DecomposedStrategy

DecomposedStrategy

public DecomposedStrategy()

decomposedStrategy = DecomposedStrategy()

Inicializa uma nova instância DecomposedStrategy.

DecomposedStrategy

public DecomposedStrategy(IPnLManager pnlManager, IStatisticManager stats)

decomposedStrategy = DecomposedStrategy(pnlManager, stats)

Inicializa uma nova instância DecomposedStrategy.

pnlManager

PnL manager.

stats

Gerente estatístico.

CancelOrdersWhenStopping

public bool CancelOrdersWhenStopping { get; set; }

value = decomposedStrategy.CancelOrdersWhenStopping
decomposedStrategy.CancelOrdersWhenStopping = value

Cancelar ordens activas quando a estratégia está a parar.

CommentMode

public StrategyCommentModes CommentMode { get; set; }

value = decomposedStrategy.CommentMode
decomposedStrategy.CommentMode = value

Modo de comentários.

Commission

public decimal? Commission { get; }

value = decomposedStrategy.Commission

Total da comissão acumulada (de encomendas + transações).

Connector

public IConnector Connector { get; set; }

value = decomposedStrategy.Connector
decomposedStrategy.Connector = value

Connector (via interface para testabilidade).

Engine

public StrategyEngine Engine { get; }

value = decomposedStrategy.Engine

Máquina de estado + roteamento de mensagens.

ErrorState

public LogLevels ErrorState { get; set; }

value = decomposedStrategy.ErrorState
decomposedStrategy.ErrorState = value

Estado de erro.

IsFormed

public virtual bool IsFormed { get; }

value = decomposedStrategy.IsFormed

Se a estratégia é formada.

IsOnline

public bool IsOnline { get; private set; }

value = decomposedStrategy.IsOnline
decomposedStrategy.IsOnline = value

Está online.

Latency

public TimeSpan? Latency { get; set; }

value = decomposedStrategy.Latency
decomposedStrategy.Latency = value

Latency.

Orders

public OrderPipeline Orders { get; }

value = decomposedStrategy.Orders

Ordens de acompanhamento e processamento.

OrdersKeepTime

public TimeSpan OrdersKeepTime { get; set; }

value = decomposedStrategy.OrdersKeepTime
decomposedStrategy.OrdersKeepTime = value

O tempo para guardar ordens na memória.

PnLManager

public IPnLManager PnLManager { get; }

value = decomposedStrategy.PnLManager

PnL manager.

Portfolio

public Portfolio Portfolio { get; set; }

value = decomposedStrategy.Portfolio
decomposedStrategy.Portfolio = value

Portfólio.

PortfolioLookup

public Subscription PortfolioLookup { get; }

value = decomposedStrategy.PortfolioLookup

Assinatura de procura de carteira.

Position

public decimal Position { get; set; }

value = decomposedStrategy.Position
decomposedStrategy.Position = value

Situação actual (instrumento financeiro primário).

Positions

public PositionPipeline Positions { get; }

value = decomposedStrategy.Positions

Posicionamento do evento.

PositionsList

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

value = decomposedStrategy.PositionsList

Todas as posições.

ProcessState

public ProcessStates ProcessState { get; }

value = decomposedStrategy.ProcessState

Estado atual do processo.

RiskManager

public IRiskManager RiskManager { get; set; }

value = decomposedStrategy.RiskManager
decomposedStrategy.RiskManager = value

Gerente de risco.

Security

public Security Security { get; set; }

value = decomposedStrategy.Security
decomposedStrategy.Security = value

Instrumento financeiro.

Slippage

public decimal? Slippage { get; }

value = decomposedStrategy.Slippage

Total de deslizamento acumulado.

StartedTime

public DateTime StartedTime { get; private set; }

value = decomposedStrategy.StartedTime
decomposedStrategy.StartedTime = value

Hora de começar a estratégia.

StatisticManager

public IStatisticManager StatisticManager { get; }

value = decomposedStrategy.StatisticManager

Gerente de estatísticas.

Subscriptions

public SubscriptionRegistry Subscriptions { get; }

value = decomposedStrategy.Subscriptions

Gestão de assinaturas.

TotalWorkingTime

public TimeSpan TotalWorkingTime { get; private set; }

value = decomposedStrategy.TotalWorkingTime
decomposedStrategy.TotalWorkingTime = value

Tempo total de trabalho.

Trades

public TradePipeline Trades { get; }

value = decomposedStrategy.Trades

Processamento de comércio e PnL.

TradingMode

public StrategyTradingModes TradingMode { get; set; }

value = decomposedStrategy.TradingMode
decomposedStrategy.TradingMode = value

Modo de negociação.

