private bool BookProfit(SimplePosition position, StrategyData strategyData, decimal reward)
{
if (position.PositionID == -1)
{
return(false);
}
if (position.PositionType == "BUY" && strategyData.longPercentage >= strategyData.profitFactor * reward)
{
return(true);
}
if (position.PositionType == "SELL" && strategyData.shortPercentage >= strategyData.profitFactor * reward)
{
return(true);
}
if (position.PositionType == "BUY" && strategyData.isSell && strategyData.longPercentage >= reward / 2)
{
return(true);
}
if (position.PositionType == "SELL" && strategyData.isBuy && strategyData.shortPercentage >= reward / 2)
{
return(true);
}
return(false);
}
private bool ExitPosition(SimplePosition position, StrategyData strategyData, decimal risk, int signalStrength)
{
if (position.PositionID == -1)
{
//no positions to exit from
return(false);
}
else if (position.PositionType == "BUY" && strategyData.longPercentage <= risk && IsValidSignal(strategyData.isBuy, strategyData.isSell, ExitSignalStrength, StrategyOutput.ExitPositionWithSell, ref prevOutput))//15
{
return(true);
}
else if (position.PositionType == "SELL" && strategyData.shortPercentage <= risk && IsValidSignal(strategyData.isBuy, strategyData.isSell, ExitSignalStrength, StrategyOutput.ExitPositionWithBuy, ref prevOutput))//15
{
return(true);
}
else if (position.PositionType == "BUY" && strategyData.isSell && IsValidSignal(strategyData.isBuy, strategyData.isSell, signalStrength / 2, StrategyOutput.ExitPositionWithSell, ref prevOutput))
{
return(true);
}
else if (position.PositionType == "SELL" && strategyData.isBuy && IsValidSignal(strategyData.isBuy, strategyData.isSell, signalStrength / 2, StrategyOutput.ExitPositionWithBuy, ref prevOutput))
{
return(true);
}
else
{
return(false);
}
}
private bool ExitPosition(SimplePosition position, ref StrategyData strategyData, decimal risk)
{
if (position.PositionType == PositionType.None)
{
return(false);
}
if (position.PositionType == PositionType.Buy && strategyData.Percentage <= risk)//15
{
strategyData.Decision = StrategyDecision.Exit;
strategyData.DecisionType = StrategyDecision.Sell;
return(true);
}
if (position.PositionType == PositionType.Sell && strategyData.Percentage <= risk)//15
{
strategyData.Decision = StrategyDecision.Exit;
strategyData.DecisionType = StrategyDecision.Buy;
return(true);
}
if (position.PositionType == PositionType.Buy && strategyData.isSell)
{
strategyData.Decision = StrategyDecision.Exit;
strategyData.DecisionType = StrategyDecision.Sell;
return(true);
}
if (position.PositionType == PositionType.Sell && strategyData.isBuy)
{
strategyData.Decision = StrategyDecision.Exit;
strategyData.DecisionType = StrategyDecision.Buy;
return(true);
}
return(false);
}
public void VariantGenerator_AsExpected()
{
var mockSequenceProvider = new Mock <ISequenceProvider>();
mockSequenceProvider.SetupGet(x => x.RefNameToChromosome)
.Returns(new Dictionary <string, IChromosome> {
{ "chr1", new Chromosome("chr1", "1", 0) }
});
mockSequenceProvider.SetupGet(x => x.Sequence).Returns(new SimpleSequence("CAGCTGAA"));
var sequenceProvider = mockSequenceProvider.Object;
var position1 = SimplePosition.GetSimplePosition("chr1 2 . A T,G . PASS . GT:PS 0|1:123 2/2:789 0|2:456", sequenceProvider.RefNameToChromosome);
var position2 = SimplePosition.GetSimplePosition("chr1 4 . C A,G . PASS . GT:PS 1|1:301 1|2:789 1|2:456", sequenceProvider.RefNameToChromosome);
var position3 = SimplePosition.GetSimplePosition("chr1 6 . G C . PASS . GT:PS . 1|0:789 0/1:.", sequenceProvider.RefNameToChromosome);
var functionBlockRanges = new List <int> {
4, 6, 8
};
var recomposer = new VariantGenerator(sequenceProvider);
var recomposedPositions = recomposer.Recompose(new List <ISimplePosition> {
position1, position2, position3
}, functionBlockRanges).ToList();
Assert.Equal(2, recomposedPositions.Count);
