/// <summary>
/// Creates empty parameters.
/// </summary>
public IndicatorParam()
{
slotNumb = 0;
isDefined = false;
slotType = SlotTypes.NotDefined;
indicatorName = String.Empty;
typeOfIndicator = TypeOfIndicator.Indicator;
timeExecution = ExecutionTime.DuringTheBar;
aListParam = new ListParam[5];
aNumParam = new NumericParam[6];
aCheckParam = new CheckParam[2];
for (int i = 0; i < 5; i++)
aListParam[i] = new ListParam();
for (int i = 0; i < 6; i++)
aNumParam[i] = new NumericParam();
for (int i = 0; i < 2; i++)
aCheckParam[i] = new CheckParam();
}
public static string ToString(ExecutionTime time)
{
string strRepresentation;
switch (time)
{
case ExecutionTime.OneMinute:
strRepresentation = "1m";
break;
case ExecutionTime.FiveMinutes:
strRepresentation = "5m";
break;
case ExecutionTime.Unlimited:
strRepresentation = "ne";
break;
default:
throw new ArgumentException("No such argument");
}
return(strRepresentation);
}
public static void Dispatch(Func <IEnumerator> work, ExecutionTime execTime = ExecutionTime.LateUpdate)
{
Instance.DispatchInternal(work, execTime);
}
public void ActivateVisualization(GameObject caster, ExecutionTime time)
{
}
public Campaign GetEntity(int agencyid, CampaignTypeCharge campaignTypeCharge, Core.Models.SettingModel setting, string code, string username)
{
//var accountChargeAmount = 0;
//if (Type == CampaignType.CustomService || Type == CampaignType.JoinEvent)
//{
// accountChargeAmount = AccountChargeAmount ?? 0;
//}
//else
//{
// accountChargeAmount = campaignTypeCharge.AccountChargeAmount;
//}
//var accountChargeExtraPercent = 0;
//if (Type == CampaignType.ShareContent || Type == CampaignType.ShareContentWithCaption)
//{
// if (EnabledExtraType)
// {
// accountChargeExtraPercent = campaignTypeCharge.AccountChargeExtraPercent;
// }
//}
var start = "";
var end = "";
if (!string.IsNullOrEmpty(ExecutionTime))
{
var arrDate = ExecutionTime.Split('-');
if (arrDate.Length == 2)
{
start = arrDate[0].Trim();
end = arrDate[1].Trim();
}
}
var image = string.Empty;
if (Type == CampaignType.ChangeAvatar)
{
image = Image;
}
else if (Type == CampaignType.ShareContentWithCaption)
{
image = AddonImages.ToListString();
}
return(new Campaign()
{
DateCreated = DateTime.Now,
AgencyId = agencyid,
Data = Data,
DateModified = DateTime.Now,
Deleted = false,
Description = Description,
Image = image,
Published = true,
//Status = CampaignStatus.Created, // cap nhat status da duyet luon de facebook check,
Status = CampaignStatus.Confirmed,
Title = Title,
UserCreated = username,
UserModified = username,
ExtraOptionChargePercent = setting.CampaignExtraOptionChargePercent,
ServiceChargePercent = setting.CampaignServiceChargePercent,
ServiceVATPercent = setting.CampaignVATChargePercent,
ServiceChargeAmount = 0,
AccountChargeExtraPercent = 0,
AccountChargeAmount = 0,
EnabledAccountChargeExtra = false,
AccountChargeTime = 0,
Requirement = Type == CampaignType.CustomService ? Requirement : string.Empty,
Type = Type,
Code = code,
Quantity = Quantity,
DateStart = start.ToViDateTime(),
DateEnd = end.ToViDateTime(),
AccountFeedbackBefore = FeedbackBefore.ToViDateTime(),
CustomKolNames = CustomKolNames.ToListString(),
Method = Method,
SampleContent = SampleContent.ToListString(),
Hashtag = HashTag.ToListString(),
SampleContentText = SampleContentText
});
}
/// <summary>
/// Reset the timer.
