private void buttonAddSignVolume_Click(object sender, EventArgs e)
{
Qlog.CatchException(() =>
{
//if (LastSecSignal.IsNull()) return;
int timeFrame = 1;
if (comboBoxSignTimeFrame.SelectedItem is SelectorTimeFrame)
{
timeFrame = ((SelectorTimeFrame)comboBoxSignTimeFrame.SelectedItem).TimeFrame;
}
DateMarket date = new DateMarket(DateTime.Now);
var newSign = new SignalMarket()
{
Type = SignalMarket.TypeSignal.ByVolume,
SecClass = LastSecSignal.ToString(),
Volume = Convert.ToInt64(numericUpDownSignVolume.Value),
TimeFrame = timeFrame,
TimeAntiRepeat = date,
Comment = textBoxSignComment.Text,
Infinity = true
};
SignalView.GSMSignaler.AddSignal(newSign);
textBoxSignComment.Text = "";
});
}
private void buttonStopOrderBuy_Click(object s, EventArgs e)
{
if (this.TrElement.Security.LastPrice == 0) return;
if (this.TrElement.Security.LastPrice > numericUpDownStopOrderPrice.Value)
{
var sOrder = new StopOrder()
{
Sec = this.TrElement.Security,
Price = this.numericUpDownStopOrderPrice.Value,
Volume = Convert.ToInt32(this.numericUpDownStopOrderVol.Value),
Direction = OrderDirection.Buy,
Comment = Define.STOP_LIMIT,
ConditionPrice = this.numericUpDownStopOrderPrice.Value + this.TrElement.Security.Params.MinPriceStep,
Offset = this.TrElement.Security.Params.MinPriceStep,
Spread = this.TrElement.Security.Params.MinPriceStep,
DateExpiry = DateMarket.ExtractDateTime(dateTimePickerStopOrder.Value)
};
this.Trader.CreateStopOrder(sOrder, StopOrderType.TakeProfit);
} else {
var sOrder = new StopOrder()
{
Sec = this.TrElement.Security,
Price = this.numericUpDownStopOrderPrice.Value,
Volume = Convert.ToInt32(this.numericUpDownStopOrderVol.Value),
Direction = OrderDirection.Buy,
Comment = Define.STOP_LIMIT,
ConditionPrice = this.numericUpDownStopOrderPrice.Value - this.TrElement.Security.Params.MinPriceStep,
DateExpiry = DateMarket.ExtractDateTime(dateTimePickerStopOrder.Value)
};
this.Trader.CreateStopOrder(sOrder, StopOrderType.StopLimit);
}
}
/// <summary>
///
/// </summary>
/// <param name="position"></param>
/// <param name="Price"></param>
/// <returns></returns>
private StopOrder GetStopOrderControl(int position, decimal Price)
{
decimal stepStop = Securities.Params.MinPriceStep * 20;
var stopOrder = new StopOrder()
{
Sec = Securities,
Volume = position < 0 ? position * -1 : position,
DateExpiry = DateMarket.ExtractDateTime(DateTime.Now.AddDays(1)),
ClientCode = ClientCode.Value,
Comment = Define.STOP_CONTROL
};
if (position > 0)
{
Price = Price - numericUpDownMCStopTiks.Value * Securities.Params.MinPriceStep;
stopOrder.ConditionPrice = Price;
stopOrder.Direction = OrderDirection.Sell;
stopOrder.Price = Price - stepStop;
}
else if (position < 0)
{
Price = Price + numericUpDownMCStopTiks.Value * Securities.Params.MinPriceStep;
stopOrder.ConditionPrice = Price;
stopOrder.Direction = OrderDirection.Buy;
stopOrder.Price = Price + stepStop;
}
return(stopOrder);
}
/// <summary>
/// Создание отложенных стоп заявок
/// </summary>
/// <param name="isBuy"></param>
private void SendStopOrder(bool isBuy = true)
{
if (Securities.LastPrice == 0)
{
ShowTransReply("Значение последней цены равно 0.");
return;
}
if (isBuy)
{
var sOrder = new StopOrder()
{
Sec = Securities,
Price = this.numericUpDownStopPrice.Value,
Volume = Convert.ToInt32(this.numericUpDownVolume.Value),
Direction = OrderDirection.Buy,
Comment = Define.STOP_LIMIT,
ClientCode = ClientCode.Value,