Assert.Equal("chr1 2 . AGC AGA,GGG . PASS RECOMPOSED GT:PS . . 1|2:456", string.Join("\t", recomposedPositions[0].VcfFields));
Assert.Equal("chr1 2 . AGCTG GGATC,GGGTG . PASS RECOMPOSED GT:PS . 1|2:789 .", string.Join("\t", recomposedPositions[1].VcfFields));
}
public void Decide(ref StrategyData strategyData, SimplePosition position, RobotInput robotInput)
{
bool Decided = false;
foreach (var decision in AllDecisions)
{
if (RunDecision(position, ref strategyData, decision, robotInput))
{
ValidateDecision(robotInput, ref strategyData, GetDecisionStrength(decision), true);
Decided = true;
break;
}
}
if (!Decided)
{
ResetDecision(ref strategyData);
}
//signal strength data
strategyData.LatestSignalStrength = LatestSignalStrength;//improve this code laterz
strategyData.BuyCounter = BuyCounter;
strategyData.SellCounter = SellCounter;
strategyData.PrevDecision = prevDecision;
strategyData.PrevDecisionType = prevDecisionType;
}
public void VariantGenerator_AllTrailingMissingValuesDroped()
{
var mockSequenceProvider = new Mock <ISequenceProvider>();
mockSequenceProvider.SetupGet(x => x.RefNameToChromosome)
.Returns(new Dictionary <string, IChromosome> {
{ "chr1", new Chromosome("chr1", "1", 0) }
});
mockSequenceProvider.SetupGet(x => x.Sequence).Returns(new SimpleSequence("CAGCTGAA"));
var sequenceProvider = mockSequenceProvider.Object;
var position1 = SimplePosition.GetSimplePosition("chr1 2 . A T,G . PASS . GT:GQ:PS 0|1:.:123 2/2 1|1:17:456", sequenceProvider.RefNameToChromosome);
var position2 = SimplePosition.GetSimplePosition("chr1 4 . C A,G . PASS . GT:GQ:PS ./. 1|2 1|2:15.6:456", sequenceProvider.RefNameToChromosome);
var position3 = SimplePosition.GetSimplePosition("chr1 6 . G C . PASS . GT:GQ:PS ./. 1|0 1|1:13:456", sequenceProvider.RefNameToChromosome);
var functionBlockRanges = new List <int> {
4, 6, 8
};
var recomposer = new VariantGenerator(sequenceProvider);
var recomposedPositions = recomposer.Recompose(new List <ISimplePosition> {
position1, position2, position3
}, functionBlockRanges).ToList();
Assert.Single(recomposedPositions);
Assert.Equal("chr1 2 . AGCTG GGATC,GGGTG,TGATC,TGGTC . PASS RECOMPOSED GT:GQ:PS . 1|2 3|4:13:456", string.Join("\t", recomposedPositions[0].VcfFields));
}
public void VariantGenerator_OverlappingDeletionAtTheEnd_Ignored()
{
var mockSequenceProvider = new Mock <ISequenceProvider>();
mockSequenceProvider.SetupGet(x => x.RefNameToChromosome)
.Returns(new Dictionary <string, IChromosome> {
{ "chr1", new Chromosome("chr1", "1", 0) }
});
mockSequenceProvider.SetupGet(x => x.Sequence).Returns(new SimpleSequence("CAGCTGAATCGCGA"));
var sequenceProvider = mockSequenceProvider.Object;
var position1 = SimplePosition.GetSimplePosition("chr1 2 . A T . PASS . GT 0|1 0/0", sequenceProvider.RefNameToChromosome);
var position2 = SimplePosition.GetSimplePosition("chr1 4 . C A . PASS . GT 1|1 0/0", sequenceProvider.RefNameToChromosome);
var position3 = SimplePosition.GetSimplePosition("chr1 4 . CTGAATCGCGA C . PASS . GT 0/0 0|1", sequenceProvider.RefNameToChromosome);
var functionBlockRanges = new List <int> {
4, 6, 6
};
var recomposer = new VariantGenerator(sequenceProvider);
var recomposedPositions = recomposer.Recompose(new List <ISimplePosition> {
position1, position2, position3
}, functionBlockRanges).ToList();
Assert.Single(recomposedPositions);
Assert.Equal("chr1 2 . AGC AGA,TGA . PASS RECOMPOSED GT 1|2 .", string.Join("\t", recomposedPositions[0].VcfFields));
}
public void GenerateOutput_NothingRecomposed_ReturnOriginalVcfFieldList()
{
var mockSequenceProvider = new Mock <ISequenceProvider>();
mockSequenceProvider.SetupGet(x => x.RefNameToChromosome)
.Returns(new Dictionary <string, IChromosome> {
{ "chr1", new Chromosome("chr1", "1", 0) }
});
mockSequenceProvider.SetupGet(x => x.Sequence).Returns(new SimpleSequence("CAGCTGAA"));
var sequenceProvider = mockSequenceProvider.Object;
var variantGenerator = new VariantGenerator(sequenceProvider);
