public TradeManager(ITradeSharpServerTrade proxyTrade,
ITradeSharpAccount proxyAccount,
IStorage<string, QuoteData> quoteStorage, Func<int, AccountGroup> getAccountGroup)
{
profitCalculator = ProfitCalculator.Instance;
if (getAccountGroup == null) throw new ArgumentException("TradeManager ctor()", "getAccountGroup");
this.proxyTrade = proxyTrade;
this.proxyAccount = proxyAccount;
this.quoteStorage = quoteStorage;
this.getAccountGroup = getAccountGroup;
timeStarted = DateTime.Now;
}
public TradeManager(ITradeSharpServerTrade proxyTrade,
ITradeSharpAccount proxyAccount,
IStorage <string, QuoteData> quoteStorage, Func <int, AccountGroup> getAccountGroup)
{
profitCalculator = ProfitCalculator.Instance;
if (getAccountGroup == null)
{
throw new ArgumentException("TradeManager ctor()", "getAccountGroup");
}
this.proxyTrade = proxyTrade;
this.proxyAccount = proxyAccount;
this.quoteStorage = quoteStorage;
this.getAccountGroup = getAccountGroup;
timeStarted = DateTime.Now;
}
private TradeSharpAccount(ITradeSharpAccount proxyOrStub = null)
{
if (proxyOrStub != null)
{
proxy = proxyOrStub;
return;
}
try
{
proxy = ProxyBuilder.Instance.GetImplementer <ITradeSharpAccount>();
}
catch (Exception ex)
{
Logger.Error("TradeSharpAccount", ex);
}
}
private TradeSharpAccount(ITradeSharpAccount proxyOrStub = null)
{
if (proxyOrStub != null)
{
proxy = proxyOrStub;
return;
}
try
{
proxy = ProxyBuilder.Instance.GetImplementer<ITradeSharpAccount>();
}
catch (Exception ex)
{
Logger.Error("TradeSharpAccount", ex);
}
}
private void RenewFactory()
{
try
{
if (factory != null)
{
factory.Abort();
}
factory = new ChannelFactory <ITradeSharpAccount>(endpointName);
channel = factory.CreateChannel();
}
catch (Exception ex)
{
Logger.Error("TradeSharpAccountProxy: невозможно создать прокси", ex);
channel = null;
}
}
public void Setup()
{
NewsMaker.ClearNewsFolder();
fakeTradeServer = ProxyBuilder.Instance.GetImplementer<ITradeSharpServerTrade>();
fakeTradeAccount = ProxyBuilder.Instance.GetImplementer<ITradeSharpAccount>();
Account ac;
var methodName = ProxyBuilder.GetMethodName<ITradeSharpAccount>(a => a.GetAccountInfo(1, false, out ac));
((IMockableProxy)fakeTradeAccount).MockMethods.Add(methodName,
new GetAccountInfoDel((int accountId, bool needEquityInfo, out Account account) =>
{
account = accounts.FirstOrDefault(a => a.ID == accountId);
return RequestStatus.OK;
}));
TradeSharpServerTradeProxy.fakeProxy = fakeTradeServer;
}
public decimal CalculateAccountEquity(int accountId, decimal balance, string depoCurx,
Dictionary<string, QuoteData> curPrices, ITradeSharpAccount proxyAccount)
{
var equity = balance;
List<MarketOrder> posList;
var result = proxyAccount.GetMarketOrders(accountId, out posList);
if (result != RequestStatus.OK)
{
Logger.ErrorFormat("Ошибка в CalculateAccountEquity({0}) - ошибка получения позиций", accountId);
return 0;
}
equity += posList.Sum(p =>
p.State != PositionState.Opened ? 0
: CalculatePositionProfit(p, depoCurx, curPrices));
return equity;
}
public void Setup()
{
NewsMaker.ClearNewsFolder();
fakeTradeServer = ProxyBuilder.Instance.GetImplementer <ITradeSharpServerTrade>();
fakeTradeAccount = ProxyBuilder.Instance.GetImplementer <ITradeSharpAccount>();
