public static void AddShortPosition(
Framework framework,
SmartQuant.Portfolio pf,
DateTime dateTime,
Instrument instrument, byte currencyId,
double old_qty, double new_qty,
double price,
string text)
{
double diff = new_qty - old_qty;
if (diff == 0)
{
return;
}
if (diff > 0)
{
// 数量变多是开仓
AddPosition(framework, pf, dateTime, instrument, currencyId, OrderSide.Sell, SubSide.SellShort, diff, price, "Short+" + text);
}
else
{
AddPosition(framework, pf, dateTime, instrument, currencyId, OrderSide.Buy, SubSide.BuyCover, -diff, price, "Short-" + text);
}
Console.WriteLine("Portfolio:{0};Instrument:{1};ShortPositionQty:{2} + {3} = {4}",
pf.Name, instrument.Symbol, old_qty, diff, new_qty);
}
public void OnInit(string name)
{
this.name = name;
this.portfolio = Framework.Current.PortfolioManager[name];
if (this.portfolio == null)
{
return;
}
this.ltvStatistics.BeginUpdate();
this.ltvStatistics.Groups.Clear();
this.ltvStatistics.Items.Clear();
for (int index = 0; index < this.portfolio.Statistics.Items.Count; ++index)
{
PortfolioStatisticsItem statistics = this.portfolio.Statistics.Items[index];
if (statistics.Show)
{
if (this.ltvStatistics.Groups[statistics.Category] == null)
{
this.ltvStatistics.Groups.Add(statistics.Category, statistics.Category);
}
StatisticsViewItem statisticsViewItem = new StatisticsViewItem(statistics);
statisticsViewItem.Group = this.ltvStatistics.Groups[statistics.Category];
this.ltvStatistics.Items.Add((ListViewItem)statisticsViewItem);
}
}
this.ltvStatistics.EndUpdate();
}
private TreeGridNodeCollection FindNodesByPortfolio(SmartQuant.Portfolio portfolio)
{
// 找到对应的节点然后再，然后再做决定
TreeGridNodeCollection Nodes = null;
if (portfolio.Parent == null)
{
// 根节点
Nodes = this.treeGridView1.Nodes;
}
else
{
// 子节点
TreeGridNode _node;
if (portfolio_nodes.TryGetValue(portfolio.Parent, out _node))
{
Nodes = _node.Nodes;
}
else
{
Nodes = this.treeGridView1.Nodes;
}
}
return(Nodes);
}
private TreeGridNode AddPortfolio(SmartQuant.Portfolio portfolio, TreeGridNodeCollection Nodes, bool hasChildren)
{
// 添加投资组合
var node = Nodes.Add(
portfolio.Name,
null,
null,
null,
null,
portfolio.AccountValue,
null,
DateTime.Today
);
node.Cells[IDX_Symbol].ReadOnly = false;
node.Cells[IDX_Symbol].Style.BackColor = Color.LightYellow;
node.Cells[IDX_Long].ReadOnly = true;
node.Cells[IDX_Short].ReadOnly = true;
node.Cells[IDX_AccountValue].Style.BackColor = Color.LightYellow;
node.Cells[IDX_EntryDate].Style.BackColor = Color.LightYellow;
// 记录下，下次添加子节点使用
portfolio_nodes.Add(portfolio, node);
// 记录下，用于回头修改持仓，它一般有子节点
nodes_position_portfolio.Add(node, portfolio);
if (!hasChildren)
{
node.DefaultCellStyle.BackColor = Color.LightPink;
}
return(node);
}
public static void AddPosition2(
Framework framework,
SmartQuant.Portfolio pf,
DateTime dateTime,
Instrument instrument, byte currencyId,
OrderSide side, SubSide subSide,
double qty, double price,
string text)
{
// 强行改变Portfolio，无法存盘，所以被淘汰
var order = new Order(null, pf, instrument, OrderType.Limit, side, qty, price, 0, TimeInForce.Day, 0, text);
order.SubSide = subSide;
var er = new ExecutionReport(order);
er.DateTime = dateTime;
er.CurrencyId = currencyId;
er.LastQty = qty;
er.LastPx = price;
er.Text = text;
var f = new Fill(er);
pf.Add(f);
}
public ChildrenStatisticsViewItem(SmartQuant.Portfolio portfolio)
: base(new string[8])
{
this.Portfolio = portfolio;
this.SubItems[0].Text = this.Portfolio.Name;
