Inheritance diagram for ATAS.Strategies.ATM.ATMStrategy< TStrategy >:

Collaboration diagram for ATAS.Strategies.ATM.ATMStrategy< TStrategy >:

Public Member Functions
Task	RetryAsync ()

Task	CancelAsync ()

Task	ResetOrdersAsync ()

Task	CancelOrdersAsync (IEnumerable< Order > orders)

bool	IsStopLoss (Order order)

bool	IsTakeProfit (Order order)

IATMStrategy	Clone (bool cloneOrders=true)

void	SetSettings (IStopProfitSettings settings)

IStopProfitSettings	GetSettings ()

bool IEnumerable< string > Errors	IsValidSettings (IStopProfitSettings settings, decimal? expectedPositionVolume=null, decimal? expectedPositionPrice=null)

Public Member Functions inherited from ATAS.Strategies.Strategy
void	Start ()

void	Stop ()

async Task	StartAsync ()
	Starts the strategy, allowing it to execute its trading logic.

async Task	WatchAsync ()

async Task	StartFromWatchAsync ()

async Task	StopAsync ()
	Stops the strategy, terminating its execution and releasing any resources.

async void	OpenOrder (Order order, bool isAutomated=true)
	�� .

async Task	OpenOrderAsync (Order order, bool isAutomated=true)
	�� .

async void	ModifyOrder (Order order, Order neworder, bool isAutomated=true)
	�� .

async Task	ModifyOrderAsync (Order order, Order neworder, bool isAutomated=true)
	�� .

async void	CancelOrder (Order order, bool isAutomated=true)
	�� .

async Task	CancelOrderAsync (Order order, bool isAutomated=true)
	�� .

Task	StartAsync ()
	Starts the strategy, allowing it to execute its trading logic.

Task	StopAsync ()
	Stops the strategy, terminating its execution and releasing any resources.

Public Member Functions inherited from ATAS.Strategies.ATM.IATMStrategy
Task	WatchAsync ()

Task	StartFromWatchAsync ()

Task	RetryAsync ()

Task	CancelAsync ()

Task	ResetOrdersAsync ()

bool	IsStopLoss (Order order)

bool	IsTakeProfit (Order order)

Task	OpenOrderAsync (Order order, bool isAutomated=true)

Task	ModifyOrderAsync (Order order, Order newOrder, bool isAutomated=true)

Task	CancelOrderAsync (Order order, bool isAutomated=true)

Task	CancelOrdersAsync (IEnumerable< Order > orders)

IATMStrategy	Clone (bool cloneOrders=true)

void	SetSettings (IStopProfitSettings settings)

IStopProfitSettings	GetSettings ()

bool IEnumerable< string > Errors	IsValidSettings (IStopProfitSettings settings, decimal? expectedPositionVolume=null, decimal? expectedPositionPrice=null)

Public Attributes
bool	IsValid

Public Attributes inherited from ATAS.Strategies.ATM.IATMStrategy
bool	IsValid

Protected Member Functions
virtual Task	OnRetry ()

virtual Task	OnCancel ()

virtual Task	OnResetOrders ()

virtual TStrategy	CreateNew ()

virtual void	CommitChanges (TStrategy model, bool cloneOrders)

abstract Task	OnCancelOrdersAsync (IEnumerable< Order > orders)

abstract bool	IsStopOrder (Order order)

abstract bool	IsTakeOrder (Order order)

abstract void	OnSetStopProfitSettings (IStopProfitSettings settings)

abstract IStopProfitSettings	OnGetStopProfitSettings ()

abstract bool IEnumerable< string > Errors	OnIsValidStopProfitSettings (IStopProfitSettings settings, decimal? positionVolume, decimal? positionPrice)

void	RaiseSettingsChanged ()

void	ThrowIfNotStarted ()

override bool	CanUpdateCurrentPosition (Position position)
	Checks if the current position can be updated with the specified position.

override void	LogParameters ()
	Log current parameters.

Protected Member Functions inherited from ATAS.Strategies.Strategy
	Strategy ()

void	SetState (StrategyStates state)
	Set strategy state.

void	SetErrorState (StrategyErrorTypes type, string[] errorDescriptions)
	Set StrategyStates.Error state.

void	ResetErrorState ()
	Reset error state.

void	RaisePropertyChanged (string propertyName)
	Raises the PropertyChanged event with the specified property name.

void	RaiseShowNotification (string message, string title=null, bool isError=false)
	Raises the ShowNotification event with the specified message, title, and error flag.

bool	SetProperty< TValue > (ref TValue storage, TValue newValue, string propertyName, Action< TValue, TValue > onChanged=null)
	Sets the property with the specified name to the new value and raises the PropertyChanged event if the value has changed.

string	GetOCOGroup ()
	Generates a unique OCO (One-Cancels-the-Other) group identifier based on the current timestamp.

bool	CanProcess (Order order)
	Checks if the specified order can be processed by this strategy.

