public virtual Stop AddStop(Position position, double level, StopType type, StopMode mode)
{
if (!this.Strategy.IsInstrumentActive(position.Instrument))
return null;
else
return new Stop(this.Strategy, position, level, type, mode);
}
public virtual Stop AddStop(Position position, DateTime time)
{
if (!this.Strategy.IsInstrumentActive(position.Instrument))
return null;
else
return new Stop(this.Strategy, position, time);
}
public Stop(StrategyBase strategy, Position position, DateTime time):base()
{
this.Udd6EeE9v6 = strategy;
this.fPosition = position;
this.fInstrument = position.Instrument;
this.fQty = position.Qty;
this.fSide = position.Side;
this.fType = StopType.Time;
this.fCreationTime = Clock.Now;
this.fCompletionTime = time;
this.fStopPrice = this.fInstrument.Price();
if (!(this.fCompletionTime > this.fCreationTime))
return;
Clock.AddReminder(new ReminderEventHandler(this.mSa6vRBe3Z), this.fCompletionTime, (object) null);
this.Udd6EeE9v6.AddStop((StopBase) this);
}
public Stop(StrategyBase strategy, Position position, double level, StopType type, StopMode mode)
:base()
{
this.Udd6EeE9v6 = strategy;
this.fPosition = position;
this.fInstrument = position.Instrument;
this.fQty = position.Qty;
this.fSide = position.Side;
this.fLevel = level;
this.fType = type;
this.fMode = mode;
this.fCurrPrice = this.fInstrument.Price();
this.fTrailPrice = this.fCurrPrice;
this.fStopPrice = this.SlN6PMZ5Ct();
this.fCreationTime = Clock.Now;
this.fCompletionTime = DateTime.MinValue;
this.Udd6EeE9v6.AddStop((StopBase) this);
this.t276DXCuDr();
}
public ATSStop(Position position, double level, StopType type, StopMode mode) : base()
{
this.fPosition = position;
this.fInstrument = position.Instrument;
this.fQty = position.Qty;
this.fSide = position.Side;
this.fLevel = level;
this.fType = type;
this.fMode = mode;
this.fCurrPrice = this.fInstrument.Price();
this.fTrailPrice = this.fCurrPrice;
this.fStopPrice = this.lkZijZtYnj();
this.fCreationTime = Clock.Now;
this.fCompletionTime = DateTime.MinValue;
this.series = new DoubleSeries();
if (this.fType == StopType.Trailing)
this.series.Add(this.fCreationTime, this.lkZijZtYnj());
this.Connect();
}
public void OnPositionClosed(Position position)
{
if (position != this.fPosition)
return;
this.Disconnect();
this.Lf6iiLBYf9(StopStatus.Canceled);
}
public virtual void OnPositionOpened(Position position)
{
}
public ATSStop(Position position, DateTime time) : base()
{
this.fPosition = position;
this.fInstrument = position.Instrument;
this.fQty = position.Qty;
this.fSide = position.Side;
this.fType = StopType.Time;
this.fCreationTime = Clock.Now;
this.fCompletionTime = time;
this.fStopPrice = this.fInstrument.Price();
this.series = new DoubleSeries();
if (this.fType == StopType.Trailing)
this.series.Add(this.fCreationTime, this.lkZijZtYnj());
if (!(this.fCompletionTime > this.fCreationTime))
return;
Clock.AddReminder(new ReminderEventHandler(this.tQYi7Nff5A), this.fCompletionTime, (object)null);
}
protected virtual void OnPositionChanged(Position position)
{
}
protected virtual void OnPositionOpened(Position position)
{
}
public virtual void OnPositionValueChanged(Position position)
{
}
public void Remove(Position position)
{
this.positions.Remove(position.Name);
}
protected override void OnPositionChanged(Position position)
{
this.A6MpF2380O.OnPositionChanged(position);
this.HeHpDewVKD.OnPositionChanged(position);
this.ayRpJCTRPY.OnPositionChanged(position);
Instrument instrument = position.Instrument;
