public void update()
{
foreach (var keyVal in m_strategies)
{
OkexStrategy s = keyVal.Value;
if (s != null)
{
s.update();
}
}
}
public void runStrategy(string strategyFile)
{
string str = System.IO.File.ReadAllText(strategyFile);
JObject jo = (JObject)JsonConvert.DeserializeObject(str);
string type = (string)jo["StrategyType"];
string info = jo["StrategyInfo"].ToString();
OkexStrategy s = generateStrategy(type, info);
if (s != null)
{
m_strategies.Add(strategyFile, s);
}
}
public OkexStrategy generateStrategy(string type, string info)
{
OkexStrategy s = null;
if (type == "TPByBasis")
{
JObject jo = (JObject)JsonConvert.DeserializeObject(info);
string strInst = (string)jo["Instrument"];
OkexFutureInstrumentType fi = strInstrumentMap[strInst];
string strSC = (string)jo["SpotContract"];
OkexFutureContractType sc = strContractMap[strSC];
string strFC = (string)jo["ForwardContract"];
OkexFutureContractType fc = strContractMap[strFC];
string strDir = (string)jo["Direction"];
OkexFutureTradeDirectionType dir = OkexFutureTradeDirectionType.FTD_Sell;
if (strDir.Equals("buy", StringComparison.OrdinalIgnoreCase))
{
dir = OkexFutureTradeDirectionType.FTD_Buy;
}
else if (strDir.Equals("sell", StringComparison.OrdinalIgnoreCase))
{
dir = OkexFutureTradeDirectionType.FTD_Sell;
}
OkexBasisCalcType bc = OkexBasisCalcType.BC_Ratio;
string strType = (string)jo["Type"];
if (strType.Equals("ratio", StringComparison.OrdinalIgnoreCase))
{
bc = OkexBasisCalcType.BC_Ratio;
}
else if (strType.Equals("diff", StringComparison.OrdinalIgnoreCase))
{
bc = OkexBasisCalcType.BC_Diff;
}
s = new OkexTransferPositionByBasis(fi, sc, fc, bc, dir);
//double boardLot = (double)jo["BoardLot"];
double basis = (double)jo["Basis"];
double safe = (double)jo["Safe"];
double limit = (double)jo["Limit"];
uint count = (uint)jo["Count"];
double param = (double)jo["Param"];
((OkexTransferPositionByBasis)s).init(basis, safe, limit, count, param);
}
return(s);
}