this.UseItemStyleForSubItems = false;
this.Update();
}
public ChildrenStatisticsViewItem(SmartQuant.Portfolio portfolio)
: base(new string[8])
{
this.Portfolio = portfolio;
this.SubItems[0].Text = this.Portfolio.Name;
this.UseItemStyleForSubItems = false;
this.Update();
}
private void button_import_Click(object sender, EventArgs e)
{
// 导入数据时，可以通过导入的方式进行改仓，或记录今昨
// 比如第一天收盘后多5手，第二天收盘后多2手，按此记录即可
// 它会在第二天的指定时间平仓3手
OpenFileDialog ofd = new OpenFileDialog();
ofd.Filter = "CSV文件(*.csv)|*.csv|所有文件(*.*)|*.*"; //设置“另存为文件类型”或“文件类型”框中出现的选择内容
ofd.Title = "打开文件"; //获取或设置文件对话框标题
ofd.RestoreDirectory = true;
if (ofd.ShowDialog() != DialogResult.OK)
{
return;
}
var list = PortfolioHelper.from_csv <PositionItem>(ofd.FileName);
foreach (var it in list)
{
var inst = framework.InstrumentManager.GetBySymbol(it.Symbol);
var pf = framework.PortfolioManager.GetByName(it.PortfolioName);
if (pf == null)
{
pf = new SmartQuant.Portfolio(it.PortfolioName);
framework.PortfolioManager.Add(pf);
pf.Parent = framework.PortfolioManager.GetByName(it.Parent);
}
if (inst == null)
{
continue;
}
var position = pf.GetPosition(inst);
var old_qty = 0.0;
if (it.Side == PositionSide.Long)
{
if (position != null)
{
old_qty = position.LongPositionQty;
}
PortfolioHelper.AddLongPosition(framework, pf, it.EntryDate, inst, inst.CurrencyId, old_qty, it.Qty, it.EntryPrice, "Import from csv");
}
else
{
if (position != null)
{
old_qty = position.ShortPositionQty;
}
PortfolioHelper.AddShortPosition(framework, pf, it.EntryDate, inst, inst.CurrencyId, old_qty, it.Qty, it.EntryPrice, "Import from csv");
}
}
// refresh();
}
private TreeGridNode FindNodeByPortfolio(SmartQuant.Portfolio portfolio)
{
TreeGridNode _node = null;
if (portfolio_nodes.TryGetValue(portfolio, out _node))
{
return(_node);
}
return(null);
}
public void OnInit(string name, Portfolio portfolioControl)
{
this.name = name;
this.portfolioControl = portfolioControl;
this.portfolio = Framework.Current.PortfolioManager[name];
this.PositionViewItems.Clear();
this.ltvPositions.Items.Clear();
this.TransactionsViewItems.Clear();
this.ltvTransactions.VirtualListSize = this.TransactionsViewItems.Count;
this.ltvPortfolio.Items.Clear();
this.ltvPortfolio.Items.Add(new ListViewItem(new string[this.ltvPortfolio.Columns.Count]));
}
public void OnInit(string name, Portfolio portfolioControl)
{
this.name = name;
this.portfolioControl = portfolioControl;
this.portfolio = Framework.Current.PortfolioManager[name];
this.PositionViewItems.Clear();
this.ltvPositions.Items.Clear();
this.TransactionsViewItems.Clear();
this.ltvTransactions.VirtualListSize = this.TransactionsViewItems.Count;
this.ltvPortfolio.Items.Clear();
this.ltvPortfolio.Items.Add(new ListViewItem(new string[this.ltvPortfolio.Columns.Count]));
}
public void OnInit(string name)
{
this.name = name;
if (Framework.Current.PortfolioManager[name] != null)
{
this.portfolio = Framework.Current.PortfolioManager[name];
}
this.cmbChooseStatistics.Items.Clear();
this.cmbChooseStatistics.Items.Add((object)"Daily Return %");
this.cmbChooseStatistics.Items.Add((object)"Drawdown %");
this.cmbChooseStatistics.SelectedIndex = 0;
this.UpdateGUI();
}
public void UpdateGUI()
{
this.portfolio = Framework.Current.PortfolioManager[this.name];
if (this.portfolio == null)
return;
this.ltvPortfolio.BeginUpdate();
string format = "F2";
