public ClosePositionCommand(Position position)
{
if (position == null)
throw new ArgumentNullException("position");
Position = position;
}
public RevertPositionCommand(Position position)
{
if (position == null)
throw new ArgumentNullException(nameof(position));
Position = position;
}
/// <summary>
/// To copy fields of the current position to <paramref name="destination" />.
/// </summary>
/// <param name="destination">The position in which you should to copy fields.</param>
public void CopyTo(Position destination)
{
base.CopyTo(destination);
destination.Portfolio = Portfolio;
destination.Security = Security;
destination.DepoName = DepoName;
destination.LimitType = LimitType;
}
public PositionCommand(DateTimeOffset time, Position position, bool isNew)
{
if (position == null)
throw new ArgumentNullException("position" +
"");
Time = time;
Position = position;
IsNew = isNew;
}
private void ClosePosition(Position position, decimal volume)
{
var side = position.CurrentValue > 0 ? Sides.Sell : Sides.Buy;
var security = position.Security;
var order = new Order
{
Security = security,
Portfolio = position.Portfolio,
Direction = side,
Volume = volume,
Type = position.Portfolio.Board.IsSupportMarketOrders ? OrderTypes.Market : OrderTypes.Limit,
};
if (order.Type == OrderTypes.Limit)
order.Price = security.GetMarketPrice(SafeGetConnector(), side) ?? 0;
RegisterOrder(order);
}
private void OnStrategyNewPosition(Position position)
{
PositionGrid.Positions.Add(position);
}
private void RaisePositionChanged(Position position)
{
PositionChanged.SafeInvoke(position);
var multiEvt = PositionsChanged;
if (multiEvt == null)
return;
multiEvt.SafeInvoke(new[] { position });
}
private void RaiseNewPosition(Position position)
{
NewPosition.SafeInvoke(position);
var multiEvt = NewPositions;
if (multiEvt == null)
return;
multiEvt.SafeInvoke(new[] { position });
}
/// <summary>
/// Create a copy of <see cref="Position"/>.
/// </summary>
/// <returns>Copy.</returns>
public Position Clone()
{
var clone = new Position();
CopyTo(clone);
return clone;
}
private void ClosePosition(Position position, decimal vol)
{
if(position.CurrentValue == 0)
return;
var side = position.CurrentValue > 0 ? Sides.Sell : Sides.Buy;
var security = position.Security;
var supportMarket = position.Portfolio.Board?.IsSupportMarketOrders ?? false;
var order = new Order
{
Security = security,
Portfolio = position.Portfolio,
Direction = side,
Volume = vol,
Type = supportMarket ? OrderTypes.Market : OrderTypes.Limit,
};
if (order.Type == OrderTypes.Limit)
{
order.Price = security.GetMarketPrice(_connector, side) ?? 0;
if (order.Price == 0)
{
OnErrorEvent("Unable to determine market price!", "Error");
return;
}
}
_connector.RegisterOrder(order);
}
// возвращает строку позиции
private static string PositionToString(Position position)
{
return "{0};{1};{2};{3}".Put(
position.Security.Id,
position.Portfolio.Name,
position.CurrentValue,
position.AveragePrice);
}