public void TestRemove()
{
for (var i = 0; i < 10; i++)
{
list.AddLast(i);
}
Assert.AreEqual(0, list.First.Value);
Assert.AreEqual(9, list.Last.Value);
list.RemoveFirst();
Assert.AreEqual(1, list.First.Value);
Assert.AreEqual(9, list.Last.Value);
list.RemoveLast();
Assert.AreEqual(1, list.First.Value);
Assert.AreEqual(8, list.Last.Value);
list.Remove(4);
list.Remove(7);
list.Remove(8);
list.Remove(1);
var node = list.First;
Assert.AreEqual(2, node.Value);
node = node.Next;
Assert.AreEqual(3, node.Value);
node = node.Next;
Assert.AreEqual(5, node.Value);
node = node.Next;
Assert.AreEqual(6, node.Value);
node = node.Next;
Assert.AreEqual(null, node);
}
public override void OnChangeTrade(TransactionPairBinary comboTrade, LogicalFill fill, LogicalOrder filledOrder)
{
var tick = Ticks[0];
var midpoint = (tick.Ask + tick.Bid) / 2;
if (!fill.IsComplete)
{
return;
}
if (Position.Size > maxTradeSize)
{
maxTradeSize = Position.Size;
}
if (comboTrade.CurrentPosition > 0 && fill.Price < maxExcursionLine[0])
{
maxExcursionLine[0] = fill.Price;
}
if (comboTrade.CurrentPosition < 0 && fill.Price > maxExcursionLine[0])
{
maxExcursionLine[0] = fill.Price;
}
var size = Math.Abs(comboTrade.CurrentPosition);
var lots = size / lotSize;
var change = size - lastSize;
lastSize = size;
if (change > 0)
{
if (enableManageRisk)
{
state = StrategyState.HighRisk;
}
var tempIndifference = CalcIndifferencePrice(comboTrade);
if (Position.IsLong && tempIndifference < bestIndifferenceLine[0])
{
bestIndifferenceLine[0] = tempIndifference;
}
if (Position.IsShort && tempIndifference > bestIndifferenceLine[0])
{
bestIndifferenceLine[0] = tempIndifference;
}
if (lots > nextIncreaseLots)
{
nextIncreaseLots = (nextIncreaseLots * 3) / 2;
}
sequentialIncreaseCount++;
var changed = false;
change = Math.Abs(change);
if (fills.First != null)
{
var firstFill = fills.First.Value;
if (firstFill.Size + change <= lotSize)
{
firstFill.Size += change;
changed = true;
}
}
if (!changed)
{
fills.AddFirst(new LocalFill(change, fill.Price, fill.Time));
}
SetupBidAsk(fill.Price);
}
else
{
sequentialIncreaseCount = 0;
change = Math.Abs(change);
var prevFill = fills.First.Value;
if (change <= prevFill.Size)
{
prevFill.Size -= change;
if (prevFill.Size == 0)
{
fills.RemoveFirst();
if (fills.Count > 0)
{
SetupBidAsk(fill.Price);
}
}
return;
}
change -= prevFill.Size;
fills.RemoveFirst();
SetupBidAsk(fill.Price);
return;
//for (var current = fills.Last; current != null; current = current.Previous)
//{
// prevFill = current.Value;
// if (change > prevFill.Size)
// {
// change -= prevFill.Size;
// fills.Remove(current);
// if (fills.Count > 0)
// {
// SetupBidAsk(fill.Price);
// }
// }
// else
// {
// prevFill.Size -= change;
// if (prevFill.Size == 0)
// {
// fills.Remove(current);
// if (fills.Count > 0)
// {
// SetupBidAsk(fill.Price);
// }
// }
// break;
// }
//}
}
LogFills("OnChange");
}