this.ltvPortfolio.Items[0].SubItems[0].Text = CurrencyId.GetName(this.portfolio.Account.CurrencyId);
this.ltvPortfolio.Items[0].SubItems[1].Text = this.portfolio.AccountValue.ToString(format);
this.ltvPortfolio.Items[0].SubItems[2].Text = this.portfolio.PositionValue.ToString(format);
this.ltvPortfolio.Items[0].SubItems[3].Text = this.portfolio.Value.ToString(format);
this.ltvPortfolio.EndUpdate();
this.ltvTransactions.VirtualListSize = this.TransactionsViewItems.Count;
}
public Order(IExecutionProvider provider, Instrument instrument, OrderType type, OrderSide side, double qty, double price = 0.0, double stopPx = 0.0, TimeInForce timeInForce = TimeInForce.Day, string text = "")
: this()
{
this.provider = provider;
this.instrument = instrument;
this.type = type;
this.side = side;
this.qty = qty;
this.price = price;
this.stopPx = stopPx;
this.timeInForce = timeInForce;
this.text = text;
this.portfolio = null;
}
private void AddNodes_Portfolio(SmartQuant.Portfolio portfolio)
{
// 找到对应的节点然后再，然后再做决定
TreeGridNodeCollection Nodes = FindNodesByPortfolio(portfolio);
if (Nodes == null)
{
return;
}
TreeGridNode node = null;
bool hasChildren = portfolio.Children.Count > 0;
node = AddPortfolio(portfolio, Nodes, hasChildren);
node.Expand();
}
private void AddNodes_Position(SmartQuant.Portfolio portfolio)
{
// 找到对应的节点然后再，然后再做决定
TreeGridNode node = FindNodeByPortfolio(portfolio);
bool hasChildren = portfolio.Children.Count > 0;
if (node == null)
{
AddPositions(portfolio, this.treeGridView1.Nodes, hasChildren);
}
else
{
AddPositions(portfolio, node.Nodes, hasChildren);
}
}
public static void AddPosition(
Framework framework,
SmartQuant.Portfolio pf,
DateTime dateTime,
Instrument instrument, byte currencyId,
OrderSide side, SubSide subSide,
double qty, double price,
string text)
{
// 创建Order
var order = new Order(null, pf, instrument, OrderType.Limit, side, qty, price, 0, TimeInForce.Day, 0, text);
order.SubSide = subSide;
// 想记录下来就得注册
framework.OrderManager.Register(order);
// 模拟下单
var executionCommand = new ExecutionCommand(ExecutionCommandType.Send, order);
executionCommand.DateTime = dateTime;
executionCommand.IsLoaded = true;
framework.OrderManager.Messages.Add(executionCommand);
order.OnExecutionCommand(executionCommand);
framework.EventServer.OnEvent(executionCommand);
// 直接保存不管用
//if (framework.StrategyManager.Persistence == StrategyPersistence.Save || framework.StrategyManager.Persistence == StrategyPersistence.Full)
//{
// framework.OrderServer.Save(executionCommand);
//}
// 模拟成交
var executionReport = new ExecutionReport(executionCommand);
executionReport.OrdStatus = OrderStatus.Filled;
executionReport.ExecType = ExecType.ExecTrade;
executionReport.DateTime = dateTime;
executionReport.LastPx = price;
executionReport.LastQty = qty;
executionReport.LeavesQty = 0;
executionReport.CumQty = qty;
executionReport.IsLoaded = true;
// 成交不需要额外添加
// framework.OrderManager.Messages.Add(executionReport);
order.OnExecutionReport(executionReport);
framework.EventServer.OnEvent(executionReport);
}
public static void AddAccountValue(
Framework framework,
SmartQuant.Portfolio pf,
DateTime dateTime,
byte currencyId, double old_value, double new_value, string text)
{
double diff = new_value - old_value;
if (diff == 0)
{
return;
}
pf.Account.Deposit(dateTime, diff, currencyId, text);
Console.WriteLine("Portfolio:{3};AccountValue: {0} + {1} = {2}", old_value, diff, new_value, text);
