DecomposedStrategy

DecomposedStrategy

public DecomposedStrategy()

decomposedStrategy = DecomposedStrategy()

初始化新实例 DecomposedStrategy 。

DecomposedStrategy

public DecomposedStrategy(IPnLManager pnlManager, IStatisticManager stats)

decomposedStrategy = DecomposedStrategy(pnlManager, stats)

初始化新实例 DecomposedStrategy 。

pnlManager

PnL manager.

stats

统计经理.

CancelOrdersWhenStopping

public bool CancelOrdersWhenStopping { get; set; }

value = decomposedStrategy.CancelOrdersWhenStopping
decomposedStrategy.CancelOrdersWhenStopping = value

策略停止时取消活动命令 。

CommentMode

public StrategyCommentModes CommentMode { get; set; }

value = decomposedStrategy.CommentMode
decomposedStrategy.CommentMode = value

注释模式。

Commission

public decimal? Commission { get; }

value = decomposedStrategy.Commission

累计佣金总额(来自订单+交易)。

Connector

public IConnector Connector { get; set; }

value = decomposedStrategy.Connector
decomposedStrategy.Connector = value

Connector(通过可测试性接口).

Engine

public StrategyEngine Engine { get; }

value = decomposedStrategy.Engine

国机+消息通路.

ErrorState

public LogLevels ErrorState { get; set; }

value = decomposedStrategy.ErrorState
decomposedStrategy.ErrorState = value

错误状态 。

IsFormed

public virtual bool IsFormed { get; }

value = decomposedStrategy.IsFormed

战略是否形成.

IsOnline

public bool IsOnline { get; private set; }

value = decomposedStrategy.IsOnline
decomposedStrategy.IsOnline = value

在线上。

Latency

public TimeSpan? Latency { get; set; }

value = decomposedStrategy.Latency
decomposedStrategy.Latency = value

即来即来.

Orders

public OrderPipeline Orders { get; }

value = decomposedStrategy.Orders

秩序跟踪与处理.

OrdersKeepTime

public TimeSpan OrdersKeepTime { get; set; }

value = decomposedStrategy.OrdersKeepTime
decomposedStrategy.OrdersKeepTime = value

存储命令的时间 。

PnLManager

public IPnLManager PnLManager { get; }

value = decomposedStrategy.PnLManager

PnL manager.

Portfolio

public Portfolio Portfolio { get; set; }

value = decomposedStrategy.Portfolio
decomposedStrategy.Portfolio = value

组合.

PortfolioLookup

public Subscription PortfolioLookup { get; }

value = decomposedStrategy.PortfolioLookup

组合取景订阅.

Position

public decimal Position { get; set; }

value = decomposedStrategy.Position
decomposedStrategy.Position = value

目前的状况(主要金融工具)。

Positions

public PositionPipeline Positions { get; }

value = decomposedStrategy.Positions

位置事件处理 。

PositionsList

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

value = decomposedStrategy.PositionsList

所有跟踪位置

ProcessState

public ProcessStates ProcessState { get; }

value = decomposedStrategy.ProcessState

当前的进程状态 。

RiskManager

public IRiskManager RiskManager { get; set; }

value = decomposedStrategy.RiskManager
decomposedStrategy.RiskManager = value

风险经理

Security

public Security Security { get; set; }

value = decomposedStrategy.Security
decomposedStrategy.Security = value

金融工具。

Slippage

public decimal? Slippage { get; }

value = decomposedStrategy.Slippage

累计漏出总数。

StartedTime

public DateTime StartedTime { get; private set; }

value = decomposedStrategy.StartedTime
decomposedStrategy.StartedTime = value

战略启动时间。

StatisticManager

public IStatisticManager StatisticManager { get; }

value = decomposedStrategy.StatisticManager

统计经理.

Subscriptions

public SubscriptionRegistry Subscriptions { get; }

value = decomposedStrategy.Subscriptions

订阅管理.

TotalWorkingTime

public TimeSpan TotalWorkingTime { get; private set; }

value = decomposedStrategy.TotalWorkingTime
decomposedStrategy.TotalWorkingTime = value

工作总时间。

Trades

public TradePipeline Trades { get; }

value = decomposedStrategy.Trades

Trade processing and PnL.