this.exits[instrument].OnPositionChanged();
this.entries[instrument].OnPositionChanged();
this.moneyManagers[instrument].OnPositionChanged();
this.riskManagers[instrument].OnPositionChanged();
}
internal void xbx6LKbgmx(Position obj0)
{
if (obj0 != this.fPosition)
return;
this.Disconnect();
this.Lk960PQCI8(StopStatus.Canceled);
}
public double Price(FreeQuant.Instruments.Position position)
{
return(this.pricer.Price(new Position(position)));
}
public ICollection Clone()
{
Position[] positionArray = new Position[this.positions.Values.Count];
this.positions.Values.CopyTo(positionArray, 0);
return positionArray;
}
public bool Contains(Position position)
{
return this.positions.ContainsValue(position);
}
public virtual void OnPositionClosed(Position position)
{
}
protected override void OnPositionClosed(Position position)
{
Instrument instrument = position.Instrument;
foreach (ATSStop atsStop in new ArrayList((ICollection) this.activeStops[instrument]))
{
if (atsStop.Type == StopType.Time && atsStop.Status == StopStatus.Active || atsStop.Connected)
atsStop.OnPositionClosed(position);
}
this.klBiFcxZsD.OnPositionClosed(position);
this.csNiLdTRqH[instrument].OnPositionClosed();
}
protected override void OnPositionClosed(Position position)
{
foreach (Stop stop in new ArrayList((ICollection) this.activeStops[position.Instrument]))
{
if (stop.Type == StopType.Time && stop.Status == StopStatus.Active || stop.Connected)
stop.xbx6LKbgmx(position);
}
this.A6MpF2380O.OnPositionClosed(position);
this.HeHpDewVKD.OnPositionClosed(position);
this.ayRpJCTRPY.OnPositionClosed(position);
Instrument instrument = position.Instrument;
this.exits[instrument].OnPositionClosed();
this.entries[instrument].OnPositionClosed();
this.moneyManagers[instrument].OnPositionClosed();
this.riskManagers[instrument].OnPositionClosed();
}
public void Add(Position position)
{
if (this.positions.Contains(position.Name))
throw new ApplicationException("Already Added. {0}" + position.Name);
this.positions.Add(position.Name, position);
}
protected override void OnPortfolioValueChanged(Position position)
{
this.MetaStrategy.MetaRiskManager.OnStrategyPortfolioValueChanged(this);
if (!this.isActive)
return;
this.A6MpF2380O.OnPortfolioValueChanged(position);
this.HeHpDewVKD.OnPortfolioValueChanged(position);
this.ayRpJCTRPY.OnPortfolioValueChanged(position);
Instrument instrument = position.Instrument;
this.exits[instrument].OnPositionValueChanged();
this.entries[instrument].OnPositionValueChanged();
this.moneyManagers[instrument].OnPositionValueChanged();
this.riskManagers[instrument].OnPositionValueChanged();
}
public void Add(Transaction transaction)
{
lock (this.dataLock)
{
bool posOpened = false;
bool posChanged = true;
bool posClosed = false;
double local_4 = 0.0;
double local_5 = 0.0;
double local_6 = 0.0;
Position position = this.positions[transaction.Instrument];
if (position == null)
{
position = new Position(this, transaction);
this.positions.Add(position);
if (this.monitored)
this.WatchPosition(position);
if (transaction.Margin != 0.0)
{
local_4 = transaction.Margin;
local_6 = 0.0;
local_5 = transaction.Debt;
position.Margin = transaction.Margin;
position.Debt = transaction.Debt;
}
posOpened = true;
}
else
{
if (transaction.Margin != 0.0)
{
if (position.Side == PositionSide.Long && transaction.Side == Side.Buy || position.Side == PositionSide.Short && (transaction.Side == Side.Sell || transaction.Side == Side.SellShort))
{