var position1 = SimplePosition.GetSimplePosition("chr1 2 . A T . PASS . GT:PS 0|1:123", sequenceProvider.RefNameToChromosome);
var position2 = SimplePosition.GetSimplePosition("chr1 4 . C G . PASS . GT 0/1", sequenceProvider.RefNameToChromosome);
var position3 = SimplePosition.GetSimplePosition("chr1 6 . G C . PASS . GT 0|1", sequenceProvider.RefNameToChromosome);
var positions = new List <ISimplePosition> {
position1, position2, position3
};
var recomposable = new List <bool> {
true, true, true
};
var functionBlockRanges = new List <int> {
4, 6, 8
};
var bufferedPositions = new BufferedPositions(positions, recomposable, functionBlockRanges);
var positionProcessor = new PositionProcessor(_positionBufferMock.Object, _codonInfoProviderMock.Object, variantGenerator);
var output = positionProcessor.GenerateOutput(bufferedPositions).ToArray();
for (int i = 0; i < output.Length; i++)
{
Assert.True(positions[i].VcfFields.SequenceEqual(output[i].VcfFields));
}
}
public CommandPosition(IStringLocalizer stringLocalizer,
SimplePosition simplePosition,
IServiceProvider serviceProvider) : base(serviceProvider)
{
m_StringLocalizer = stringLocalizer;
m_SimplePosition = simplePosition;
}
private void SimplePositionTrasform()
{
#region radpdfprocessing-concepts-position_1
SimplePosition simplePosition = new SimplePosition();
simplePosition.Translate(20, 20); // Translates the position by (30, 30).
simplePosition.Translate(30, 30); // Translates the position by (20, 20) overwriting the previous translations.
#endregion
}
internal static SimplePosition GetSimplePosition(string vcfLine,
IDictionary <string, IChromosome> refNameToChromosome)
{
string[] vcfFields = vcfLine.OptimizedSplit('\t');
var chromosome = ReferenceNameUtilities.GetChromosome(refNameToChromosome, vcfFields[VcfCommon.ChromIndex]);
int position = int.Parse(vcfFields[VcfCommon.PosIndex]);
return(SimplePosition.GetSimplePosition(chromosome, position, vcfFields, new NullVcfFilter()));
}
private bool OpenMissedPosition(SimplePosition position, ref StrategyData strategyData)
{
//position already exists
if (position.PositionType != PositionType.None)
{
return(false);
}
//in middle of a decision
if (strategyData.isBuy || strategyData.isSell)
{
return(false);
}
//no historical data available
if (string.IsNullOrEmpty(strategyData.histdata))
{
return(false);
}
//invalid historical data
StrategyDecision signaldecision = StrategyDecision.None;
int signalperiod = -1;
GetSignalData(strategyData, ref signaldecision, ref signalperiod);
if (signaldecision == StrategyDecision.None || signalperiod == -1)
{
return(false);
}
//missed buy position
if (signaldecision == StrategyDecision.Buy && signalperiod >= MissedPositionStartCandleIndex && signalperiod <= MissedPositionEndCandleIndex)//3,5,200
{
strategyData.Decision = StrategyDecision.OpenMissed;
strategyData.DecisionType = StrategyDecision.Buy;
return(true);
}
//missed sell position
if (signaldecision == StrategyDecision.Sell && signalperiod >= MissedPositionStartCandleIndex && signalperiod <= MissedPositionEndCandleIndex)//3,5,200
{
strategyData.Decision = StrategyDecision.OpenMissed;
strategyData.DecisionType = StrategyDecision.Sell;
return(true);
}
return(false);
}
private bool EscapeTrap(SimplePosition position, ref StrategyData strategyData)
{
//no open positions
if (position.PositionType == PositionType.None)
{
return(false);
}
//no historical decisions available
if (string.IsNullOrEmpty(strategyData.histdata))
{
return(false);
}
//in middle of decision
if (strategyData.isBuy || strategyData.isSell)
{
return(false);
}
//invalid historical data
StrategyDecision signaldecision = StrategyDecision.None;
int signalperiod = -1;
GetSignalData(strategyData, ref signaldecision, ref signalperiod);
if (signaldecision == StrategyDecision.None || signalperiod == -1)
{
return(false);
}
//the bot is trapped with sell position!!
