C# Class FastQuant.Stop

ファイルを表示 Open project: fastquant/fastquant.dll Class Usage Examples

Protected Properties

Property	Type	Description
completionTime	System.DateTime
connected	bool
creationTime	System.DateTime
currPrice	double
fields	ObjectTable
fillMode	StopFillMode
fillPrice	double
filterBarSize	long
filterBarType	BarType
initPrice	double
instrument	Instrument
level	double
mode	StopMode
position	Position
qty	double
side	PositionSide
status	StopStatus
stopPrice	double
strategy	Strategy
traceOnBar	bool
traceOnBarOpen	bool
traceOnQuote	bool
traceOnTrade	bool
trailOnHighLow	bool
trailOnOpen	bool
trailPrice	double
type	StopType

Public Methods

Method	Description
Cancel ( ) : void
Disconnect ( ) : void
Stop ( Strategy strategy, Position position, System.DateTime time ) : System
Stop ( Strategy strategy, Position position, double level, StopType type, StopMode mode ) : System

Protected Methods

Method	Description
GetInstrumentPrice ( ) : double
GetPrice ( double price ) : double
GetStopPrice ( ) : double

Private Methods

Method	Description
Connect ( ) : void
OnAsk ( Ask ask ) : void
OnBar ( Bar bar ) : void
OnBarOpen ( Bar bar ) : void
OnBid ( Bid bid ) : void
OnConnect ( System.DateTime dateTime, object obj ) : void
OnStopStatusChange ( StopStatus status ) : void
OnTrade ( Trade trade ) : void
Stop ( Strategy strategy, Position position, System.DateTime time, double level, StopType type = StopType.Trailing, StopMode mode = StopMode.Percent ) : System
method_1 ( ) : void
method_8 ( StopStatus status ) : void
method_9 ( System.DateTime dateTime, object obj ) : void

Method Details

Cancel() public method

public Cancel ( ) : void
return	void

Disconnect() public method

public Disconnect ( ) : void
return	void

GetInstrumentPrice() protected method

protected GetInstrumentPrice ( ) : double
return	double

GetPrice() protected method

protected GetPrice ( double price ) : double
price	double
return	double

GetStopPrice() protected method

protected GetStopPrice ( ) : double
return	double

Stop() public method

public Stop ( Strategy strategy, Position position, System.DateTime time ) : System
strategy	Strategy
position	Position
time	System.DateTime
return	System

Stop() public method

public Stop ( Strategy strategy, Position position, double level, StopType type, StopMode mode ) : System
strategy	Strategy
position	Position
level	double
type	StopType
mode	StopMode
return	System

Property Details

completionTime protected_oe property

protected DateTime,System completionTime
return	System.DateTime

connected protected_oe property

protected bool connected
return	bool

creationTime protected_oe property

protected DateTime,System creationTime
return	System.DateTime

currPrice protected_oe property

protected double currPrice
return	double

fields protected_oe property

protected ObjectTable,FastQuant fields
return	ObjectTable

fillMode protected_oe property

protected StopFillMode fillMode
return	StopFillMode

fillPrice protected_oe property

protected double fillPrice
return	double

filterBarSize protected_oe property

protected long filterBarSize
return	long

filterBarType protected_oe property

protected BarType filterBarType
return	BarType

initPrice protected_oe property

protected double initPrice
return	double

instrument protected_oe property

protected Instrument instrument
return	Instrument

level protected_oe property

protected double level
return	double

mode protected_oe property

protected StopMode mode
return	StopMode

position protected_oe property

protected Position,FastQuant position
return	Position

qty protected_oe property

protected double qty
return	double

side protected_oe property

protected PositionSide side
return	PositionSide

status protected_oe property

protected StopStatus status
return	StopStatus

stopPrice protected_oe property

protected double stopPrice
return	double

strategy protected_oe property

protected Strategy strategy
return	Strategy

traceOnBar protected_oe property

protected bool traceOnBar
return	bool

traceOnBarOpen protected_oe property

protected bool traceOnBarOpen
return	bool

traceOnQuote protected_oe property

protected bool traceOnQuote
return	bool

traceOnTrade protected_oe property

protected bool traceOnTrade
return	bool

trailOnHighLow protected_oe property

protected bool trailOnHighLow
return	bool

trailOnOpen protected_oe property

protected bool trailOnOpen
return	bool

trailPrice protected_oe property

protected double trailPrice
return	double

type protected_oe property

protected StopType type
return	StopType