DecomposedStrategy

DecomposedStrategy

public DecomposedStrategy()

decomposedStrategy = DecomposedStrategy()

Inicia una nueva instancia DecomposedStrategy.

DecomposedStrategy

public DecomposedStrategy(IPnLManager pnlManager, IStatisticManager stats)

decomposedStrategy = DecomposedStrategy(pnlManager, stats)

Inicia una nueva instancia DecomposedStrategy.

pnlManager

PnLmanager.

stats

Director estadístico.

CancelOrdersWhenStopping

public bool CancelOrdersWhenStopping { get; set; }

value = decomposedStrategy.CancelOrdersWhenStopping
decomposedStrategy.CancelOrdersWhenStopping = value

Cancele órdenes activas cuando la estrategia se detenga.

CommentMode

public StrategyCommentModes CommentMode { get; set; }

value = decomposedStrategy.CommentMode
decomposedStrategy.CommentMode = value

Modo de comentario.

Commission

public decimal? Commission { get; }

value = decomposedStrategy.Commission

Comisión acumulada total (de pedidos + oficios).

Connector

public IConnector Connector { get; set; }

value = decomposedStrategy.Connector
decomposedStrategy.Connector = value

Connector@ (a través de interfaz para testabilidad).

Engine

public StrategyEngine Engine { get; }

value = decomposedStrategy.Engine

Máquina estatal + mensaje de enrutamiento.

ErrorState

public LogLevels ErrorState { get; set; }

value = decomposedStrategy.ErrorState
decomposedStrategy.ErrorState = value

Estado de error.

IsFormed

public virtual bool IsFormed { get; }

value = decomposedStrategy.IsFormed

Ya sea que se forme la estrategia.

IsOnline

public bool IsOnline { get; private set; }

value = decomposedStrategy.IsOnline
decomposedStrategy.IsOnline = value

Está en línea.

Latency

public TimeSpan? Latency { get; set; }

value = decomposedStrategy.Latency
decomposedStrategy.Latency = value

Latency.

Orders

public OrderPipeline Orders { get; }

value = decomposedStrategy.Orders

Seguimiento y procesamiento de pedidos.

OrdersKeepTime

public TimeSpan OrdersKeepTime { get; set; }

value = decomposedStrategy.OrdersKeepTime
decomposedStrategy.OrdersKeepTime = value

El tiempo para guardar pedidos en memoria.

PnLManager

public IPnLManager PnLManager { get; }

value = decomposedStrategy.PnLManager

PnLmanager.

Portfolio

public Portfolio Portfolio { get; set; }

value = decomposedStrategy.Portfolio
decomposedStrategy.Portfolio = value

Portafolio.

PortfolioLookup

public Subscription PortfolioLookup { get; }

value = decomposedStrategy.PortfolioLookup

Suscripción de búsqueda de cartera.

Position

public decimal Position { get; set; }

value = decomposedStrategy.Position
decomposedStrategy.Position = value

Posición actual (instrumento financiero primario).

Positions

public PositionPipeline Positions { get; }

value = decomposedStrategy.Positions

Manejo de eventos de posición.

PositionsList

public IReadOnlyDictionary<ValueTuple<SecurityId, string>, decimal> PositionsList { get; }

value = decomposedStrategy.PositionsList

Todas las posiciones rastreadas.

ProcessState

public ProcessStates ProcessState { get; }

value = decomposedStrategy.ProcessState

Estado actual del proceso.

RiskManager

public IRiskManager RiskManager { get; set; }

value = decomposedStrategy.RiskManager
decomposedStrategy.RiskManager = value

Director de Riesgo.

Security

public Security Security { get; set; }

value = decomposedStrategy.Security
decomposedStrategy.Security = value

instrumento financiero.

Slippage

public decimal? Slippage { get; }

value = decomposedStrategy.Slippage

Total de deslizamiento acumulado.

StartedTime

public DateTime StartedTime { get; private set; }

value = decomposedStrategy.StartedTime
decomposedStrategy.StartedTime = value

La estrategia comienza el tiempo.