ICollection< MyTrade >	FilterMyTrades (IEnumerable< MyTrade > trades)
	Filters and returns the collection of MyTrade that belong to the current portfolio and security and have occurred after the latest trade time.

void	UpdateCurrentPosition ()
	Update thr CurrentPosition and AveragePrice values.

virtual Task	OnStarted ()
	Called when the strategy is started from StrategyStates.Stopped state.

virtual Task	OnStartedFromWatch ()
	Called when the strategy is started from StrategyStates.Watch state.

virtual Task	OnStopping ()
	Called when the strategy is stopping.

virtual Task	OnStopped ()
	Called when the strategy is stopped.

virtual Task	OnOpenOrder (Order order, bool isAutomated)
	Called when a new order is opened.

virtual Task	OnModifyOrder (Order order, Order newOrder, bool isAutomated)
	Called when an existing order is modified.

virtual Task	OnCancelOrder (Order order, bool isAutomated)
	Called when an order is canceled.

virtual void	OnMarketDepth (IEnumerable< MarketDepth > depths)
	Called when market depth data is received.

virtual void	OnBestBidAsk (MarketDepth depth)
	Called when the best bid or ask market depth data is received.

virtual void	OnNewTrade (Trade trade)
	Called when a new trade occurs.

virtual void	OnNewPortfolio (Portfolio portfolio)
	Called when a new portfolio is added.

virtual void	OnNewPosition (Position position)
	Called when a new position is added.

virtual void	OnPositionChanged (Position position)
	Called when an existing position is changed.

virtual void	OnPnLChanged (int ticks)
	Called when the profit and loss (PnL) changes.

virtual void	OnNewOrder (Order order)
	Called when a new order is added.

virtual void	OnOrderChanged (Order order)
	Called when an existing order is changed.

virtual void	OnOrderRegisterFailed (Order order, string message)
	Called when an order registration fails.

virtual void	OnOrderCancelFailed (Order order, string message)
	Called when an order cancellation fails.

virtual void	OnOrderModifyFailed (Order order, Order newOrder, string message)
	Called when an order modification fails.

virtual void	OnNewMyTrade (MyTrade myTrade)
	Called when a new trade is added to the collection of MyTrade.

virtual void	OnCurrentPositionChanged ()
	Called when the volume of the current position changes.

virtual void	OnUpdateStrategyState ()
	Called when the strategy state needs to be updated.

virtual bool	CanProcess ()
	Checks if the strategy can process operations in the current state.

virtual bool	CanUpdateCurrentPosition (Position position)
	Checks if the current position can be updated with the specified position.

virtual void	LogParameters ()
	Log current parameters.

Protected Attributes
abstract bool	IsValid

Properties
abstract bool	HasActiveOrders `[get]`

IStrategyMarketDataProvider	MarketDataProvider `[get, set]`

TimeInForce	TimeInForce `[get, set]`

Properties inherited from ATAS.Strategies.Strategy
Security	Security `[get, set]`
	Gets or sets the security associated with the strategy.

Portfolio	Portfolio `[get, set]`
	Gets or sets the portfolio associated with the strategy.

TPlusLimits?	TPlusLimit `[get, set]`
	Gets or sets the T+ limits for the strategy.

IDataFeedConnector	Connector `[get, set]`
	Gets or sets the data feed connector for the strategy.

IEnumerable< MyTrade >	MyTrades `[get]`

IEnumerable< Order >	Orders `[get]`

Position	Position `[get, set]`

decimal	CurrentPosition `[get]`
	Gets the current position volume of the strategy.

decimal	AveragePrice `[get]`
	Gets the average price of the strategy's trades.

int	OpenTicksPnL `[get]`

decimal	OpenPnL `[get]`
	Gets the open profit and loss of the strategy.

decimal	ClosedPnL `[get]`
	Gets the closed profit and loss of the strategy.

MarketDepth	BestBid `[get]`

MarketDepth	BestAsk `[get]`

StrategyStates	State `[get, protected set]`
	Gets the current state of the strategy.

StrategyStateDescription	StateDescription `[get]`

string	Name `[get, set]`
	Gets or sets the name of the strategy.

Properties inherited from ATAS.Strategies.IStrategy
string	Name `[get, set]`
	Gets or sets the name of the strategy.

