private void rakeInButton_Click(object sender, EventArgs e)
{
string comment = Interaction.InputBox("Comment");
sellPoint = day.MarketDay.DataPoints[count - 1];
testLog.WriteLine(day.ToString());
testLog.WriteLine(goingLong ? "Went Long" : "Shorted");
testLog.WriteLine($"BuyPoint:{buyPoint.ToStringNice()}");
testLog.WriteLine($"SellPoint:{sellPoint.ToStringNice()}");
testLog.WriteLine($"Profit:{profit}");
testLog.WriteLine($"Commment:{comment}");
testLog.WriteLine("----------------------------------------");
rakeInButton.Enabled = false;
goLongButton.Enabled = false;
shortButton.Enabled = false;
noTouchButton.Enabled = false;
totalProfit += profit;
totalCount++;
count = day.MarketDay.DataPoints.Count;
PopulateChart(day);
}
private bool ProcessLimitOrder(Order order, MarketDataPoint currentMarketDataPoint)
{
Log.Debug($"Processing limit order {order}");
var orderProcessed = false;
switch (order.Side)
{
case OrderSide.Buy:
if (order.Price >= currentMarketDataPoint.Price)
{
if (Portfolio.UnfreezeSecurity(order.BaseCurrency, order.Volume * order.Price * (1 + _TradeFee)) &&
Portfolio.RemoveSecurity(order.BaseCurrency, order.Volume * currentMarketDataPoint.Price * (1 + _TradeFee)))
{
Portfolio.AddSecurity(order.Security, order.Volume);
orderProcessed = true;
}
}
break;
case OrderSide.Sell:
if (order.Price <= currentMarketDataPoint.Price)
{
if (Portfolio.UnfreezeSecurity(order.Security, order.Volume) && Portfolio.RemoveSecurity(order.Security, order.Volume))
{
var transactionAmount = order.Volume * currentMarketDataPoint.Price * (1 - _TradeFee);
Portfolio.AddSecurity(order.BaseCurrency, transactionAmount);
orderProcessed = true;
}
}
break;
}
if (orderProcessed)
{
Log.Debug($"Limit order processed");
_PendingOrders.Remove(order);
OnTradeExecuted(new Trade()
{
Timestamp = currentMarketDataPoint.Timestamp,
Order = order,
ExecutionPrice = currentMarketDataPoint.Price,
ExecutionVolume = order.Volume
});
}
else
{
Log.Warn($"Cannot place order: {order.ToFormattedString()}");
}
return(orderProcessed);
}
private void newButton_Click(object sender, EventArgs e)
{
count = 1;
buyPoint = null;
profit = 0;
rakeInButton.Enabled = false;
goLongButton.Enabled = true;
shortButton.Enabled = true;
noTouchButton.Enabled = true;
day = GetMarketGuess("", days);
PopulateChart(day);
}
private void shortButton_Click(object sender, EventArgs e)
{
if (buyPoint == null)
{
rakeInButton.Enabled = true;
goLongButton.Enabled = false;
shortButton.Enabled = false;
noTouchButton.Enabled = false;
buyPoint = day.MarketDay.DataPoints[count - 1];
goingLong = false;
PopulateChart(day);
}
}
private Order ProcessMarketOrder(Order order, MarketDataPoint currentMarketDataPoint)
{
Log.Debug($"Processed market order {order}");
var orderProcessed = false;
switch (order.Side)
{
case OrderSide.Buy:
if (Portfolio.RemoveSecurity(order.BaseCurrency, order.Volume * currentMarketDataPoint.Price * (1 + _TradeFee)))
{
Portfolio.AddSecurity(order.Security, order.Volume);
orderProcessed = true;
}
break;
case OrderSide.Sell:
if (Portfolio.RemoveSecurity(order.Security, order.Volume))
{
Portfolio.AddSecurity(order.BaseCurrency, order.Volume * currentMarketDataPoint.Price * (1 - _TradeFee));
orderProcessed = true;
}
break;
}
if (orderProcessed)
{
Log.Debug($"Market order processed");
OnTradeExecuted(new Trade()
{
Timestamp = currentMarketDataPoint.Timestamp,
Order = order,
ExecutionPrice = currentMarketDataPoint.Price,
ExecutionVolume = order.Volume
});
return(order);
}
else
{
Log.Warn($"Unable to place order: {order.ToFormattedString()}");
return(null);
}
}
public void AddPriceData(string symbol, MarketDataPoint dataPoint)
{
_PriceData.Add(symbol, dataPoint);
}
