protected override void OnSetPortfolio(Account.PortfolioVM portfVm)
{
ScalperSetting settings = (ScalperSetting)portfVm.StrategySetting;
this.Threshold = settings.Threshold;
this.PriceTick = settings.PriceTick;
this.CaseGE4Tick = settings.CaseGE4Tick;
this.CaseLE2Tick = settings.CaseLE2Tick;
this.CaseLE3Tick = settings.CaseLE3Tick;
this.CaseNoChange = settings.CaseNoChange;
this.StopLossCloseMethod = settings.StopLossCloseMethod;
this.RetryTimes = settings.RetryTimes;
this.OpenTimeout = settings.OpenTimeout;
}
public override void CopyFrom(StrategySetting settings)
{
ScalperSetting strategySettings = (ScalperSetting)settings;
Threshold = strategySettings.Threshold;
PriceTick = strategySettings.PriceTick;
CaseLE2Tick = strategySettings.CaseLE2Tick;
CaseLE3Tick = strategySettings.CaseLE3Tick;
CaseGE4Tick = strategySettings.CaseGE4Tick;
CaseNoChange = strategySettings.CaseNoChange;
StopLossCloseMethod = strategySettings.StopLossCloseMethod;
RetryTimes = strategySettings.RetryTimes;
OpenTimeout = strategySettings.OpenTimeout;
}
protected override void OnApplySetting()
{
ScalperSetting settings = (ScalperSetting)CurrentPortfolio.StrategySetting;
settings.Threshold = this.Threshold;
settings.PriceTick = this.PriceTick;
settings.CaseGE4Tick = this.CaseGE4Tick;
settings.CaseLE2Tick = this.CaseLE2Tick;
settings.CaseLE3Tick = this.CaseLE3Tick;
settings.CaseNoChange = this.CaseNoChange;
settings.StopLossCloseMethod = this.StopLossCloseMethod;
settings.RetryTimes = this.RetryTimes;
settings.OpenTimeout = this.OpenTimeout;
base.OnApplySetting();
}
public static StrategySetting Create(string name)
{
StrategySetting setting = null;
switch (name)
{
case ArbitrageStrategyName:
setting = new ArbitrageStrategySetting();
break;
case ChangePositionStrategyName:
setting = new ChangePositionSetting();
break;
case ScalperStrategyName:
setting = new ScalperSetting();
break;
case MACDHistSlopeStrategyName:
setting = new MACDHistSlopeStrategySetting();
break;
case WMATrendStrategyName:
setting = new WMATrendStrategySettings();
break;
case LinerRegressionStrategyName:
setting = new LinerRegStrategySettings();
break;
case ASCTrendStrategyName:
setting = new ASCTrendStrategySettings();
break;
case RangeTrendStrategyName:
setting = new RangeTrendStrategySettings();
break;
case ManualStrategyName:
setting = new ManualStrategySetting();
break;
default:
throw new ArgumentException(string.Format("Unexpected strategy setting ({0})", name));
}
return(setting);
}
public static StrategySetting Create(string name)
{
if (name == ArbitrageStrategyName)
{
ArbitrageStrategySetting setting = new ArbitrageStrategySetting();
setting.Direction = entity.PosiDirectionType.LONG;
setting.OpenCondition = CompareCondition.LESS_EQUAL_THAN;
setting.OpenThreshold = 0;
setting.StopGainCondition = CompareCondition.GREATER_THAN;
setting.StopGainThreshold = 0;
setting.StopLossCondition = CompareCondition.GREATER_THAN;
setting.StopLossThreshold = 0;
return(setting);
}
else if (name == ChangePositionStrategyName)
{
ChangePositionSetting setting = new ChangePositionSetting();
setting.TriggerCondition = CompareCondition.GREATER_EQUAL_THAN;
setting.Threshold = 100;
return(setting);
}
else if (name == ScalperStrategyName)
{
ScalperSetting setting = new ScalperSetting();
setting.Threshold = 0;
setting.PriceTick = 0.2;
setting.CaseLE2Tick = entity.DirectionDepends.ON_SMALL_SIZE;
setting.CaseLE3Tick = entity.DirectionDepends.ON_BIG_SIZE;
setting.CaseGE4Tick = entity.DirectionDepends.ON_SMALL_CHANGE;
setting.CaseNoChange = entity.DirectionDepends.ON_BIG_SIZE;
setting.StopLossCloseMethod = entity.StopLossCloseMethods.BASED_ON_NEXT_QUOTE;
setting.RetryTimes = 8;
setting.OpenTimeout = 100;
return(setting);
}
else
{
throw new ArgumentException(string.Format("Unexpected strategy type - {0}", name));
}
}