TradingMode

public StrategyTradingModes TradingMode { get; set; }

value = decomposedStrategy.TradingMode
decomposedStrategy.TradingMode = value

交易模式。

UnsubscribeOnStop

public bool UnsubscribeOnStop { get; set; }

value = decomposedStrategy.UnsubscribeOnStop
decomposedStrategy.UnsubscribeOnStop = value

策略停止时不订阅市场数据.

Volume

public decimal Volume { get; set; }

value = decomposedStrategy.Volume
decomposedStrategy.Volume = value

默认顺序音量 。

WaitAllTrades

public bool WaitAllTrades { get; set; }

value = decomposedStrategy.WaitAllTrades
decomposedStrategy.WaitAllTrades = value

等一切业.

BuyLimit

public Order BuyLimit(decimal price, decimal? volume)

result = decomposedStrategy.BuyLimit(price, volume)

以限价买入.

BuyMarket

public Order BuyMarket(decimal? volume)

result = decomposedStrategy.BuyMarket(volume)

以市场价格购买.

CanAttach

protected virtual bool CanAttach(Order order)

result = decomposedStrategy.CanAttach(order)

是否可通过此策略附加( 跟踪) 命令 。

order

令取检取.

返回值: 如果命令属于本策略。

CancelActiveOrders

public void CancelActiveOrders()

decomposedStrategy.CancelActiveOrders()

取消所有活动命令 。

CancelOrder

public void CancelOrder(Order order)

decomposedStrategy.CancelOrder(order)

Cancel an order via the connector.

CanTrade

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

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

检查是否可以与订单信息进行交易 。

security

金融工具贸易。

portfolio

投资组合对贸易。

side

秩序一边.

volume

序卷出. 师曰.

noTradeReason

不允许交易的原因。

返回值: 如果交易是允许的,那就是真的了。

ClosePosition

public Order ClosePosition()

result = decomposedStrategy.ClosePosition()

关闭当前位置 。

CreateOrder

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

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

创建初始化的命令对象 。

side

秩序一边.

price

价格,市场秩序为0

volume

卷。 如果无效, 则使用卷 。

返回值: 肃静

EditOrder

public void EditOrder(Order order, Order changes)

decomposedStrategy.EditOrder(order, changes)

Edit an order via the connector.

order

原序出处.

changes

秩序有变化。

GetPositionValue

public decimal GetPositionValue(Security sec, Portfolio pf)

result = decomposedStrategy.GetPositionValue(sec, pf)

获取特定金融工具和组合的地平价。

OnCurrentPriceUpdated

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

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

以市场数据更新时的当期价格调用。

OnError

protected virtual void OnError(Exception error)

decomposedStrategy.OnError(error)

处理错误,是战略操作的结果。

error

错误。

OnNewMessage

public ValueTask OnNewMessage(Message msg, CancellationToken ct)

result = decomposedStrategy.OnNewMessage(msg, ct)

处理 connector 的新发信件 。

OnNewMyTrade

protected virtual void OnNewMyTrade(MyTrade trade)

decomposedStrategy.OnNewMyTrade(trade)

新交易收到后打电话来

trade

新贸易.

OnNewPosition

protected virtual void OnNewPosition(Position position)

decomposedStrategy.OnNewPosition(position)

出现新位置时调用.

position

新职位

OnOrderCancelFailReceived

public void OnOrderCancelFailReceived(Subscription sub, OrderFail fail)

decomposedStrategy.OnOrderCancelFailReceived(sub, fail)

处理connector的订单取消失败 。

OnOrderChanged

protected virtual void OnOrderChanged(Order order)

decomposedStrategy.OnOrderChanged(order)

命令状态改变时调用.

order

改令所发.

OnOrderEditFailReceived

public void OnOrderEditFailReceived(Subscription sub, OrderFail fail)

decomposedStrategy.OnOrderEditFailReceived(sub, fail)

处理命令编辑失败, 由 connector 执行 。

OnOrderReceived

public void OnOrderReceived(Subscription sub, Order order)

decomposedStrategy.OnOrderReceived(sub, order)

Handle order received from connector.

OnOrderRegistered

protected virtual void OnOrderRegistered(Order order)

decomposedStrategy.OnOrderRegistered(order)

登记命令时发出(从待发/执行)

order

注册了的订单。

OnOrderRegisterFailed

protected virtual void OnOrderRegisterFailed(OrderFail fail)

decomposedStrategy.OnOrderRegisterFailed(fail)

订单注册失败时拨打。

fail

令出出出失道信息.