/// </summary>
public void Reset()
{
LoadTime.Reset();
ExecutionTime.Reset();
}
public void GetNextExecutionDate()
{
//var today = DateTime.Today;
var days2Add = new List <int>();
var now = DateTime.Now;
var year = now.Year;
var day = now.Day;
var month = now.Month;
var hour = now.Hour;
var minute = now.Minute;
if (ExecutionMonth != null)
{
month = Convert.ToInt32(ExecutionMonth);
if (month < DateTime.Now.Month)
{
year = year + 1;
}
}
if ((RunEvery_Minute ?? 0) > 0)
{
var date = DateTime.Now.AddMinutes(Convert.ToInt32(RunEvery_Minute ?? 0));
hour = date.Hour;
minute = date.Minute;
}
else
{
if (!string.IsNullOrEmpty(ExecutionTime))
{
var time = ExecutionTime.Split(':');
hour = Convert.ToInt32(time[0]);
minute = Convert.ToInt32(time[1]);
}
}
if (ExecutionDate != null)
{
day = Convert.ToInt32(ExecutionDate);
var tempDate = new DateTime(year, month, day, hour, minute, 0);
if (tempDate < DateTime.Now)
{
month = month + 1;
}
}
else
{
var tempDate = new DateTime(year, month, day, hour, minute, 0);
if (Monday)
{
AddDayByWeekDays(DayOfWeek.Monday, days2Add, tempDate);
}
//days2Add.Add(((int)DayOfWeek.Monday - (int)tempDate.DayOfWeek + 7) % 7);
if (Tuesday)
{
AddDayByWeekDays(DayOfWeek.Tuesday, days2Add, tempDate);
}
//days2Add.Add(((int)DayOfWeek.Tuesday - (int)tempDate.DayOfWeek + 7) % 7);
if (Wednesday)
{
AddDayByWeekDays(DayOfWeek.Wednesday, days2Add, tempDate);
}
//days2Add.Add(((int)DayOfWeek.Wednesday - (int)tempDate.DayOfWeek + 7) % 7);
if (Thursday)
{
AddDayByWeekDays(DayOfWeek.Thursday, days2Add, tempDate);
}
//days2Add.Add(((int)DayOfWeek.Thursday - (int)tempDate.DayOfWeek + 7) % 7);
if (Friday)
{
AddDayByWeekDays(DayOfWeek.Friday, days2Add, tempDate);
}
//days2Add.Add(((int)DayOfWeek.Friday - (int)tempDate.DayOfWeek + 7) % 7);
if (Saturday)
{
AddDayByWeekDays(DayOfWeek.Saturday, days2Add, tempDate);
}
//days2Add.Add(((int)DayOfWeek.Saturday - (int)tempDate.DayOfWeek + 7) % 7);
if (Sunday)
{
AddDayByWeekDays(DayOfWeek.Sunday, days2Add, tempDate);
}
//days2Add.Add(((int)DayOfWeek.Sunday - (int)tempDate.DayOfWeek + 7) % 7);
if (days2Add.Count == 0)
{
throw new Exception("გაგზავნის თარიღის დადგენა ვერ მოხერხდა.");
}
day = DateTime.Now.AddDays(days2Add.Min(x => x)).Day;
if (day < DateTime.Now.Day)
{
month = month + 1;
}
}
var datetime = new DateTime(year, month, day, hour, minute, 0);
if (datetime > DateTime.Now)
{
NextExecutionDate = datetime;
}
else
{
NextExecutionDate = datetime.AddDays(1);
}
}
public int CompareTo(ScheduledDelegate other) => ExecutionTime == other.ExecutionTime ? -1 : ExecutionTime.CompareTo(other.ExecutionTime);
/// <summary>
/// Initializes the global variables.