Account ac;
var methodName = ProxyBuilder.GetMethodName <ITradeSharpAccount>(a => a.GetAccountInfo(1, false, out ac));
((IMockableProxy)fakeTradeAccount).MockMethods.Add(methodName,
new GetAccountInfoDel((int accountId, bool needEquityInfo, out Account account) =>
{
account = accounts.FirstOrDefault(a => a.ID == accountId);
return(RequestStatus.OK);
}));
TradeSharpServerTradeProxy.fakeProxy = fakeTradeServer;
}
public void TestSetup()
{
#region Запоминиаем имена методов, которые будем мОчить разными реализациями в ходе тестов
List <MarketOrder> voidOrdersList;
List <BalanceChange> voidBalanceChangesList;
getHistoryOrdersName = ProxyBuilder.GetMethodName <ITradeSharpAccount>(a => a.GetHistoryOrders(null, null, out voidOrdersList));
getMarketOrdersName = ProxyBuilder.GetMethodName <ITradeSharpAccount>(a => a.GetMarketOrders(0, out voidOrdersList));
getBalanceChangesName = ProxyBuilder.GetMethodName <ITradeSharpAccount>(a => a.GetBalanceChanges(0, null, out voidBalanceChangesList));
#endregion
fakeTradeAccount = ProxyBuilder.Instance.GetImplementer <ITradeSharpAccount>();
TradeSharpAccount.Initialize(fakeTradeAccount);
// Инициализируем словарь котировок
dailyQuoteStorage = new DailyQuoteStorage();
dailyQuoteStorage.InitializeFake(QuoteMaker.MakeQuotesForQuoteDailyStorage(null));
SetupMockMethodImplementation();
}
private void MakeTradeSharpAccountProxy()
{
fakeAccountManager = ProxyBuilder.Instance.MakeImplementer<ITradeSharpAccount>(true);
// "замочить" нужные методы
// ReSharper disable SuspiciousTypeConversion.Global
Account account;
((IMockableProxy)fakeAccountManager).MockMethods.Add(
// ReSharper restore SuspiciousTypeConversion.Global
StronglyName.GetMethodName<ITradeSharpAccount>(
f => f.GetAccountInfo(0, false, out account)),
new GetAccountInfoDel((int accountId, bool needEquityInfo, out Account act) =>
{
act = testAccount;
act.ID = accountId;
if (needEquityInfo)
{
List<MarketOrder> ordList;
fakeAccountManager.GetMarketOrders(accountId, out ordList);
var profit = DalSpot.Instance.CalculateOpenedPositionsCurrentResult(ordList,
QuoteStorage.Instance.ReceiveAllData(), act.Currency);
act.Equity = act.Balance + (decimal)profit;
}
return RequestStatus.OK;
}));
List<MarketOrder> orders;
// ReSharper disable SuspiciousTypeConversion.Global
((IMockableProxy)fakeAccountManager).MockMethods.Add(
// ReSharper restore SuspiciousTypeConversion.Global
StronglyName.GetMethodName<ITradeSharpAccount>(
f => f.GetMarketOrders(0, out orders)),
new GetMarketOrdersDel((int accountId, out List<MarketOrder> ordList) =>
{
ordList = new List<MarketOrder>
{
new MarketOrder
{
AccountID = accountId,
Symbol = "EURUSD",
Side = (int)DealType.Buy,
Volume = 100000,
PriceEnter = 1.3140f,
State = PositionState.Opened
},
new MarketOrder
{
AccountID = accountId,
Symbol = "EURUSD",
Side = (int)DealType.Sell,
Volume = 20000,
PriceEnter = 1.3180f,
State = PositionState.Opened
},
new MarketOrder
{
AccountID = accountId,
Symbol = "USDCAD",
Side = (int)DealType.Sell,
Volume = 80000,
PriceEnter = 1.1130f,
State = PositionState.Opened
}
};
return RequestStatus.OK;
}));
}
private void MakeMoq()
{