if (position.PositionType == PositionType.Sell && signaldecision == StrategyDecision.Buy && signalperiod >= EscapeTrapCandleIdx)//3,300
{
strategyData.Decision = StrategyDecision.Escape;
strategyData.DecisionType = StrategyDecision.Buy;
return(true);
}
//the bot is trapped with buy position
if (position.PositionType == PositionType.Buy && signaldecision == StrategyDecision.Sell && signalperiod >= EscapeTrapCandleIdx)//3,300
{
strategyData.Decision = StrategyDecision.Escape;
strategyData.DecisionType = StrategyDecision.Sell;
return(true);
}
return(false);
}
public IEnumerable <SimplePosition> GetRecomposedPositions(IDictionary <string, IChromosome> refNameToChromosome)
{
foreach (var variantSite in RecomposedAlleles.Keys.OrderBy(x => x))
{
var varInfo = RecomposedAlleles[variantSite];
var altAlleleList = new List <string>();
var genotypeIndex = 1; // genotype index of alt allele
var sampleGenotypes = new List <int> [_numSamples];
for (var i = 0; i < _numSamples; i++)
{
sampleGenotypes[i] = new List <int>();
}
List <List <string> > allLinkedVids = new List <List <string> >();
foreach (string altAllele in varInfo.AltAlleleToSample.Keys.OrderBy(x => x))
{
var(sampleAlleles, linkedVids) = varInfo.AltAlleleToSample[altAllele];
int currentGenotypeIndex;
if (altAllele == variantSite.RefAllele)
{
currentGenotypeIndex = 0;
}
else
{
currentGenotypeIndex = genotypeIndex;
genotypeIndex++;
altAlleleList.Add(altAllele);
allLinkedVids.Add(linkedVids);
}
foreach (var sampleAllele in sampleAlleles)
{
SetGenotypeWithAlleleIndex(sampleGenotypes[sampleAllele.SampleIndex], sampleAllele.HaplotypeIndex,
currentGenotypeIndex);
}
}
string altAlleleColumn = string.Join(",", altAlleleList);
var vcfFields = GetVcfFields(variantSite, varInfo, altAlleleColumn, sampleGenotypes);
var chromosome = ReferenceNameUtilities.GetChromosome(refNameToChromosome, vcfFields[VcfCommon.ChromIndex]);
var position = SimplePosition.GetSimplePosition(chromosome, variantSite.Start, vcfFields, new NullVcfFilter(), true);
for (var i = 0; i < allLinkedVids.Count; i++)
{
position.LinkedVids[i] = allLinkedVids[i];
}
yield return(position);
}
}
public void ExtractSample_MitoHeteroplasmy_AsExpected()
{
var provider = new MitoHeteroplasmyProvider();
provider.Add(1, "C", new[] { 0.123, 0.200, 0.301 }, new[] { 1, 2, 4 });
provider.Add(1, "G", new[] { 0.101, 0.201 }, new[] { 1, 2 });
var simplePosition = new SimplePosition(ChromosomeUtilities.ChrM, 1, "A", new[] { "C", "T" });
var formatIndices = new FormatIndices();
formatIndices.Set("GT:SQ:AD:AF:F1R2:F2R1:DP:SB:MB:PS");
var sample = SampleFieldExtractor.ExtractSample("1|2:3.96:0,15,85:0.195:13,6:20,2:100:17,16,4,4:13,20,4,4:534234", formatIndices, simplePosition, provider);
Assert.Equal(new[] { 15 / 100.0, 85 / 100.0 }, sample.VariantFrequencies);
Assert.Equal(new[] { "14.29", "null" }, sample.HeteroplasmyPercentile);
}
/// <summary>
/// Get all Positions for the given symbol
/// </summary>
/// <param name="robotInput"></param>
/// <param name="strategyData"></param>
/// <param name="position"></param>
/// <param name="isLive"></param>
public void GetOpenPosition(RobotInput robotInput, ref StrategyData strategyData, ref SimplePosition position, bool isLive)
{
if (!isLive)
{
return;
}
getpositions:
position = new SimplePosition
{
PositionType = PositionType.None,
EntryPrice = -1,
Quantity = robotInput.quantity
};