/// </summary>
void InitTrade()
{
micron = Data.InstrProperties.Point / 2d;
// Sets the maximum lots
maximumLots = 100;
foreach (IndicatorSlot slot in Data.Strategy.Slot)
if (slot.IndicatorName == "Lot Limiter")
maximumLots = (int)slot.IndParam.NumParam[0].Value;
maximumLots = Math.Min(maximumLots, Data.Strategy.MaxOpenLots);
openTimeExec = Data.Strategy.Slot[Data.Strategy.OpenSlot].IndParam.ExecutionTime;
openStrPriceType = StrategyPriceType.Unknown;
if (openTimeExec == ExecutionTime.AtBarOpening)
openStrPriceType = StrategyPriceType.Open;
else if (openTimeExec == ExecutionTime.AtBarClosing)
openStrPriceType = StrategyPriceType.Close;
else
openStrPriceType = StrategyPriceType.Indicator;
closeTimeExec = Data.Strategy.Slot[Data.Strategy.CloseSlot].IndParam.ExecutionTime;
closeStrPriceType = StrategyPriceType.Unknown;
if (closeTimeExec == ExecutionTime.AtBarOpening)
closeStrPriceType = StrategyPriceType.Open;
else if (closeTimeExec == ExecutionTime.AtBarClosing)
closeStrPriceType = StrategyPriceType.Close;
else if (closeTimeExec == ExecutionTime.CloseAndReverse)
closeStrPriceType = StrategyPriceType.CloseAndReverse;
else
closeStrPriceType = StrategyPriceType.Indicator;
if (Configs.UseLogicalGroups)
{
Data.Strategy.Slot[Data.Strategy.OpenSlot].LogicalGroup = "All"; // Allows calculation of open slot for each group.
Data.Strategy.Slot[Data.Strategy.CloseSlot].LogicalGroup = "All"; // Allows calculation of close slot for each group.
groupsAllowLong = new Dictionary<string, bool>();
groupsAllowShort = new Dictionary<string, bool>();
for (int slot = Data.Strategy.OpenSlot; slot < Data.Strategy.CloseSlot; slot++)
{
if (!groupsAllowLong.ContainsKey(Data.Strategy.Slot[slot].LogicalGroup))
groupsAllowLong.Add(Data.Strategy.Slot[slot].LogicalGroup, false);
if (!groupsAllowShort.ContainsKey(Data.Strategy.Slot[slot].LogicalGroup))
groupsAllowShort.Add(Data.Strategy.Slot[slot].LogicalGroup, false);
}
// List of logical groups
openingLogicGroups = new List<string>();
foreach (System.Collections.Generic.KeyValuePair<string, bool> kvp in groupsAllowLong)
openingLogicGroups.Add(kvp.Key);
// Logical groups of the closing conditions.
closingLogicGroups = new List<string>();
for (int slot = Data.Strategy.CloseSlot + 1; slot < Data.Strategy.Slots; slot++)
{
string group = Data.Strategy.Slot[slot].LogicalGroup;
if (!closingLogicGroups.Contains(group) && group != "all")
closingLogicGroups.Add(group); // Adds all groups except "all"
}
if (closingLogicGroups.Count == 0)
closingLogicGroups.Add("all"); // If all the slots are in "all" group, adds "all" to the list.
}
// Search if N Bars Exit is present as CloseFilter, could be any slot after first closing slot. - Krog
NBarsExit = 0;
for (int slot = Data.Strategy.CloseSlot; slot < Data.Strategy.Slots; slot++)
{
if (Data.Strategy.Slot[slot].IndicatorName == "N Bars Exit")
{
NBarsExit = (int)Data.Strategy.Slot[slot].IndParam.NumParam[0].Value;
break;
}
}
return;
}
public RbacLog Save(string query, string parsedQuery, bool isParsed, string errors, int roleId, int userId, ExecutionTime executionTime)
{
RbacLog log = new RbacLog();
log.Query = query;
log.ParsedQuery = parsedQuery;
log.Parsed = isParsed;
log.Errors = errors;
log.RoleId = roleId;
log.UserId = userId;
if (executionTime.Items.ContainsKey(ExecutionTimeTrackers.ParseQuery))
{
log.ElapsedTimeParseQuery = executionTime.Items[ExecutionTimeTrackers.ParseQuery].ElapsedTicks;
}
if (executionTime.Items.ContainsKey(ExecutionTimeTrackers.ConditionsNRelations))
{
log.ElapsedTimeConditionsNRelations = executionTime.Items[ExecutionTimeTrackers.ConditionsNRelations].ElapsedTicks;
}
if (executionTime.Items.ContainsKey(ExecutionTimeTrackers.ApplyPermissions))
{
log.ElapsedTimeApplyPermission = executionTime.Items[ExecutionTimeTrackers.ApplyPermissions].ElapsedTicks;
}
if (executionTime.Items.ContainsKey(ExecutionTimeTrackers.ApplyParameters))
{
log.ElapsedTimeApplyParameters = executionTime.Items[ExecutionTimeTrackers.ApplyParameters].ElapsedTicks;
}
return(Save(log));
}
public BenchmarkServer()
{
SpannerMock = new MockSpannerService();
// Setup standard query results.