serverCats = new List <Contract.Entity.Subscription>
{
new Contract.Entity.Subscription
{
Service = 1,
PaidService = new PaidService
{
Comment = "Test signals",
},
AutoTradeSettings = new AutoTradeSettings
{
PercentLeverage = 50,
MaxLeverage = 10,
MinVolume = 10000,
StepVolume = 5000,
TradeAuto = true,
}
}
};
fakeTradeServer = ProxyBuilder.Instance.GetImplementer <ITradeSharpServerTrade>();
fakeTradeAccount = ProxyBuilder.Instance.GetImplementer <ITradeSharpAccount>();
WalletError walletError;
var bindToTradeSignal = ProxyBuilder.GetMethodName <ITradeSharpServerTrade>(a => a.SubscribeOnService(
null, "", 0, false, false, null, out walletError));
((IMockableProxy)fakeTradeServer).MockMethods.Add(bindToTradeSignal,
new GetAccountInfoDel((ProtectedOperationContext secCtx, string userLogin, int serviceId, bool renewAuto,
bool unsb, AutoTradeSettings sets, out WalletError error) =>
{
error = WalletError.OK;
// модифицировать подписки
var indexExists = serverCats.FindIndex(c => c.Service == serviceId);
if (indexExists >= 0)
{
if (unsb)
{
serverCats.RemoveAt(indexExists);
}
else
{
var subs = new Contract.Entity.Subscription
{
Service = serviceId,
AutoTradeSettings = sets,
RenewAuto = renewAuto,
PaidService = new PaidService
{
Id = serviceId
}
};
serverCats[indexExists] = subs;
serverCats.Add(subs);
}
return(true);
}
return(true);
}));
var getTradeSignalsSubscribed = ProxyBuilder.GetMethodName <ITradeSharpAccount>(a => a.GetSubscriptions(""));
((IMockableProxy)fakeTradeAccount).MockMethods.Add(getTradeSignalsSubscribed, new Func <string, List <Contract.Entity.Subscription> >(userLogin =>
{
return(userLogin == "Demo"
? serverCats
: new List <Contract.Entity.Subscription>());
}));
}
public void TestSetup()
{
#region Запоминиаем имена методов, которые будем мОчить разными реализациями в ходе тестов
List<MarketOrder> voidOrdersList;
List<BalanceChange> voidBalanceChangesList;
getHistoryOrdersName = ProxyBuilder.GetMethodName<ITradeSharpAccount>(a => a.GetHistoryOrders(null, null, out voidOrdersList));
getMarketOrdersName = ProxyBuilder.GetMethodName<ITradeSharpAccount>(a => a.GetMarketOrders(0, out voidOrdersList));
getBalanceChangesName = ProxyBuilder.GetMethodName<ITradeSharpAccount>(a => a.GetBalanceChanges(0, null, out voidBalanceChangesList));
#endregion
fakeTradeAccount = ProxyBuilder.Instance.GetImplementer<ITradeSharpAccount>();
TradeSharpAccount.Initialize(fakeTradeAccount);
// Инициализируем словарь котировок
dailyQuoteStorage = new DailyQuoteStorage();
dailyQuoteStorage.InitializeFake(QuoteMaker.MakeQuotesForQuoteDailyStorage(null));
SetupMockMethodImplementation();
}
public static void Initialize(ITradeSharpAccount proxyOrStub)
{
instance = new TradeSharpAccount(proxyOrStub);
}
public static void Initialize(ITradeSharpAccount proxyOrStub)
{
instance = new TradeSharpAccount(proxyOrStub);
}
private void MakeTradeSharpAccountProxy()
{
fakeAccountManager = ProxyBuilder.Instance.MakeImplementer <ITradeSharpAccount>(true);
// "замочить" нужные методы
// ReSharper disable SuspiciousTypeConversion.Global
Account account;
((IMockableProxy)fakeAccountManager).MockMethods.Add(
// ReSharper restore SuspiciousTypeConversion.Global