}
public void OnInit(string name)
{
this.name = name;
this.portfolio = Framework.Current.PortfolioManager[name];
this.indexes = new Dictionary <string, int>();
if (this.portfolio == null)
{
return;
}
this.ltvChldStatistics.BeginUpdate();
this.ltvChldStatistics.Items.Clear();
for (int index = 0; index < this.portfolio.Children.Count; ++index)
{
this.ltvChldStatistics.Items.Add((ListViewItem) new ChildrenStatisticsViewItem(this.portfolio.Children[index]));
}
this.ltvChldStatistics.EndUpdate();
}
public void UpdateGUI()
{
this.portfolio = Framework.Current.PortfolioManager[this.name];
if (this.portfolio == null)
{
return;
}
this.ltvPortfolio.BeginUpdate();
string format = "F2";
this.ltvPortfolio.Items[0].SubItems[0].Text = CurrencyId.GetName(this.portfolio.Account.CurrencyId);
this.ltvPortfolio.Items[0].SubItems[1].Text = this.portfolio.AccountValue.ToString(format);
this.ltvPortfolio.Items[0].SubItems[2].Text = this.portfolio.PositionValue.ToString(format);
this.ltvPortfolio.Items[0].SubItems[3].Text = this.portfolio.Value.ToString(format);
this.ltvPortfolio.EndUpdate();
this.ltvTransactions.VirtualListSize = this.TransactionsViewItems.Count;
}
public void UpdateGUI()
{
if (Framework.Current.PortfolioManager[this.name] != null)
{
this.portfolio = Framework.Current.PortfolioManager[this.name];
}
this.indexes = new Dictionary <string, int>();
if (this.portfolio == null)
{
return;
}
this.ltvMatrix.BeginUpdate();
this.ltvMatrix.Items.Clear();
this.ltvMatrix.Columns.Clear();
int count = this.portfolio.Children.Count;
if (count > 0)
{
string[] items = new string[count + 1];
List <List <TimeSeries> > list1 = new List <List <TimeSeries> >();
for (int index1 = 0; index1 < count; ++index1)
{
items[index1 + 1] = this.portfolio.Children[index1].Name;
List <TimeSeries> list2 = new List <TimeSeries>();
list2.Add(this.GetTimeSeries(this.portfolio.Children[index1].Statistics));
for (int index2 = 0; index2 < count; ++index2)
{
list2.Add(this.GetTimeSeries(this.portfolio.Children[index2].Statistics));
}
list1.Add(list2);
}
for (int index = 0; index < items.Length; ++index)
{
this.ltvMatrix.Columns.Add("");
this.ltvMatrix.Columns[index].Width = 125;
}
this.ltvMatrix.Items.Add(new ListViewItem(items));
for (int index = 0; index < list1.Count; ++index)
{
this.ltvMatrix.Items.Add((ListViewItem) new CorrelationMatrixViewItem(items[index + 1], list1[index]));
}
}
this.ltvMatrix.EndUpdate();
}
private void Reset()
{
Invoke((System.Action)delegate
{
this.portfolio = Framework.Current.PortfolioManager.Portfolios.GetByIndex(0);
if (this.portfolio == null)
return;
PortfolioPerformance performance = this.portfolio.Performance;
this.chart3.Reset();
this.chart3.SetMainSeries(performance.EquitySeries, false, Color.White);
this.chart3.AddPad();
this.chart3.DrawSeries(performance.DrawdownSeries, 2, Color.White, SimpleDSStyle.Line, SearchOption.ExactFirst, SmoothingMode.HighSpeed);
this.chart3.UpdateStyle = ChartUpdateStyle.WholeRange;
performance.Updated += new EventHandler((sender, e) =>
{
this.chart3.OnItemAdedd(this.portfolio.Performance.EquitySeries.LastDateTime);
});
});
}
private void AddPositions(SmartQuant.Portfolio portfolio, TreeGridNodeCollection Nodes, bool hasChildren)
{
// 检查是否有持仓
foreach (var position in portfolio.Positions)
{
// 添加持仓
var entryPrice = 0.0;
var entyDate = DateTime.Today;