var positions = client.GetPositions(default, WebcallTimeout, true);
private bool EscapeTrap(SimplePosition position, StrategyData strategyData)
{
//no open positions
if (position.PositionID == -1)
{
return(false);
}
//no historical decisions available
if (string.IsNullOrEmpty(strategyData.histdata))
{
return(false);
}
//in middle of decision
if (strategyData.isBuy || strategyData.isSell)
{
return(false);
}
//invalid historical data
string decisiontype = "";
int decisionperiod = -1;
GetLatestDecision(strategyData.histdata, ref decisiontype, ref decisionperiod);
if (string.IsNullOrEmpty(decisiontype) || decisionperiod == -1)
{
return(false);
}
//the bot is trapped with sell position!!
if (position.PositionType == "SELL" && decisiontype == "B" && decisionperiod >= EscapeTrapCandleIdx && IsValidSignal(false, false, EscapeTrapSignalStrength, StrategyOutput.EscapeTrapWithBuy, ref prevOutput))//3,300
{
return(true);
}
//the bot is trapped with buy position
if (position.PositionType == "BUY" && decisiontype == "S" && decisionperiod >= EscapeTrapCandleIdx && IsValidSignal(false, false, EscapeTrapSignalStrength, StrategyOutput.EscapeTrapWithSell, ref prevOutput))//3,300
{
return(true);
}
return(false);
}
private bool OpenMissedPosition(SimplePosition position, StrategyData strategyData)
{
//position already exists
if (position.PositionID != -1)
{
return(false);
}
//in middle of a decision
if (strategyData.isBuy || strategyData.isSell)
{
return(false);
}
//no historical data available
if (string.IsNullOrEmpty(strategyData.histdata))
{
return(false);
}
//invalid historical data
string decisiontype = "";
int decisionperiod = -1;
GetLatestDecision(strategyData.histdata, ref decisiontype, ref decisionperiod);
if (string.IsNullOrEmpty(decisiontype) || decisionperiod == -1)
{
return(false);
}
//missed buy position
if (decisiontype == "B" && decisionperiod >= MissedPositionStartCandleIndex && decisionperiod <= MissedPositionEndCandleIndex && IsValidSignal(false, false, MissedPositionSignalStrength, StrategyOutput.MissedPositionBuy, ref prevOutput))//3,5,200
{
return(true);
}
//missed sell position
if (decisiontype == "S" && decisionperiod >= MissedPositionStartCandleIndex && decisionperiod <= MissedPositionEndCandleIndex && IsValidSignal(false, false, MissedPositionSignalStrength, StrategyOutput.MissedPositionSell, ref prevOutput))//3,5,200
{
return(true);
}
return(false);
}
private bool OpenPosition(SimplePosition position, StrategyData strategyData, int signalStrength)
{
if (position.PositionID != -1)
{
return(false);
}
if (strategyData.isBuy && IsValidSignal(strategyData.isBuy, strategyData.isSell, signalStrength, StrategyOutput.OpenPositionWithBuy, ref prevOutput))
{
return(true);
}
if (strategyData.isSell && IsValidSignal(strategyData.isBuy, strategyData.isSell, signalStrength, StrategyOutput.OpenPositionWithSell, ref prevOutput))
{
return(true);
}
return(false);
}
public void GenerateOutput_Return_OriginalAndRecomposed_VcfFieldList()
{
var mockSequenceProvider = new Mock <ISequenceProvider>();
mockSequenceProvider.SetupGet(x => x.RefNameToChromosome)
.Returns(new Dictionary <string, IChromosome> {
{ "chr1", new Chromosome("chr1", "1", 0) }
});
mockSequenceProvider.SetupGet(x => x.Sequence).Returns(new SimpleSequence("CAGCTGAA"));
var sequenceProvider = mockSequenceProvider.Object;
var variantGenerator = new VariantGenerator(sequenceProvider);