StronglyName.GetMethodName <ITradeSharpAccount>(
f => f.GetAccountInfo(0, false, out account)),
new GetAccountInfoDel((int accountId, bool needEquityInfo, out Account act) =>
{
act = testAccount;
act.ID = accountId;
if (needEquityInfo)
{
List <MarketOrder> ordList;
fakeAccountManager.GetMarketOrders(accountId, out ordList);
var profit = DalSpot.Instance.CalculateOpenedPositionsCurrentResult(ordList,
QuoteStorage.Instance.ReceiveAllData(), act.Currency);
act.Equity = act.Balance + (decimal)profit;
}
return(RequestStatus.OK);
}));
List <MarketOrder> orders;
// ReSharper disable SuspiciousTypeConversion.Global
((IMockableProxy)fakeAccountManager).MockMethods.Add(
// ReSharper restore SuspiciousTypeConversion.Global
StronglyName.GetMethodName <ITradeSharpAccount>(
f => f.GetMarketOrders(0, out orders)),
new GetMarketOrdersDel((int accountId, out List <MarketOrder> ordList) =>
{
ordList = new List <MarketOrder>
{
new MarketOrder
{
AccountID = accountId,
Symbol = "EURUSD",
Side = (int)DealType.Buy,
Volume = 100000,
PriceEnter = 1.3140f,
State = PositionState.Opened
},
new MarketOrder
{
AccountID = accountId,
Symbol = "EURUSD",
Side = (int)DealType.Sell,
Volume = 20000,
PriceEnter = 1.3180f,
State = PositionState.Opened
},
new MarketOrder
{
AccountID = accountId,
Symbol = "USDCAD",
Side = (int)DealType.Sell,
Volume = 80000,
PriceEnter = 1.1130f,
State = PositionState.Opened
}
};
return(RequestStatus.OK);
}));
}
private void RenewFactory()
{
try
{
if (factory != null) factory.Abort();
factory = new ChannelFactory<ITradeSharpAccount>(endpointName);
channel = factory.CreateChannel();
}
catch (Exception ex)
{
Logger.Error("TradeSharpAccountProxy: невозможно создать прокси", ex);
channel = null;
}
}
public Dictionary <string, decimal> CalculateAccountExposure(int accountId,
out decimal equity,
out decimal reservedMargin,
out decimal exposure,
Dictionary <string, QuoteData> curPrices,
ITradeSharpAccount proxyAccount,
Func <int, AccountGroup> getAccountGroup)
{
if (curPrices == null)
{
Logger.Error("Ошибка в CalculateAccountExposure - curPrices == null");
throw new Exception("Ошибка в CalculateAccountExposure - curPrices == null");
}
equity = 0;
exposure = 0;
reservedMargin = 0;
var exps = new Dictionary <string, decimal>();
Account account;
proxyAccount.GetAccountInfo(accountId, true, out account);
if (account == null)
{
return(exps);
}
equity = account.Equity;
List <MarketOrder> marketOrders;
try
{
var result = proxyAccount.GetMarketOrders(accountId, out marketOrders);
if (result != RequestStatus.OK)
{
return(exps);
}
}
catch (Exception ex)
{
Logger.Error("Ошибка в CalculateAccountExposure - GetMarketOrders", ex);
throw;
}
if (marketOrders == null)
{
Logger.Error("Ошибка в CalculateAccountExposure - posInf == null");
throw new Exception("Ошибка в CalculateAccountExposure - posInf == null");
}
foreach (var position in marketOrders)
{
var volume = position.Volume * position.Side;
if (exps.ContainsKey(position.Symbol))
{
exps[position.Symbol] += volume;
}
else
{
exps.Add(position.Symbol, volume);
}
}
// перевести экспозицию по каждой валюте в валюту депо
foreach (var pair in exps)
{
var deltaExp = pair.Value;
try
{
string errorStr;
