PositionTargetManager

StockSharp.Algo.PositionManagement

Standalone manager that drives position to a target value using configurable algorithms.

继承自: BaseLogReceiver

构造函数

PositionTargetManager(ISubscriptionProvider, ITransactionProvider, IMarketRuleContainer, Func<Security, Portfolio, decimal?>, Func<Order>, Func<bool>, Func<Sides, decimal, IPositionModifyAlgo>)

Initializes a new instance of the PositionTargetManager.

subProvider: Subscription provider.
transProvider: Transaction provider.
container: Market rule container.
getPosition: Function to get current position for a security/portfolio pair.
orderFactory: Factory to create new orders with desired properties.
canTrade: Function that returns whether trading is allowed.
algoFactory: Factory to create position modify algorithms. Parameters: side, volume.

属性

MaxRetries : int

Maximum number of retries on order failure.

OrderType : OrderTypes

Order type to use. Default is Market.

PositionTolerance : decimal

Tolerance for considering position target reached.

方法

CancelTarget(Security, Portfolio)

Cancel target for a security/portfolio pair.

security: Security.
portfolio: Portfolio.

DisposeManaged()

Release resources.

GetTarget(Security, Portfolio) : decimal?

Get target position for a security/portfolio pair.

返回值: Target position, or null if not set.

IsTargetReached(Security, Portfolio) : bool

Check if target position is reached.

SetTarget(Security, Portfolio, decimal)

Set target position for a security/portfolio pair.

security: Security.
portfolio: Portfolio.
target: Target position value.

事件

Error : Action<Security, Portfolio, Exception>

Occurs when an error happens during target management.

OrderRegistered : Action<Order>

Occurs when an order is registered by the manager.

TargetReached : Action<Security, Portfolio>

Occurs when a target position is reached.