StrategyStates	State `[get]`
	Gets the current state of the strategy.

decimal	CurrentPosition `[get]`
	Gets the current position volume of the strategy.

decimal	AveragePrice `[get]`
	Gets the average price of the strategy's trades.

decimal	OpenPnL `[get]`
	Gets the open profit and loss of the strategy.

decimal	ClosedPnL `[get]`
	Gets the closed profit and loss of the strategy.

Security	Security `[get, set]`
	Gets or sets the security associated with the strategy.

Portfolio	Portfolio `[get, set]`
	Gets or sets the portfolio associated with the strategy.

TPlusLimits?	TPlusLimit `[get, set]`
	Gets or sets the T+ limits for the strategy.

IDataFeedConnector	Connector `[get, set]`
	Gets or sets the data feed connector for the strategy.

Properties inherited from ATAS.Strategies.ATM.IATMStrategy
bool	HasActiveOrders `[get]`

IStrategyMarketDataProvider	MarketDataProvider `[get, set]`

Events
EventHandler< EventArgs >	SettingsChanged

Events inherited from ATAS.Strategies.Strategy
PropertyChangedEventHandler	PropertyChanged

EventHandler< StrategyStateChangedEventArgs >	StateChanged

EventHandler< StrategyNotificationEventArgs >	ShowNotification

Events inherited from ATAS.Strategies.IStrategy
EventHandler< StrategyStateChangedEventArgs >	StateChanged
	Occurs when the state of the strategy changes.

EventHandler< StrategyNotificationEventArgs >	ShowNotification
	Occurs when the strategy needs to show a notification or alert.

Events inherited from ATAS.Strategies.ATM.IATMStrategy
EventHandler< EventArgs >	SettingsChanged

Member Function Documentation

◆ CancelAsync()

Task ATAS.Strategies.ATM.ATMStrategy< TStrategy >.CancelAsync ( )

Implements ATAS.Strategies.ATM.IATMStrategy.

◆ CancelOrdersAsync()

Task ATAS.Strategies.ATM.ATMStrategy< TStrategy >.CancelOrdersAsync ( IEnumerable< Order > orders )

Implements ATAS.Strategies.ATM.IATMStrategy.

◆ CanUpdateCurrentPosition()

override bool ATAS.Strategies.ATM.ATMStrategy< TStrategy >.CanUpdateCurrentPosition ( Position position )

protectedvirtual

Checks if the current position can be updated with the specified position.

Parameters

position The position to be compared with the current position.

Returns: true if the current position can be updated; otherwise, false.

Reimplemented from ATAS.Strategies.Strategy.

◆ Clone()

IATMStrategy ATAS.Strategies.ATM.ATMStrategy< TStrategy >.Clone ( bool cloneOrders = true )

Implements ATAS.Strategies.ATM.IATMStrategy.

◆ CommitChanges()

virtual void ATAS.Strategies.ATM.ATMStrategy< TStrategy >.CommitChanges	(	TStrategy	model,
		bool	cloneOrders
	)

protectedvirtual

◆ CreateNew()

virtual TStrategy ATAS.Strategies.ATM.ATMStrategy< TStrategy >.CreateNew ( )

protectedvirtual

◆ GetSettings()

IStopProfitSettings ATAS.Strategies.ATM.ATMStrategy< TStrategy >.GetSettings ( )

Implements ATAS.Strategies.ATM.IATMStrategy.

◆ IsStopLoss()

bool ATAS.Strategies.ATM.ATMStrategy< TStrategy >.IsStopLoss ( Order order )

Implements ATAS.Strategies.ATM.IATMStrategy.

◆ IsStopOrder()

abstract bool ATAS.Strategies.ATM.ATMStrategy< TStrategy >.IsStopOrder ( Order order )

protectedpure virtual

◆ IsTakeOrder()

abstract bool ATAS.Strategies.ATM.ATMStrategy< TStrategy >.IsTakeOrder ( Order order )

protectedpure virtual

◆ IsTakeProfit()

bool ATAS.Strategies.ATM.ATMStrategy< TStrategy >.IsTakeProfit ( Order order )

Implements ATAS.Strategies.ATM.IATMStrategy.

◆ IsValidSettings()

bool IEnumerable< string > Errors ATAS.Strategies.ATM.ATMStrategy< TStrategy >.IsValidSettings	(	IStopProfitSettings	settings,
		decimal?	expectedPositionVolume = `null`,
		decimal?	expectedPositionPrice = `null`
	)

Implements ATAS.Strategies.ATM.IATMStrategy.

◆ LogParameters()

override void ATAS.Strategies.ATM.ATMStrategy< TStrategy >.LogParameters ( )

protectedvirtual

Log current parameters.

Reimplemented from ATAS.Strategies.Strategy.

◆ OnCancel()

virtual Task ATAS.Strategies.ATM.ATMStrategy< TStrategy >.OnCancel ( )

protectedvirtual

Reimplemented in ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.