var deltaExpDepo = DalSpot.Instance.ConvertToTargetCurrency(pair.Key, true, account.Currency,
(double)deltaExp, curPrices, out errorStr, true);
if (deltaExpDepo.HasValue)
{
exposure += Math.Abs(deltaExpDepo.Value);
}
}
catch (Exception ex)
{
Logger.Error("Ошибка в CalculateAccountExposure - ConvertBase2Depo", ex);
throw;
}
}
// марж. требования
try
{
var accountGroup = getAccountGroup(accountId);
reservedMargin = exposure / (decimal)accountGroup.BrokerLeverage;
}
catch (Exception ex)
{
Logger.Error("Ошибка в CalculateAccountExposure - getAccountGroup", ex);
throw;
}
return(exps);
}
public decimal CalculateAccountEquity(int accountId, decimal balance, string depoCurx,
Dictionary <string, QuoteData> curPrices, ITradeSharpAccount proxyAccount)
{
var equity = balance;
List <MarketOrder> posList;
var result = proxyAccount.GetMarketOrders(accountId, out posList);
if (result != RequestStatus.OK)
{
Logger.ErrorFormat("Ошибка в CalculateAccountEquity({0}) - ошибка получения позиций", accountId);
return(0);
}
equity += posList.Sum(p =>
p.State != PositionState.Opened ? 0
: CalculatePositionProfit(p, depoCurx, curPrices));
return(equity);
}
public Dictionary<string, decimal> CalculateAccountExposure(int accountId,
out decimal equity,
out decimal reservedMargin,
out decimal exposure,
Dictionary<string, QuoteData> curPrices,
ITradeSharpAccount proxyAccount,
Func<int, AccountGroup> getAccountGroup)
{
if (curPrices == null)
{
Logger.Error("Ошибка в CalculateAccountExposure - curPrices == null");
throw new Exception("Ошибка в CalculateAccountExposure - curPrices == null");
}
equity = 0;
exposure = 0;
reservedMargin = 0;
var exps = new Dictionary<string, decimal>();
Account account;
proxyAccount.GetAccountInfo(accountId, true, out account);
if (account == null) return exps;
equity = account.Equity;
List<MarketOrder> marketOrders;
try
{
var result = proxyAccount.GetMarketOrders(accountId, out marketOrders);
if (result != RequestStatus.OK) return exps;
}
catch (Exception ex)
{
Logger.Error("Ошибка в CalculateAccountExposure - GetMarketOrders", ex);
throw;
}
if (marketOrders == null)
{
Logger.Error("Ошибка в CalculateAccountExposure - posInf == null");
throw new Exception("Ошибка в CalculateAccountExposure - posInf == null");
}
foreach (var position in marketOrders)
{
var volume = position.Volume * position.Side;
if (exps.ContainsKey(position.Symbol)) exps[position.Symbol] += volume;
else
exps.Add(position.Symbol, volume);
}
// перевести экспозицию по каждой валюте в валюту депо
foreach (var pair in exps)
{
var deltaExp = pair.Value;
try
{
string errorStr;
var deltaExpDepo = DalSpot.Instance.ConvertToTargetCurrency(pair.Key, true, account.Currency,
(double)deltaExp, curPrices, out errorStr, true);
if (deltaExpDepo.HasValue)
exposure += Math.Abs(deltaExpDepo.Value);
}
catch (Exception ex)
{
Logger.Error("Ошибка в CalculateAccountExposure - ConvertBase2Depo", ex);
throw;
}
}
// марж. требования
try
{
var accountGroup = getAccountGroup(accountId);
reservedMargin = exposure / (decimal)accountGroup.BrokerLeverage;
}
catch (Exception ex)
{
Logger.Error("Ошибка в CalculateAccountExposure - getAccountGroup", ex);
throw;
}
return exps;
}