UnsubscribeOnStop

public bool UnsubscribeOnStop { get; set; }

value = decomposedStrategy.UnsubscribeOnStop
decomposedStrategy.UnsubscribeOnStop = value

Describe dos dados do mercado quando a estratégia está parando.

Volume

public decimal Volume { get; set; }

value = decomposedStrategy.Volume
decomposedStrategy.Volume = value

Volume de ordem padrão.

WaitAllTrades

public bool WaitAllTrades { get; set; }

value = decomposedStrategy.WaitAllTrades
decomposedStrategy.WaitAllTrades = value

Espera por todas as negociações.

BuyLimit

public Order BuyLimit(decimal price, decimal? volume)

result = decomposedStrategy.BuyLimit(price, volume)

Comprar ao preço limite.

BuyMarket

public Order BuyMarket(decimal? volume)

result = decomposedStrategy.BuyMarket(volume)

Comprar a preço de mercado.

CanAttach

protected virtual bool CanAttach(Order order)

result = decomposedStrategy.CanAttach(order)

Se a ordem pode ser anexada (rastreada) por esta estratégia.

order

Ordem para verificar.

Retorna: Se a ordem pertence a esta estratégia.

CancelActiveOrders

public void CancelActiveOrders()

decomposedStrategy.CancelActiveOrders()

Cancele todas as ordens activas.

CancelOrder

public void CancelOrder(Order order)

decomposedStrategy.CancelOrder(order)

Cancelar uma ordem através do connector.

CanTrade

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

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

Verifique se pode trocar com informações de ordem.

security

Instrumento financeiro para o comércio.

portfolio

Portfólio para o comércio.

side

Ordem.

volume

Volume de encomenda.

noTradeReason

Razão pela qual a negociação não é permitida.

Retorna: É verdade se for permitida a negociação.

ClosePosition

public Order ClosePosition()

result = decomposedStrategy.ClosePosition()

Fechem a posição actual.

CreateOrder

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

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

Criar um objeto de ordem inicializado.

side

Ordem.

price

Preço 0 para encomendas de mercado.

volume

Volume. Se nulo, Volume é usado.

Retorna: Ordem.

EditOrder

public void EditOrder(Order order, Order changes)

decomposedStrategy.EditOrder(order, changes)

Edite uma ordem através do connector.

order

Ordem original.

changes

Mudança de ordem.

GetPositionValue

public decimal GetPositionValue(Security sec, Portfolio pf)

result = decomposedStrategy.GetPositionValue(sec, pf)

Obter valor de posição para instrumento financeiro específico e carteira.

OnCurrentPriceUpdated

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

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

Chamado quando o preço atual atualizado a partir de dados do mercado.

OnError

protected virtual void OnError(Exception error)

decomposedStrategy.OnError(error)

O processamento de erros ocorreu como resultado da operação da estratégia.

error

Erro.

OnNewMessage

public ValueTask OnNewMessage(Message msg, CancellationToken ct)

result = decomposedStrategy.OnNewMessage(msg, ct)

Lidar com a nova mensagem de saída de connector.

OnNewMyTrade

protected virtual void OnNewMyTrade(MyTrade trade)

decomposedStrategy.OnNewMyTrade(trade)

Chamada quando o novo comércio recebeu.

trade

Novo comércio.

OnNewPosition

protected virtual void OnNewPosition(Position position)

decomposedStrategy.OnNewPosition(position)

Chamada quando nova posição aparecer.

position

Nova posição.

OnOrderCancelFailReceived

public void OnOrderCancelFailReceived(Subscription sub, OrderFail fail)

decomposedStrategy.OnOrderCancelFailReceived(sub, fail)

Lidar com falha de cancelamento de ordem de connector.

OnOrderChanged

protected virtual void OnOrderChanged(Order order)

decomposedStrategy.OnOrderChanged(order)

Liguei quando o estado da ordem mudou.

order

Mudança de ordem.

OnOrderEditFailReceived

public void OnOrderEditFailReceived(Subscription sub, OrderFail fail)

decomposedStrategy.OnOrderEditFailReceived(sub, fail)

Lidar com falha na edição de ordem de connector.

OnOrderReceived

public void OnOrderReceived(Subscription sub, Order order)

decomposedStrategy.OnOrderReceived(sub, order)

Lidar com a ordem recebida de connector.

OnOrderRegistered

protected virtual void OnOrderRegistered(Order order)

decomposedStrategy.OnOrderRegistered(order)

Chamada quando a ordem foi registrada (transicionada da Pendente para Active/Feito).

order

Ordem registada.

OnOrderRegisterFailed

protected virtual void OnOrderRegisterFailed(OrderFail fail)

decomposedStrategy.OnOrderRegisterFailed(fail)

Chamado quando o registo da ordem falhar.

fail

Pedido de informações de falha.