if (position.Fills.Count > 0)
{
entryPrice = position.Fills.Last().Price;
entyDate = position.Fills.Last().DateTime;
}
var _node = Nodes.Add(
portfolio.Name,
position.Instrument.Symbol,
position.Amount,
position.LongPositionQty,
position.ShortPositionQty,
null,
entryPrice,
entyDate
);
_node.Cells[IDX_Symbol].ReadOnly = true;
_node.Cells[IDX_Long].Style.BackColor = Color.LightYellow;
_node.Cells[IDX_Short].Style.BackColor = Color.LightYellow;
_node.Cells[IDX_AccountValue].ReadOnly = true;
_node.Cells[IDX_EntryPrice].Style.BackColor = Color.LightYellow;
_node.Cells[IDX_EntryDate].Style.BackColor = Color.LightYellow;
if (!hasChildren)
{
_node.DefaultCellStyle.BackColor = Color.LightGreen;
}
// 记录下，用于回头修改持仓，它没有子节点
nodes_position_portfolio.Add(_node, position);
}
}
public void UpdateGUI()
{
if (this.portfolio == null)
{
this.OnInit(this.name);
}
this.portfolio = Framework.Current.PortfolioManager[this.name];
if (this.portfolio == null)
{
return;
}
this.ltvChldStatistics.BeginUpdate();
foreach (ListViewItem listViewItem in this.ltvChldStatistics.Items)
{
ChildrenStatisticsViewItem statisticsViewItem = listViewItem as ChildrenStatisticsViewItem;
if (statisticsViewItem != null)
{
statisticsViewItem.Update();
}
}
this.ltvChldStatistics.EndUpdate();
}
public Strategy(Framework framework, string name)
{
this.framework = framework;
this.Name = name;
this.strategiesByInstrument = new IdArray<LinkedList<Strategy>>(1000);
this.strategyByOrderId = new IdArray<Strategy>(1000);
this.strategies = new LinkedList<Strategy>();
this.status = StrategyStatus.Stopped;
this.instruments = new InstrumentList();
this.instrumentCountTable = new IdArray<int>(1000);
if (framework != null)
{
this.portfolio = new Portfolio(framework, this.Name);
framework.PortfolioManager.Add(this.portfolio);
}
this.bars = new BarSeries("", "");
this.equity = new TimeSeries();
this.bids = new TickSeries("");
this.asks = new TickSeries("");
this.stops = new List<Stop>();
this.stopsByInstrument = new IdArray<List<Stop>>(1000);
}
private void AddNodes(SmartQuant.Portfolio portfolio, ShowType show_type)
{
// 找到对应的节点然后再，然后再做决定
TreeGridNodeCollection Nodes = FindNodesByPortfolio(portfolio);
if (Nodes == null)
{
return;
}
TreeGridNode node = null;
bool hasChildren = portfolio.Children.Count > 0;
switch (show_type)
{
case ShowType.All:
node = AddPortfolio(portfolio, Nodes, hasChildren);
AddPositions(portfolio, node.Nodes, hasChildren);
node.Expand();
break;
case ShowType.PortfolioOnly:
node = AddPortfolio(portfolio, Nodes, hasChildren);
node.Expand();
break;
case ShowType.PositionOnly:
// 只显示根节点
// 注意，如果出现在父节点上添加持仓将无法处理，所以最好不要使用特别的用法
if (hasChildren)
{
return;
}
AddPositions(portfolio, this.treeGridView1.Nodes, hasChildren);
break;
}
}
internal void OnParentChanged(Portfolio portfolio)
{
this.OnEvent(new OnPortfolioParentChanged(portfolio));
}
public void OnPortfolioDeleted(Portfolio portfolio)
{
this.OnEvent(new OnPortfolioDeleted(portfolio));
}
internal void OnPositionChanged(Portfolio portfolio, Position position)
{
this.OnEvent(new OnPositionChanged(portfolio, position));
}
public void OnInit(string name)
{
this.name = name;
this.portfolio = Framework.Current.PortfolioManager[name];
if (this.portfolio == null)
return;
this.ltvStatistics.BeginUpdate();
this.ltvStatistics.Groups.Clear();
this.ltvStatistics.Items.Clear();
for (int index = 0; index < this.portfolio.Statistics.Items.Count; ++index)