var position1 = SimplePosition.GetSimplePosition("chr1 2 . A T . PASS . GT:PS 0|1:.", sequenceProvider.RefNameToChromosome);
var position2 = SimplePosition.GetSimplePosition("chr1 4 . C G . PASS . GT 1/1", sequenceProvider.RefNameToChromosome);
var position3 = SimplePosition.GetSimplePosition("chr1 6 . G C . PASS . GT 0|1", sequenceProvider.RefNameToChromosome);
var positions = new List <ISimplePosition> {
position1, position2, position3
};
var recomposable = new List <bool> {
true, true, true
};
var functionBlockRanges = new List <int> {
4, 6, 8
};
var bufferedPositions = new BufferedPositions(positions, recomposable, functionBlockRanges);
var positionProcessor = new PositionProcessor(_positionBufferMock.Object, _codonInfoProviderMock.Object, variantGenerator);
var output = positionProcessor.GenerateOutput(bufferedPositions).ToArray();
var expectedOutput = new string[4][];
expectedOutput[0] = position1.VcfFields;
expectedOutput[1] = new[]
{ "chr1", "2", ".", "AGCTG", "AGGTG,TGGTC", ".", "PASS", "RECOMPOSED", "GT", "1|2" };
expectedOutput[2] = position2.VcfFields;
expectedOutput[3] = position3.VcfFields;
for (int i = 0; i < output.Length; i++)
{
Assert.True(expectedOutput[i].SequenceEqual(output[i].VcfFields));
}
}
/// <summary>
/// Get All Positions for given Symbol
/// </summary>
/// <param name="position"></param>
/// <param name="quantity"></param>
/// <param name="profitFactor"></param>
public void GetCurrentPosition(ref SimplePosition position, decimal quantity, ref decimal profitFactor)
{
getpositions:
position = new SimplePosition
{
PositionID = -1,
PositionType = "",
EntryPrice = -1,
Quantity = quantity,
Trend = "",
Mood = ""
};
var positions = client.GetPositions(default, true);
private bool ExitPositionHeavyLoss(SimplePosition position, StrategyData strategyData, decimal HeavyRiskPercentage)
{
//no position to exit from
if (position.PositionID == -1)
{
return(false);
}
if (position.PositionType == "BUY" && strategyData.longPercentage <= HeavyRiskPercentage)
{
return(true);
}
if (position.PositionType == "SELL" && strategyData.shortPercentage <= HeavyRiskPercentage)
{
return(true);
}
return(false);
}
public IEnumerable <ISimplePosition> Recompose(List <ISimplePosition> recomposablePositions, List <int> functionBlockRanges)
{
var positionSet = PositionSet.CreatePositionSet(recomposablePositions, functionBlockRanges);
var alleleSet = positionSet.AlleleSet;
var alleleIndexBlockToSampleIndex = positionSet.AlleleIndexBlockToSampleIndex;
var numSamples = positionSet.NumSamples;
_sequenceProvider.LoadChromosome(alleleSet.Chromosome);
int regionStart = alleleSet.Starts[0];
string lastRefAllele = alleleSet.VariantArrays.Last()[0];
int regionEnd = alleleSet.Starts.Last() + lastRefAllele.Length + 100; // make it long enough
if (regionEnd > _sequenceProvider.Sequence.Length)
{
regionEnd = _sequenceProvider.Sequence.Length;
}
string totalRefSequence = _sequenceProvider.Sequence.Substring(regionStart - 1, regionEnd - regionStart); // VCF positions are 1-based
var recomposedAlleleSet = new RecomposedAlleleSet(positionSet.ChrName, numSamples);
var decomposedPosVarIndex = new HashSet <(int PosIndex, int VarIndex)>();
foreach (var(alleleIndexBlock, sampleAlleles) in alleleIndexBlockToSampleIndex)
{
var(start, _, refAllele, altAllele) = GetPositionsAndRefAltAlleles(alleleIndexBlock, alleleSet, totalRefSequence, regionStart, decomposedPosVarIndex);
var variantSite = new VariantSite(start, refAllele);
