using TradeLink.API;
using TradeLink.Common;
using TradeLink.AppKit;
public class MyPerformanceSummary : ResponseTemplate
{
List fills = new List();
int fillcount = 0;
int volume = 0;
override void GotFill(Trade fill)
{
// display fill
D(fill.symbol+" fill: "+fill.ToString());
fillcount++;
volume += fill.xsize;
// display information
D(string.Format("fills: {0} volume: {1}",fillcount,volume));
// keep track of every fill to produce end-of-day summary
fills.Add(fill);
// receive market data for filled symbols
mb.Add(fill.symbol);
sendbasket(mb);
}
Basket mb = new BasketImpl();
// also display end-of-day summary results
override void GotTick(Tick k)
{
if (k.time>=160000)
{
const decimal COMMISSIONPERCONTRACT = .01m;
const decimal RISKFREERETURN = .01m;
D(Results.ResultsFromTradeList(fills, COMMISSIONPERCONTRACT, RISKFREERETURN, D).ToString());
}
}
}