public PositionCloserStrategy(decimal priceToClose, PriceDirection securityDesirableDirection, decimal positionToClose)
{
_priceToClose = priceToClose;
_securityDesirableDirection = securityDesirableDirection;
_strategyOrderSide = positionToClose > 0 ? Sides.Sell : Sides.Buy;
Volume = Math.Abs(positionToClose);
}
public PriceLayerChange(decimal price, decimal oldquantity, decimal newquantity, PriceDirection dir)
{
this.PriceLayerRef = price;
this.QuantityBefore = oldquantity;
this.QuantityAfter = newquantity;
this.TheChoice = dir;
}
public PriceLayer(decimal price, decimal quantity, PriceDirection dir)
{
Price = price;
Direction = dir;
if (dir == PriceDirection.Ask)
{
this.AskQuantity = quantity;
}
else
{
this.BidQuantity = quantity;
}
}
public void AddHedgeLevel(PriceDirection direction, decimal value)
{
if (value <= 0)
{
throw new ArgumentException("all prices must be above zero: " + value);
}
if (PriceLevelsForHedge == null)
{
PriceLevelsForHedge = new List <PriceHedgeLevel>();
}
PriceLevelsForHedge.Add(new PriceHedgeLevel(direction, value));
if (!_isPriceLevelsForHedgeInitialized && ProcessState == ProcessStates.Stopped)
{
_isPriceLevelsForHedgeInitialized = true;
}
}
public PriceHedgeLevel(PriceDirection direction, decimal price)
{
Direction = direction;
Price = price;
}
public void CreateNewCondtrategy(decimal priceToClose, Security securityToClose, PriceDirection securityDesirableDirection, decimal positionToClose)
{
//StrategyForTest = new PositionCloserStrategy(priceToClose, securityToClose, securityDesirableDirection, positionToClose);
StrategyForTest.SetStrategyEntitiesForWork(StConnector, StSecurity, StPortfolio);
}
