StrategyHelper

Cancel

public static IMarketRule Cancel(IMarketRule rule, Order order)

result = StrategyHelper.Cancel(rule, order)

Создать действие по отмене заказа.

rule

Правило.

order

Заказ, подлежащий отмене.

Возвращает: Правило.

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").

Возвращает: 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)

Реализуйте стратегию.

strategy

Стратегия.

extra

Дополнительное действие.

cancellationToken

CancellationToken.

Возвращает: ValueTask.

Register

public static IMarketRule Register(IMarketRule rule, Order order)

result = StrategyHelper.Register(rule, order)

Создать действие, зарегистрировав заказ.

rule

Правило.

order

Заказ на регистрацию.

Возвращает: Правило.

ReRegister

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

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

Для создания действия перерегистрируем заказ.

rule

Правило.

oldOrder

Приказ о перерегистрации.

newOrder

Информация о новом заказе.

Возвращает: Правило.

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.

Возвращает: 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.

Возвращает: 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.

Возвращает: 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.

Возвращает: 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.

Возвращает: 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.

Возвращает: 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.

Возвращает: 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.

Возвращает: 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.

Возвращает: 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.

Возвращает: 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.

Возвращает: 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.

Возвращает: 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.

Возвращает: 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.

Возвращает: 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.

Возвращает: Rule.