internal bool IsStopPriceMet(double lastPrice, double stopPrice, OrderSide orderSide, StopPriceCalculationStrategy stopStrategy, string info)
{
bool stopMet = false;
if (lastPrice <= 0)
{
LoggingUtility.WriteWarn(logConfig,
string.Format("Cannot calculate stop price condition for LAST price {0:c}",
lastPrice));
return stopMet;
}
if (stopPrice <= 0)
{
LoggingUtility.WriteVerbose(logConfig,
string.Format("Cannot calculate stop price condition for STOP price {0:c}",
stopPrice));
return stopMet;
}
if (orderSide == OrderSide.Buy)
stopMet = lastPrice > stopPrice;
else
stopMet = lastPrice < stopPrice;
if (stopMet)
LoggingUtility.WriteInfo(
logConfig,
string.Format(
"[{4}] Stop price of {0:c} was met on {1} side by last close price of {2:c} based on {3} strategy",
stopPrice,
orderSide,
lastPrice,
stopStrategy,
info));
return stopMet;
}
public BaseTemplate WithIwmStopTypeOf(StopPriceCalculationStrategy strategy)
{
OnStop();
ParamsSetterUtility.SetIwmStopCalculationStrategy(paramsDictionary, strategy);
return this;
}
protected void ValidateStrategyType(StopPriceCalculationStrategy stratType)
{
//if (Strategy.StopCalculationStrategy != stratType)
// throw new ArgumentException("StopCalculationStrategy", "StopCalculationStrategy");
}