OnOrderRegisterFailReceived

public void OnOrderRegisterFailReceived(Subscription sub, OrderFail fail)

decomposedStrategy.OnOrderRegisterFailReceived(sub, fail)

Lidar com falha no registro de pedidos de connector.

OnPositionChanged

protected virtual void OnPositionChanged(Position position)

decomposedStrategy.OnPositionChanged(position)

Chamado quando a posição muda.

position

Mudança de posição.

OnPositionReceived

public void OnPositionReceived(Subscription sub, Position pos)

decomposedStrategy.OnPositionReceived(sub, pos)

Posição de manipulação recebida de connector.

OnStateChanged

protected virtual void OnStateChanged(ProcessStates state)

decomposedStrategy.OnStateChanged(state)

Chamado quando o estado do processo muda.

state

Novo estado.

OnTradeReceived

public void OnTradeReceived(Subscription sub, MyTrade trade)

decomposedStrategy.OnTradeReceived(sub, trade)

Comércio de tratamento recebido de connector.

RegisterOrder

public void RegisterOrder(Order order)

decomposedStrategy.RegisterOrder(order)

Registre uma ordem através do connector.

ReRegisterOrder

public void ReRegisterOrder(Order oldOrder, Order newOrder)

decomposedStrategy.ReRegisterOrder(oldOrder, newOrder)

Re-registro (cancelar + registrar novo) uma ordem através do connector.

oldOrder

Ordem para cancelar.

newOrder

Nova ordem para se registar.

Reset

public void Reset()

decomposedStrategy.Reset()

Reinicie todo o estado (ordens, transações, posições, PnL, assinaturas).

SellLimit

public Order SellLimit(decimal price, decimal? volume)

result = decomposedStrategy.SellLimit(price, volume)

Venda a preço limite.

SellMarket

public Order SellMarket(decimal? volume)

result = decomposedStrategy.SellMarket(volume)

Venda a preço de mercado.

Start

public void Start()

decomposedStrategy.Start()

Comecem a estratégia.

StartAsync

public ValueTask StartAsync(CancellationToken cancellationToken)

result = decomposedStrategy.StartAsync(cancellationToken)

Comecem a estratégia.

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)

Iniciar protecção de posição.

takeProfit

Tirar offset.

stopLoss

Parar offset.

isStopTrailing

Se deve usar uma técnica de rastreamento.

takeTimeout

Se a protecção não tiver funcionado até esta data, a posição será encerrada no mercado.

stopTimeout

Se a protecção não tiver funcionado até esta data, a posição será encerrada no mercado.

useMarketOrders

Se deve utilizar as ordens de mercado.

isLocalStop

Forçar o processamento local a parar, independentemente dos recursos do adaptador.

Stop

public void Stop()

decomposedStrategy.Stop()

Parem com a estratégia.

StopAsync

public ValueTask StopAsync(CancellationToken cancellationToken)

result = decomposedStrategy.StopAsync(cancellationToken)

Parem com a estratégia.

StopAsync

public ValueTask StopAsync(Exception error, CancellationToken cancellationToken)

result = decomposedStrategy.StopAsync(error, cancellationToken)

Pare a estratégia com erro.

error

O erro que causou a parada.

cancellationToken

Inscrição de cancelamento.

BoardReceived

public event Action<Subscription, ExchangeBoard> BoardReceived

decomposedStrategy.BoardReceived += handler

Valor da placa recebido.

CandleReceived

public event Action<Subscription, ICandleMessage> CandleReceived

decomposedStrategy.CandleReceived += handler

Valor da vela recebida.

CommissionChanged

public event Action CommissionChanged

decomposedStrategy.CommissionChanged += handler

A Comissão alterou o seu acontecimento.

ConnectorChanged

public event Action ConnectorChanged

decomposedStrategy.ConnectorChanged += handler

Connector changed event.

DataTypeReceived

public event Action<Subscription, DataType> DataTypeReceived

decomposedStrategy.DataTypeReceived += handler

Valor do tipo de dados recebido.

Error

public event Action<Exception> Error

decomposedStrategy.Error += handler

Evento de erro.

IsOnlineChanged

public event Action<DecomposedStrategy> IsOnlineChanged

decomposedStrategy.IsOnlineChanged += handler

O estado online mudou.

LatencyChanged

public event Action LatencyChanged

decomposedStrategy.LatencyChanged += handler

A latência mudou o evento.

Level1Received

public event Action<Subscription, Level1ChangeMessage> Level1Received

decomposedStrategy.Level1Received += handler

Valor de nível 1 recebido.

NewsReceived

public event Action<Subscription, News> NewsReceived

decomposedStrategy.NewsReceived += handler

Valor das notícias recebidas.

OrderBookReceived

public event Action<Subscription, IOrderBookMessage> OrderBookReceived

decomposedStrategy.OrderBookReceived += handler

Valor contabilístico da ordem recebido.

