private async Task RunTradesTest()
{
// trade tests
await PlaceMarketOrder();
// get list of open trades
var openTrades = await Rest.GetTradeListAsync(_accountId);
_results.Verify(openTrades.Count > 0 && openTrades[0].id > 0, "Trades list retrieved");
if (openTrades.Count > 0)
{
// get details for a trade
var tradeDetails = await Rest.GetTradeDetailsAsync(_accountId, openTrades[0].id);
_results.Verify(tradeDetails.id > 0 && tradeDetails.price > 0 && tradeDetails.units != 0, "Trade details retrieved");
// Modify an open trade
var request = new Dictionary <string, string>
{
{ "stopLoss", "0.4" }
};
var modifiedDetails = await Rest.PatchTradeAsync(_accountId, openTrades[0].id, request);
_results.Verify(modifiedDetails.id > 0 && Math.Abs(modifiedDetails.stopLoss - 0.4) < float.Epsilon, "Trade modified");
if (!_marketHalted)
{
// close an open trade
var closedDetails = await Rest.DeleteTradeAsync(_accountId, openTrades[0].id);
_results.Verify(closedDetails.id > 0, "Trade closed");
_results.Verify(!string.IsNullOrEmpty(closedDetails.time), "Trade close details time");
_results.Verify(!string.IsNullOrEmpty(closedDetails.side), "Trade close details side");
_results.Verify(!string.IsNullOrEmpty(closedDetails.instrument), "Trade close details instrument");
_results.Verify(closedDetails.price > 0, "Trade close details price");
_results.Verify(closedDetails.profit != 0, "Trade close details profit");
}
else
{
_results.Add("Skipping: Trade delete test because market is halted");
}
}
else
{
_results.Add("Skipping: Trade details test because no trades were found");
_results.Add("Skipping: Trade modify test because no trades were found");
_results.Add("Skipping: Trade delete test because no trades were found");
}
}
protected async Task RunTradesTestAsync()
{
if (!_tradeTestCompleted)
{
// trade tests
await PlaceTestMarketOrder();
// get list of open trades
var openTrades = await Rest.GetTradeListAsync(Security.Account.PracticeAccount);
if (openTrades.Count > 0)
{
// get details for a trade
var tradeDetails = await Rest.GetTradeDetailsAsync(Security.Account.PracticeAccount, openTrades[0].id);
bool detailsRetrieved = tradeDetails.id > 0 && tradeDetails.price > 0 && tradeDetails.units != 0;
// Modify an open trade
var request = new Dictionary <string, string>
{
{ "stopLoss", "0.4" }
};
var modifiedDetails = await Rest.PatchTradeAsync(Security.Account.PracticeAccount, openTrades[0].id, request);
bool tradeModified = modifiedDetails.id > 0 && Math.Abs(modifiedDetails.stopLoss - 0.4) < float.Epsilon;
if (!await Helpers.IsMarketHalted())
{
// close an open trade
var closedDetails = await Rest.DeleteTradeAsync(Security.Account.PracticeAccount, openTrades[0].id);
bool tradeClosed = closedDetails.id > 0;
}
else
{
//
}
}
else
{
//
}
}
_tradeTestCompleted = true;
}
public override async Task MakeRequest()
{
await InternalMakeRequest(() => Rest.DeleteTradeAsync(AccountDataSource.DefaultDataSource.Id, RequestHelpers.lastTradeId));
}
/// <summary>
///
/// </summary>
/// <param name="chart"></param>
/// <param name="thrust"></param>
/// <param name="retracement"></param>
protected virtual async void ManageOrder(Chart chart, Thrust thrust)
{
StrategyTransaction[] transactions = null;
StrategyTransaction orderTransaction, fillTransaction, cancelTransaction, exitTransaction;
// get transaction collection from db
int orderTransactionID = thrust.StrategyTransactionID.GetValueOrDefault();
transactions = await StrategyCaller.Instance().GetStrategyTransactionsCollectionAsync(orderTransactionID);
orderTransaction = transactions.FirstOrDefault(t => t.StrategyTransactionID == orderTransactionID);
fillTransaction = transactions.FirstOrDefault(t => t.BrokerOrderID != null && t.Type == MACC.Constants.TransactionTypes.OrderFilled);
cancelTransaction = transactions.FirstOrDefault(t => t.BrokerOrderID != null && t.Type == MACC.Constants.TransactionTypes.OrderCancel);
exitTransaction = transactions.FirstOrDefault(t => t.BrokerTradeID != null && t.Type != MACC.Constants.TransactionTypes.TradeUpdate);