{
PortfolioStatisticsItem statistics = this.portfolio.Statistics.Items[index];
if (statistics.Show)
{
if (this.ltvStatistics.Groups[statistics.Category] == null)
this.ltvStatistics.Groups.Add(statistics.Category, statistics.Category);
StatisticsViewItem statisticsViewItem = new StatisticsViewItem(statistics);
statisticsViewItem.Group = this.ltvStatistics.Groups[statistics.Category];
this.ltvStatistics.Items.Add((ListViewItem) statisticsViewItem);
}
}
this.ltvStatistics.EndUpdate();
}
public OnPortfolioAdded(Portfolio portfolio)
{
this.portfolio = portfolio;
}
public void OnInit(string name)
{
this.name = name;
if (Framework.Current.PortfolioManager[name] != null)
this.portfolio = Framework.Current.PortfolioManager[name];
this.cmbChooseStatistics.Items.Clear();
this.cmbChooseStatistics.Items.Add((object) "Daily Return %");
this.cmbChooseStatistics.Items.Add((object) "Drawdown %");
this.cmbChooseStatistics.SelectedIndex = 0;
this.UpdateGUI();
}
private void Reset()
{
Invoke((Action)delegate
{
this.portfolio = Framework.Current.PortfolioManager.Portfolios.GetByIndex(0);
if (this.portfolio == null)
return;
foreach (var p in Framework.Current.PortfolioManager.Portfolios)
{
var portfolio = new SmartQuant.Controls.Portfolios.Portfolio();
portfolio.Dock = DockStyle.Fill;
portfolio.Name = p.Name;
portfolio.Init(dataLoader.PortfolioEventQueue, new []{p.Name});
var tpage = new TabPage();
tpage.Controls.Add(portfolio);
tpage.Name = portfolio.Name;
tpage.Text = portfolio.Name;
this.tabControl1.Controls.Add(tpage);
portfolio.UpdateGUI();
}
var accountData = new SmartQuant.Controls.Data.Account.AccountData();
accountData.Dock = DockStyle.Fill;
accountData.Name = "Account";
var page = new TabPage();
page.Controls.Add(accountData);
page.Name = accountData.Name;
page.Text = accountData.Name;
this.tabControl1.Controls.Add(page);
var performance = this.portfolio.Performance;
this.chart3.Reset();
this.chart3.SetMainSeries(performance.EquitySeries, false, Color.White);
this.chart3.AddPad();
this.chart3.DrawSeries(performance.DrawdownSeries, 2, Color.White, SimpleDSStyle.Line, SearchOption.ExactFirst, SmoothingMode.HighSpeed);
this.chart3.UpdateStyle = ChartUpdateStyle.WholeRange;
performance.Updated += (sender, e) => this.chart3.OnItemAdded();
});
}
public void OnPositionOpened(Portfolio portfolio, Position position)
{
this.OnEvent(new OnPositionOpened(portfolio, position));
}
public Position(Portfolio portfolio, Instrument instrument)
{
this.portfolio = portfolio;
this.instrument = instrument;
}
public OnFill(Portfolio portfolio, Fill fill)
{
this.portfolio = portfolio;
this.fill = fill;
}
private void CellEndEdit(SmartQuant.Portfolio pf, SmartQuant.Position pos)
{
double price = GetCellDouble(this.treeGridView1.Rows[this.treeGridView1.CurrentCell.RowIndex].Cells[IDX_EntryPrice]);
DateTime dateTime = GetCellDateTime(this.treeGridView1.Rows[this.treeGridView1.CurrentCell.RowIndex].Cells[IDX_EntryDate]);
switch (this.treeGridView1.CurrentCell.ColumnIndex)
{
case IDX_AccountValue:
{
double new_data = GetCellDouble(this.treeGridView1.CurrentCell);
PortfolioHelper.AddAccountValue(framework, pf, dateTime,
pf.Account.CurrencyId, pf.AccountValue, new_data, "TreeGridView");
}
break;
case IDX_Short:
{
if (pos == null)
{
Console.WriteLine("Error:Position == null");
return;
}
double new_data = GetCellDouble(this.treeGridView1.CurrentCell);
