wehub-resource-sync
111 lines
4.1 KiB
C#
111 lines
4.1 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using QuantConnect.Orders;
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using QuantConnect.Interfaces;
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namespace QuantConnect.Commands
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{
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/// <summary>
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/// Represents a command to submit an order to the algorithm
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/// </summary>
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public class OrderCommand : BaseCommand
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{
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/// <summary>
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/// Gets or sets the symbol to be ordered
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/// </summary>
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public Symbol Symbol { get; set; }
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/// <summary>
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/// Gets or sets the string ticker symbol
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/// </summary>
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public string Ticker { get; set; }
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/// <summary>
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/// Gets or sets the security type of the ticker.
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/// </summary>
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public SecurityType SecurityType { get; set; }
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/// <summary>
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/// Gets or sets the market the ticker resides in
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/// </summary>
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public string Market { get; set; }
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/// <summary>
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/// Gets or sets the order type to be submted
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/// </summary>
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public OrderType OrderType { get; set; }
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/// <summary>
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/// Gets or sets the number of units to be ordered (directional)
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/// </summary>
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public decimal Quantity { get; set; }
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/// <summary>
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/// Gets or sets the limit price. Only applies to <see cref="QuantConnect.Orders.OrderType.Limit"/> and <see cref="QuantConnect.Orders.OrderType.StopLimit"/>
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/// </summary>
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public decimal LimitPrice { get; set; }
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/// <summary>
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/// Gets or sets the stop price. Only applies to <see cref="QuantConnect.Orders.OrderType.StopLimit"/> and <see cref="QuantConnect.Orders.OrderType.StopMarket"/>
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/// </summary>
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public decimal StopPrice { get; set; }
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/// <summary>
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/// Gets or sets an arbitrary tag to be attached to the order
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/// </summary>
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public string Tag { get; set; }
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/// <summary>
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/// Runs this command against the specified algorithm instance
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/// </summary>
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/// <param name="algorithm">The algorithm to run this command against</param>
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public override CommandResultPacket Run(IAlgorithm algorithm)
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{
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Symbol = GetSymbol(Ticker, SecurityType, Market, Symbol);
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var request = new SubmitOrderRequest(OrderType, Symbol.SecurityType, Symbol, Quantity, StopPrice, LimitPrice, DateTime.UtcNow, Tag, algorithm.DefaultOrderProperties);
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var ticket = algorithm.SubmitOrderRequest(request);
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var response = ticket.GetMostRecentOrderResponse();
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var message = Messages.OrderCommand.CommandInfo(OrderType, Symbol, Quantity, response);
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if (response.IsError)
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{
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algorithm.Error(message);
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}
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else
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{
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algorithm.Debug(message);
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}
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return new CommandResultPacket(this, success: !response.IsError);
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}
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/// <summary>
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/// Returns a string that represents the current object.
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/// </summary>
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/// <returns>
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/// A string that represents the current object.
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/// </returns>
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/// <filterpriority>2</filterpriority>
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public override string ToString()
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{
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Symbol = GetSymbol(Ticker, SecurityType, Market, Symbol);
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// delegate to the order request
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return new SubmitOrderRequest(OrderType, Symbol.SecurityType, Symbol, Quantity, StopPrice, LimitPrice, DateTime.UtcNow, Tag).ToString();
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}
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}
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}
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