private async Task <bool> OpenPosition(OptionTrade trade, Api.Interval interval)
{
TimeSpan updateSpan = DateTime.UtcNow - trade.TradeDate;
StockData data = await StockDataBase.Get(trade.Spread.Stock, interval, updateSpan);
OptionPosition position = GetPosition(trade.Spread);
position.Spread = trade.Spread;
double totalBalance = await TotalBalance(trade.TradeDate, interval);
position.EntryDate = trade.TradeDate;
double margin = await trade.Spread.MaxLoss(trade.TradeDate);
double budget = totalBalance * trade.PortfolioPercentage;
if (trade.Amount == 0)
{
position.Amount = (int)(budget / (margin * (1 + Slippage) + Fee));
}
else
{
double totalCost = (margin * (1 + Slippage) + Fee) * trade.Amount;
if (Cash >= totalCost)
{
position.Amount = trade.Amount;
}
else
{
position.Amount = 0;
}
}
Cash -= position.Amount * (margin * (1 + Slippage) + Fee);
return(true);
}
public static async Task <StockData> Get(Stock stock, Api.Interval interval, TimeSpan updateSpan)
{
StockData stockData;
if (!Contains(stock, interval))
{
stockData = await stock.LoadStockData(interval, updateSpan);
AddStockData(stockData);
}
else
{
stockData = GetStockData(stock, interval);
DateTime lastRefeshed;
try
{
lastRefeshed = DateTime.Parse(stockData.MetaData.LastRefreshed);
}
catch
{
lastRefeshed = DateTime.MinValue;
}
if (DateTime.UtcNow - lastRefeshed > updateSpan)
{
stockData = await stock.LoadStockData(interval, updateSpan);
ReplaceStockData(stockData);
}
}
return(stockData);
}
public void MakeTrade(StockTrade trade, Api.Interval interval)
{
if (trade.Stock != null)
{
ClosePosition(trade, interval);
OpenPosition(trade, interval);
}
}
public async void MakeTrade(OptionTrade trade, Api.Interval interval)
{
if (trade.Spread != null)
{
ClosePosition(trade, interval);
bool x = await OpenPosition(trade, interval);
TradeMade?.Invoke(this, new EventArgs());
}
}
private async void ClosePosition(StockTrade trade, Api.Interval interval)
{
StockData data = await StockDataBase.Get(trade.Stock, interval);
StockPosition position = GetPosition(trade.Stock);
double posValue = GetPositionValue(position, data, trade.DataIndex);
position.Amount = 0;
Cash += posValue;
}
private async void ClosePosition(OptionTrade trade, Api.Interval interval)
{
TimeSpan updateSpan = DateTime.UtcNow - trade.TradeDate;
StockData data = await StockDataBase.Get(trade.Spread.Stock, interval, updateSpan);
OptionPosition position = GetPosition(trade.Spread);
double posValue = await GetPositionValue(position, data, trade.TradeDate);
Cash += posValue * (1 - Slippage) - Fee * position.Amount;
position.Amount = 0;
}
public async Task <StockData> DownloadStockData(Api.Interval interval)
{
string filePath = Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + "\\DataMAN\\Financial data\\Stocks\\"
+ _stockSymbol + "\\" + interval.ToString() + "\\" + _stockSymbol + ".json";
await Api.GetDataToFile(_stockSymbol, interval, Api.Outputsize.full, filePath);
StockData stockData = LoadStockDataFromFile(interval);
return(stockData);
}
public async Task <double> TotalBalance(int dataIndex, Api.Interval interval)
{
double total = Cash;
foreach (StockPosition position in Positions)
{
StockData data = await StockDataBase.Get(position.Stock, interval);
total += GetPositionValue(position, data, dataIndex);
}
return(total);
}
public async Task <double> TotalBalance(DateTime date, Api.Interval interval)
{
double total = Cash;
foreach (OptionPosition position in Positions)
{
TimeSpan updateSpan = DateTime.UtcNow - date;
StockData data = await StockDataBase.Get(position.Spread.Stock, interval, updateSpan);
total += await GetPositionValue(position, data, date) * (1 - Slippage);
}
return(total);
}
private static bool Contains(Stock stock, Api.Interval interval)
{
foreach (StockData data in dataBase)
{
if (data.MetaData.Symbol.Equals(stock.StockSymbol, StringComparison.OrdinalIgnoreCase))
{
if (data.MetaData.Interval == interval)
{
return(true);
}
}
}
return(false);
}
private static StockData GetStockData(Stock stock, Api.Interval interval)
{
foreach (StockData data in dataBase)
{
if (data.MetaData.Symbol.Equals(stock.StockSymbol, StringComparison.OrdinalIgnoreCase))
{
if (data.MetaData.Interval == interval)
{
return(data);
}
}
}
return(null);
}
private async void OpenPosition(StockTrade trade, Api.Interval interval)
{
StockData data = await StockDataBase.Get(trade.Stock, interval);
StockPosition position = GetPosition(trade.Stock);
double totalBalance = await TotalBalance(trade.DataIndex, interval);
position.EntryIndex = trade.DataIndex;
double entryPrice = data.TimeSeries.DataPoints[trade.DataIndex].Close;
double budget = totalBalance * trade.PortfolioPercentage;
position.Amount = (int)(budget / entryPrice);
position.Type = trade.Type;//long or short
Cash -= position.Amount * entryPrice;
}
public StockData LoadStockDataFromFile(Api.Interval interval)
{
StockData stockData = new StockData();
if (StockSymbol.Length > 0)
{
string filePath = Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + "\\DataMAN\\Financial data\\Stocks\\"
+ _stockSymbol + "\\" + interval.ToString() + "\\" + _stockSymbol + ".json";
if (File.Exists(filePath))
{
stockData = JsonConverter.ConvertJsonFromFile(filePath);
}
}
return(stockData);
}
public async Task <StockData> LoadStockData(Api.Interval interval, TimeSpan dataRefreshTime)
{
StockData tempData = LoadStockDataFromFile(interval);
DateTime lastRefeshed;
try
{
lastRefeshed = DateTime.Parse(tempData.MetaData.LastRefreshed);
}
catch
{
lastRefeshed = DateTime.MinValue;
}
if (DateTime.UtcNow - lastRefeshed > dataRefreshTime)
{
tempData = await DownloadStockData(interval);
}
int tempDataCount = tempData.TimeSeries.DataPoints.Count;
return(tempData);
}
public StockTradeList(Api.Interval interval)
{
Interval = interval;
Trades = new List <StockTrade>();
}
private void LoadStockChart(Stock stock, Api.Interval interval)
{
LoadStockEvent?.Invoke(stock, interval);
}
private void LoadStockChart(Stock stock, Api.Interval interval)
{
LoadStock(stock);
}
public static async Task <StockData> Get(Stock stock, Api.Interval interval)
{
StockData stockData = await Get(stock, interval, _dataRefreshRate);
return(stockData);
}
private void LoadStockChart(Stock stock, Api.Interval interval)
{
GlobalObjects.Chart.Interval = interval;
LoadStock(stock);
}
public OptionTradeList(Stock stock, Api.Interval interval)
{
Stock = stock;
Interval = interval;
Trades = new List <OptionTrade>();
}
