/// <summary>
/// Constructor.
/// </summary>
/// <param name="setupid">Identifies the strategy</param>
/// <param name="type">Buy (+1) or Sell (-1)</param>
/// <param name="tick">Condition to start trade</param>
/// <param name="discount">Discount on brokage commission</param>
public Trade(int type, Tick tick, Setup setup)
{
this.Id = Guid.NewGuid();
this.SetupId = setup.SetupId;
this.Type = type;
this.Symbol = tick.Symbol;
this.EntryTime = tick.Time;
this.EntryValue = tick.Value;
this.Slippage = setup.Slippage;
this.IStatus = Status.Idle;
this.AssetClass = tick.GetClass();
this.MinVar = tick.GetMinVar();
this.Unit = tick.GetUnit();
var commissions = tick.GetCommissions();
var rebate = Math.Min(1, Math.Max(0, 1 - setup.Discount / 100));
this.BkrFixComm = commissions[0] * rebate;
_bkrvarcomm = commissions[1] * rebate;
_bspvarcomm = commissions[2];
this.State = "WhiteSmoke";
this.IsDayTrade = setup.DayTradeDuration > 0;
this.CloseTime = tick.Time.Date.AddDays(1).AddSeconds(-1);
this.SetQnty(setup.Capital);
this.SetLoss(setup.StaticLoss);
this.SetGain(setup.StaticGain);
this.GetNetResult(null); // Clean up "initial" NetResult
}
private void OnTickArrived(object sender, DdeAdviseEventArgs e)
{
var value = 0m;
if (TickArrived == null || !decimal.TryParse(e.Text, out value))
{
return;
}
if (BvspTime.Hour < 9 || value == 0)
{
return;
}
Task.Factory.StartNew(() =>
{
var symbol = e.Item.Split('.')[0].Split(';')[0];
var dde = e.Item.Contains(";") ? "CMA" : "NPC";
if (dde == "CMA")
{
symbol = symbol.Substring(4);
}
var tick = new Tick(symbol, BvspTime, value);
if (BvspTime.Hour == 9)
{
if (!tick.GetClass().Contains("BMF"))
{
return;
}
}
TickArrived(tick); //NotifyOMS(tick.ToString() + " from " + dde);
_lasttime[dde] = tick.Time;
//if (!IsDeveloper) return;
//Table.Execute(TableOperation.InsertOrReplace(tick));
});
}