public OrderLive(OrderLiveType bookType, MarketAction orderType, double amount, double rate)
{
this.bookType = bookType;
this.orderType = orderType;
this.amount = amount;
this.rate = rate;
}
private static YahooTreeData BuildYahooTreeData(YahooNormalized record, MarketAction action)
{
return new YahooTreeData
{
Spread = record.High - record.Low,
Volatility = record.Volatility,
Change = record.Change,
Action = action
};
}
private static YahooTreeData BuildYahooTreeData(YahooNormalized record, MarketAction action)
{
return(new YahooTreeData
{
Spread = record.High - record.Low,
Volatility = record.Volatility,
Change = record.Change,
Action = action
});
}
private void SaveLogRecord(double bought, double sold, double profit, MarketAction executedAction, MarketAction correctAction)
{
TradeLog.Add(new TradeLogRecord
{
QuantityBought = bought,
QuantitySold = sold,
Profit = profit,
ExecutedAction = executedAction,
CorrectAction = correctAction
});
}
/// <summary>
/// Displays simulation result
/// </summary>
/// <param name="result"></param>
private void DisplaySimulationResult(SimulationResult result)
{
foreach (var point in chartCtrl.Series[Constants.PriceSerieName].Points)
{
MarketAction action = result.Actions.Where(x => x.Date == (point.Tag as OHLC).Date).FirstOrDefault();
if (action != null)
{
point.MarkerImage = action.ActionType == ActionType.Bid ? "MaxMarker.bmp" : "MinMarker.bmp";
point.MarkerImageTransparentColor = Color.White;
}
else if (!string.IsNullOrEmpty(point.MarkerImage))
{
point.MarkerImage = string.Empty;
}
}
}
public OrderLive(string bookType, string orderType, string amount, string rate)
{
if (bookType == "orderBookModify")
{
this.bookType = OrderLiveType.Modify;
}
else if (bookType == "orderBookRemove")
{
this.bookType = OrderLiveType.Remove;
}
else if (bookType == "newTrade")
{
this.bookType = OrderLiveType.Add;
}
else
{
throw new Exception("Unknown BookOrder type: " + bookType);
}
if (orderType == "ask" || orderType == "sell")
{
this.orderType = MarketAction.Sell;
}
else if (orderType == "bid" || orderType == "buy")
{
this.orderType = MarketAction.Buy;
}
else
{
throw new Exception("Unknown order type: " + orderType);
}
if (string.IsNullOrEmpty(amount))
{
this.amount = 0;
}
else
{
this.amount = double.Parse(amount, System.Globalization.CultureInfo.InvariantCulture);
}
this.rate = double.Parse(rate, System.Globalization.CultureInfo.InvariantCulture);
}
public void PlaceBid(ForexTreeData record, MarketAction action)
{
switch (action)
{
case MarketAction.Buy:
ExecuteBuy(record);
break;
case MarketAction.Sell:
ExecuteSell(record);
break;
case MarketAction.Hold:
SaveLogRecord(0.0, 0.0, 0.0, MarketAction.Hold, record.Action);
break;
default:
throw new BllException("Incorrect market action.");
}
}
double DetermineSafeExposureAmount(OrderBook orderBook, MarketAction action, double currentHoard, double currentSpeculables)
{
int fingersCrossedExposureDivider = 5;
switch (action)
{
case MarketAction.BUY:
transaction firstBuy = orderBook.BuyOrders.FirstOrDefault();
try
{
double secondFirstGiven = orderBook.BuyOrders[1].GivenAmount;
return(Math.Abs(secondFirstGiven - firstBuy.GivenAmount));
}
catch (Exception)
{
return(firstBuy.GivenAmount);
}
case MarketAction.SELL:
transaction lastSell = orderBook.SellOrders.LastOrDefault();
try
{
double secondLastReceived = orderBook.BuyOrders[1].ReceivedAmount;
return(Math.Abs(secondLastReceived - lastSell.ReceivedAmount));
}
catch (Exception)
{
return(lastSell.ReceivedAmount);
}
default:
return(0); //required by compiler
}
}
public void PlaceBid(ForexTreeData record, MarketAction action)
{
switch (action)
{
case MarketAction.Buy:
ExecuteBuy(record);
break;
case MarketAction.Sell:
ExecuteSell(record);
break;
case MarketAction.Hold:
SaveLogRecord(0.0, 0.0, 0.0, MarketAction.Hold, record.Action);
break;
default:
throw new BllException("Incorrect market action.");
}
}
private void SaveLogRecord(double bought, double sold, double profit, MarketAction executedAction, MarketAction correctAction)
{
TradeLog.Add(new TradeLogRecord
{
QuantityBought = bought,
QuantitySold = sold,
Profit = profit,
ExecutedAction = executedAction,
CorrectAction = correctAction
});
}
private string GetContentPartialViewName(MarketAction forAction)
{
return(string.Format("_{0}", Enum.GetName(forAction.GetType(), forAction)));
}
public MarketParameters()
{
Action = MarketAction.NotSet;
}
public MarketFilter()
{
Action = MarketAction.NotSet;
}
public Verdict(MarketAction verdict, double percentageToCommit)
{
this.action = verdict;
this.ammounttocommit = percentageToCommit;
}
public MarketParameters()
{
Action = MarketAction.NotSet;
}
public MarketFilter()
{
Action = MarketAction.NotSet;
}