if (new_data < 0)
{
Console.WriteLine("Error:Short must >0");
return;
}
PortfolioHelper.AddShortPosition(framework, pf, dateTime,
pos.Instrument, pos.Instrument.CurrencyId,
pos.ShortPositionQty, new_data, price, "TreeGridView");
}
break;
case IDX_Long:
{
if (pos == null)
{
Console.WriteLine("Error:Position == null");
return;
}
double new_data = GetCellDouble(this.treeGridView1.CurrentCell);
if (new_data < 0)
{
Console.WriteLine("Error:Long must >0");
return;
}
PortfolioHelper.AddLongPosition(framework, pf, dateTime,
pos.Instrument, pos.Instrument.CurrencyId,
pos.LongPositionQty, new_data, price, "TreeGridView");
}
break;
case IDX_Symbol:
{
string new_data = this.treeGridView1.CurrentCell.Value.ToString();
if (string.IsNullOrWhiteSpace(new_data))
{
Console.WriteLine("Error:Symbol is empty");
return;
}
var inst = framework.InstrumentManager.Instruments[new_data];
if (inst == null)
{
Console.WriteLine("Error:Instrument is not exists");
return;
}
pos = pf.GetPosition(inst);
if (pos != null)
{
Console.WriteLine("Error:Position is exists");
return;
}
PortfolioHelper.AddPosition2(framework, pf, dateTime,
inst, inst.CurrencyId, OrderSide.Buy, SubSide.Undefined, 0, price, "TreeGridView");
}
break;
default:
return;
}
}
public PositionEventArgs(Portfolio portfolio, Position position)
: base(portfolio)
{
this.Position = position;
}
public OnPositionClosed(Portfolio portfolio, Position position)
{
this.portfolio = portfolio;
this.position = position;
}
public ExecutionCommand(ExecutionCommand command)
{
this.id = command.id;
this.providerId = command.providerId;
this.portfolioId = command.portfolioId;
this.transactTime = command.transactTime;
this.dateTime = command.dateTime;
this.instrument = command.instrument;
this.provider = command.provider;
this.portfolio = command.portfolio;
this.side = command.side;
this.orderType = command.OrdType;
this.timeInForce = command.timeInForce;
this.price = command.price;
this.stopPx = command.stopPx;
this.qty = command.qty;
this.oCA = command.oCA;
this.text = command.text;
}
public OnPortfolioParentChanged(Portfolio portfolio)
{
this.portfolio = portfolio;
}
internal void OnPositionOpened(Portfolio portfolio, Position position)
{
if (this.strategy != null && this.strategy.status == StrategyStatus.Running)
{
this.strategy.OnPositionOpened_(position);
}
}
public Order(Order order)
: base()
{
this.id = -1;
this.oCA = "";
this.text = "";
this.id = order.id;
this.providerId = order.providerId;
this.portfolioId = order.portfolioId;
this.transactTime = order.transactTime;
this.dateTime = order.dateTime;
this.instrument = order.instrument;
this.provider = order.provider;
this.portfolio = order.portfolio;
this.status = order.status;
this.side = order.side;
this.type = order.type;
this.timeInForce = order.timeInForce;
this.price = order.price;
this.stopPx = order.stopPx;
this.avgPx = order.avgPx;
this.qty = order.qty;
this.cumQty = order.cumQty;
this.text = order.text;
this.commands = order.commands;
this.reports = order.reports;
this.messages = order.messages;
}
public void OnPortfolioDeleted(Portfolio portfolio)
{
this.OnEvent(new OnPortfolioDeleted(portfolio));
}
public void UpdateGUI()
{
if (Framework.Current.PortfolioManager[this.name] != null)
this.portfolio = Framework.Current.PortfolioManager[this.name];
this.indexes = new Dictionary<string, int>();
if (this.portfolio == null)