DateExpiry = DateMarket.ExtractDateTime(dateTimePickerStopOrder.Value)
};
if (Securities.LastPrice > this.numericUpDownStopPrice.Value)
{
sOrder.ConditionPrice = this.numericUpDownStopPrice.Value + Securities.Params.MinPriceStep;
sOrder.Offset = Securities.Params.MinPriceStep;
sOrder.Spread = Securities.Params.MinPriceStep;
this.Trader.CreateStopOrder(sOrder, StopOrderType.TakeProfit);
}
else
{
sOrder.ConditionPrice = this.numericUpDownStopPrice.Value - Securities.Params.MinPriceStep;
this.Trader.CreateStopOrder(sOrder, StopOrderType.StopLimit);
}
}
else
{
var sOrder = new StopOrder()
{
Sec = Securities,
Price = this.numericUpDownStopPrice.Value,
Volume = Convert.ToInt32(this.numericUpDownVolume.Value),
Direction = OrderDirection.Sell,
Comment = Define.STOP_LIMIT,
ClientCode = ClientCode.Value,
DateExpiry = DateMarket.ExtractDateTime(dateTimePickerStopOrder.Value)
};
if (Securities.LastPrice < numericUpDownStopPrice.Value)
{
sOrder.ConditionPrice = this.numericUpDownStopPrice.Value - Securities.Params.MinPriceStep;
sOrder.Offset = Securities.Params.MinPriceStep;
sOrder.Spread = Securities.Params.MinPriceStep;
this.Trader.CreateStopOrder(sOrder, StopOrderType.TakeProfit);
}
else
{
sOrder.ConditionPrice = this.numericUpDownStopPrice.Value + Securities.Params.MinPriceStep;
this.Trader.CreateStopOrder(sOrder, StopOrderType.StopLimit);
}
}
}
private StopOrder GetTakeProfitOrderControl(int position, int percentPosition, decimal Price)
{
bool isBuy = position < 0 ? true : false;
var sOrder = new StopOrder()
{
Sec = Securities,
Volume = percentPosition,
Comment = Define.STOP_CONTROL,
ClientCode = ClientCode.Value,
DateExpiry = DateMarket.ExtractDateTime(DateTime.Now.AddDays(1))
};
if (isBuy)
{
Price = Price - numericUpDownMCTakeProfitTiks.Value * Securities.Params.MinPriceStep;
sOrder.Price = Price;
sOrder.Direction = OrderDirection.Buy;
if (Securities.LastPrice > Price)
{
sOrder.ConditionPrice = Price + Securities.Params.MinPriceStep;
sOrder.Offset = Securities.Params.MinPriceStep;
sOrder.Spread = Securities.Params.MinPriceStep;
return(sOrder);
}
}
else
{
sOrder.Direction = OrderDirection.Sell;
Price = Price + numericUpDownMCTakeProfitTiks.Value * Securities.Params.MinPriceStep;
sOrder.Price = Price;
if (Securities.LastPrice < Price)
{
sOrder.ConditionPrice = Price - Securities.Params.MinPriceStep;
sOrder.Offset = Securities.Params.MinPriceStep;
sOrder.Spread = Securities.Params.MinPriceStep;
return(sOrder);
}
}
return(null);
}
/// <summary> Инициализация панели очистки сделок за определенную дату </summary>
private void InitPanelClearCharts()
{
dateTimePickerClearChartsStart.Value = DateTime.Now;
dateTimePickerClearChartsEnd.Value = DateTime.Now;
dateTimePickerClearChartsStart.ValueChanged += (s, e) =>
{
if (dateTimePickerClearChartsStart.Value > dateTimePickerClearChartsEnd.Value)
{
dateTimePickerClearChartsStart.Value = dateTimePickerClearChartsEnd.Value;
}
};
dateTimePickerClearChartsEnd.ValueChanged += (s, e) =>
{
if (dateTimePickerClearChartsStart.Value > dateTimePickerClearChartsEnd.Value)
{
dateTimePickerClearChartsEnd.Value = dateTimePickerClearChartsStart.Value;
}
};
buttonClearCandle.Click += (s, e) =>
{
var dateClearStart = dateTimePickerClearChartsStart.Value;
var dateClearEnd = dateTimePickerClearChartsEnd.Value;
var result = MessageBox.Show(this, "Удалить сделки за " + dateClearStart.ToLongDateString() + " - " + dateClearEnd.ToLongDateString(), "Удаление котировок?",
