public static POSITION_CLOSED UndecorateClosedPosition(MarketOrder pos)
{
// ReSharper disable PossibleInvalidOperationException
var p = new POSITION_CLOSED
{
ID = pos.ID,
AccountID = pos.AccountID,
Comment = pos.Comment,
ExitReason = (int)pos.ExitReason,
ExpertComment = pos.ExpertComment,
Magic = pos.Magic,
PendingOrderID = pos.PendingOrderID,
PriceBest = (decimal?)pos.PriceBest,
PriceWorst = (decimal?)pos.PriceWorst,
PriceEnter = (decimal)pos.PriceEnter,
ResultBase = (decimal)pos.ResultBase,
ResultDepo = (decimal)pos.ResultDepo,
ResultPoints = (decimal)pos.ResultPoints,
Side = pos.Side,
Stoploss = (decimal?)pos.StopLoss,
Swap = (decimal)(pos.Swap ?? 0),
Symbol = pos.Symbol,
Takeprofit = (decimal?)pos.TakeProfit,
TimeEnter = pos.TimeEnter,
Volume = pos.Volume,
PriceExit = (decimal)pos.PriceExit.Value,
TimeExit = pos.TimeExit.Value
};
// ReSharper restore PossibleInvalidOperationException
return(p);
}
public static MarketOrder DecorateOrder(POSITION_CLOSED pos)
{
var mo = new MarketOrder
{
AccountID = pos.AccountID,
Comment = pos.Comment,
ExpertComment = pos.ExpertComment,
ID = pos.ID,
Magic = pos.Magic,
PendingOrderID = pos.PendingOrderID,
PriceBest = (float?)pos.PriceBest,
PriceEnter = (float)pos.PriceEnter,
PriceWorst = (float?)pos.PriceWorst,
PriceExit = (float?)pos.PriceExit,
TimeExit = pos.TimeExit,
Side = pos.Side,
State = PositionState.Closed,
StopLoss = (float?)(pos.Stoploss == 0 ? null : pos.Stoploss),
TakeProfit = (float?)(pos.Takeprofit == 0 ? null : pos.Takeprofit),
Swap = (float?)pos.Swap,
Symbol = pos.Symbol,
TimeEnter = pos.TimeEnter,
Volume = pos.Volume,
ResultDepo = (float)pos.ResultDepo,
ResultPoints = (float)pos.ResultPoints,
ResultBase = (float)pos.ResultBase,
ExitReason = (PositionExitReason)pos.ExitReason
};
return(mo);
}
private static decimal AmendDeal(POSITION_CLOSED deal, TradeSharpConnection conn, decimal deltaAmount)
{
// "поправить" сделку
deal.Side = - deal.Side;
deal.ResultDepo = - deal.ResultDepo;
var bc = conn.BALANCE_CHANGE.FirstOrDefault(b => b.Position == deal.ID);
if (bc != null)
{
bc.ChangeType = (int) BalanceChangeType.Profit;
var trans = conn.TRANSFER.FirstOrDefault(t => t.BalanceChange == bc.ID);
deltaAmount += (bc.Amount*2);
if (trans != null)
{
trans.Amount = -trans.Amount;
trans.TargetAmount = -trans.TargetAmount;
}
}
return deltaAmount;
}
private bool ModifyClosedPosition(MarketOrder order, TradeSharpConnection ctx, POSITION_CLOSED pos,
out string errorString)
{
errorString = string.Empty;
if (order.IsClosed)
{
var opened = new POSITION
{
AccountID = pos.AccountID,
ID = pos.ID,
Comment = order.Comment,
Magic = order.Magic,
ExpertComment = order.ExpertComment,
PendingOrderID = order.PendingOrderID,
PriceBest = (decimal?)order.PriceBest,
PriceEnter = (decimal)order.PriceEnter,
PriceWorst = (decimal?)order.PriceWorst,
Side = order.Side,
Stoploss = (decimal?)order.StopLoss,
Symbol = order.Symbol,
Takeprofit = (decimal?)order.TakeProfit,
TimeEnter = order.TimeEnter,
Volume = order.Volume,
State = (int) order.State,
MasterOrder = order.MasterOrder
};
ctx.POSITION_CLOSED.Remove(pos);
ctx.POSITION.Add(opened);
ctx.SaveChanges();
Logger.InfoFormat("Closed order {0} {1} {2} {3} was reopened",
pos.ID, pos.Side > 0 ? "BUY" : "SELL", pos.Volume, pos.Symbol);
return true;
}
pos.Comment = order.Comment;
pos.Magic = order.Magic;
pos.ExpertComment = order.ExpertComment;
pos.PendingOrderID = order.PendingOrderID;
pos.PriceBest = (decimal?)order.PriceBest;
pos.PriceEnter = (decimal)order.PriceEnter;
pos.PriceWorst = (decimal?)order.PriceWorst;
pos.Side = order.Side;
pos.Stoploss = (decimal?)order.StopLoss;
pos.Symbol = order.Symbol;
pos.Takeprofit = (decimal?)order.TakeProfit;
if (order.TimeEnter != default(DateTime))
pos.TimeEnter = order.TimeEnter;
pos.Volume = order.Volume;
pos.ExitReason = (int) order.ExitReason;
