/// <summary>
/// Gets the transitive dependent pips that can have outputs
/// </summary>
protected static HashSet <PipId> GetClosureWithOutputs(
IPipFilterContext context,
HashSet <PipId> pipIds,
Func <IPipFilterContext, PipId, IEnumerable <PipId> > getPips,
ClosureMode closureMode)
{
HashSet <PipId> closure = new HashSet <PipId>();
if (closureMode == ClosureMode.TransitiveIncludingSelf)
{
var stack = new Stack <PipId>();
foreach (var rootPipId in pipIds)
{
stack.Push(rootPipId);
}
while (stack.Count > 0)
{
var pipId = stack.Pop();
foreach (PipId neighbor in getPips(context, pipId))
{
if (MayHaveOutputs(context, neighbor) && closure.Add(neighbor))
{
stack.Push(neighbor);
}
}
}
}
else
{
Contract.Assert(closureMode == ClosureMode.DirectExcludingSelf);
foreach (var pipId in pipIds)
{
foreach (PipId neighbor in getPips(context, pipId))
{
if (MayHaveOutputs(context, neighbor))
{
closure.Add(neighbor);
}
}
}
}
return(closure);
}
internal void AnalyzeConditionalClosure()
{
TotalNetProfit = Grids.Where(x => x.Status == TradeStatus.Active).Select(x => x.RobotPosition.NetProfit).Sum();
ClosureMode closureMode = c.ClosureParameters.ClosureMode;
if (closureMode == ClosureMode.Fixed)
{
var ClosureCondition1 = TotalNetProfit >= robot.ClosureFixedTP.FallbackIfZero(c.ClosureParameters.Fixed.TakeProfit);
var ClosureCondition2 = (new[] {
Grids.Where(x => x.Status == TradeStatus.Active && x.Side == GridSide.UpperGround).Count(),
Grids.Where(x => x.Status == TradeStatus.Active && x.Side == GridSide.UnderGround).Count()
}).All(x => x == GridSize) && c.GridParameters.OrderType == OrderType.STOP;
var IsPassingMaxDuration = c.ClosureParameters.FallbackClosureMode == FallbackClosureMode.MaxDuration && robot.Time.ToLocalTime() > ActiveSince.ToLocalTime().Add(c.ClosureParameters.MaxDurationSpan);
if (ClosureCondition1 || ClosureCondition2 || IsPassingMaxDuration)
{
CloseCycle();
}
}
}
/// <summary>
/// Class constructor
/// </summary>
protected ClosureFunctionFilter(PipFilter inner, ClosureMode closureMode = ClosureMode.TransitiveIncludingSelf)
{
Inner = inner;
ClosureMode = closureMode;
m_cachedHashCode = HashCodeHelper.Combine(Inner.GetHashCode(), GetType().GetHashCode(), (int)ClosureMode);
}
/// <summary>
/// Class constructor
/// </summary>
public DependenciesFilter(PipFilter inner, ClosureMode closureMode = ClosureMode.TransitiveIncludingSelf)
: base(inner, closureMode)
{
}
