public bool HasMarketDetails(string broker, string market)
{
lock (_marketDetailsList)
{
return(_marketDetailsList.ContainsKey(MarketDetails.GetKey(broker, market)));
}
}
public StrategyRunner(IBrokersCandlesService candleService, IMarketDetailsService marketDetailsService, IBroker broker, MarketDetails market)
{
_candleService = candleService;
_marketDetailsService = marketDetailsService;
_broker = broker;
_market = market;
}
public void AddMarketDetails(MarketDetails marketDetails)
{
lock (_marketDetailsList)
{
_marketDetailsList[MarketDetails.GetKey(marketDetails.Broker, marketDetails.Name)] = marketDetails;
}
}
public MarketDetails GetMarketDetails(string broker, string market)
{
lock (_marketDetailsList)
{
_marketDetailsList.TryGetValue(MarketDetails.GetKey(broker, market), out var ret);
return(ret);
}
}
public static decimal GetTradeProfit(this Trade trade, DateTime dateTimeUTC, Timeframe candlesTimeframe,
IBrokersCandlesService candlesService, MarketDetails marketDetails, IBroker broker, bool updateCandles)
{
if (trade.EntryPrice == null || trade.EntryDateTime == null)
{
return(0M);
}
if (trade.CloseDateTime != null && trade.CloseDateTime.Value <= dateTimeUTC)
{
return(trade.Profit ?? 0M);
}
if (trade.EntryDateTime >= dateTimeUTC)
{
return(0M);
}
var latestCandle = candlesService.GetLastClosedCandle(
trade.Market, broker, candlesTimeframe, dateTimeUTC, updateCandles);
if (latestCandle != null && trade.PricePerPip != null)
{
var closePriceToUse = trade.TradeDirection == TradeDirection.Long
? (decimal)latestCandle.Value.CloseBid
: (decimal)latestCandle.Value.CloseAsk;
var profitPips = PipsHelper.GetPriceInPips(trade.TradeDirection == TradeDirection.Long ? closePriceToUse - trade.EntryPrice.Value : trade.EntryPrice.Value - closePriceToUse, marketDetails);
var totalRunningTime = (DateTime.UtcNow - trade.EntryDateTime.Value).TotalDays;
var runningTime = (trade.EntryDateTime.Value - dateTimeUTC).TotalDays;
var tradeProfit = trade.PricePerPip.Value * profitPips +
(!totalRunningTime.Equals(0.0) && trade.Rollover != null
? trade.Rollover.Value * (decimal)(runningTime / totalRunningTime)
: 0M);
return(tradeProfit);
}
return(0M);
}
public List <Trade> CreateNewTrades(
MarketDetails market,
TimeframeLookup <List <CandleAndIndicators> > candlesLookup,
List <Trade> existingTrades,
ITradeDetailsAutoCalculatorService calculatorService,
DateTime currentTime)
{
if (candlesLookup[Timeframe.M1].Count == 0)
{
return(null);
}
var candle = candlesLookup[Timeframe.M1][candlesLookup[Timeframe.M1].Count - 1];
ProcessExistingTrades(existingTrades, currentTime, candle, candlesLookup);
List <Trade> ret = null;
for (var i = _trades.Count - 1; i >= 0; i--)
{
var t = _trades[i];
if (t.OriginalTrade.OrderPrices.Count > 0 && t.OriginalTrade.OrderPrices[0].Date <= currentTime || t.OriginalTrade.EntryDateTime <= currentTime)
{
if (ret == null)
{
ret = new List <Trade>();
}
ret.Add(t);
_trades.RemoveAt(i);
}
}
if (ret != null)
{
ProcessExistingTrades(ret, currentTime, candle, candlesLookup);
}
return(ret);
}
private void LoadMarketDetailsList()
{
using (new LogRunTime("Load market details list"))
{
lock (_marketDetailsList)
{
var marketDetailsListPath = Path.Combine(_dataDirectoryService.MainDirectory, "MarketDetails.json");
if (File.Exists(marketDetailsListPath))
{
var data = JsonConvert.DeserializeObject <List <MarketDetails> >(
File.ReadAllText(marketDetailsListPath));
_marketDetailsList.Clear();
foreach (var d in data)
{
_marketDetailsList[MarketDetails.GetKey(d.Broker, d.Name)] = d;
}
}
}
}
}
public static decimal GetPriceInPips(decimal price, MarketDetails market)
{
return(price / market.PointSize.Value);
}
