/// <summary>
/// Call from OnUserDealData
/// </summary>
/// <param name="isin"></param>
/// <param name="bp"></param>
protected override void UpdateMonitorPosisionsAll(string isin, CBotPos bp)
{
base.UpdateMonitorPosisionsAll(isin, bp);
BindTradersDispatcher();
if (_tradersDispatcher == null)
{
_tradersDispatcher = _dealingServer.TradersDispatcher;
}
if (_tradersDispatcher != null)
{
_tradersDispatcher.EnqueueUpdatUserPositionsMonitor(this, BotId);
_tradersDispatcher.EnqueueUpdateVm(BotId);
}
lock (MonitorPositionsAll)
{
CBotPos pos = new CBotPos();
if (MonitorPositionsAll.TryGetValue(isin, out pos))
{
_subBots[isin].OnUpdatePosition(pos);
}
}
}
protected override void RecalcBotStructs(CBotEventStruct botEvent)
{
try
{
base.RecalcBotStructs(botEvent);
if (MonitorMarketDataAll.ContainsKey(m_isin))
{
MonitorMarketData = MonitorMarketDataAll[m_isin];
}
if (MonitorPositionsAll.ContainsKey(m_isin))
{
MonitorPositions = MonitorPositionsAll[m_isin];
}
lock (MonitorOrdersAll)
{
if (MonitorOrdersAll.ContainsKey(m_isin))
{
MonitorOrders = MonitorOrdersAll[m_isin];
}
}
mxCurrentStocks[m_isin].WaitOne();
if (m_currentStocks.ContainsKey(m_isin) &&
m_currentStocks[m_isin].ContainsKey(Direction.Down) &&
m_currentStocks[m_isin].ContainsKey(Direction.Up)
)
{
if (m_currentStocks[m_isin][Direction.Down].Count > 0 &&
m_currentStocks[m_isin][Direction.Down][0].Price > 0)
{
MonitorMarketData.Bid = m_currentStocks[m_isin][Direction.Down][0].Price;
}
if (m_currentStocks[m_isin][Direction.Up].Count > 0 &&
m_currentStocks[m_isin][Direction.Up][0].Price > 0)
{
MonitorMarketData.Ask = m_currentStocks[m_isin][Direction.Up][0].Price;
}
}
}
catch (Exception e)
{
Error("RecalcBotStructs bot=" + Name, e);
}
finally
{
mxCurrentStocks[m_isin].ReleaseMutex();
}
}
protected override void RecalcBotLogics(CBotEventStruct botEvent)
{
base.RecalcBotLogics(botEvent);
//------------------------ INITIAL BLOCK ----------------------------------------------------------------------------
if (IsState(EnmStrategyStates._010_Initial))
{
//tempo for debugging
CloseAllPositions();
// DisableBot();
if (m_TimeframeAnalyzer == null)
{
m_TimeframeAnalyzer = _dealingServer.DealBox.DealsStruct[m_isin].TimeFrameAnalyzer;
}
UpdateLastHighLow();
if (m_HighLast != 0 && m_LowLast != 0)
{
SetState(EnmStrategyStates._020_WaitingForExtremumBrake);
}
}
//-----------------------------------------------------------------------------------------------------------------------------------
//--------------------- WAITING FOR EXTREMUM BLOCK-------------------------------------------------------------------------------------
else if (IsState(EnmStrategyStates._020_WaitingForExtremumBrake))
{
if (botEvent.EventCode == EnmBotEventCode.OnTFUpdate)
{
string stTF = (((BotEventTF)botEvent.Data).TFUpdate).ToString();
}
else if (botEvent.EventCode == EnmBotEventCode.OnTFChanged)
{
string stTF = (((BotEventTF)botEvent.Data).TFUpdate).ToString();
if (stTF == m_parTF)
{
DateTime dtn = DateTime.Now;