var selectOneSingerEF = $"SELECT s.SingerId, s.BirthDate, s.FirstName, s.FullName, s.LastName, s.Picture{Environment.NewLine}FROM Singers AS s{Environment.NewLine}WHERE s.SingerId = @__p_0{Environment.NewLine}LIMIT 1";
var selectOneSinger = "SELECT * FROM Singers WHERE SingerId=@id";
AddFindSingerResult(selectOneSingerEF);
AddFindSingerResult(selectOneSinger);
var insertOneSingerEF = $"INSERT INTO Singers (SingerId, BirthDate, FirstName, LastName, Picture){Environment.NewLine}VALUES (@p0, @p1, @p2, @p3, @p4)";
var selectFullNameEF = AddSelectSingerFullNameResult("Pete Allison", 0);
var insertOneSinger = "INSERT INTO Singers (SingerId, FirstName, LastName, BirthDate, Picture) VALUES (@id, @firstName, @lastName, @birthDate, @picture)";
var selectFullName = "SELECT FullName FROM Singers WHERE SingerId=@id";
SpannerMock.AddOrUpdateStatementResult(insertOneSingerEF, StatementResult.CreateUpdateCount(1L));
SpannerMock.AddOrUpdateStatementResult(insertOneSinger, StatementResult.CreateUpdateCount(1L));
SpannerMock.AddOrUpdateStatementResult(selectFullName, CreateFullNameResultSet("Pete Allison"));
for (int row = 0; row < 100; row++)
{
var insertAlbumEF = $"INSERT INTO Albums (AlbumId, ReleaseDate, SingerId, Title){Environment.NewLine}VALUES (@p{row * 4}, @p{row * 4 + 1}, @p{row * 4 + 2}, @p{row * 4 + 3})";
SpannerMock.AddOrUpdateStatementResult(insertAlbumEF, StatementResult.CreateUpdateCount(1L));
SpannerMock.AddOrUpdateExecutionTime(nameof(MockSpannerService.ExecuteBatchDml) + insertAlbumEF, ExecutionTime.FromMillis(0, 1));
}
var insertAlbum = "INSERT INTO Albums (AlbumId, Title, ReleaseDate, SingerId) VALUES (@id, @title, @releaseDate, @singerId)";
SpannerMock.AddOrUpdateStatementResult(insertAlbum, StatementResult.CreateUpdateCount(1L));
var selectMultipleSingers = "SELECT * FROM Singers ORDER BY LastName";
var selectMultipleSingersEF = $"SELECT s.SingerId, s.BirthDate, s.FirstName, s.FullName, s.LastName, s.Picture{Environment.NewLine}FROM Singers AS s{Environment.NewLine}ORDER BY s.LastName";
var singers = CreateRandomSingersResults(100);
SpannerMock.AddOrUpdateStatementResult(selectMultipleSingersEF, singers);
SpannerMock.AddOrUpdateStatementResult(selectMultipleSingers, singers);
// Setup standard execution times.
