public BasicTradeState(RobotContext context, Deal deal)
{
context.Logger.Debug("Change state to {0}", GetType().Name);
StartPrice = deal.Price;
TrendIsLong = deal.IsBuy;
context.StopLossPrice = GetStopPrice(StartPrice, context.StopLossSize);
}
public IState GetTradeState(RobotContext context, Deal deal)
{
switch (TradeStateType)
{
case TradeStateTypes.Basic:
return new BasicTradeState(context, deal);
case TradeStateTypes.Breakeven:
return new BreakevenTradeState(context, deal);
case TradeStateTypes.Trailing:
return new TrailingTradeState(context, deal);
default:
throw new ArgumentException("Not expected trade state type");
}
}
public ITradeEvent Process(RobotContext context, Candle candle)
{
int currentIndex = context.Candles.Count - 1;
var bestSecondExtremum = AppendToTree(candle, currentIndex);
if (bestSecondExtremum == null)
return null;
if (NeedToTrade(context, bestSecondExtremum))
{
context.Logger.Debug("Need to trade, extremum: {0}", bestSecondExtremum);
var deal = new Deal(candle.Close, candle.DateTime, bestSecondExtremum.IsMinimum, context.Advisor.GetAdvice(candle.Close, bestSecondExtremum.IsMinimum));
context.Logger.Debug("Deal: {0}", deal);
context.CurrentState = context.Factory.GetTradeState(context, deal);
return new DealEvent(deal);
}
return new SecondExtremumEvent(bestSecondExtremum, ExtremumsRepo.FirstMaximums, ExtremumsRepo.FirstMinimums);
}
public TrailingTradeState(RobotContext context, Deal deal)
: base(context, deal)
{
}
public BreakevenTradeState(RobotContext context, Deal deal)
: base(context, deal)
{
}
public void AddDeal(Deal deal)
{
if (!deals.Any() || deals.Peek().IsBuy == deal.IsBuy)
{
deals.Push(deal);
return;
}
var prevDeal = deals.Pop();
var profit = (deal.Price - prevDeal.Price)*(prevDeal.IsBuy ? 1 : -1) - Comission;
AddTrade(new Trade(profit, prevDeal.IsBuy, deal.DateTime - prevDeal.DateTime, prevDeal.Advice));
}