local_4 = transaction.Margin;
local_6 = 0.0;
local_5 = transaction.Debt;
position.Margin += transaction.Margin;
position.Debt += transaction.Debt;
}
if (position.Side == PositionSide.Long && (transaction.Side == Side.Sell || transaction.Side == Side.SellShort) || position.Side == PositionSide.Short && transaction.Side == Side.Buy)
{
if (position.Qty == transaction.Qty)
{
double temp_152 = position.Margin;
local_4 = 0.0;
local_6 = position.Debt;
local_5 = 0.0;
position.Margin = 0.0;
position.Debt = 0.0;
}
else if (position.Qty > transaction.Qty)
{
double temp_131 = transaction.Margin;
local_4 = 0.0;
local_6 = position.Debt * transaction.Qty / position.Qty;
local_5 = 0.0;
position.Margin -= transaction.Margin;
position.Debt -= local_6;
}
else
{
double local_7 = transaction.Qty - position.Qty;
double local_8 = local_7 * transaction.Price;
if (transaction.Instrument.Factor != 0.0)
local_8 *= transaction.Instrument.Factor;
double temp_110 = position.Margin;
double local_4_1 = transaction.Instrument.Margin * local_7;
local_6 = position.Debt;
local_5 = local_8 - local_4_1;
position.Margin = local_4_1;
position.Debt = local_5;
}
}
}
position.Add(transaction);
if (position.Qty == 0.0)
{
this.positions.Remove(position);
if (this.monitored)
this.UnWatchPosition(position);
posClosed = true;
}
}
this.transactions.Add(transaction);
if (!this.Mk5dJuOhmC && this.persistent)
PortfolioManager.Add(this, transaction);
this.EmitTransactionAdded(transaction);
if (!this.Mk5dJuOhmC)
this.account.Add(transaction.CashFlow + local_5 - local_6, transaction.Currency, transaction.DateTime, transaction.Text);
if (posOpened)
this.EmitPositionOpened(position);
if (posChanged)
this.EmitPositionChanged(position);
if (posClosed)
this.EmitPositionClosed(position);
this.EmitCompositionChanged();
if (this.Mk5dJuOhmC)
return;
this.EmitValueChanged(position);
}
}
protected override void OnPositionOpened(Position position)
{
this.klBiFcxZsD.OnPositionOpened(position);
this.csNiLdTRqH[position.Instrument].OnPositionOpened();
}
private void UnWatchPosition(Position position)
{
position.Instrument.NewBar -= new BarEventHandler(this.OnNewBar);
position.Instrument.NewTrade -= new TradeEventHandler(this.OnNewTrade);
}
protected override void OnPortfolioValueChanged(Position position)
{
this.klBiFcxZsD.OnPositionValueChanged(position);
this.csNiLdTRqH[position.Instrument].OnPositionValueChanged();
}
private void EmitPositionClosed(Position position)
{
if (this.PositionClosed != null)
this.PositionClosed(this, new PositionEventArgs(position));
}
protected virtual void OnPortfolioValueChanged(Position position)
{
}
private void EmitValueChanged(Position position)
{
if (this.ValueChanged != null)
this.ValueChanged(this, new PositionEventArgs(position));
}
protected virtual void OnPositionClosed(Position position)
{
}
public RoundTrip(Position Position, Instrument Instrument, PositionSide TradePosition, double Amount, double EntryPrice, double ExitPrice, DateTime EntryDateTime, DateTime ExitDateTime)
:base()
{
this.position = Position;
this.instrument = Instrument;
this.tradePosition = TradePosition;
this.amount = Amount;
this.entryPrice = EntryPrice;
this.exitPrice = ExitPrice;
this.entryDateTime = EntryDateTime;
this.exitDateTime = ExitDateTime;
this.entryCost = 0.0;
this.exitCost = 0.0;
this.entryValue = EntryPrice * Amount;
this.exitValue = ExitPrice * Amount;
this.roundTripLowPrice = EntryPrice;
this.roundTripHighPrice = EntryPrice;
this.status = RoundTripStatus.Closed;
}