StatisticManager

public IStatisticManager StatisticManager { get; }

value = decomposedStrategy.StatisticManager

Director de estadísticas.

Subscriptions

public SubscriptionRegistry Subscriptions { get; }

value = decomposedStrategy.Subscriptions

Gestión de suscripciones.

TotalWorkingTime

public TimeSpan TotalWorkingTime { get; private set; }

value = decomposedStrategy.TotalWorkingTime
decomposedStrategy.TotalWorkingTime = value

Tiempo de trabajo total.

Trades

public TradePipeline Trades { get; }

value = decomposedStrategy.Trades

Procesamiento comercial y PnL.

TradingMode

public StrategyTradingModes TradingMode { get; set; }

value = decomposedStrategy.TradingMode
decomposedStrategy.TradingMode = value

Modo de negociación.

UnsubscribeOnStop

public bool UnsubscribeOnStop { get; set; }

value = decomposedStrategy.UnsubscribeOnStop
decomposedStrategy.UnsubscribeOnStop = value

Dessubscribir datos del mercado cuando la estrategia se detiene.

Volume

public decimal Volume { get; set; }

value = decomposedStrategy.Volume
decomposedStrategy.Volume = value

Volumen de pedido predeterminado.

WaitAllTrades

public bool WaitAllTrades { get; set; }

value = decomposedStrategy.WaitAllTrades
decomposedStrategy.WaitAllTrades = value

Espera a todos los oficios.

BuyLimit

public Order BuyLimit(decimal price, decimal? volume)

result = decomposedStrategy.BuyLimit(price, volume)

Comprar a precio límite.

BuyMarket

public Order BuyMarket(decimal? volume)

result = decomposedStrategy.BuyMarket(volume)

Comprar a precio de mercado.

CanAttach

protected virtual bool CanAttach(Order order)

result = decomposedStrategy.CanAttach(order)

Si el orden puede ser adjuntado (atracado) por esta estrategia.

order

Orden de comprobarlo.

Devuelve: si el orden pertenece a esta estrategia.

CancelActiveOrders

public void CancelActiveOrders()

decomposedStrategy.CancelActiveOrders()

Cancela todas las órdenes activas.

CancelOrder

public void CancelOrder(Order order)

decomposedStrategy.CancelOrder(order)

Cancelar pedido vía connector.

CanTrade

protected virtual bool CanTrade(Security security, Portfolio portfolio, Sides side, decimal volume, string noTradeReason)

result = decomposedStrategy.CanTrade(security, portfolio, side, volume, noTradeReason)

Compruebe si puede cambiar con la información del pedido.

security

instrumento financiero al comercio.

portfolio

Cartera al comercio.

side

Ordene el lado.

volume

Volumen de pedido.

noTradeReason

Razón por la que no se permite el comercio.

Devuelve: Es verdad si se permite el comercio.

ClosePosition

public Order ClosePosition()

result = decomposedStrategy.ClosePosition()

Cerca de la posición actual.

CreateOrder

public Order CreateOrder(Sides side, decimal price, decimal? volume)

result = decomposedStrategy.CreateOrder(side, price, volume)

Cree un objeto de orden inicializado.

side

Ordene el lado.

price

Precio. 0 para el orden de mercado.

volume

Volumen. Si nulo, el volumen se utiliza.

Devuelve: Orden.

EditOrder

public void EditOrder(Order order, Order changes)

decomposedStrategy.EditOrder(order, changes)

Editar un pedido a través de connector.

order

Orden original.

changes

Cambios en el orden.

GetPositionValue

public decimal GetPositionValue(Security sec, Portfolio pf)

result = decomposedStrategy.GetPositionValue(sec, pf)

Obtenga valor de posición para instrumentos financieros específicos y cartera.

OnCurrentPriceUpdated

protected virtual void OnCurrentPriceUpdated(SecurityId secId, decimal price, DateTime serverTime, DateTime localTime)

decomposedStrategy.OnCurrentPriceUpdated(secId, price, serverTime, localTime)

Llamado cuando el precio actual se actualiza de los datos del mercado.