OrderCancelFailed

public event Action<OrderFail> OrderCancelFailed

decomposedStrategy.OrderCancelFailed += handler

O cancelamento da ordem falhou.

OrderCancelFailReceived

public event Action<Subscription, OrderFail> OrderCancelFailReceived

decomposedStrategy.OrderCancelFailReceived += handler

Ordem cancelar falha.

OrderCanceling

public event Action<Order> OrderCanceling

decomposedStrategy.OrderCanceling += handler

A ordem está prestes a ser cancelada.

OrderEdited

public event Action<long, Order> OrderEdited

decomposedStrategy.OrderEdited += handler

Ordem editada.

OrderEditFailed

public event Action<long, OrderFail> OrderEditFailed

decomposedStrategy.OrderEditFailed += handler

Falha na edição da ordem.

OrderEditFailReceived

public event Action<Subscription, OrderFail> OrderEditFailReceived

decomposedStrategy.OrderEditFailReceived += handler

Falha na edição de pedidos.

OrderLogReceived

public event Action<Subscription, IOrderLogMessage> OrderLogReceived

decomposedStrategy.OrderLogReceived += handler

Valor do registo de pedidos recebido.

OrderReceived

public event Action<Subscription, Order> OrderReceived

decomposedStrategy.OrderReceived += handler

Valor da ordem recebida.

OrderRegisterFailed

public event Action<OrderFail> OrderRegisterFailed

decomposedStrategy.OrderRegisterFailed += handler

O registo da encomenda falhou.

OrderRegisterFailReceived

public event Action<Subscription, OrderFail> OrderRegisterFailReceived

decomposedStrategy.OrderRegisterFailReceived += handler

Falha no registo de pedidos.

OrderRegistering

public event Action<Order> OrderRegistering

decomposedStrategy.OrderRegistering += handler

A ordem está prestes a ser registada.

OrderReRegistering

public event Action<Order, Order> OrderReRegistering

decomposedStrategy.OrderReRegistering += handler

A ordem está prestes a ser re-registrada.

OwnTradeReceived

public event Action<Subscription, MyTrade> OwnTradeReceived

decomposedStrategy.OwnTradeReceived += handler

Valor comercial próprio recebido.

ParametersChanged

public event Action ParametersChanged

decomposedStrategy.ParametersChanged += handler

Os parâmetros de estratégia mudaram o evento.

PnLChanged

public event Action PnLChanged

decomposedStrategy.PnLChanged += handler

PnL changed event.

PnLReceived

public event Action<Subscription> PnLReceived

decomposedStrategy.PnLReceived += handler

PnL recebeu evento.

PnLReceived2

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

decomposedStrategy.PnLReceived2 += handler

PnL recebeu evento.

PortfolioReceived

public event Action<Subscription, Portfolio> PortfolioReceived

decomposedStrategy.PortfolioReceived += handler

Valor da carteira recebida.

PositionChanged

public event Action PositionChanged

decomposedStrategy.PositionChanged += handler

A posição mudou.

PositionReceived

public event Action<Subscription, Position> PositionReceived

decomposedStrategy.PositionReceived += handler

Valor da posição recebida.

PropertyChanged

public event PropertyChangedEventHandler PropertyChanged

decomposedStrategy.PropertyChanged += handler

O elemento diagrama propriedades valor mudança evento.

Reseted

public event Action Reseted

decomposedStrategy.Reseted += handler

Estratégia de reset evento.

SecurityReceived

public event Action<Subscription, Security> SecurityReceived

decomposedStrategy.SecurityReceived += handler

Valor do instrumento financeiro recebido.

SlippageChanged

public event Action SlippageChanged

decomposedStrategy.SlippageChanged += handler

O evento foi alterado por slippage.

SubscriptionFailed

public event Action<Subscription, Exception, bool> SubscriptionFailed

decomposedStrategy.SubscriptionFailed += handler

A assinatura falhou.

SubscriptionOnline

public event Action<Subscription> SubscriptionOnline

decomposedStrategy.SubscriptionOnline += handler

A assinatura está online.

SubscriptionReceived

public event Action<Subscription, object> SubscriptionReceived

decomposedStrategy.SubscriptionReceived += handler

Valor da assinatura recebido.

SubscriptionStarted

public event Action<Subscription> SubscriptionStarted

decomposedStrategy.SubscriptionStarted += handler

A assinatura está iniciada.

SubscriptionStopped

public event Action<Subscription, Exception> SubscriptionStopped

decomposedStrategy.SubscriptionStopped += handler

A assinatura está interrompida.

TickTradeReceived

public event Action<Subscription, ITickTradeMessage> TickTradeReceived

decomposedStrategy.TickTradeReceived += handler

Valor comercial recebido.