MessageBoxButtons.OKCancel, MessageBoxIcon.Question);
if (result == DialogResult.OK)
{
var dStart = new DateMarket(dateClearStart);
dStart.SetHour(0).SetMinute(0).SetSecond(0);
var dEnd = new DateMarket(dateClearEnd);
dEnd.SetHour(23).SetMinute(59).SetSecond(59);
DeleteCharts(dStart.GetDateTime(), dEnd.GetDateTime());
}
};
}
/// <summary>
///
/// </summary>
public void AutoSLLoopControl()
{
if (TimeControl.AddSeconds(PERIOD_CONTROL_SEC) > DateTime.Now)
{
return;
}
TimeControl = DateTime.Now;
MThread.InitThread(() =>
{
foreach (var objControl in ASLObject.ToArray)
{
var sec = GetSecCodeAndClass(objControl.SecAndCode);
if (sec.NotIsNull())
{
var pos = Trader.Objects.tPositions.SearchFirst(p => p.Sec == sec);
if (pos.NotIsNull())
{
var stopLoss = Trader.Objects.tStopOrders.SearchAll(o => o.Sec == sec &&
o.IsActive() && o.Comment.Contains(Define.STOP_LOSS)
);
var volume = pos.CurrentVolume;
//Проверяем, не появились ли лишние стоп ордера
if (stopLoss.Count() > 1)
{
Trader.CancelAllStopOrder(sec);
continue;
}
//Проверяем не изменилась ли позиция
else if (stopLoss.Count() == 1)
{
var activeStop = stopLoss.ElementAt(0);
//Снимаем стоп если разные обьемы
if (activeStop.Volume != volume)
{
Trader.CancelAllStopOrder(sec);
continue;
}
//Снимаем стоп если он в другую сторону
if (activeStop.IsBuy() && pos.IsBuy())
{
Trader.CancelAllStopOrder(sec);
continue;
}
}
else if (stopLoss.Count() == 0 && pos.CurrentVolume > 0)
{
var allTrades = Trader.Objects.tMyTrades.SearchAll(t => t.Trade.Sec == sec)
.OrderByDescending(o => o.Trade.Number);
if (allTrades.NotIsNull())
{
decimal Price = 0;
if (allTrades.Count() > 0)
{
var lastTrade = allTrades.FirstOrDefault(o => o.Trade.Direction == pos.CurrentDirection);
if (lastTrade.NotIsNull())
{
Price = lastTrade.Trade.Price;
}
}
if (Price == 0)
{
Price = sec.LastPrice;
}
var tiks = objControl.Tiks;
var stopOrder = new StopOrder()
{
Sec = sec,
Price = Price,
ClientCode = objControl.Comment,
Comment = Define.STOP_LOSS,
Volume = volume,
DateExpiry = DateMarket.ExtractDateTime(DateTime.Now.AddDays(10))
};
if (pos.IsBuy())
{
stopOrder.Direction = OrderDirection.Sell;
stopOrder.ConditionPrice = Price - sec.MinPriceStep * tiks;
stopOrder.Price = stopOrder.ConditionPrice - sec.MinPriceStep * 10;
}
else if (pos.IsSell())
{
stopOrder.Direction = OrderDirection.Buy;
stopOrder.ConditionPrice = Price + sec.MinPriceStep * tiks;
stopOrder.Price = stopOrder.ConditionPrice + sec.MinPriceStep * 10;
}
Trader.CreateStopOrder(stopOrder, StopOrderType.StopLimit);
AutoSLLog("Create order: " + sec.ToString() + " " +
(stopOrder.IsBuy() ? "B" : "S") +
" " + stopOrder.ConditionPrice);
}
}
}
}
}
});
}
protected void SendStopOrder(PanelControl panel, bool autoStop = false, bool showInfo = false)
{
if (autoStop)
{
if (panel.LastSendStopOrder > DateTime.Now.AddSeconds(-5))
{
//Для избежания многократного выставления
return;
}
}
var pos = Parent.Trader.Objects.tPositions.SearchFirst(p => p.Sec == panel.TrElement.Security);
decimal stepStop = panel.TrElement.Security.Params.MinPriceStep * 20;
int volume = pos.NotIsNull() ? pos.Data.CurrentNet : 0;
if (volume < 0)
{
stepStop = stepStop * -1;
volume = volume * -1;
}
//Просмотр инфо по будущему стопу
if (showInfo)
{
string text = "Инфо создаваемой стоп заявки:\n";
text += "Позиций: " + pos.Data.CurrentNet + "\n\n";
text += "Стоп цена: " + panel.PriceStop.Value + "\n";