OnError

protected virtual void OnError(Exception error)

decomposedStrategy.OnError(error)

El procesamiento de errores se produjo como resultado de la operación de estrategia.

error

Error.

OnNewMessage

public ValueTask OnNewMessage(Message msg, CancellationToken ct)

result = decomposedStrategy.OnNewMessage(msg, ct)

Maneje nuevo mensaje saliente de connector.

OnNewMyTrade

protected virtual void OnNewMyTrade(MyTrade trade)

decomposedStrategy.OnNewMyTrade(trade)

Llamado cuando se recibió el nuevo comercio.

trade

Nuevo comercio.

OnNewPosition

protected virtual void OnNewPosition(Position position)

decomposedStrategy.OnNewPosition(position)

Llamado cuando aparece nueva posición.

position

Nueva posición.

OnOrderCancelFailReceived

public void OnOrderCancelFailReceived(Subscription sub, OrderFail fail)

decomposedStrategy.OnOrderCancelFailReceived(sub, fail)

Fallo de cancelación de pedidos de mano de connector.

OnOrderChanged

protected virtual void OnOrderChanged(Order order)

decomposedStrategy.OnOrderChanged(order)

Llamado cuando el estado del orden cambió.

order

Orden cambiado.

OnOrderEditFailReceived

public void OnOrderEditFailReceived(Subscription sub, OrderFail fail)

decomposedStrategy.OnOrderEditFailReceived(sub, fail)

Fallo de edición de pedidos de mano de connector.

OnOrderReceived

public void OnOrderReceived(Subscription sub, Order order)

decomposedStrategy.OnOrderReceived(sub, order)

Orden de mano recibida de connector.

OnOrderRegistered

protected virtual void OnOrderRegistered(Order order)

decomposedStrategy.OnOrderRegistered(order)

Llamado cuando se registró el pedido (transitionado desde la Pending a Active/Done).

order

Orden registrada.

OnOrderRegisterFailed

protected virtual void OnOrderRegisterFailed(OrderFail fail)

decomposedStrategy.OnOrderRegisterFailed(fail)

Llamado cuando el registro de pedidos falla.

fail

Información de fallos de orden.

OnOrderRegisterFailReceived

public void OnOrderRegisterFailReceived(Subscription sub, OrderFail fail)

decomposedStrategy.OnOrderRegisterFailReceived(sub, fail)

Fallo de registro de pedidos de mano de connector.

OnPositionChanged

protected virtual void OnPositionChanged(Position position)

decomposedStrategy.OnPositionChanged(position)

Llamado cuando cambia la posición.

position

Cambio de posición.

OnPositionReceived

public void OnPositionReceived(Subscription sub, Position pos)

decomposedStrategy.OnPositionReceived(sub, pos)

Posición de mano recibida de connector.

OnStateChanged

protected virtual void OnStateChanged(ProcessStates state)

decomposedStrategy.OnStateChanged(state)

Llamado cuando el proceso cambia el estado.

state

Nuevo estado.

OnTradeReceived

public void OnTradeReceived(Subscription sub, MyTrade trade)

decomposedStrategy.OnTradeReceived(sub, trade)

Comercio de manijas recibido de connector.

RegisterOrder

public void RegisterOrder(Order order)

decomposedStrategy.RegisterOrder(order)

Registre un pedido a través de connector.

ReRegisterOrder

public void ReRegisterOrder(Order oldOrder, Order newOrder)

decomposedStrategy.ReRegisterOrder(oldOrder, newOrder)

Re-register (cancel + registre nuevo) un pedido a través de connector.

oldOrder

Orden de cancelar.

newOrder

Nuevo orden de registro.

Reset

public void Reset()

decomposedStrategy.Reset()

Reset all state (orders, trades, positions, PnL@, subscriptions).

SellLimit

public Order SellLimit(decimal price, decimal? volume)

result = decomposedStrategy.SellLimit(price, volume)

Vender a precio límite.

SellMarket

public Order SellMarket(decimal? volume)

result = decomposedStrategy.SellMarket(volume)

Vender a precio de mercado.

Start

public void Start()

decomposedStrategy.Start()

Comience la estrategia.