public static StrategySetting Load(string name, string xmlText)
{
if (name == ArbitrageStrategyName)
{
ArbitrageStrategySetting setting = new ArbitrageStrategySetting();
XElement elem = XElement.Parse(xmlText);
XAttribute attr = elem.Attribute("direction");
if (attr != null)
{
setting.Direction = (entity.PosiDirectionType)Enum.Parse(typeof(entity.PosiDirectionType), attr.Value);
}
XElement elemOpen = elem.Element("open");
attr = elemOpen.Attribute("condition");
if (attr != null)
{
setting.OpenCondition = (CompareCondition)Enum.Parse(typeof(CompareCondition), attr.Value);
}
attr = elemOpen.Attribute("threshold");
if (attr != null)
{
setting.OpenThreshold = double.Parse(attr.Value);
}
XElement elemStopGain = elem.Element("stopGain");
attr = elemStopGain.Attribute("condition");
if (attr != null)
{
setting.StopGainCondition = (CompareCondition)Enum.Parse(typeof(CompareCondition), attr.Value);
}
attr = elemStopGain.Attribute("threshold");
if (attr != null)
{
setting.StopGainThreshold = double.Parse(attr.Value);
}
XElement elemStopLoss = elem.Element("stopLoss");
attr = elemStopLoss.Attribute("condition");
if (attr != null)
{
setting.StopLossCondition = (CompareCondition)Enum.Parse(typeof(CompareCondition), attr.Value);
}
attr = elemStopLoss.Attribute("threshold");
if (attr != null)
{
setting.StopLossThreshold = double.Parse(attr.Value);
}
return(setting);
}
else if (name == ChangePositionStrategyName)
{
ChangePositionSetting setting = new ChangePositionSetting();
XElement elem = XElement.Parse(xmlText);
XAttribute attr = elem.Attribute("closeLeg");
if (attr != null)
{
setting.CloseLeg = attr.Value;
}
attr = elem.Attribute("side");
if (attr != null)
{
setting.CloseLegSide = (entity.PosiDirectionType)Enum.Parse(typeof(entity.PosiDirectionType), attr.Value);
}
attr = elem.Attribute("triggerCondition");
if (attr != null)
{
setting.TriggerCondition = (CompareCondition)Enum.Parse(typeof(CompareCondition), attr.Value);
}
attr = elem.Attribute("threshold");
if (attr != null)
{
setting.Threshold = double.Parse(attr.Value);
}
return(setting);
}
else if (name == ScalperStrategyName)
{
ScalperSetting setting = new ScalperSetting();
XElement elem = XElement.Parse(xmlText);
XAttribute attr = elem.Attribute("threshold");
if (attr != null)
{
setting.Threshold = double.Parse(attr.Value);
}
attr = elem.Attribute("prickTick");
if (attr != null)
{
setting.PriceTick = double.Parse(attr.Value);
}
attr = elem.Attribute("caseLE2Tick");
if (attr != null)
{
setting.CaseLE2Tick = (entity.DirectionDepends)Enum.Parse(typeof(entity.DirectionDepends), attr.Value);
}
attr = elem.Attribute("caseLE3Tick");
if (attr != null)
{
setting.CaseLE3Tick = (entity.DirectionDepends)Enum.Parse(typeof(entity.DirectionDepends), attr.Value);
}
attr = elem.Attribute("caseGE4Tick");
if (attr != null)
{
setting.CaseGE4Tick = (entity.DirectionDepends)Enum.Parse(typeof(entity.DirectionDepends), attr.Value);
}
attr = elem.Attribute("caseNoChange");
if (attr != null)
{
setting.CaseNoChange = (entity.DirectionDepends)Enum.Parse(typeof(entity.DirectionDepends), attr.Value);
}
attr = elem.Attribute("stopLossCloseStrategy");
if (attr != null)
{
setting.StopLossCloseMethod = (entity.StopLossCloseMethods)Enum.Parse(typeof(entity.StopLossCloseMethods), attr.Value);
}
attr = elem.Attribute("retryTimes");
if (attr != null)
{
setting.RetryTimes = int.Parse(attr.Value);
}
attr = elem.Attribute("openTimeout");
if (attr != null)
{
setting.OpenTimeout = int.Parse(attr.Value);
}
return(setting);
}
else
{
throw new ArgumentException(string.Format("Unexpected strategy setting ({0})", name));
}
}
protected override StrategySetting CreateSettings()
{
_settings = new ScalperSetting();
_settings.PropertyChanged += new System.ComponentModel.PropertyChangedEventHandler(settings_PropertyChanged);
return(_settings);
}