text += "Цена исполнения: " + (panel.PriceStop.Value - stepStop) + "\n";
text += "Объем: " + volume + "\n";
text += "Дата завершения: " + DateTime.Now.AddDays(1).ToShortDateString() + "\n";
MessageBox.Show(text);
return;
}
if (panel.PriceStop.Value == 0)
{
SetMessage("Некорректная цена стоп-ордера!");
return;
}
if (volume == 0)
{
SetMessage("Не текущих позиций!");
return;
}
var stopOrder = new StopOrder()
{
Sec = panel.TrElement.Security,
Price = panel.PriceStop.Value - stepStop,
Volume = volume,
Direction = volume > 0 ? OrderDirection.Sell : OrderDirection.Buy,
ConditionPrice = panel.PriceStop.Value,
DateExpiry = DateMarket.ExtractDateTime(DateTime.Now.AddDays(1)),
Comment = Define.STOP_LOSS
};
var lastPrice = panel.TrElement.Security.LastPrice;
if (lastPrice > 0)
{
if (pos.IsBuy() && panel.PriceStop.Value > 0)
{
stopOrder.Direction = OrderDirection.Sell;
if (panel.PriceStop.Value > lastPrice)
{
SetMessage("Не корректная цена стоп заявки! Необходимо указать цену ниже текущей.");
return;
}
}
if (pos.IsSell() && panel.PriceStop.Value > 0)
{
stopOrder.Direction = OrderDirection.Buy;
if (panel.PriceStop.Value < lastPrice)
{
SetMessage("Не корректная цена стоп заявки! Необходимо указать цену выше текущей.");
return;
}
}
}
MThread.InitThread(ThreadPriority.Normal, () =>
{
Qlog.CatchException(() =>
{
Thread.Sleep(1000);
var countClosed = CancelAllStopOrders(panel);
Thread.Sleep(1000);
Parent.Trader.CreateStopOrder(stopOrder, StopOrderType.StopLimit);
addSignalByStop(stopOrder);
});
});
panel.LastSendStopOrder = DateTime.Now;
}
/// <summary>
/// Проверка и выставление стоп-ордера
/// </summary>
/// <param name="Price"></param>
/// <param name="volume"></param>
public void SetStopOrder(decimal Price, int volume, bool checkSet = true)
{
if (Price == 0)
{
ShowTransReply("Некорректная цена стоп-ордера!");
return;
}
if (volume == 0)
{
ShowTransReply("Не текущих позиций!");
return;
}
decimal stepStop = Securities.Params.MinPriceStep * 20;
if (volume < 0)
{
stepStop = stepStop * -1;
volume = volume * -1;
}
var stopOrder = new StopOrder()
{
Sec = Securities,
Price = Price - stepStop,
Volume = volume,
ConditionPrice = Price,
DateExpiry = DateMarket.ExtractDateTime(dateTimePickerStopOrder.Value),
ClientCode = ClientCode.Value,
Comment = Define.STOP_LOSS
};
if (this.Position.IsBuy() && Price > 0)
{
stopOrder.Direction = OrderDirection.Sell;
if (Price > Securities.LastPrice)
{
ShowTransReply("Не корректная цена стоп заявки! Необходимо указать цену ниже текущей.");
return;
}
}
if (this.Position.IsSell() && Price > 0)
{
stopOrder.Direction = OrderDirection.Buy;
if (Price < Securities.LastPrice)
{
ShowTransReply("Не корректная цена стоп заявки! Необходимо указать цену выше текущей.");
return;
}
}
//Устанавливаем в форму значение стоп цены
this.GuiAsync(() =>
{
numericUpDownStopPrice.Value = Price;
});
MThread.InitThread(() =>
{
var cancelOrders = this.Trader.Objects.tStopOrders.SearchAll(so => so.Sec == Securities &&
so.IsActive() && so.Comment.Contains(Define.STOP_LOSS));
if (cancelOrders.NotIsNull())
{
this.Trader.CancelListStopOrders(cancelOrders);
}
Thread.Sleep(500);
this.Trader.CreateStopOrder(stopOrder, StopOrderType.StopLimit);
if (checkSet)
{
Thread.Sleep(10000);
var allStopOrders = this.Trader.Objects.tStopOrders.SearchAll(so => so.Sec == Securities && so.IsActive());
if (allStopOrders.NotIsNull())
{
if (allStopOrders.Count() == 0)
{
this.SetStopOrder(Price, volume, false);
}
}
}
});
}