SpannerMock.AddOrUpdateExecutionTime(nameof(MockSpannerService.BatchCreateSessions), ExecutionTime.FromMillis(10, 3));
SpannerMock.AddOrUpdateExecutionTime(nameof(MockSpannerService.BeginTransaction), ExecutionTime.FromMillis(1, 1));
SpannerMock.AddOrUpdateExecutionTime(nameof(MockSpannerService.Commit), ExecutionTime.FromMillis(2, 2));
SpannerMock.AddOrUpdateExecutionTime(nameof(MockSpannerService.ExecuteStreamingSql) + selectOneSingerEF, ExecutionTime.FromMillis(2, 2));
SpannerMock.AddOrUpdateExecutionTime(nameof(MockSpannerService.ExecuteStreamingSql) + selectOneSinger, ExecutionTime.FromMillis(2, 2));
SpannerMock.AddOrUpdateExecutionTime(nameof(MockSpannerService.ExecuteBatchDml), ExecutionTime.FromMillis(1, 1));
SpannerMock.AddOrUpdateExecutionTime(nameof(MockSpannerService.ExecuteBatchDml) + insertOneSingerEF, ExecutionTime.FromMillis(2, 1));
SpannerMock.AddOrUpdateExecutionTime(nameof(MockSpannerService.ExecuteStreamingSql) + selectFullNameEF, ExecutionTime.FromMillis(1, 2));
SpannerMock.AddOrUpdateExecutionTime(nameof(MockSpannerService.ExecuteBatchDml) + insertOneSinger, ExecutionTime.FromMillis(2, 1));
SpannerMock.AddOrUpdateExecutionTime(nameof(MockSpannerService.ExecuteStreamingSql) + selectFullName, ExecutionTime.FromMillis(1, 2));
SpannerMock.AddOrUpdateExecutionTime(nameof(MockSpannerService.ExecuteBatchDml) + insertAlbum, ExecutionTime.FromMillis(0, 1));
SpannerMock.AddOrUpdateExecutionTime(nameof(MockSpannerService.ExecuteStreamingSql) + selectMultipleSingersEF, ExecutionTime.FromMillis(4, 2));
SpannerMock.AddOrUpdateExecutionTime(nameof(MockSpannerService.ExecuteStreamingSql) + selectMultipleSingers, ExecutionTime.FromMillis(4, 2));
_server = new Server
{
Services = { V1.Spanner.BindService(SpannerMock) },
Ports = { new ServerPort("localhost", 0, ServerCredentials.Insecure) }
};
_server.Start();
}
public bool Equals(GameEvent other)
{
return(ExecutionTime.Equals(other.ExecutionTime));
}
public int CompareTo(GameEvent other)
{
return(ExecutionTime.CompareTo(other.ExecutionTime));
}
public Algorithm(Instance instance, ExecutionTime time, GaSettings settings) : base(instance, time)
{
_settings = settings;
}
public static void Dispatch(Action work, ExecutionTime execTime = ExecutionTime.LateUpdate)
{
Instance.DispatchInternal(() => { work(); return(null); }, execTime);
}
/// <summary>
/// Initializes the global variables.
/// </summary>
private void InitTrade()
{
// Sets the maximum lots
_maximumLots = 100;
foreach (IndicatorSlot slot in Data.Strategy.Slot)
if (slot.IndicatorName == "Lot Limiter")
_maximumLots = (int) slot.IndParam.NumParam[0].Value;
_maximumLots = Math.Min(_maximumLots, Data.Strategy.MaxOpenLots);
_openTimeExec = Data.Strategy.Slot[Data.Strategy.OpenSlot].IndParam.ExecutionTime;
_openStrPriceType = StrategyPriceType.Unknown;
if (_openTimeExec == ExecutionTime.AtBarOpening)
_openStrPriceType = StrategyPriceType.Open;
else if (_openTimeExec == ExecutionTime.AtBarClosing)
_openStrPriceType = StrategyPriceType.Close;
else
_openStrPriceType = StrategyPriceType.Indicator;
_closeTimeExec = Data.Strategy.Slot[Data.Strategy.CloseSlot].IndParam.ExecutionTime;
_closeStrPriceType = StrategyPriceType.Unknown;
if (_closeTimeExec == ExecutionTime.AtBarOpening)
_closeStrPriceType = StrategyPriceType.Open;
else if (_closeTimeExec == ExecutionTime.AtBarClosing)
_closeStrPriceType = StrategyPriceType.Close;
else if (_closeTimeExec == ExecutionTime.CloseAndReverse)
_closeStrPriceType = StrategyPriceType.CloseAndReverse;
else
_closeStrPriceType = StrategyPriceType.Indicator;
if (Configs.UseLogicalGroups)
{
Data.Strategy.Slot[Data.Strategy.OpenSlot].LogicalGroup = "All";
// Allows calculation of open slot for each group.
