タイムド・バイオーダー戦略

namespace StockSharp.Samples.Strategies;

using System;

using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.Messages;

/// <summary>
/// Strategy that submits a sequence of market buy orders on each candle close.
/// After a configurable number of orders have been placed, it stops.
/// </summary>
public class TimedBuyOrderStrategy : Strategy
{
	private readonly StrategyParam<int> _ordersToPlace;
	private readonly StrategyParam<DataType> _candleType;

	private int _ordersPlaced;

	/// <summary>
	/// Initializes a new instance of the <see cref="TimedBuyOrderStrategy"/> class.
	/// </summary>
	public TimedBuyOrderStrategy()
	{
		_ordersToPlace = Param(nameof(OrdersToPlace), 60)
			.SetGreaterThanZero()
			.SetDisplay("Orders To Place", "Number of sequential buy orders before stopping", "Trading");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle type", "Candle type for strategy calculation.", "General");
	}

	/// <summary>
	/// Total number of buy orders to submit before the strategy stops.
	/// </summary>
	public int OrdersToPlace
	{
		get => _ordersToPlace.Value;
		set => _ordersToPlace.Value = value;
	}

	/// <summary>
	/// Candle type.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_ordersPlaced = 0;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_ordersPlaced = 0;

		var sma = new SMA { Length = 5 };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(sma, OnProcess)
			.Start();
	}

	private void OnProcess(ICandleMessage candle, decimal smaValue)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		if (_ordersPlaced >= OrdersToPlace)
			return;

		BuyMarket();

		_ordersPlaced++;
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Indicators import SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy


class timed_buy_order_strategy(Strategy):
    def __init__(self):
        super(timed_buy_order_strategy, self).__init__()

        self._orders_to_place = self.Param("OrdersToPlace", 60) \
            .SetDisplay("Orders To Place", "Number of sequential buy orders before stopping", "Trading")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))) \
            .SetDisplay("Candle type", "Candle type for strategy calculation.", "General")

        self._orders_placed = 0

    @property
    def OrdersToPlace(self):
        return self._orders_to_place.Value

    @property
    def CandleType(self):
        return self._candle_type.Value

    def OnReseted(self):
        super(timed_buy_order_strategy, self).OnReseted()
        self._orders_placed = 0

    def OnStarted2(self, time):
        super(timed_buy_order_strategy, self).OnStarted2(time)

        self._orders_placed = 0

        sma = SimpleMovingAverage()
        sma.Length = 5

        subscription = self.SubscribeCandles(self.CandleType)
        subscription \
            .Bind(sma, self._on_process) \
            .Start()

    def _on_process(self, candle, sma_value):
        if candle.State != CandleStates.Finished:
            return
        if self._orders_placed >= self.OrdersToPlace:
            return

        self.BuyMarket()
        self._orders_placed += 1

    def CreateClone(self):
        return timed_buy_order_strategy()