◆ OnCancelOrdersAsync()

abstract Task ATAS.Strategies.ATM.ATMStrategy< TStrategy >.OnCancelOrdersAsync ( IEnumerable< Order > orders )

protectedpure virtual

Implemented in ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.

◆ OnGetStopProfitSettings()

abstract IStopProfitSettings ATAS.Strategies.ATM.ATMStrategy< TStrategy >.OnGetStopProfitSettings ( )

protectedpure virtual

Implemented in ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.

◆ OnIsValidStopProfitSettings()

abstract bool IEnumerable< string > Errors ATAS.Strategies.ATM.ATMStrategy< TStrategy >.OnIsValidStopProfitSettings	(	IStopProfitSettings	settings,
		decimal?	positionVolume,
		decimal?	positionPrice
	)

protected

◆ OnResetOrders()

virtual Task ATAS.Strategies.ATM.ATMStrategy< TStrategy >.OnResetOrders ( )

protectedvirtual

Reimplemented in ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.

◆ OnRetry()

virtual Task ATAS.Strategies.ATM.ATMStrategy< TStrategy >.OnRetry ( )

protectedvirtual

Reimplemented in ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.

◆ OnSetStopProfitSettings()

abstract void ATAS.Strategies.ATM.ATMStrategy< TStrategy >.OnSetStopProfitSettings ( IStopProfitSettings settings )

protectedpure virtual

Implemented in ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.

◆ RaiseSettingsChanged()

void ATAS.Strategies.ATM.ATMStrategy< TStrategy >.RaiseSettingsChanged ( )

protected

◆ ResetOrdersAsync()

Task ATAS.Strategies.ATM.ATMStrategy< TStrategy >.ResetOrdersAsync ( )

Implements ATAS.Strategies.ATM.IATMStrategy.

◆ RetryAsync()

Task ATAS.Strategies.ATM.ATMStrategy< TStrategy >.RetryAsync ( )

Implements ATAS.Strategies.ATM.IATMStrategy.

◆ SetSettings()

void ATAS.Strategies.ATM.ATMStrategy< TStrategy >.SetSettings ( IStopProfitSettings settings )

Implements ATAS.Strategies.ATM.IATMStrategy.

◆ ThrowIfNotStarted()

void ATAS.Strategies.ATM.ATMStrategy< TStrategy >.ThrowIfNotStarted ( )

protected

Member Data Documentation

◆ IsValid [1/2]

bool ATAS.Strategies.ATM.ATMStrategy< TStrategy >.IsValid

◆ IsValid [2/2]

abstract bool ATAS.Strategies.ATM.ATMStrategy< TStrategy >.IsValid

protected

Property Documentation

◆ HasActiveOrders

abstract bool ATAS.Strategies.ATM.ATMStrategy< TStrategy >.HasActiveOrders

get

Implements ATAS.Strategies.ATM.IATMStrategy.

◆ MarketDataProvider

IStrategyMarketDataProvider ATAS.Strategies.ATM.ATMStrategy< TStrategy >.MarketDataProvider

getset

Implements ATAS.Strategies.ATM.IATMStrategy.

◆ TimeInForce

TimeInForce ATAS.Strategies.ATM.ATMStrategy< TStrategy >.TimeInForce

getset

Event Documentation

◆ SettingsChanged

EventHandler<EventArgs> ATAS.Strategies.ATM.ATMStrategy< TStrategy >.SettingsChanged

The documentation for this class was generated from the following file:

ATMStrategy.cs

Public Member Functions

Public Attributes

Protected Member Functions

Protected Attributes

Properties

Events

Member Function Documentation

◆ CancelAsync()

◆ CancelOrdersAsync()

◆ CanUpdateCurrentPosition()

◆ Clone()

◆ CommitChanges()

◆ CreateNew()

◆ GetSettings()

◆ IsStopLoss()

◆ IsStopOrder()

◆ IsTakeOrder()

◆ IsTakeProfit()

◆ IsValidSettings()

◆ LogParameters()

◆ OnCancel()

◆ OnCancelOrdersAsync()

◆ OnGetStopProfitSettings()

◆ OnIsValidStopProfitSettings()

◆ OnResetOrders()

◆ OnRetry()

◆ OnSetStopProfitSettings()

◆ RaiseSettingsChanged()

◆ ResetOrdersAsync()

◆ RetryAsync()

◆ SetSettings()

◆ ThrowIfNotStarted()

Member Data Documentation

◆ IsValid [1/2]

◆ IsValid [2/2]

Property Documentation

◆ HasActiveOrders

◆ MarketDataProvider

◆ TimeInForce

Event Documentation

◆ SettingsChanged