StrategyHelper — StockSharp.Algo.Strategies

Cancel

public static IMarketRule Cancel(IMarketRule rule, Order order)

result = StrategyHelper.Cancel(rule, order)

アクションを作成するには、注文をキャンセルします。

rule: ルール。
order: キャンセルする注文。

戻り値: ルール。

Compile

public static Func<Strategy, decimal> Compile(IFitnessFormulaProvider provider, string formula)

result = StrategyHelper.Compile(provider, formula)

Compile a fitness formula string into an evaluation function.

provider: IFitnessFormulaProvider
formula: The formula string (e.g., "PnL", "PnL * SharpeRatio").

戻り値: A function that evaluates a strategy and returns a fitness value.

ExecAsync

public static ValueTask<ValueTuple<bool, Exception>> ExecAsync(Strategy strategy, Func<CancellationToken, ValueTask> extra, CancellationToken cancellationToken)

result = StrategyHelper.ExecAsync(strategy, extra, cancellationToken)

戦略を実行します。

strategy: 戦略。
extra: 余分なアクション。
cancellationToken: 代表取締役社長佐藤浩

戻り値: 代表取締役社長佐藤浩

Register

public static IMarketRule Register(IMarketRule rule, Order order)

result = StrategyHelper.Register(rule, order)

アクションを作成するには、注文を登録します。

rule: ルール。
order: ご登録の注文

戻り値: ルール。

ReRegister

public static IMarketRule ReRegister(IMarketRule rule, Order oldOrder, Order newOrder)

result = StrategyHelper.ReRegister(rule, oldOrder, newOrder)

アクションを作成するには、注文を再登録します。

rule: ルール。
oldOrder: 再登録する注文。
newOrder: 新規注文に関する情報

戻り値: ルール。

ReversalVolume

public static decimal ReversalVolume(Strategy strategy)

result = StrategyHelper.ReversalVolume(strategy)

The volume that leaves the strategy holding Volume on the other side of zero.

strategy: The strategy that is reversing.

戻り値: Volume to trade, never more than twice Volume.

StopIfNoMarketDataAsync

public static ValueTask<bool> StopIfNoMarketDataAsync(Strategy strategy, CancellationToken cancellationToken)

result = StrategyHelper.StopIfNoMarketDataAsync(strategy, cancellationToken)

Stop a started strategy that has no market data to run on, with an error that says so: it asked for none, or all it asked for was refused. A run over history replays only the market data subscribed and would wait forever for such a strategy. Called once the strategy has started, when it has asked for its data.

strategy: Strategy.
cancellationToken: CancellationToken.

戻り値: if the strategy was stopped.

WhenError

public static MarketRule<IStrategy, Exception> WhenError(IStrategy strategy, bool processChildStrategyErrors)

result = StrategyHelper.WhenError(strategy, processChildStrategyErrors)

To create a rule for event of strategy error (transition of state ErrorState into Error).

strategy: The strategy, based on which error will be expected.
processChildStrategyErrors: Process the child strategies errors.

戻り値: Rule.

WhenNewMyTrade

public static MarketRule<IStrategy, MyTrade> WhenNewMyTrade(IStrategy strategy)

result = StrategyHelper.WhenNewMyTrade(strategy)

To create a rule for the event of occurrence new strategy trade.

strategy: The strategy, based on which trade occurrence will be traced.

戻り値: Rule.

WhenOrderRegistered

public static MarketRule<IStrategy, Order> WhenOrderRegistered(IStrategy strategy)

result = StrategyHelper.WhenOrderRegistered(strategy)

To create a rule for event of occurrence of new strategy order.

strategy: The strategy, based on which order occurrence will be traced.

戻り値: Rule.

WhenPnLChanged

public static MarketRule<IStrategy, decimal> WhenPnLChanged(IStrategy strategy)

result = StrategyHelper.WhenPnLChanged(strategy)

To create a rule for event of profit change.

strategy: The strategy, based on which the profit change will be traced.

戻り値: Rule.

WhenPnLLess

public static MarketRule<IStrategy, decimal> WhenPnLLess(IStrategy strategy, Unit value)

result = StrategyHelper.WhenPnLLess(strategy, value)

To create a rule for event of profit reduction below the specified level.

strategy: The strategy, based on which the profit change will be traced.
value: The level. If the Type type equals to Absolute, specified price is set. Otherwise, shift value is specified.

戻り値: Rule.

WhenPnLMore

public static MarketRule<IStrategy, decimal> WhenPnLMore(IStrategy strategy, Unit value)

result = StrategyHelper.WhenPnLMore(strategy, value)

To create a rule for event of profit increase above the specified level.

strategy: The strategy, based on which the profit change will be traced.
value: The level. If the Type type equals to Absolute, specified price is set. Otherwise, shift value is specified.

戻り値: Rule.

WhenPositionChanged

public static MarketRule<IStrategy, decimal> WhenPositionChanged(IStrategy strategy)

result = StrategyHelper.WhenPositionChanged(strategy)

To create a rule for the event of strategy position change.

strategy: The strategy, based on which position change will be traced.

戻り値: Rule.

WhenPositionLess

public static MarketRule<IStrategy, decimal> WhenPositionLess(IStrategy strategy, Unit value)

result = StrategyHelper.WhenPositionLess(strategy, value)

To create a rule for event of position event reduction below the specified level.

strategy: The strategy, based on which position change will be traced.
value: The level. If the Type type equals to Absolute, specified price is set. Otherwise, shift value is specified.

戻り値: Rule.

WhenPositionMore

public static MarketRule<IStrategy, decimal> WhenPositionMore(IStrategy strategy, Unit value)

result = StrategyHelper.WhenPositionMore(strategy, value)

To create a rule for event of position event increase above the specified level.

strategy: The strategy, based on which position change will be traced.
value: The level. If the Type type equals to Absolute, specified price is set. Otherwise, shift value is specified.

戻り値: Rule.

WhenStarted

public static MarketRule<IStrategy, IStrategy> WhenStarted(IStrategy strategy)

result = StrategyHelper.WhenStarted(strategy)

To create a rule for event of start of strategy operation.

strategy: The strategy, based on which the start of strategy operation will be expected.

戻り値: Rule.

WhenStopped

public static MarketRule<IStrategy, IStrategy> WhenStopped(IStrategy strategy)

result = StrategyHelper.WhenStopped(strategy)

To create a rule for event full stop of strategy operation.

strategy: The strategy, based on which the full stop will be expected.

戻り値: Rule.

WhenStopping

public static MarketRule<IStrategy, IStrategy> WhenStopping(IStrategy strategy)

result = StrategyHelper.WhenStopping(strategy)

To create a rule for event of beginning of the strategy operation stop.

strategy: The strategy, based on which the beginning of stop will be determined.

戻り値: Rule.

WhenWarning

public static MarketRule<IStrategy, IStrategy> WhenWarning(IStrategy strategy)

result = StrategyHelper.WhenWarning(strategy)

To create a rule for event of strategy warning (transition of state ErrorState into Warning).

strategy: The strategy, based on which the warning will be expected.

戻り値: Rule.