Data.Strategy.Slot[Data.Strategy.CloseSlot].LogicalGroup = "All";
// Allows calculation of close slot for each group.
_groupsAllowLong = new Dictionary<string, bool>();
_groupsAllowShort = new Dictionary<string, bool>();
for (int slot = Data.Strategy.OpenSlot; slot < Data.Strategy.CloseSlot; slot++)
{
if (!_groupsAllowLong.ContainsKey(Data.Strategy.Slot[slot].LogicalGroup))
_groupsAllowLong.Add(Data.Strategy.Slot[slot].LogicalGroup, false);
if (!_groupsAllowShort.ContainsKey(Data.Strategy.Slot[slot].LogicalGroup))
_groupsAllowShort.Add(Data.Strategy.Slot[slot].LogicalGroup, false);
}
// List of logical groups
_openingLogicGroups = new List<string>();
foreach (var kvp in _groupsAllowLong)
_openingLogicGroups.Add(kvp.Key);
// Logical groups of the closing conditions.
_closingLogicGroups = new List<string>();
for (int slot = Data.Strategy.CloseSlot + 1; slot < Data.Strategy.Slots; slot++)
{
string group = Data.Strategy.Slot[slot].LogicalGroup;
if (!_closingLogicGroups.Contains(group) && group != "all")
_closingLogicGroups.Add(group); // Adds all groups except "all"
}
if (_closingLogicGroups.Count == 0)
_closingLogicGroups.Add("all"); // If all the slots are in "all" group, adds "all" to the list.
}
// Search if N Bars Exit is present as CloseFilter, could be any slot after first closing slot. - Krog
_nBarsExit = 0;
for (int slot = Data.Strategy.CloseSlot; slot < Data.Strategy.Slots; slot++)
{
if (Data.Strategy.Slot[slot].IndicatorName == "N Bars Exit")
{
_nBarsExit = (int) Data.Strategy.Slot[slot].IndParam.NumParam[0].Value;
break;
}
}
}
public InputData(string fileName, ExecutionTime time, bool execute)
{
FileName = fileName;
Time = time;
ExecuteAlgorithm = execute;
}
public void UpdateResult(IStepResult[] steps, ExecutionTime executionTime)
{
_steps = steps;
ExecutionTime = executionTime;
CaptureStatus();
}
/// <summary>
/// Resets the variables and prepares the arrays
/// </summary>
private static void ResetStart()
{
MarginCallBar = 0;
SentOrders = 0;
_totalPositions = 0;
IsScanPerformed = false;
_micron = InstrProperties.Point/2d;
_lastEntryTime = new DateTime();
// Sets the maximum lots
_maximumLots = 100;
foreach (IndicatorSlot slot in Strategy.Slot)
if (slot.IndicatorName == "Lot Limiter")
_maximumLots = (int) slot.IndParam.NumParam[0].Value;
_maximumLots = Math.Min(_maximumLots, Strategy.MaxOpenLots);
_session = new Session[Bars];
for (int bar = 0; bar < Bars; bar++)
_session[bar] = new Session(MaxPositions, MaxOrders);
for (int bar = 0; bar < FirstBar; bar++)
{
_session[bar].Summary.MoneyBalance = Configs.InitialAccount;
_session[bar].Summary.MoneyEquity = Configs.InitialAccount;
}
_ordCoord = new OrderCoordinates[Bars*MaxOrders];
_posCoord = new PositionCoordinates[Bars*MaxPositions];
_openTimeExec = Strategy.Slot[Strategy.OpenSlot].IndParam.ExecutionTime;
_closeTimeExec = Strategy.Slot[Strategy.CloseSlot].IndParam.ExecutionTime;
_openStrPriceType = StrategyPriceType.Unknown;
if (_openTimeExec == ExecutionTime.AtBarOpening)
_openStrPriceType = StrategyPriceType.Open;
else if (_openTimeExec == ExecutionTime.AtBarClosing)
_openStrPriceType = StrategyPriceType.Close;
else
_openStrPriceType = StrategyPriceType.Indicator;
_closeStrPriceType = StrategyPriceType.Unknown;
if (_closeTimeExec == ExecutionTime.AtBarOpening)
_closeStrPriceType = StrategyPriceType.Open;
else if (_closeTimeExec == ExecutionTime.AtBarClosing)
_closeStrPriceType = StrategyPriceType.Close;
else if (_closeTimeExec == ExecutionTime.CloseAndReverse)
_closeStrPriceType = StrategyPriceType.CloseAndReverce;
else
_closeStrPriceType = StrategyPriceType.Indicator;
if (Configs.UseLogicalGroups)
{
Strategy.Slot[Strategy.OpenSlot].LogicalGroup = "All";
// Allows calculation of open slot for each group.
