/*
	RiskManager.java
	version 1.0
	Copyright 2010 Quantisan.com
*/

package jforex;

import java.math.*;

import com.dukascopy.api.*;

public class RiskManager implements IStrategy {
	private IEngine engine;
	private IConsole console;
	private IContext context;

	private double maxEquity = 0;
	private double[] lot = new double[Instrument.values().length];

	@Configurable("Max. Drawdown Percentage [2%]")
	public double riskPct = 2.0;

	public void onStart(IContext context) throws JFException {
		this.engine = context.getEngine();
		this.console = context.getConsole();
		this.context = context;

	}

	public void onAccount(IAccount account) throws JFException {
		double equity, lossPct;

		equity = account.getEquity();

		if (equity > maxEquity) {
			maxEquity = equity;
			return;
		}

		lossPct = (equity - this.maxEquity) / this.maxEquity * 100.0;
		if (lossPct < (-1.0 * riskPct)) {
			console.getOut().println("Max. drawdown reached!  Stopping strategy!");
			this.context.stop();
		}
	}

	public void onMessage(IMessage message) throws JFException {
	}

	public void onStop() throws JFException {
	}

	public void onTick(Instrument instrument, ITick tick) throws JFException {
	}

    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
    }
}