public string RunProcedures()
{
// Request Data from IB
Console.WriteLine("{0}: Obtaining position info ...", DateTime.Now.ToShortTimeString());
string holdingsFile = UControl.HoldingsFolder + runDate.ToString("yyyyMMdd") + ".txt";
myPortfolio = ibClient.reqPositions();
myPortfolio = myPortfolio.Where(pos => (pos.contract.SecType == "OPT" && pos.account == AccountNumber)).ToList();
// Get prices of contracts
List <CompleteTick_Struct> ContractPrices = IBPrice2DT();
// Filter invalid contracts
for (int i = 0; i < myPortfolio.Count; i++)
{
Position_Struct ps = myPortfolio[i];
if (ContractPrices[i].getTick(tickPreference.LastPreference) > ContractPriceMin)
{
try
{
PositionCnt.Add(ps.contract.Symbol, 0);
}
catch (ArgumentException)
{ }
PositionCnt[ps.contract.Symbol] -= (int)ps.pos;
}
}
// Output position file
using (StreamWriter sw = new StreamWriter(holdingsFile, false))
{
foreach (string symbol in PositionCnt.Keys)
{
sw.WriteLine("{0},{1}", symbol, PositionCnt[symbol]);
}
}
return(holdingsFile);
}
public void ClosePositionsAuto()
{
// Get all positions
myPortfolio = ibClient.reqPositions();
myPortfolio = myPortfolio.Where(pos => (pos.contract.SecType == "OPT" && pos.account == OControl.defAccount)).ToList();
List <CompleteTick_Struct> ContractPrices = IBPrice2DT();
// Close positions
for (int i = 0; i < myPortfolio.Count; i++)
{
Position_Struct ps = myPortfolio[i];
DateTime lastTradingDate = DateTime.ParseExact(ps.contract.LastTradeDateOrContractMonth, "yyyyMMdd", System.Globalization.CultureInfo.InvariantCulture);
if (ContractPrices[i].getTick(tickPreference.LastPreference) < ContractPriceMin &&
(lastTradingDate - DateTime.Today).Days > ContractTimeSpan &&
ps.pos != 0)
{
Contract myContract = ps.contract;
myContract.Exchange = "SMART";
// Construct order
Order myOrder = new Order();
myOrder.Account = OControl.defAccount;
myOrder.Action = (ps.pos > 0) ? "SELL" : "BUY";
myOrder.TotalQuantity = (int)(-ps.pos);
myOrder.OrderType = "LMT";
myOrder.LmtPrice = 0.01;
myOrder.Tif = "DAY";
myOrder.Transmit = true;
// Place order
nextID++;
ibClient.placeOrder(nextID, ps.contract, myOrder);
// Acknowledgement
Console.WriteLine(string.Format("Order {0} has been placed.", ps.contract.LocalSymbol));
}
}
}
