public void OnData(DailyFx calendar)
{
if (calendar.Importance != FxDailyImportance.High)
{
return;
}
long l = (30 * 24 * 60 * 60);
long le = (10 * 24 * 60 * 60);
foreach (var rule in trades)
{
var currency = Securities[rule.Symbol].QuoteCurrency.Symbol;
if (calendar.Currency.ToUpper().Equals(currency))
{
if (rule.setupTime - l < Utils.ToUnixTimestamp(calendar.EventDateTime) && (rule.exitTime + le > Utils.ToUnixTimestamp(calendar.EventDateTime) || rule.expirationTime + le > Utils.ToUnixTimestamp(calendar.EventDateTime)))
{
rule.Events.Add(new CalendarEvent
{
date = Utils.ToUnixTimestamp(calendar.EventDateTime),
forecast = calendar.Forecast,
actual = calendar.Actual,
title = calendar.Title,
currency = currency,
price = Securities[rule.Symbol].Price,
meaning = calendar.Meaning.ToString()
});
}
}
}
}
public void OnData(DailyFx calendar)
{
if (!Portfolio.Invested || calendar.Importance != FxDailyImportance.High)
{
return;
}
foreach (var symbol in Symbols)
{
if (calendar.Meaning == FxDailyMeaning.Better && Portfolio[symbol].IsShort)
{
}
else if (calendar.Meaning == FxDailyMeaning.Worse && Portfolio[symbol].IsLong)
{
}
}
}
public void OnData(DailyFx calendar)
{
if (!Portfolio.Invested || calendar.Importance != FxDailyImportance.High)
{
return;
}
foreach (var symbol in Symbols)
{
if (calendar.Meaning == FxDailyMeaning.Better && Portfolio[symbol].IsShort)
{
_tradingAssets[symbol].IsTradable = false;
_tradingAssets[symbol].Liquidate();
Task.Delay(1000 * 60 * 60).ContinueWith(t => _tradingAssets[symbol].IsTradable = true);
}
else if (calendar.Meaning == FxDailyMeaning.Worse && Portfolio[symbol].IsLong)
{
_tradingAssets[symbol].IsTradable = false;
_tradingAssets[symbol].Liquidate();
Task.Delay(1000 * 60 * 60).ContinueWith(t => _tradingAssets[symbol].IsTradable = true);
}
}
}
//we create a DailyFx event handler but insights will be produced in the Alpha Model
public void OnData(DailyFx data)
{
}
/// <summary>
/// Trigger an event on a complete calendar event which has an actual value.
/// </summary>
public void OnData(DailyFx calendar)
{
// Used to validate the data is unique.
_uniqueConfirmation.Add(calendar.ToString(), calendar);
Debug(string.Format("ONDATA >> {0}: {1}", _eventCount++, calendar));
}
public void OnData(DailyFx calendar)
{
_uniqueConfirmation.Add(calendar.ToString(), calendar);
Console.WriteLine("ONDATA >> {0}: {1}", _eventCount++, calendar);
}
