protected override void Init()
{
_symbolGraph = new BarMarketGraph(this)
{
Name = "Bar market graph"
};
_pathLogic = new PathLogic <CurrencyNode>(1000);
foreach (var symbol in Symbols)
{
if (symbol.IsNull || !symbol.IsTradeAllowed)
{
continue;
}
var barSymbol = new BarSymbol(symbol, this);
var commission = symbol.CalculateCommission(Account.Type, false);
if (double.IsNaN(commission))
{
commission = 0;
}
_symbolGraph.AddEdge(symbol.BaseCurrency, symbol.CounterCurrency, barSymbol, commission);
_symbolGraph.AddEdge(symbol.CounterCurrency, symbol.BaseCurrency, barSymbol, commission);
}
_currencyId = _symbolGraph[Currency]?.Id ?? -1;
_currencyListIds = new List <int>();
foreach (var currency in CurrencyList.ParseCsvLine())
{
var node = _symbolGraph[currency];
if (node != null)
{
_currencyListIds.Add(node.Id);
}
}
}
/// <summary>
/// Adds edge to market graph finding required currencies
/// </summary>
public void AddEdge(string fromCurrency, string toCurrency, BarSymbol symbol, double commission, int pipsDigits)
{
if (!_currencyCache.ContainsKey(fromCurrency))
{
throw new GraphException($"Node {fromCurrency} not found");
}
if (!_currencyCache.ContainsKey(toCurrency))
{
throw new GraphException($"Node {toCurrency} not found");
}
AddEdge(new BarSymbolEdge(_currencyCache[fromCurrency], _currencyCache[toCurrency], symbol, commission, pipsDigits));
}
public BarSymbolEdge(CurrencyNode from, CurrencyNode to, BarSymbol symbol, double commission, int pipsDigits) : base(from, to)
{
if (symbol.BaseCurrency != from.Name && symbol.CounterCurrency != from.Name)
{
throw new GraphException($"Node {from} doesn't correspond to symbol {symbol.Name}");
}
if (symbol.BaseCurrency != to.Name && symbol.CounterCurrency != to.Name)
{
throw new GraphException($"Node {to} doesn't correspond to symbol {symbol.Name}");
}
if (from.Name == to.Name)
{
throw new GraphException("Symbol edge can't be a loop");
}
Symbol = symbol;
Side = symbol.BaseCurrency == from.Name && symbol.CounterCurrency == to.Name ? OrderSide.Sell : OrderSide.Buy;
Commission = commission;
PipsDigits = pipsDigits;
}
public BarSymbolEdge(CurrencyNode from, CurrencyNode to, BarSymbol symbol, double commission) : this(from, to, symbol, commission, 0)
{
}
public BarSymbolEdge(CurrencyNode from, CurrencyNode to, BarSymbol symbol) : this(from, to, symbol, 0)
{
}
/// <summary>
/// Adds edge to market graph finding required currencies
/// </summary>
public void AddEdge(string fromCurrency, string toCurrency, BarSymbol symbol, double commission)
{
AddEdge(fromCurrency, toCurrency, symbol, commission, 2);
}
/// <summary>
/// Adds edge to market graph finding required currencies
/// </summary>
public void AddEdge(string fromCurrency, string toCurrency, BarSymbol symbol)
{
AddEdge(fromCurrency, toCurrency, symbol, 0);
}
