public void TestFilter()
{
var orders = MakeOrders();
var filter = new OrderFilterAndSortOrder
{
filterExpertComment = "FX",
filterTicker = "USDCAD",
filterMagic = 5,
sortAscending = false,
sortByTimeEnter = true,
takeCount = 2
};
var filtered = filter.ApplyFilter(orders.AsQueryable()).ToList();
Assert.AreEqual(2, filtered.Count, "OrderFilterAndSortOrder - должен вернуть ровно 2 записи");
Assert.AreEqual(2, filtered[0].ID, "OrderFilterAndSortOrder - должны быть отсортированы по убыванию времени входа");
}
public override RequestStatus GetOrdersByFilter(int accountId, bool getClosedOrders, OrderFilterAndSortOrder filter, out List<MarketOrder> orders)
{
return TradeSharpAccount.Instance.proxy.GetOrdersByFilter(accountId, getClosedOrders, filter, out orders);
}
public abstract RequestStatus GetOrdersByFilter(int accountId, bool getClosedOrders, OrderFilterAndSortOrder filter, out List<MarketOrder> orders);
public override Dictionary<string, DateTime> GetRequiredSymbolStartupQuotes(DateTime startTrade)
{
if (string.IsNullOrEmpty(ticker)) return null;
// определить, когда была открыта последняя сделка робота
// нужно знать все свечи на интервале от этого входа до момента старта
var filter = new OrderFilterAndSortOrder
{
filterExpertComment = RobotNamePreffix,
filterTicker = ticker,
filterMagic = Magic,
sortAscending = false,
sortByTimeEnter = true,
takeCount = 1
};
List<MarketOrder> ordersClosed;
robotContext.GetOrdersByFilter(robotContext.AccountInfo.ID, true, filter, out ordersClosed);
List<MarketOrder> orders;
robotContext.GetOrdersByFilter(robotContext.AccountInfo.ID, false, filter, out orders);
var ordersTotal = (ordersClosed ?? new List<MarketOrder>()).Union(orders ?? new List<MarketOrder>());
var lastOrder = ordersTotal.OrderByDescending(o => o.TimeEnter).FirstOrDefault();
var requestStart = startTrade;
if (lastOrder != null && lastOrder.TimeEnter < requestStart)
requestStart = lastOrder.TimeEnter;
// дать запас времени для точного формирования свечи
requestStart = requestStart.AddMinutes(-1024);
return new Dictionary<string, DateTime> { { ticker, requestStart } };
}
private List<MarketOrder> GetLastClosedOrders()
{
var filter = new OrderFilterAndSortOrder
{
filterExpertComment = RobotNamePreffix,
filterMagic = Magic,
takeCount = MaxDealsInSeries + 1,
sortAscending = false,
sortByTimeEnter = true,
filterTicker = ticker
};
List<MarketOrder> ordersClosed;
robotContext.GetOrdersByFilter(robotContext.AccountInfo.ID, true, filter, out ordersClosed);
return ordersClosed ?? new List<MarketOrder>();
}
public RequestStatus GetOrdersByFilter(
int accountId,
bool getClosedOrders,
OrderFilterAndSortOrder filter,
out List<MarketOrder> orders)
{
using (var ctx = DatabaseContext.Instance.Make())
{
try
{
if (getClosedOrders)
{
var positions = from pos in ctx.POSITION_CLOSED
where
pos.AccountID == accountId &&
(filter.filterMagic == null || filter.filterMagic.Value == pos.Magic) &&
(filter.filterSide == null || filter.filterSide.Value == pos.Side) &&
(string.IsNullOrEmpty(filter.filterComment) ||
pos.Comment.Contains(filter.filterComment)) &&
(string.IsNullOrEmpty(filter.filterExpertComment) ||
pos.ExpertComment.Contains(filter.filterExpertComment)) &&
(string.IsNullOrEmpty(filter.filterTicker) ||
pos.Symbol.Contains(filter.filterTicker)) &&
(filter.filterTimeEnterStartsWith == null ||
pos.TimeEnter >= filter.filterTimeEnterStartsWith.Value) &&
(filter.filterTimeEnterEndsWith == null ||
pos.TimeEnter <= filter.filterTimeEnterEndsWith.Value) &&
(filter.filterTimeExitStartsWith == null ||
pos.TimeExit >= filter.filterTimeExitStartsWith) &&
(filter.filterTimeExitEndsWith == null ||
pos.TimeExit <= filter.filterTimeExitEndsWith)
select pos;
positions =
(filter.sortAscending
? positions.OrderBy(p => filter.sortByTimeEnter ? p.TimeEnter : p.TimeExit)
: positions.OrderByDescending(p => filter.sortByTimeEnter ? p.TimeEnter : p.TimeExit))
.Take(filter.takeCount);
orders = positions.ToList().Select(LinqToEntity.DecorateOrder).ToList();
}
else
{
var positions = from pos in ctx.POSITION
where
pos.AccountID == accountId &&
(filter.filterMagic == null || filter.filterMagic.Value == pos.Magic) &&
(filter.filterSide == null || filter.filterSide.Value == pos.Side) &&
(string.IsNullOrEmpty(filter.filterComment) ||
pos.Comment.Contains(filter.filterComment)) &&
(string.IsNullOrEmpty(filter.filterExpertComment) ||
pos.Comment.Contains(filter.filterExpertComment)) &&
(string.IsNullOrEmpty(filter.filterTicker) ||
pos.Comment.Contains(filter.filterTicker)) &&
(filter.filterTimeEnterStartsWith == null ||
pos.TimeEnter >= filter.filterTimeEnterStartsWith.Value) &&
(filter.filterTimeEnterEndsWith == null ||
pos.TimeEnter <= filter.filterTimeEnterEndsWith.Value)
select pos;
positions =
(filter.sortAscending
? positions.OrderBy(p => p.TimeEnter)
: positions.OrderByDescending(p => p.TimeEnter))
.Take(filter.takeCount);
orders = positions.ToList().Select(LinqToEntity.DecorateOrder).ToList();
}
return RequestStatus.OK;
}
catch (Exception ex)
{
orders = null;
Logger.ErrorFormat("Ошибка в GetOrdersByFilter({0}): {1}", accountId, ex);
return RequestStatus.ServerError;
}
}
}