if (!recomposedAlleleSet.RecomposedAlleles.TryGetValue(variantSite, out var variantInfo))
{
variantInfo = GetVariantInfo(positionSet, alleleIndexBlock);
recomposedAlleleSet.RecomposedAlleles[variantSite] = variantInfo;
}
variantInfo.AddAllele(altAllele, sampleAlleles);
}
// Set decomposed tag to positions used for recomposition
foreach (var indexTuple in decomposedPosVarIndex)
{
recomposablePositions[indexTuple.PosIndex].IsDecomposed[indexTuple.VarIndex] = true;
}
return(recomposedAlleleSet.GetRecomposedVcfRecords().Select(x => SimplePosition.GetSimplePosition(x, _sequenceProvider.RefNameToChromosome, true)));
}
private void CalculatePercentageChange(SimplePosition order, decimal currentClose, decimal leverage, decimal decreaseOnNegative, ref StrategyData strategyData)
{
if (order.PositionID != -1)
{
strategyData.shortPercentage = leverage * ((order.EntryPrice - currentClose) / order.EntryPrice) * 100;
strategyData.longPercentage = leverage * ((currentClose - order.EntryPrice) / order.EntryPrice) * 100;
if (strategyData.shortPercentage < 0 && order.PositionType == "SELL")
{
strategyData.profitFactor = decreaseOnNegative;
}
else if (strategyData.longPercentage < 0 && order.PositionType == "BUY")
{
strategyData.profitFactor = decreaseOnNegative;
}
else
{
//meh :\
}
}
}
private bool OpenPosition(SimplePosition position, ref StrategyData strategyData)
{
if (position.PositionType != PositionType.None)
{
return(false);
}
if (strategyData.isBuy)
{
strategyData.Decision = StrategyDecision.Open;
strategyData.DecisionType = StrategyDecision.Buy;
return(true);
}
if (strategyData.isSell)
{
strategyData.Decision = StrategyDecision.Open;
strategyData.DecisionType = StrategyDecision.Sell;
return(true);
}
return(false);
}
private bool TakeProfit(SimplePosition position, ref StrategyData strategyData, decimal reward)
{
if (position.PositionType == PositionType.None)
{
return(false);
}
if (position.PositionType == PositionType.Buy && strategyData.Percentage >= strategyData.profitFactor * reward)
{
strategyData.Decision = StrategyDecision.TakeProfit;
strategyData.DecisionType = StrategyDecision.Sell;
return(true);
}
if (position.PositionType == PositionType.Sell && strategyData.Percentage >= strategyData.profitFactor * reward)
{
strategyData.Decision = StrategyDecision.TakeProfit;
strategyData.DecisionType = StrategyDecision.Buy;
return(true);
}
if (position.PositionType == PositionType.Buy && strategyData.isSell && strategyData.Percentage >= reward / 2)
{
strategyData.Decision = StrategyDecision.TakeProfit;
strategyData.DecisionType = StrategyDecision.Sell;
return(true);
}
if (position.PositionType == PositionType.Sell && strategyData.isBuy && strategyData.Percentage >= reward / 2)
{
strategyData.Decision = StrategyDecision.TakeProfit;
strategyData.DecisionType = StrategyDecision.Buy;
return(true);
}
return(false);
}
private bool RunDecision(SimplePosition position, ref StrategyData strategyData, StrategyDecision decision, RobotInput robotInput)
{
if (!DecisionSet.Contains(decision.ToString()))
{
return(false);
}
if (decision == StrategyDecision.Open)
{
return(OpenPosition(position, ref strategyData));
}
else if (decision == StrategyDecision.OpenMissed)
{
return(OpenMissedPosition(position, ref strategyData));
}
else if (decision == StrategyDecision.ExitHeavy)
{
return(ExitPositionHeavyLoss(position, ref strategyData));
}