StartAsync

public ValueTask StartAsync(CancellationToken cancellationToken)

result = decomposedStrategy.StartAsync(cancellationToken)

Comience la estrategia.

StartProtection

public void StartProtection(Unit takeProfit, Unit stopLoss, bool isStopTrailing, TimeSpan? takeTimeout, TimeSpan? stopTimeout, bool useMarketOrders, bool isLocalStop)

decomposedStrategy.StartProtection(takeProfit, stopLoss, isStopTrailing, takeTimeout, stopTimeout, useMarketOrders, isLocalStop)

Comience la protección de la posición.

takeProfit

Coge la compensación.

stopLoss

Para de compensar.

isStopTrailing

Ya sea para usar una técnica de seguimiento.

takeTimeout

Plazo. Si la protección no ha funcionado para este momento, la posición será cerrada en el mercado.

stopTimeout

Plazo. Si la protección no ha funcionado para este momento, la posición será cerrada en el mercado.

useMarketOrders

Ya sea para usar pedidos de mercado.

isLocalStop

Forzar el procesamiento de paradas local sin importar las capacidades de adaptador.

Stop

public void Stop()

decomposedStrategy.Stop()

Detenga la estrategia.

StopAsync

public ValueTask StopAsync(CancellationToken cancellationToken)

result = decomposedStrategy.StopAsync(cancellationToken)

Detenga la estrategia.

StopAsync

public ValueTask StopAsync(Exception error, CancellationToken cancellationToken)

result = decomposedStrategy.StopAsync(error, cancellationToken)

Detenga la estrategia con error.

error

El error que causó la parada.

cancellationToken

Cancelación token.

BoardReceived

public event Action<Subscription, ExchangeBoard> BoardReceived

decomposedStrategy.BoardReceived += handler

Valor de la Junta recibido.

CandleReceived

public event Action<Subscription, ICandleMessage> CandleReceived

decomposedStrategy.CandleReceived += handler

Valor de la vela recibido.

CommissionChanged

public event Action CommissionChanged

decomposedStrategy.CommissionChanged += handler

La Comisión cambió de evento.

ConnectorChanged

public event Action ConnectorChanged

decomposedStrategy.ConnectorChanged += handler

Connectorcambió el evento.

DataTypeReceived

public event Action<Subscription, DataType> DataTypeReceived

decomposedStrategy.DataTypeReceived += handler

Valor de tipo de datos recibido.

Error

public event Action<Exception> Error

decomposedStrategy.Error += handler

Evento de error.

IsOnlineChanged

public event Action<DecomposedStrategy> IsOnlineChanged

decomposedStrategy.IsOnlineChanged += handler

El estado en línea cambió.

LatencyChanged

public event Action LatencyChanged

decomposedStrategy.LatencyChanged += handler

Latency cambió el evento.

Level1Received

public event Action<Subscription, Level1ChangeMessage> Level1Received

decomposedStrategy.Level1Received += handler

Valor de nivel 1.

NewsReceived

public event Action<Subscription, News> NewsReceived

decomposedStrategy.NewsReceived += handler

Valor de noticias recibido.

OrderBookReceived

public event Action<Subscription, IOrderBookMessage> OrderBookReceived

decomposedStrategy.OrderBookReceived += handler

Valor de libro de pedidos recibido.

OrderCancelFailed

public event Action<OrderFail> OrderCancelFailed

decomposedStrategy.OrderCancelFailed += handler

La cancelación de la orden falló.

OrderCancelFailReceived

public event Action<Subscription, OrderFail> OrderCancelFailReceived

decomposedStrategy.OrderCancelFailReceived += handler

Ordene cancelar el fallo.

OrderCanceling

public event Action<Order> OrderCanceling

decomposedStrategy.OrderCanceling += handler

El pedido está a punto de ser cancelado.

OrderEdited

public event Action<long, Order> OrderEdited

decomposedStrategy.OrderEdited += handler

Orden editado.

OrderEditFailed

public event Action<long, OrderFail> OrderEditFailed

decomposedStrategy.OrderEditFailed += handler

La edición de pedidos falló.

