public void Finish()
{
foreach (var component in _components)
{
component.Finish();
}
if (_activeInstructions.Count > 0)
{
foreach (var id in _activeInstructions.Keys)
{
_context.Log(string.Format("unexecuted instruction {0}.", id));
}
}
}
public void NotifyTransactionStatus(Transaction transaction)
{
Instruction instruction;
if (!_activeInstructions.TryGetValue(transaction.InstructionId, out instruction))
{
throw new InvalidOperationException(
string.Format("can't find instruction {0} associated with the transaction.", transaction.InstructionId));
}
if (transaction.Action == TradingAction.OpenLong)
{
if (transaction.Succeeded)
{
// update the stop loss and risk for new positions
var code = transaction.Code;
if (!_context.ExistsPosition(code))
{
throw new InvalidOperationException(
string.Format("There is no position for {0} when calling this function", code));
}
var positions = _context.GetPositionDetails(code);
if (!positions.Any())
{
throw new InvalidProgramException("Logic error");
}
OpenInstruction openInstruction = instruction as OpenInstruction;
// set stop loss and initial risk for all new positions
if (positions.Count() == 1)
{
var position = positions.Last();
if (!position.IsStopLossPriceInitialized())
{
position.SetStopLossPrice(openInstruction.StopLossPriceForBuying);
_context.Log(
string.Format(
"Set stop loss for position {0}/{1} as {2:0.000}",
position.Id,
position.Code,
openInstruction.StopLossPriceForBuying));
}
}
else
{
// set stop loss for positions created by PositionAdjusting component
if (Math.Abs(openInstruction.StopLossPriceForBuying) > 1e-6)
{
var lastPosition = positions.Last();
var newStopLossPrice = openInstruction.StopLossPriceForBuying;
// now set the new stop loss price for all positions
foreach (var position in positions)
{
if (!position.IsStopLossPriceInitialized() ||
position.StopLossPrice < newStopLossPrice)
{
position.SetStopLossPrice(newStopLossPrice);
_context.Log(
string.Format(
"PositionAdjusting:IncreaseStopLoss: Set stop loss for position {0}/{1} as {2:0.000}",
position.Id,
position.Code,
newStopLossPrice));
}
}
}
}
}
}
// remove the instruction from active instruction collection.
_activeInstructions.Remove(instruction.Id);
}