Strategy.Slot[Strategy.CloseSlot].LogicalGroup = "All";
// Allows calculation of close slot for each group.
_groupsAllowLong = new Dictionary<string, bool>();
_groupsAllowShort = new Dictionary<string, bool>();
for (int slot = Strategy.OpenSlot; slot < Strategy.CloseSlot; slot++)
{
if (!_groupsAllowLong.ContainsKey(Strategy.Slot[slot].LogicalGroup))
_groupsAllowLong.Add(Strategy.Slot[slot].LogicalGroup, false);
if (!_groupsAllowShort.ContainsKey(Strategy.Slot[slot].LogicalGroup))
_groupsAllowShort.Add(Strategy.Slot[slot].LogicalGroup, false);
}
// List of logical groups
_openingLogicGroups = new List<string>();
foreach (var kvp in _groupsAllowLong)
_openingLogicGroups.Add(kvp.Key);
// Logical groups of the closing conditions.
_closingLogicGroups = new List<string>();
for (int slot = Strategy.CloseSlot + 1; slot < Strategy.Slots; slot++)
{
string group = Strategy.Slot[slot].LogicalGroup;
if (!_closingLogicGroups.Contains(group) && group != "all")
_closingLogicGroups.Add(group); // Adds all groups except "all"
}
if (_closingLogicGroups.Count == 0)
_closingLogicGroups.Add("all"); // If all the slots are in "all" group, adds "all" to the list.
}
// Search for N Bars
_hasNBarsExit = false;
_slotNBarsExit = -1;
foreach (IndicatorSlot slot in Strategy.Slot)
if (slot.IndicatorName == "N Bars Exit")
{
_hasNBarsExit = true;
_slotNBarsExit = slot.SlotNumber;
break;
}
// Search for Enter Once indicator
_hasEnterOnce = false;
_slotEnterOnce = -1;
foreach (IndicatorSlot slot in Strategy.Slot)
if (slot.IndicatorName == "Enter Once")
{
_hasEnterOnce = true;
_slotEnterOnce = slot.SlotNumber;
break;
}
// Martingale
_consecutiveLosses = 0;
_consecutiveWins = 0;
_moneyManager = new MoneyManager(Strategy.MoneyManagementStrat);
}
public void Execute(ExecutionTime _executionTime)
{
Thread.Sleep(_executionTime.Millisecond);
}
/// <summary>
/// Resets the variables and prepares the arrays
/// </summary>
static void ResetStart()
{
marginCallBar = 0;
totalOrders = 0;
totalPositions = 0;
isScanned = false;
micron = InstrProperties.Point / 2d;
lastEntryTime = new DateTime();
// Sets the maximum lots
maximumLots = 100;
foreach (IndicatorSlot slot in Strategy.Slot)
if (slot.IndicatorName == "Lot Limiter")
maximumLots = (int)slot.IndParam.NumParam[0].Value;
maximumLots = Math.Min(maximumLots, Strategy.MaxOpenLots);
session = new Session[Bars];
for (int bar = 0; bar < Bars; bar++)
session[bar] = new Session(bar, MaxPositions, MaxOrders);
for (int bar = 0; bar < FirstBar; bar++)
{
session[bar].Summary.MoneyBalance = Configs.InitialAccount;
session[bar].Summary.MoneyEquity = Configs.InitialAccount;
}
ordCoord = new OrderCoordinates[Bars * MaxOrders];
posCoord = new PositionCoordinates[Bars * MaxPositions];
openTimeExec = Strategy.Slot[Strategy.OpenSlot ].IndParam.ExecutionTime;
closeTimeExec = Strategy.Slot[Strategy.CloseSlot].IndParam.ExecutionTime;
openStrPriceType = StrategyPriceType.Unknown;
if (openTimeExec == ExecutionTime.AtBarOpening)