OnOrderRegisterFailReceived

public void OnOrderRegisterFailReceived(Subscription sub, OrderFail fail)

decomposedStrategy.OnOrderRegisterFailReceived(sub, fail)

connector的处理订单注册失败.

OnPositionChanged

protected virtual void OnPositionChanged(Position position)

decomposedStrategy.OnPositionChanged(position)

位置改变时调用 。

position

换了位置

OnPositionReceived

public void OnPositionReceived(Subscription sub, Position pos)

decomposedStrategy.OnPositionReceived(sub, pos)

Handle position received from connector.

OnStateChanged

protected virtual void OnStateChanged(ProcessStates state)

decomposedStrategy.OnStateChanged(state)

当进程状态改变时调用 。

state

新州 (新州).

OnTradeReceived

public void OnTradeReceived(Subscription sub, MyTrade trade)

decomposedStrategy.OnTradeReceived(sub, trade)

Handle trade received from connector.

RegisterOrder

public void RegisterOrder(Order order)

decomposedStrategy.RegisterOrder(order)

Register an order via the connector.

ReRegisterOrder

public void ReRegisterOrder(Order oldOrder, Order newOrder)

decomposedStrategy.ReRegisterOrder(oldOrder, newOrder)

重新注册(取消 + 注册新), 命令通过 connector 。

oldOrder

令取而去之.

newOrder

新订入册.

Reset

public void Reset()

decomposedStrategy.Reset()

Reset all state (orders, trades, positions, PnL, subscriptions).

SellLimit

public Order SellLimit(decimal price, decimal? volume)

result = decomposedStrategy.SellLimit(price, volume)

以限价出售.

SellMarket

public Order SellMarket(decimal? volume)

result = decomposedStrategy.SellMarket(volume)

以市场价格出售.

Start

public void Start()

decomposedStrategy.Start()

开始战略

StartAsync

public ValueTask StartAsync(CancellationToken cancellationToken)

result = decomposedStrategy.StartAsync(cancellationToken)

开始战略

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)

开始定位保护

takeProfit

纽约

stopLoss

缩写为A/C.5/60/L.

isStopTrailing

是否使用跟踪技术 。

takeTimeout

限时 保护到此时尚未奏效的,该地站将上市关闭.

stopTimeout

限时 保护到此时尚未奏效的,该地站将上市关闭.

useMarketOrders

是否使用市场订单.

isLocalStop

强迫本地停止处理,不管适配器能力如何.

Stop

public void Stop()

decomposedStrategy.Stop()

停止策略。

StopAsync

public ValueTask StopAsync(CancellationToken cancellationToken)

result = decomposedStrategy.StopAsync(cancellationToken)

停止策略。

StopAsync

public ValueTask StopAsync(Exception error, CancellationToken cancellationToken)

result = decomposedStrategy.StopAsync(error, cancellationToken)

以出错停止策略 。

error

导致停站的错误.

cancellationToken

取消的代币。

BoardReceived

public event Action<Subscription, ExchangeBoard> BoardReceived

decomposedStrategy.BoardReceived += handler

收到董事会价值。

CandleReceived

public event Action<Subscription, ICandleMessage> CandleReceived

decomposedStrategy.CandleReceived += handler

烛光值已接收 。

CommissionChanged

public event Action CommissionChanged

decomposedStrategy.CommissionChanged += handler

欧盟委员会变更了活动。

ConnectorChanged

public event Action ConnectorChanged

decomposedStrategy.ConnectorChanged += handler

Connector changed event.

DataTypeReceived

public event Action<Subscription, DataType> DataTypeReceived

decomposedStrategy.DataTypeReceived += handler

数据类型值已接收 。

Error

public event Action<Exception> Error

decomposedStrategy.Error += handler

错误事件 。

IsOnlineChanged

public event Action<DecomposedStrategy> IsOnlineChanged

decomposedStrategy.IsOnlineChanged += handler

在线状态已改变 。

LatencyChanged

public event Action LatencyChanged

decomposedStrategy.LatencyChanged += handler

时间变化了

Level1Received

public event Action<Subscription, Level1ChangeMessage> Level1Received

decomposedStrategy.Level1Received += handler

一级值已收.

NewsReceived

public event Action<Subscription, News> NewsReceived

decomposedStrategy.NewsReceived += handler

新闻收视率已达.