bool purgeInActiveThrust = true;
if (fillTransaction == null)
{
if (cancelTransaction != null)
{
// order cancelled
thrust.Active = false;
}
else
{
// order open
if (!thrust.Active)
{
// cancel the order
// the cancel transaction will be written to the db by the event stream handler
await Rest.DeleteOrderAsync(_accountId, Convert.ToInt64(orderTransaction.BrokerTransactionID));
}
else
{
if (thrust.FocusChanged() || (thrust.FillZoneReached() && thrust.TakeProfitZoneReached()))
{
AddAlgorithmMessage(string.Format("UPDATE ORDER: {0}: FCH-{1}: FZR-{2}: TPR-{3}", orderTransaction.Instrument, thrust.FocusChanged(), thrust.FillZoneReached(), thrust.TakeProfitZoneReached()));
UpdateEntryOrder(orderTransaction, chart, thrust);
}
}
}
}
else
{
if (exitTransaction == null)
{
// order filled
purgeInActiveThrust = false;
FibonacciRetracement retracement = (FibonacciRetracement)thrust.Study;
#region get open trade info
long tradeId = Convert.ToInt64(fillTransaction.BrokerTransactionID);
Frame fillFrame = chart.Frames.LastOrDefault(f => Convert.ToDateTime(f.Bar.time).ToUniversalTime() <= fillTransaction.Time);
int fillIndex = chart.Frames.IndexOf(fillFrame);
#endregion
#region get takeProfitPrice and stopLossPrice
int profitWaitPeriods = Parameters.GetInteger("thrustProfitWaitPeriods") ?? 6;
thrust.ProfitWindowClosed = (fillIndex + profitWaitPeriods) < chart.Frames.Count;
IPriceBar lastBar = chart.Frames.Last().Bar;
bool hasProfit = orderTransaction.Side == MACC.Constants.SignalSide.Buy ? lastBar.closeMid > fillTransaction.Price : lastBar.closeMid < fillTransaction.Price;
#region stopLossPrice & takeProfitPrice logic
// adjust stopLossPrice and takeProfitPrice
// if a buy ...
// move the stop to the lower of the .500 fib price or [patern lowMid price set by the post-fill price action]
// move the profit target to 1 or 2 pips under .618 * (thrust.FocusPrice - [pattern lowMid price set by the post-fill price action])
// if a sell ...
// move the stop to the higher of the .500 fib price or [patern highMid price set by the post-fill price action]
// move the profit target to 1 or 2 pips above .618 * ([pattern lowMid price set by the post-fill price action] - thrust.FocusPrice)
#endregion
double?takeProfitPrice = GetAdjustedTakeProfitPrice(chart, thrust.Side, retracement);
AddAlgorithmMessage(string.Format("GET SLP: {0}: TPZ-{1}: PWC-{2}: XTP-{3}: CLP-{4}: PFT-{5}", fillTransaction.Instrument, thrust.TakeProfitZoneReached(), thrust.ProfitWindowClosed, retracement.ExtremaPrice, lastBar.closeMid, hasProfit));
double?stopLossPrice = GetAdjustedStopLossPrice(chart, thrust.Side, thrust, hasProfit);
#endregion
#region kill or update the trade
// not profitable && beyond r500 .. kill it
if (stopLossPrice.GetValueOrDefault() == -1)
{
thrust.Active = false;
purgeInActiveThrust = true;
try
{
await Rest.DeleteTradeAsync(_accountId, tradeId);
}
catch (Exception e)
{
AddAlgorithmMessage(string.Format("CLOSE TRADE {0} Failed: {1}", tradeId, e.Message), true, TraceEventType.Error);
}
}
else
{
if ((takeProfitPrice ?? thrust.TakeProfitPrice) != thrust.TakeProfitPrice || (stopLossPrice ?? thrust.StopLossPrice) != thrust.StopLossPrice)
{
AddAlgorithmMessage(string.Format("UPDATE TRADE: {0}: TPZ-{1}: PWC-{2}: XTP-{3}: CLP-{4}: TP-{5}: TTP-{6}: SL-{7}: TSL-{8}", fillTransaction.Instrument, thrust.TakeProfitZoneReached(), thrust.ProfitWindowClosed, retracement.ExtremaPrice, lastBar.closeMid, takeProfitPrice, thrust.TakeProfitPrice, stopLossPrice, thrust.StopLossPrice));
UpdateOpenTrade(thrust, tradeId, takeProfitPrice, stopLossPrice, retracement.LevelPlaces());
}
}
#endregion
}
else
{
// trade closed
#region about closed trades
// if coll includes a stopLossFilled or takeProfitFilled ..
// set thrust.Active = false
// this be done server side when the strategyTransaction from the stream is saved
// the signal should be found on the server and signal.Active should be set to false
// do it here also
#endregion
thrust.Active = false;
}
}
if (!thrust.Active && purgeInActiveThrust)
{
await PurgeThrust(chart, thrust);
}
}