pos.PriceExit = (decimal) (order.PriceExit ?? 0);
pos.PriceWorst = (decimal?) order.PriceWorst;
pos.ResultBase = (decimal)order.ResultBase;
pos.ResultDepo = (decimal)order.ResultDepo;
pos.ResultPoints = (decimal)order.ResultPoints;
pos.TimeExit = order.TimeExit ?? default(DateTime);
pos.Swap = (decimal) (order.Swap ?? 0);
Logger.InfoFormat("Closed order {0} {1} {2} {3} was modified",
pos.ID, pos.Side > 0 ? "BUY" : "SELL", pos.Volume, pos.Symbol);
ctx.SaveChanges();
return true;
}
private bool ModifyOpenedPosition(MarketOrder order, TradeSharpConnection ctx, POSITION pos,
out string errorString)
{
errorString = string.Empty;
if (order.IsClosed)
{
var closed = new POSITION_CLOSED
{
AccountID = pos.AccountID,
ID = pos.ID,
Comment = order.Comment,
ExitReason = (int) order.ExitReason,
Magic = order.Magic,
ExpertComment = order.ExpertComment,
PendingOrderID = order.PendingOrderID,
PriceBest = (decimal?) order.PriceBest,
PriceEnter = (decimal) order.PriceEnter,
PriceExit = (decimal) (order.PriceExit ?? 0),
PriceWorst = (decimal?) order.PriceWorst,
ResultBase = (decimal) order.ResultBase,
ResultDepo = (decimal) order.ResultDepo,
ResultPoints = (decimal) order.ResultPoints,
Side = order.Side,
Stoploss = (decimal?) order.StopLoss,
Swap = (decimal) (order.Swap ?? 0),
Symbol = order.Symbol,
Takeprofit = (decimal?) order.TakeProfit,
TimeEnter = order.TimeEnter,
TimeExit = order.TimeExit ?? default(DateTime),
Volume = order.Volume
};
ctx.POSITION.Remove(pos);
ctx.POSITION_CLOSED.Add(closed);
return true;
}
pos.Comment = order.Comment;
pos.Magic = order.Magic;
pos.ExpertComment = order.ExpertComment;
pos.PendingOrderID = order.PendingOrderID;
pos.PriceBest = (decimal?) order.PriceBest;
pos.PriceEnter = (decimal) order.PriceEnter;
pos.PriceWorst = (decimal?) order.PriceWorst;
pos.Side = order.Side;
pos.Stoploss = (decimal?) order.StopLoss;
pos.Symbol = order.Symbol;
pos.Takeprofit = (decimal?) order.TakeProfit;
pos.TimeEnter = order.TimeEnter;
pos.Volume = order.Volume;
pos.State = (int) order.State;
pos.MasterOrder = order.MasterOrder;
ctx.SaveChanges();
return true;
}
public static POSITION_CLOSED UndecorateClosedPosition(MarketOrder pos)
{
// ReSharper disable PossibleInvalidOperationException
var p = new POSITION_CLOSED
{
ID = pos.ID,
AccountID = pos.AccountID,
Comment = pos.Comment,
ExitReason = (int)pos.ExitReason,
ExpertComment = pos.ExpertComment,
Magic = pos.Magic,
PendingOrderID = pos.PendingOrderID,
PriceBest = (decimal?)pos.PriceBest,
PriceWorst = (decimal?)pos.PriceWorst,
PriceEnter = (decimal)pos.PriceEnter,
ResultBase = (decimal)pos.ResultBase,
ResultDepo = (decimal)pos.ResultDepo,
ResultPoints = (decimal)pos.ResultPoints,
Side = pos.Side,
Stoploss = (decimal?)pos.StopLoss,
Swap = (decimal)(pos.Swap ?? 0),
Symbol = pos.Symbol,
Takeprofit = (decimal?)pos.TakeProfit,
TimeEnter = pos.TimeEnter,
Volume = pos.Volume,
PriceExit = (decimal)pos.PriceExit.Value,
TimeExit = pos.TimeExit.Value
};
// ReSharper restore PossibleInvalidOperationException
return p;
}
public static MarketOrder DecorateOrder(POSITION_CLOSED pos)
{
var mo = new MarketOrder
{
AccountID = pos.AccountID,
Comment = pos.Comment,
ExpertComment = pos.ExpertComment,
ID = pos.ID,
Magic = pos.Magic,
PendingOrderID = pos.PendingOrderID,
PriceBest = (float?)pos.PriceBest,
PriceEnter = (float)pos.PriceEnter,
PriceWorst = (float?)pos.PriceWorst,
PriceExit = (float?)pos.PriceExit,
TimeExit = pos.TimeExit,
Side = pos.Side,
State = PositionState.Closed,
StopLoss = (float?)(pos.Stoploss == 0 ? null : pos.Stoploss),
TakeProfit = (float?)(pos.Takeprofit == 0 ? null : pos.Takeprofit),
Swap = (float?)pos.Swap,
Symbol = pos.Symbol,
TimeEnter = pos.TimeEnter,
Volume = pos.Volume,
ResultDepo = (float)pos.ResultDepo,
ResultPoints = (float)pos.ResultPoints,
ResultBase = (float)pos.ResultBase,
ExitReason = (PositionExitReason)pos.ExitReason
};
return mo;
}