C# Trade.ToString方法代码示例

 public void GotFill(Trade fill)
 {
     D("fill: "+fill.ToString());
     pt.Adjust(fill);
     decimal openpl = Calc.OpenPL(pairs.Aprice, pt[pairs.Asym]) + Calc.OpenPL(pairs.Bprice, pt[pairs.Bsym]);
     if ((openpl > 200) || (openpl< -100))
         shutdown();
 }

 // these are for calculating closed pl
 // they do not adjust positions themselves
 /// <summary>
 /// Gets the closed PL on a per-share basis, ignoring how many shares are held.
 /// </summary>
 /// <param name="existing">The existing position.</param>
 /// <param name="closing">The portion of the position that's being closed/changed.</param>
 /// <returns></returns>
 public static decimal ClosePT(Position existing, Trade adjust)
 {
     if (!existing.isValid || !adjust.isValid) 
         throw new Exception("Invalid position provided. (existing:" + existing.ToString() + " adjustment:" + adjust.ToString());
     if (existing.isFlat) return 0; // nothing to close
     if (existing.isLong == adjust.side) return 0; // if we're adding, nothing to close
     return existing.isLong ? adjust.xprice- existing.AvgPrice: existing.AvgPrice- adjust.xprice;
 }

 void SimBroker_GotFill(Trade t)
 {
     FillCount++;
     try {
     args.Response.GotFill(t);
     }
     catch (Exception ex) { debug("on fill: "+t.ToString()+" response threw exception: " + ex.Message); }
 }

 public virtual void GotFill(Trade f)
 {
     if (f.id == 0)
     {
         debug(f.symbol + " can't track order with blank id!: " + f.ToString());
         return;
     }
     int idx = sent.getindex(f.id.ToString());
     if (idx < 0)
     {
         debug("unknown fillid: " + f.id);
         return;
     }
     filled[idx] += (f.side ? 1 : -1) *Math.Abs(f.xsize);
     v(f.symbol + " filled size: " + filled[idx] + " after: " + f.ToString());
 }

        void tl_gotFill(Trade t)
        {
            debug("fill: " + t.ToString());
            if (InvokeRequired)
                Invoke(new FillDelegate(tl_gotFill), new object[] { t });
            else
            {
                if (!t.isValid) return;
                int oidx = orderidx(t.id); // get order id for this order
                if (oidx != -1)
                {
                    int osign = (t.side ? 1 : -1);
                    int signedtsize = t.xsize * osign;
                    int signedosize = (int)ordergrid["osize", oidx].Value;
                    if (signedosize == signedtsize) // if sizes are same whole order was filled, remove
                        ordergrid.Rows.RemoveAt(oidx);
                    else // otherwise remove portion that was filled and leave rest on order
                        ordergrid["osize", oidx].Value = Math.Abs(signedosize - signedtsize) * osign;
                }
                pt.Adjust(t);
                
                UpdateSymbolTrade(GetSymbolRows(t.Sec.FullName),t);
                UpdateSymbolTrade(GetSymbolRows(t.Sec.Symbol),t);

                TradesView.Rows.Add(t.xdate, t.xtime, t.symbol, (t.side ? "BUY" : "SELL"), t.xsize, t.xprice.ToString(_dispdecpointformat), t.comment, t.Account.ToString()); // if we accept trade, add it to list
            }
        }

 void fill(Trade fill, long id)
 {
     if (fill.id == 0)
     {
         debug("no id on fill: " + fill.ToString());
         fill.id = (id!=0) ? id : ot.Ids.AssignId;
     }
     bool hit = false;
     for (int i = profits.Count - 1; i >= 0; i--)
         if ((profits[i].id == fill.id) && (profits[i].UnsignedSize==fill.UnsignedSize))
         {
             debug("filled profit: " + fill.id);
             hit = true;
             profits.RemoveAt(i);
         }
     for (int i = stops.Count - 1; i >= 0; i--)
         if ((stops[i].id == fill.id) && (stops[i].UnsignedSize==fill.UnsignedSize))
         {
             debug("filled stop: " + fill.id);
             hit = true;
             stops.RemoveAt(i);
         }
     ot.Adjust(fill);
 }

        /// <summary>
        /// this must be called once per position tracker, for each position update.
        /// if you are using your own position tracker with this trailing stop(eg from offset tracker, or somewhere else)
        /// you MUST call TrailTrackers Adjust and NOT call your position tracker's adjust
        /// </summary>
        /// <param name="fill"></param>
        public void Adjust(Trade fill)
        {
            // get index for symbol
            int idx = symidx(fill.symbol);
            