else if (decision == StrategyDecision.Exit)
{
return(ExitPosition(position, ref strategyData, robotInput.risk));
}
else if (decision == StrategyDecision.TakeProfit)
{
return(TakeProfit(position, ref strategyData, robotInput.reward));
}
else if (decision == StrategyDecision.Escape)
{
return(EscapeTrap(position, ref strategyData));
}
else
{
return(false);
}
}
public void VariantGenerator_NoMnvAfterTrimming_NotRecompose()
{
var mockSequenceProvider = new Mock <ISequenceProvider>();
mockSequenceProvider.SetupGet(x => x.RefNameToChromosome)
.Returns(new Dictionary <string, IChromosome> {
{ "chr1", new Chromosome("chr1", "1", 0) }
});
mockSequenceProvider.SetupGet(x => x.Sequence).Returns(new SimpleSequence("CAGCTGAA"));
var sequenceProvider = mockSequenceProvider.Object;
var position1 = SimplePosition.GetSimplePosition("chr1 1 . C A . PASS . GT:PS 1|0:1584593 1|1:. 0|1:.", sequenceProvider.RefNameToChromosome);
var position2 = SimplePosition.GetSimplePosition("chr1 2 . A C . PASS . GT:PS 0|1:1584593 0/0:. 0/0:.", sequenceProvider.RefNameToChromosome);
var functionBlockRanges = new List <int> {
3, 4
};
var recomposer = new VariantGenerator(sequenceProvider);
var recomposedPositions = recomposer.Recompose(new List <ISimplePosition> {
position1, position2
}, functionBlockRanges).ToList();
Assert.Empty(recomposedPositions);
}
private bool ExitPositionHeavyLoss(SimplePosition position, ref StrategyData strategyData)
{
//no position to exit from
if (position.PositionType == PositionType.None)
{
return(false);
}
if (position.PositionType == PositionType.Buy && strategyData.Percentage <= HeavyRiskPercentage)
{
strategyData.Decision = StrategyDecision.ExitHeavy;
strategyData.DecisionType = StrategyDecision.Sell;
return(true);
}
if (position.PositionType == PositionType.Sell && strategyData.Percentage <= HeavyRiskPercentage)
{
strategyData.Decision = StrategyDecision.ExitHeavy;
strategyData.DecisionType = StrategyDecision.Buy;
return(true);
}
return(false);
}
public void StartRoBot(RobotInput robotInput, bool isLive)
{
#region -strategy and function level variables-
var openclosestrategy = new OpenCloseStrategy();
StrategyData strategyData = new StrategyData(1);
var errorCount = 0;
//improve this further later
webCall.AssignBinanceWebCallFeatures(robotInput.symbol);
#endregion
using (webCall.client = new BinanceClient())
{
while (true)
{
try
{
#region -variables refreshed every cycle-
Stopwatch sw = new Stopwatch();
sw.Start();
var currentPosition = new SimplePosition(robotInput.quantity);
strategyData = new StrategyData(strategyData.profitFactor);//tracking updated check for more elegant ways to write this..
Thread.Sleep(pingtime);
#endregion
//get kandles from server
webCall.GetKLinesDataCached(robotInput.timeframe, robotInput.candleCount, ref strategyData);
//get open positions from server
webCall.GetOpenPosition(robotInput, ref strategyData, ref currentPosition, isLive);
//run strategy over the kandles
openclosestrategy.RunStrategy(robotInput, currentPosition, ref strategyData);
//place orders based on strategy output
webCall.PlaceOrders(robotInput, strategyData, isLive);
sw.Stop();
//display data to UI
Utility.DumpToConsole(strategyData, currentPosition, robotInput, BollingerFactor, ref LastAvoidReason, sw.ElapsedMilliseconds);
}
catch (Exception ex)
{
Utility.LogExceptions(ex, "");
Thread.Sleep(10);
++errorCount;
}
if (errorCount >= 300)
{
break;
}
}
}
}