OrderBookReceived

public event Action<Subscription, IOrderBookMessage> OrderBookReceived

decomposedStrategy.OrderBookReceived += handler

收到订单账面价值。

OrderCancelFailed

public event Action<OrderFail> OrderCancelFailed

decomposedStrategy.OrderCancelFailed += handler

取消订单失败 。

OrderCancelFailReceived

public event Action<Subscription, OrderFail> OrderCancelFailReceived

decomposedStrategy.OrderCancelFailReceived += handler

命令取消失败 。

OrderCanceling

public event Action<Order> OrderCanceling

decomposedStrategy.OrderCanceling += handler

秩序即将被取消.

OrderEdited

public event Action<long, Order> OrderEdited

decomposedStrategy.OrderEdited += handler

秩序编辑。

OrderEditFailed

public event Action<long, OrderFail> OrderEditFailed

decomposedStrategy.OrderEditFailed += handler

命令编辑失败 。

OrderEditFailReceived

public event Action<Subscription, OrderFail> OrderEditFailReceived

decomposedStrategy.OrderEditFailReceived += handler

命令编辑失败 。

OrderLogReceived

public event Action<Subscription, IOrderLogMessage> OrderLogReceived

decomposedStrategy.OrderLogReceived += handler

已收到日志值 。

OrderReceived

public event Action<Subscription, Order> OrderReceived

decomposedStrategy.OrderReceived += handler

已收到订单值 。

OrderRegisterFailed

public event Action<OrderFail> OrderRegisterFailed

decomposedStrategy.OrderRegisterFailed += handler

订单注册失败 。

OrderRegisterFailReceived

public event Action<Subscription, OrderFail> OrderRegisterFailReceived

decomposedStrategy.OrderRegisterFailReceived += handler

令入入会入会.

OrderRegistering

public event Action<Order> OrderRegistering

decomposedStrategy.OrderRegistering += handler

秩序即将注册.

OrderReRegistering

public event Action<Order, Order> OrderReRegistering

decomposedStrategy.OrderReRegistering += handler

秩序即将重新注册.

OwnTradeReceived

public event Action<Subscription, MyTrade> OwnTradeReceived

decomposedStrategy.OwnTradeReceived += handler

拥有收到的贸易价值。

ParametersChanged

public event Action ParametersChanged

decomposedStrategy.ParametersChanged += handler

战略参数改变事件。

PnLChanged

public event Action PnLChanged

decomposedStrategy.PnLChanged += handler

PnL changed event.

PnLReceived

public event Action<Subscription> PnLReceived

decomposedStrategy.PnLReceived += handler

PnL received event.

PnLReceived2

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

decomposedStrategy.PnLReceived2 += handler

PnL received event.

PortfolioReceived

public event Action<Subscription, Portfolio> PortfolioReceived

decomposedStrategy.PortfolioReceived += handler

收到组合值。

PositionChanged

public event Action PositionChanged

decomposedStrategy.PositionChanged += handler

立场已改变。

PositionReceived

public event Action<Subscription, Position> PositionReceived

decomposedStrategy.PositionReceived += handler

收到位置值 。

PropertyChanged

public event PropertyChangedEventHandler PropertyChanged

decomposedStrategy.PropertyChanged += handler

图表元素属性值变化事件 。

Reseted

public event Action Reseted

decomposedStrategy.Reseted += handler

战略重设事件.

SecurityReceived

public event Action<Subscription, Security> SecurityReceived

decomposedStrategy.SecurityReceived += handler

收到的金融工具价值。

SlippageChanged

public event Action SlippageChanged

decomposedStrategy.SlippageChanged += handler

滑页已更改事件 。

SubscriptionFailed

public event Action<Subscription, Exception, bool> SubscriptionFailed

decomposedStrategy.SubscriptionFailed += handler

订阅失败 。

SubscriptionOnline

public event Action<Subscription> SubscriptionOnline

decomposedStrategy.SubscriptionOnline += handler

订阅内容已在线。

SubscriptionReceived

public event Action<Subscription, object> SubscriptionReceived

decomposedStrategy.SubscriptionReceived += handler

收到订阅值。

SubscriptionStarted

public event Action<Subscription> SubscriptionStarted

decomposedStrategy.SubscriptionStarted += handler

订阅工作已经开始。

SubscriptionStopped

public event Action<Subscription, Exception> SubscriptionStopped

decomposedStrategy.SubscriptionStopped += handler

订阅停止 。

TickTradeReceived

public event Action<Subscription, ITickTradeMessage> TickTradeReceived

decomposedStrategy.TickTradeReceived += handler

已收到交易值的勾选值 。