            // only do following if we're tracking trail for this symbol
            if (idx != NOSYM)
            {
                // get current position size
                int psize = _pt[fill.symbol].UnsignedSize;
                // get trailing information
                OffsetInfo trail = _trail[idx];
                // get actual position size after change
                int asize = psize - fill.UnsignedSize;
                // if expected and actual match, mark pending as false
                if (esize[idx] == asize)
                {
                    D(fill.symbol+" trailing stop completely filled with: " + fill.ToString());
                    _pendingfill[idx] = false;
                }
                else
                    v(fill.symbol + " trail partial fill: "+fill.ToString()+" e: " + esize[idx] + " != a: " + asize);

            }
            else
                v(fill.symbol + " fill: "+fill.ToString()+" ignored while trail disabled.");

            _pt.Adjust(fill);
            // if we're flat now, make sure ref price is reset
            if (_pt[fill.symbol].isFlat)
            {
                _ref[idx] = 0;
                v(fill.symbol + " flat, reset trail reference price.");
            }

        }

 public virtual void GotFill(Trade f)
 {
     if (f.id == 0)
     {
         debug(f.symbol + " can't track order with blank id!: " + f.ToString());
         return;
     }
     int idx = sent.getindex(f.id.ToString());
     if (idx < 0)
     {
         debug("unknown fillid: " + f.id);
         return;
     }
     filled[idx] += f.xsize;
 }

        void _bf_gotFill(Trade t)
        {
            if (RewriteSecuritySymbols)
            {
                Security sec;
                if (allbaskets.TryGetSecurityAnySymbol(t.symbol, out sec))
                {
                    t.symbol = sec.FullName;
                }
            }
            debug(t.symbol+ " fill: " + t.ToString());
            if (actfill!= null)
                actfill.GotFill(t);
            if (rfill != null)
            {
                try
                {
                    rfill.GotFill(t);
                }
                catch (Exception ex)
                {
                    debug(rname + " got fill error: " + ex.Message + ex.StackTrace + " on fill : " + t.ToString());
                    status(rname + " fill  error, see debug for details.");
                }
            }

        }

 public override void GotFill(Trade fill)
 {
     D("fill: "+fill.ToString());
     pt.Adjust(fill);
     decimal openpl = Calc.OpenPL(pairs.Aprice, pt[pairs.Asym]) + Calc.OpenPL(pairs.Bprice, pt[pairs.Bsym]);
     if ((openpl > _profit) || (openpl< _loss))
         shutdown();
     if (pt[Asym].isFlat && pt[Bsym].isFlat)
     {
         entrysignal = false;
         exitsignal = false;
     }
 }

        void tl_gotFill(Trade t)
        {
            // track results
            _rs.GotFill(t);
            // keep track of position
            _pt.Adjust(t);
            
            // send trade notification to any valid requesting responses
            for (int i = 0; i < _reslist.Count; i++)
            {
                if (handleresponseexception)
                {
                    if ((_reslist[i] == null) || !_reslist[i].isValid)
                        continue;
                    else
                    {
                        try
                        {
                            _reslist[i].GotFill(t);
                        }
                        catch (Exception ex)
                        {
                            notifyresponseexception(i, t.xtime, t.ToString(), ex);
                        }
                    }
                }
                else
                    _reslist[i].GotFill(t);
            }

        }

 public void newFill(Trade trade, bool allclients)
 {
     // make sure our trade is filled and initialized properly
     if (!trade.isValid)
     {
         debug("invalid trade: " + trade.ToString());
         return;
     }
     for (int i = 0; i < client.Count; i++) // send tick to each client that has subscribed to tick's stock
         if ((client[i] != null) && (allclients || (stocks[i].Contains(trade.symbol))))
             TLSend(TradeImpl.Serialize(trade), MessageTypes.EXECUTENOTIFY, i);
 }

 public virtual void GotFill(Trade f)
 {
     if (f.id == 0)
     {
         debug(f.symbol + " can't track order with blank id!: " + f.ToString());
         return;
     }
     int idx = sent.getindex(f.id.ToString());
     if (idx < 0)
     {
         debug("no existing order found with fillid: " + f.id);
         idx = orders.addindex(f.id.ToString(), new OrderImpl());
         unknownsent[idx] = true;
     }
     filled[idx] += (f.side ? 1 : -1) *Math.Abs(f.xsize);
     if (FixSentSizeOnUnknown && unknownsent[idx])
         sent[idx] = filled[idx];
     v(f.symbol + " filled size: " + filled[idx] + " after: " + f.ToString());
 }