/// <summary>
/// Do trading work initiated from scheduler task
/// </summary>
private void DoTradingWork()
{
if (AllConfigurations.AllConfigurationsObject.Application.AllowAutoTrading == false)
{
return;
}
if (UNLManager.PositionsDataBuilder.PositionDataDic.Values.Count == 0)
{
return;
}
foreach (var expiry in ExpiryDateEnumerable)
{
try
{
if (UNLManager.PositionsDataBuilder.PositionDataDic.Values.Any(
pd => pd.Position < 0 && pd.OptionData.Expiry == expiry &&
(pd.OptionData.DeltaAbsValue >= MaxDeltaOffset ||
pd.OptionData.DeltaAbsValue <= MinDeltaOffset)) == false)
{
continue;
}
OnPositionNeedToOptimized();
//return;
var optimizer = new PositionsOptimizer(Symbol, expiry);
_optimizersDic[optimizer.GetHashCode()] = optimizer;
optimizer.MissionAccomplished += OptimizerOnMissionAccomplished;
optimizer.OptimizePositions();
}
catch (Exception ex)
{
Logger.Error(ex.Message, ex);
}
}
}
public void PerformPartialOptimization(DateTime expiryDate, int mateCoupleCount)
{
var optimizer = new PositionsOptimizer(Symbol, expiryDate);
if (!optimizer.PerformPartialOptimization(mateCoupleCount))
{
throw new Exception("There is no positions for optimization!");
}
}
private void OptimizerOnMissionAccomplished(PositionsOptimizer positionsOptimizer)
{
var key = positionsOptimizer.GetHashCode();
if (_optimizersDic.ContainsKey(key))
{
_optimizersDic.Remove(key);
}
//Remove registration:
positionsOptimizer.MissionAccomplished -= OptimizerOnMissionAccomplished;
}
public void OptimizePositions(DateTime expiryDate)
{
var optimizer = new PositionsOptimizer(Symbol, expiryDate);
optimizer.OptimizePositions();
}