openStrPriceType = StrategyPriceType.Open;
else if (openTimeExec == ExecutionTime.AtBarClosing)
openStrPriceType = StrategyPriceType.Close;
else
openStrPriceType = StrategyPriceType.Indicator;
closeStrPriceType = StrategyPriceType.Unknown;
if (closeTimeExec == ExecutionTime.AtBarOpening)
closeStrPriceType = StrategyPriceType.Open;
else if (closeTimeExec == ExecutionTime.AtBarClosing)
closeStrPriceType = StrategyPriceType.Close;
else if (closeTimeExec == ExecutionTime.CloseAndReverse)
closeStrPriceType = StrategyPriceType.CloseAndReverce;
else
closeStrPriceType = StrategyPriceType.Indicator;
if (Configs.UseLogicalGroups)
{
Strategy.Slot[Strategy.OpenSlot].LogicalGroup = "All"; // Allows calculation of open slot for each group.
Strategy.Slot[Strategy.CloseSlot].LogicalGroup = "All"; // Allows calculation of close slot for each group.
groupsAllowLong = new Dictionary<string, bool>();
groupsAllowShort = new Dictionary<string, bool>();
for (int slot = Strategy.OpenSlot; slot < Strategy.CloseSlot; slot++)
{
if (!groupsAllowLong.ContainsKey(Strategy.Slot[slot].LogicalGroup))
groupsAllowLong.Add(Strategy.Slot[slot].LogicalGroup, false);
if (!groupsAllowShort.ContainsKey(Strategy.Slot[slot].LogicalGroup))
groupsAllowShort.Add(Strategy.Slot[slot].LogicalGroup, false);
}
// List of logical groups
openingLogicGroups = new List<string>();
foreach (System.Collections.Generic.KeyValuePair<string, bool> kvp in groupsAllowLong)
openingLogicGroups.Add(kvp.Key);
// Logical groups of the closing conditions.
closingLogicGroups = new List<string>();
for (int slot = Strategy.CloseSlot + 1; slot < Strategy.Slots; slot++)
{
string group = Strategy.Slot[slot].LogicalGroup;
if (!closingLogicGroups.Contains(group) && group != "all")
closingLogicGroups.Add(group); // Adds all groups except "all"
}
if (closingLogicGroups.Count == 0)
closingLogicGroups.Add("all"); // If all the slots are in "all" group, adds "all" to the list.
}
// Search for N Bars
hasNBarsExit = false;
slotNBarsExit = -1;
foreach (IndicatorSlot slot in Strategy.Slot)
if (slot.IndicatorName == "N Bars Exit")
{
hasNBarsExit = true;
slotNBarsExit = slot.SlotNumber;
break;
}
// Search for Enter Once indicator
hasEnterOnce = false;
slotEnterOnce = -1;
foreach (IndicatorSlot slot in Strategy.Slot)
if (slot.IndicatorName == "Enter Once")
{
hasEnterOnce = true;
slotEnterOnce = slot.SlotNumber;
break;
}
return;
}
public void UpdateResult(IStepResult[] steps, ExecutionTime executionTime, Exception scenarioInitializationException)
{
_steps = steps;
ExecutionTime = executionTime;
CaptureStatus(scenarioInitializationException);
}
public void SetExecutionTime(ExecutionTime executionTime)
{
ExecutionTime = executionTime;
}
public static ExecutionTimeAssertions Should(this ExecutionTime executionTime)
{
return(new ExecutionTimeAssertions(executionTime));
}
public override string ToString()
{
return(string.Format("Code : {0} - Execution Time : {1} ms ", Code.ToString( ), ExecutionTime.ToString( )));
}