OrderEditFailReceived

public event Action<Subscription, OrderFail> OrderEditFailReceived

decomposedStrategy.OrderEditFailReceived += handler

Fallo de edición de pedidos.

OrderLogReceived

public event Action<Subscription, IOrderLogMessage> OrderLogReceived

decomposedStrategy.OrderLogReceived += handler

Valor de registro de pedidos recibido.

OrderReceived

public event Action<Subscription, Order> OrderReceived

decomposedStrategy.OrderReceived += handler

Valor de pedido recibido.

OrderRegisterFailed

public event Action<OrderFail> OrderRegisterFailed

decomposedStrategy.OrderRegisterFailed += handler

El registro de la orden falló.

OrderRegisterFailReceived

public event Action<Subscription, OrderFail> OrderRegisterFailReceived

decomposedStrategy.OrderRegisterFailReceived += handler

Fallo de registro de pedidos.

OrderRegistering

public event Action<Order> OrderRegistering

decomposedStrategy.OrderRegistering += handler

El orden está a punto de ser registrado.

OrderReRegistering

public event Action<Order, Order> OrderReRegistering

decomposedStrategy.OrderReRegistering += handler

El orden está a punto de ser re-registrado.

OwnTradeReceived

public event Action<Subscription, MyTrade> OwnTradeReceived

decomposedStrategy.OwnTradeReceived += handler

Valor comercial propio recibido.

ParametersChanged

public event Action ParametersChanged

decomposedStrategy.ParametersChanged += handler

Los parámetros de estrategia cambiaron el evento.

PnLChanged

public event Action PnLChanged

decomposedStrategy.PnLChanged += handler

PnLcambió el evento.

PnLReceived

public event Action<Subscription> PnLReceived

decomposedStrategy.PnLReceived += handler

PnL recibido evento.

PnLReceived2

public event Action<Subscription, Portfolio, DateTime, decimal, decimal?, decimal?> PnLReceived2

decomposedStrategy.PnLReceived2 += handler

PnL recibido evento.

PortfolioReceived

public event Action<Subscription, Portfolio> PortfolioReceived

decomposedStrategy.PortfolioReceived += handler

Valor de cartera recibido.

PositionChanged

public event Action PositionChanged

decomposedStrategy.PositionChanged += handler

La posición cambió.

PositionReceived

public event Action<Subscription, Position> PositionReceived

decomposedStrategy.PositionReceived += handler

Valor de posición recibido.

PropertyChanged

public event PropertyChangedEventHandler PropertyChanged

decomposedStrategy.PropertyChanged += handler

El elemento de diagrama valora el evento del cambio.

Reseted

public event Action Reseted

decomposedStrategy.Reseted += handler

Acto de reajuste de la estrategia.

SecurityReceived

public event Action<Subscription, Security> SecurityReceived

decomposedStrategy.SecurityReceived += handler

valor de los instrumentos financieros recibidos.

SlippageChanged

public event Action SlippageChanged

decomposedStrategy.SlippageChanged += handler

El evento cambió de página.

SubscriptionFailed

public event Action<Subscription, Exception, bool> SubscriptionFailed

decomposedStrategy.SubscriptionFailed += handler

La suscripción falló.

SubscriptionOnline

public event Action<Subscription> SubscriptionOnline

decomposedStrategy.SubscriptionOnline += handler

La suscripción está en línea.

SubscriptionReceived

public event Action<Subscription, object> SubscriptionReceived

decomposedStrategy.SubscriptionReceived += handler

Valor de suscripción recibido.

SubscriptionStarted

public event Action<Subscription> SubscriptionStarted

decomposedStrategy.SubscriptionStarted += handler

La suscripción se inicia.

SubscriptionStopped

public event Action<Subscription, Exception> SubscriptionStopped

decomposedStrategy.SubscriptionStopped += handler

La suscripción se detiene.

TickTradeReceived

public event Action<Subscription, ITickTradeMessage> TickTradeReceived

decomposedStrategy.TickTradeReceived += handler

Valor comercial de la moneda recibida.