예제 #1
0
        public SimultaneousBuySellBase(UpstoxTradeParams tradeParams)
        {
            broker    = tradeParams.upstox;
            stockCode = tradeParams.stockCode;
            isinCode  = tradeParams.isinCode;
            ordQty    = tradeParams.ordQty;
            maxAllowedOutstandingQty = tradeParams.maxTotalOutstandingQtyAllowed;
            maxBuyOrders             = tradeParams.maxBuyOrdersAllowedInADay;
            exchange     = tradeParams.exchange;
            positionFile = @"PositionFile_" + stockCode + ".txt";

            buyPriceCap = tradeParams.buyPriceCap;
            goodPrice   = tradeParams.buyPriceCap;
            pctLtpOfLastBuyPriceForAveraging = tradeParams.pctExtraMarkdownForAveraging;
            buyMarkdownFromLtpDefault        = tradeParams.buyMarkdownFromLcpDefault;
            sellMarkupDefault            = tradeParams.sellMarkupForMargin;
            sellMarkupForDelivery        = tradeParams.sellMarkupForDelivery;
            sellMarkupForMinProfit       = tradeParams.sellMarkupForMinProfit;
            squareOffAllPositionsAtEOD   = tradeParams.squareOffAllPositionsAtEOD;
            pctMaxLossSquareOffPositions = tradeParams.pctMaxLossSquareOffPositionsAtEOD;
            useAvgBuyPriceInsteadOfLastBuyPriceToCalculateBuyPriceForNewOrder = tradeParams.useAvgBuyPriceInsteadOfLastBuyPriceToCalculateBuyPriceForNewOrder;

            startTime = tradeParams.startTime;
            endTime   = tradeParams.endTime;
        }
 public SimultaneousBuySell(UpstoxTradeParams tradeParams) : base(tradeParams)
 {
 }