public List <OrderData> CalcGrid(List <StopLimitOrderTest> _orders)
{
var result = new List <OrderData>();
var isLong = true;
List <StopLimitOrderTest> orders;
if (_orders.Any(x => !x.IsBuyOperation))
{
isLong = false;
orders = _orders.OrderBy(x => x.StopPrice).ToList();
}
else
{
orders = _orders.OrderByDescending(x => x.StopPrice).ToList();
}
var config = tradeConfigRepository.GetLast();
const int precision = 10;
if (orders != null)
{
double costSum = 0;
double amountSum = 0;
foreach (var order in orders)
{
var amount = order.Amount;
amountSum += amount;
var cost = order.Amount * order.StopPrice;
costSum += cost;
var avgPrice = costSum / amountSum;
var orderData = new OrderData();
orderData.Amount = Math.Round(amount, precision);
orderData.Equivalent = Math.Round(cost, precision);
orderData.PriceInGrid = Math.Round(order.StopPrice, precision);
if (order.IsBuyOperation)
{
orderData.ProfitPrice = Math.Round(avgPrice + avgPrice * config.Profit / 100, precision);
}
else
{
isLong = order.IsBuyOperation;
orderData.ProfitPrice = Math.Round(avgPrice - avgPrice * config.Profit / 100, precision);
}
orderData.Rebount = Math.Round(Math.Abs(orderData.PriceInGrid - orderData.ProfitPrice) * 100 / orderData.PriceInGrid, precision);
result.Add(orderData);
}
}
if (isLong)
{
result = result.OrderByDescending(x => x.PriceInGrid).ToList();
}
else
{
result = result.OrderBy(x => x.PriceInGrid).ToList();
}
CalcStatisticsParametrs(result, isLong);
return(result);
}
private void SetConfifuration()
{
stopLimitOrderRepository = new StopLimitOrderRepository();
takeProfitOrderRepository = new TakeProfitOrderRepository();
positionRepository = new PositionRepository();
tradeConfiguration = ToTestConfifuration(tradeConfigRepository.GetLast());
simbol = CreateSimbolPair(tradeConfiguration.MainCoin, tradeConfiguration.AltCoin);
}