return;
this.ltvMatrix.BeginUpdate();
this.ltvMatrix.Items.Clear();
this.ltvMatrix.Columns.Clear();
int count = this.portfolio.Children.Count;
if (count > 0)
{
string[] items = new string[count + 1];
List<List<TimeSeries>> list1 = new List<List<TimeSeries>>();
for (int index1 = 0; index1 < count; ++index1)
{
items[index1 + 1] = this.portfolio.Children[index1].Name;
List<TimeSeries> list2 = new List<TimeSeries>();
list2.Add(this.GetTimeSeries(this.portfolio.Children[index1].Statistics));
for (int index2 = 0; index2 < count; ++index2)
list2.Add(this.GetTimeSeries(this.portfolio.Children[index2].Statistics));
list1.Add(list2);
}
for (int index = 0; index < items.Length; ++index)
{
this.ltvMatrix.Columns.Add("");
this.ltvMatrix.Columns[index].Width = 125;
}
this.ltvMatrix.Items.Add(new ListViewItem(items));
for (int index = 0; index < list1.Count; ++index)
this.ltvMatrix.Items.Add((ListViewItem) new CorrelationMatrixViewItem(items[index + 1], list1[index]));
}
this.ltvMatrix.EndUpdate();
}
public OnFill(Portfolio portfolio, Fill fill)
{
this.portfolio = portfolio;
this.fill = fill;
}
internal PortfolioPerformance(Portfolio portfolio)
{
this.portfolio = portfolio;
}
internal void OnParentChanged(Portfolio portfolio)
{
this.OnEvent(new OnPortfolioParentChanged(portfolio));
}
internal PortfolioStatistics(Portfolio portfolio)
{
this.portfolio = portfolio;
this.detector = new TradeDetector(TradeDetectionType.FIFO);
this.detector.TradeDetected += new TradeInfoEventHandler(this.detector_TradeDetected);
}
public void UpdateGUI()
{
if (this.portfolio == null)
this.OnInit(this.name);
this.portfolio = Framework.Current.PortfolioManager[this.name];
if (this.portfolio == null)
return;
this.ltvChldStatistics.BeginUpdate();
foreach (ListViewItem listViewItem in this.ltvChldStatistics.Items)
{
ChildrenStatisticsViewItem statisticsViewItem = listViewItem as ChildrenStatisticsViewItem;
if (statisticsViewItem != null)
statisticsViewItem.Update();
}
this.ltvChldStatistics.EndUpdate();
}
public OnPortfolioDeleted(Portfolio portfolio)
{
this.portfolio = portfolio;
}
internal void OnFill(Portfolio portfolio, Fill fill)
{
this.OnEvent(new OnFill(portfolio, fill));
}
public void OnPositionOpened(Portfolio portfolio, Position position)
{
this.OnEvent(new OnPositionOpened(portfolio, position));
}
public void OnInit(string name)
{
this.name = name;
this.portfolio = Framework.Current.PortfolioManager[name];
this.indexes = new Dictionary<string, int>();
if (this.portfolio == null)
return;
this.ltvChldStatistics.BeginUpdate();
this.ltvChldStatistics.Items.Clear();
for (int index = 0; index < this.portfolio.Children.Count; ++index)
this.ltvChldStatistics.Items.Add((ListViewItem) new ChildrenStatisticsViewItem(this.portfolio.Children[index]));
this.ltvChldStatistics.EndUpdate();
}
internal void OnFill(Portfolio portfolio, Fill fill)
{
this.OnEvent(new OnFill(portfolio, fill));
}
internal void OnPositionChanged(Portfolio portfolio, Position position)
{
this.OnEvent(new OnPositionChanged(portfolio, position));
}
internal PortfolioPerformance(Portfolio portfolio)
{
this.portfolio = portfolio;
}
public PortfolioEventArgs(Portfolio portfolio)
{
this.Portfolio = portfolio;
}
public PortfolioEventArgs(Portfolio portfolio)
{
this.Portfolio = portfolio;
}
public OnPortfolioParentChanged(Portfolio portfolio)
{
this.portfolio = portfolio;
}