private void AddTakeProfitExecute(object param)
{
int ind = TakeProfit.Count + 1;
var tpQuantityPercent = TakeProfit.Sum(x => x.QuantityPercent);
var tp = new TakeProfitViewModel(this, 1.00 - tpQuantityPercent, ind > 1 ? TakeProfit[ind - 2] : null)
{
Price = Math.Round(Buy.Price * (1.0m + 0.05m * ind), SymbolInformation.PriceDecimals), Caption = $"Тейк {ind}"
};
TakeProfit.Add(tp);
}
public override int GetHashCode()
{
int hash = 1;
if (lots_ != null)
{
hash ^= Lots.GetHashCode();
}
if (takeProfit_ != null)
{
hash ^= TakeProfit.GetHashCode();
}
if (trailingStop_ != null)
{
hash ^= TrailingStop.GetHashCode();
}
if (mACDOpenLevel_ != null)
{
hash ^= MACDOpenLevel.GetHashCode();
}
if (mATTrendPeriod_ != null)
{
hash ^= MATTrendPeriod.GetHashCode();
}
if (maximumRisk_ != null)
{
hash ^= MaximumRisk.GetHashCode();
}
if (decreaseFactor_ != null)
{
hash ^= DecreaseFactor.GetHashCode();
}
if (movingPeriod_ != null)
{
hash ^= MovingPeriod.GetHashCode();
}
if (movingShift_ != null)
{
hash ^= MovingShift.GetHashCode();
}
if (_unknownFields != null)
{
hash ^= _unknownFields.GetHashCode();
}
return(hash);
}
public void MergeFrom(AlgorithmParameters other)
{
if (other == null)
{
return;
}
if (other.lots_ != null)
{
if (lots_ == null)
{
Lots = new global::Lots();
}
Lots.MergeFrom(other.Lots);
}
if (other.takeProfit_ != null)
{
if (takeProfit_ == null)
{
TakeProfit = new global::TakeProfit();
}
TakeProfit.MergeFrom(other.TakeProfit);
}
if (other.trailingStop_ != null)
{
if (trailingStop_ == null)
{
TrailingStop = new global::TrailingStop();
}
TrailingStop.MergeFrom(other.TrailingStop);
}
if (other.mACDOpenLevel_ != null)
{
if (mACDOpenLevel_ == null)
{
MACDOpenLevel = new global::MACDOpenLevel();
}
MACDOpenLevel.MergeFrom(other.MACDOpenLevel);
}
if (other.mATTrendPeriod_ != null)
{
if (mATTrendPeriod_ == null)
{
MATTrendPeriod = new global::MATrendPeriod();
}
MATTrendPeriod.MergeFrom(other.MATTrendPeriod);
}
if (other.maximumRisk_ != null)
{
if (maximumRisk_ == null)
{
MaximumRisk = new global::MaximumRisk();
}
MaximumRisk.MergeFrom(other.MaximumRisk);
}
if (other.decreaseFactor_ != null)
{
if (decreaseFactor_ == null)
{
DecreaseFactor = new global::DecreaseFactor();
}
DecreaseFactor.MergeFrom(other.DecreaseFactor);
}
if (other.movingPeriod_ != null)
{
if (movingPeriod_ == null)
{
MovingPeriod = new global::MovingPeriod();
}
MovingPeriod.MergeFrom(other.MovingPeriod);
}
if (other.movingShift_ != null)
{
if (movingShift_ == null)
{
MovingShift = new global::MovingShift();
}
MovingShift.MergeFrom(other.MovingShift);
}
_unknownFields = pb::UnknownFieldSet.MergeFrom(_unknownFields, other._unknownFields);
}
private async Task <bool> SubmitImpl(string param)
{
Buy.Model.Symbol = SymbolInformation.Symbol;
Buy.Model.Side = TradeSide.Buy;
Buy.Model.Kind = OrderKind.Buy;
Buy.Model.Type = IsMarketBuy ? OrderType.MARKET : OrderType.LIMIT;
StopLoss.Model.Symbol = SymbolInformation.Symbol;
StopLoss.Model.Side = TradeSide.Sell;
StopLoss.Model.Kind = OrderKind.StopLoss;
StopLoss.Model.Type = IsLimitStop ? OrderType.STOP_LIMIT : OrderType.MARKET;
StopLoss.Quantity = Buy.Quantity;
Debug.Assert(Buy.Model.Quantity >= SymbolInformation.MinQuantity);
Debug.Assert((Buy.Model.Price * Buy.Model.Quantity) >= SymbolInformation.MinNotional);
Debug.Assert((StopLoss.Model.Price * StopLoss.Model.Quantity) >= SymbolInformation.MinNotional);
foreach (var tp in TakeProfit)
{
tp.Model.Symbol = SymbolInformation.Symbol;
tp.Model.Side = TradeSide.Sell;
tp.Model.Kind = OrderKind.TakeProfit;
tp.Model.Type = OrderType.MARKET;
if (tp.QuantityPercent > 0.01)
{
tp.Quantity = SymbolInformation.ClampQuantity(Buy.Quantity * (decimal)tp.QuantityPercent);
Debug.Assert(tp.Quantity >= SymbolInformation.MinQuantity);
Debug.Assert(tp.Total >= SymbolInformation.MinNotional);
}
else
{
tp.Quantity = 0m;
}
}
var tpQuantityTotal = TakeProfit.Sum(tp => tp.Quantity);
var tpQuantityPercent = TakeProfit.Sum(tp => tp.QuantityPercent);
if (tpQuantityPercent > 0.98)
{
tpQuantityPercent = 1.00;
}
var tpValidQuantity = SymbolInformation.ClampQuantity(Buy.Quantity * (decimal)tpQuantityPercent);
var tpQuantityLeft = tpValidQuantity - tpQuantityTotal;
while (tpQuantityLeft >= SymbolInformation.StepSize)
{
foreach (var tp in TakeProfit.Where(x => x.QuantityPercent >= 0.01))
{
if (tpQuantityLeft >= SymbolInformation.StepSize)
{
tp.Quantity += SymbolInformation.StepSize;
tpQuantityLeft -= SymbolInformation.StepSize;
}
}
tpQuantityLeft = Buy.Quantity - TakeProfit.Sum(tp => tp.Quantity);
}
Debug.Assert(Buy.Quantity >= TakeProfit.Sum(tp => tp.Quantity));
if (tpQuantityLeft > 0m)
{
//System.Windows.MessageBox.Show($"Остаток: {tpQuantityLeft} {SymbolInformation.BaseAsset}");
var ok = await Confirm.Handle($"Остаток: {tpQuantityLeft} {SymbolInformation.BaseAsset}");
if (!ok)
{
return(false);
}
}
Model.Jobs.Add(Buy.Model);
foreach (var tp in TakeProfitCollection)
{
// NOTE: if SL is TRAILING by STEPS,
// then create new object with corresponding price
// for every TP.
Model.Jobs.Add(StopLoss.Model);
Model.Jobs.Add(tp.Model);
}
Model.Created = DateTime.Now;
Model.Updated = DateTime.Now;
Model.Events.Add(Model.Created, "Task created.");
SerializeModel(Model);
return(true);
}
