;
setting.MACD_M = 9;
setting.FastPeriod = this.FastPeriod;
setting.SlowPeriod = this.SlowPeriod;
setting.FastStdDiff = this.FastStdDiff;
setting.SlowStdDiff = this.SlowStdDiff;
setting.FastAngleThreshold = 45;
setting.SlowAngleThreshold = 30;
setting.TrailingStopValue = this.TrailingStop;
}
}
else if (StrategyName == StrategySetting.WMATrendStrategyName)
{
if (!string.IsNullOrEmpty(Symbol1))
{
WMATrendStrategySettings setting = (WMATrendStrategySettings)portf.StrategySetting;
setting.Symbol = Symbol1;
setting.Period = WT_Period;
setting.WMA_Param = WMA_Param;
setting.MA_N = MA_N;
//setting.TrailingStopValue = this.TrailingStop;
}
}
else if (StrategyName == StrategySetting.LinerRegressionStrategyName)
{
if (!string.IsNullOrEmpty(Symbol1))
{
LinerRegStrategySettings setting = (LinerRegStrategySettings)portf.StrategySetting;
setting.Symbol = Symbol1;
setting.Period = LR_Period;
setting.Number = LR_Number;
setting.OpenThreshold = LR_OpenThreshold;
setting.CloseThreshold = LR_CloseThreshold;
}
}
else if (StrategyName == StrategySetting.ASCTrendStrategyName)
{
if (!string.IsNullOrEmpty(Symbol1))
{
ASCTrendStrategySettings setting = (ASCTrendStrategySettings)portf.StrategySetting;
setting.Symbol = Symbol1;
setting.Period = AS_Period;
setting.Risk = AS_Risk;
setting.AvergatePeriod = AS_AveragePeriod;
setting.BreakoutLength = AS_BreakoutLength;
}
}
else if (StrategyName == StrategySetting.RangeTrendStrategyName)
{
if (!string.IsNullOrEmpty(Symbol1))
{
RangeTrendStrategySettings setting = (RangeTrendStrategySettings)portf.StrategySetting;
setting.Symbol = Symbol1;
setting.Period = RT_TimeFrame;
setting.OpenPeriod = RT_OpenPeriod;
setting.ClosePeriod = RT_ClosePeriod;
setting.StopLossFactor = RT_StopLossFactor;
setting.TrendFactor = RT_TrendFactor;
}
}
else if (StrategyName == StrategySetting.ManualStrategyName)
{
if (!string.IsNullOrEmpty(Symbol1))
{
ManualStrategySetting setting = (ManualStrategySetting)portf.StrategySetting;
setting.RetryTimes = RetryTimes;
}
}
}
