public static Stop AddStop(this Strategy s, Position position, PositionSide side, double qty = 0,
double level = 0.05, StopType type = StopType.Trailing, StopMode mode = StopMode.Percent)
{
var stop = new QBStop(s, position, side, qty, level, type, mode);
AddStop2(s, stop);
return(stop);
}
public static Stop AddStop(this Strategy s,
Position position, PositionSide side, double qty, DateTime dateTime)
{
var stop = new QBStop(s, position, side, qty, dateTime);
AddStop2(s, stop);
return(stop);
}
public Stop ToStop(BsonValue v)
{
var doc = (BsonDocument)v;
var symbol = doc["instrument"].AsString;
var inst = Strategy.GetFramework().InstrumentManager.GetBySymbol(symbol);
if (inst == null)
{
return(null);
}
var type = (StopType)doc["type"].AsInt32;
var side = (PositionSide)doc["side"].AsInt32;
var qty = doc["qty"].AsDouble;
var position = Strategy.Portfolio.GetPosition(inst);
QBStop stop;
if (type != StopType.Time)
{
stop = new QBStop(
Strategy, position, side, qty,
doc["level"].AsDouble, type, (StopMode)doc["mode"].AsInt32);
}
else
{
stop = new QBStop(Strategy, position, side, qty, doc["completionTime"].AsDateTime);
}
stop.SetObjectId(doc["_id"].AsObjectId.ToByteArray());
stop.FillMode = (StopFillMode)doc["fillMode"].AsInt32;
stop.FilterBarSize = doc["filterBarSize"].AsInt64;
stop.FilterBarType = (BarType)doc["filterBarType"].AsInt32;
stop.TraceOnBar = doc["traceOnBar"].AsBoolean;
stop.TraceOnBarOpen = doc["traceOnBarOpen"].AsBoolean;
stop.TraceOnQuote = doc["traceOnQuote"].AsBoolean;
stop.TraceOnTrade = doc["traceOnTrade"].AsBoolean;
stop.TrailOnHighLow = doc["trailOnHighLow"].AsBoolean;
stop.TrailOnOpen = doc["trailOnOpen"].AsBoolean;
if (doc.TryGetValue("fields", out var f))
{
var buffer = f.AsBinary;
using (var stream = new MemoryStream(buffer))
using (var reader = new BinaryReader(stream)) {
_fieldsReader(ObjectTableOwner.Stop, stop.Fields, reader);
}
}
return(stop);
}