DateTime dt = ((CTimeFrameInfo)((BotEventTF)botEvent.Data).TFI).Dt;;
//m_ClosedTFPrice = ((CTimeFrameInfo)((BotEventTF)botEvent.Data).TFI).ClosePrice;
m_HighCurrent = ((CTimeFrameInfo)((BotEventTF)botEvent.Data).TFI).HighPrice;
m_LowCurrent = ((CTimeFrameInfo)((BotEventTF)botEvent.Data).TFI).LowPrice;
m_ClosedTFVolume = ((CTimeFrameInfo)((BotEventTF)botEvent.Data).TFI).Volume;
//m_TimeframeAnalyzer.GetTFIByDate(m_parTF, dt).ClosePrice;
if (WasBreakedExtermum())
{
if (m_ClosedTFVolume > m_parVolume)
{
Log("m_ClosedTFVolume=" + m_ClosedTFVolume);
SetState(EnmStrategyStates._030_ExtremumWasBrake);
}
else
{
//SetState(EnmStrategyStates._020_WaitingForExtremumBrake);
Log("m_ClosedTFVolume <= m_parVolume Not enough volume. m_ClosedTFVolume=" + m_ClosedTFVolume + " m_parVolume=" + m_parVolume);
UpdateLastHighLow();
}
}
}
}
}
//--------------------- WAITING FOR EXTREMUM BLOCK-------------------------------------------------------------------------------------
else if (IsState(EnmStrategyStates._030_ExtremumWasBrake))
{
StartTimer("DelayAfterExtremumBrake");
SetState(EnmStrategyStates._040_DelayAfterExtremumBrake);
}
//--------------------- END WAITING FOR EXTREMUM BLOCK---------------------------------------------------------
//--------------------- DELAY AFTER EXTREMUM BLOCK-----------------------------------------------------------------
else if (IsState(EnmStrategyStates._040_DelayAfterExtremumBrake))
{
if (botEvent.EventCode == EnmBotEventCode.OnTimer &&
(string)botEvent.Data == "DelayAfterExtremumBrake")
{
SetState(EnmStrategyStates._050_BeforeOpenPosition);
}
}
//--------------------------------------------------------------------------------------------------------
else if (IsState(EnmStrategyStates._050_BeforeOpenPosition))
{
if (m_brkDir == EnmBrkDir.DOWN)
{
AddMarketOrder(m_isin, /*OrderDirection.Buy*/ EnmOrderDir.Buy, m_parLot);
}
else if (m_brkDir == EnmBrkDir.UP)
{
AddMarketOrder(m_isin, /*OrderDirection.Sell*/ EnmOrderDir.Sell, m_parLot);
}
SetState(EnmStrategyStates._060_WaitOpenedPos);
// StartTimer(
}
else if (IsState(EnmStrategyStates._060_WaitOpenedPos))
{
//TO DO - move to base classes
if (MonitorPositionsAll.ContainsKey(m_isin) &&
Math.Abs(MonitorPositionsAll[m_isin].Amount) == m_parLot)
{
SetState(EnmStrategyStates._070_AfterOpenedPosition);
}
}
else if (IsState(EnmStrategyStates._070_AfterOpenedPosition))
{
if (IsStopLossWasBroken())
{
CloseAllPositions();
SetState(EnmStrategyStates._081_AfterStoplossWasBroken);
}
if (IsTakeProfitWasBroken())
{
CloseAllPositions();
SetState(EnmStrategyStates._082_AfterTakeProfitWasBroken);
}
}
else if (IsState(EnmStrategyStates._081_AfterStoplossWasBroken))
{
if (MonitorPositionsAll.ContainsKey(m_isin) &&
Math.Abs(MonitorPositionsAll[m_isin].Amount) == 0)
{
SetState(EnmStrategyStates._010_Initial);
}
}
else if (IsState(EnmStrategyStates._082_AfterTakeProfitWasBroken))
{
if (MonitorPositionsAll.ContainsKey(m_isin) &&
Math.Abs(MonitorPositionsAll[m_isin].Amount) == 0)
{
SetState(EnmStrategyStates._010_Initial);
}
}
}
