Стратегия открытия и закрытия по времени

using System;
using System.Linq;
using System.Collections.Generic;

using Ecng.Common;
using Ecng.Collections;
using Ecng.Serialization;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Strategy that opens a position at a specified time and closes it at another time.
/// </summary>
public class OpeningClosingOnTimeStrategy : Strategy
{
	private readonly StrategyParam<TimeSpan> _openTime;
	private readonly StrategyParam<TimeSpan> _closeTime;
	private readonly StrategyParam<bool> _isBuy;
	private readonly StrategyParam<DataType> _candleType;
	
	private bool _positionOpened;
	
	/// <summary>
	/// Time of day to open the position.
	/// </summary>
	public TimeSpan OpenTime
	{
		get => _openTime.Value;
		set => _openTime.Value = value;
	}
	
	/// <summary>
	/// Time of day to close the position.
	/// </summary>
	public TimeSpan CloseTime
	{
		get => _closeTime.Value;
		set => _closeTime.Value = value;
	}
	
	
	/// <summary>
	/// Direction of the initial trade.
	/// </summary>
	public bool IsBuy
	{
		get => _isBuy.Value;
		set => _isBuy.Value = value;
	}
	
	/// <summary>
	/// Candle type used for time tracking.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}
	
	/// <summary>
	/// Initializes a new instance of <see cref="OpeningClosingOnTimeStrategy"/>.
	/// </summary>
	public OpeningClosingOnTimeStrategy()
	{
		_openTime = Param(nameof(OpenTime), new TimeSpan(0, 0, 0))
		.SetDisplay("Open Time", "Time of day to open position", "General");
		_closeTime = Param(nameof(CloseTime), new TimeSpan(12, 0, 0))
		.SetDisplay("Close Time", "Time of day to close position", "General");
		_isBuy = Param(nameof(IsBuy), true)
		.SetDisplay("Is Buy", "True for buy, false for sell", "General");
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
		.SetDisplay("Candle Type", "Type of candles", "General");
	}
	
	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}
	
	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_positionOpened = false;
	}
	
	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		
		_positionOpened = Position != 0;
		
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(ProcessCandle).Start();
	}
	
	private void ProcessCandle(ICandleMessage candle)
	{
		if (candle.State != CandleStates.Finished)
			return;

		var t = candle.OpenTime.TimeOfDay;

		if (!_positionOpened && t >= OpenTime && t < CloseTime)
		{
			if (IsBuy)
				BuyMarket();
			else
				SellMarket();

			_positionOpened = true;
			return;
		}

		if (_positionOpened && t >= CloseTime)
		{
			if (Position > 0)
				SellMarket();
			else if (Position < 0)
				BuyMarket();

			_positionOpened = false;
		}
	}
}

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.Strategies import Strategy


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

        self._open_time = self.Param("OpenTime", TimeSpan(0, 0, 0))
        self._close_time = self.Param("CloseTime", TimeSpan(12, 0, 0))
        self._is_buy = self.Param("IsBuy", True)
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5)))

        self._position_opened = False

    @property
    def OpenTime(self):
        return self._open_time.Value

    @OpenTime.setter
    def OpenTime(self, value):
        self._open_time.Value = value

    @property
    def CloseTime(self):
        return self._close_time.Value

    @CloseTime.setter
    def CloseTime(self, value):
        self._close_time.Value = value

    @property
    def IsBuy(self):
        return self._is_buy.Value

    @IsBuy.setter
    def IsBuy(self, value):
        self._is_buy.Value = value

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

    @CandleType.setter
    def CandleType(self, value):
        self._candle_type.Value = value

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

        self._position_opened = self.Position != 0

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(self.ProcessCandle).Start()

    def ProcessCandle(self, candle):
        if candle.State != CandleStates.Finished:
            return

        t = candle.OpenTime.TimeOfDay

        if not self._position_opened and t >= self.OpenTime and t < self.CloseTime:
            if self.IsBuy:
                self.BuyMarket()
            else:
                self.SellMarket()
            self._position_opened = True
            return

        if self._position_opened and t >= self.CloseTime:
            if self.Position > 0:
                self.SellMarket()
            elif self.Position < 0:
                self.BuyMarket()
            self._position_opened = False

    def OnReseted(self):
        super(opening_closing_on_time_strategy, self).OnReseted()
        self._position_opened = False

    def CreateClone(self):
        return opening_closing_on_time_strategy()