Дата и время позиции

function detect_position()

    --[[ Проверки статуса заявок (1-й и 2-й биты flags):
    "Активна": bit.band(order.flags, 1) > 0
    "Неактивна" (исполнена либо снята): bit.band(order.flags, 1) == 0
    "Исполнена": bit.band(order.flags, 1) == 0 и bit.band(order.flags, 2) == 0
    "Снята": bit.band(order.flags, 1) == 0 и bit.band(order.flags, 2) > 0

    Нас интересуют два флага:
    OF_ACTIVE = 0x01
    OF_KILL = 0x02
    --]]

    local ord = "orders"
    local max_numorder = getNumberOf("orders")
    
    -- Отслеживаем количество ордеров
    Log:trace('detect_position: отслеживаю размер массива ' 
              .. ' getNumberOf =' .. tostring(max_numorder) 
              .. ' index =' .. tostring(max_numorder-1)
              .. ' / o_index = ' .. tostring(o_index) 
              .. ' save_needed =' .. tostring(save_needed))

    -- Функция для поиска ордеров
    local function myFind(A, C, S, F)
        return (A == ACCOUNT and C == CLASSCODE and S == SECCODE 
                and bit.band(F, 0x2) == 0 and bit.band(F, 0x1) == 0)
    end
    
    -- Поиск ордеров с нужными фильтрами
    local iItems = SearchItems("orders", 0, max_numorder - 1, myFind, "account,class_code,sec_code,flags")

    -- Проверка на пустой результат
    if not iItems or #iItems == 0 then
        Log:trace('ERROR: SearchItems вернул пустой результат')
        return false
    end

    Log:trace('detect_position: всего элементов ' .. tostring(#iItems) .. ' последний ордер: ' .. tostring(iItems[#iItems]))

    -- Если еще не инициализировано
    if initialized == 0 then
        initialized = -1
        return
    end

    -- Обработка ордеров
    for i = o_index, #iItems do
        local order = getItem("orders", iItems[i])
        if not order or type(order) ~= "table" then return false end

        -- Определение флагов состояния ордера
        local OF_ACTIVE = bit.band(order.flags, 1) > 0
        local NOT_ACTIVE = bit.band(order.flags, 1) == 0
        local OF_FILL = bit.band(order.flags, 1) == 0 and bit.band(order.flags, 2) == 0
        local OF_KILL = bit.band(order.flags, 1) == 0 and bit.band(order.flags, 2) > 0
        
        if order.account == ACCOUNT and order.class_code == CLASSCODE and order.sec_code == SECCODE 
            and (OF_FILL or OF_ACTIVE) and not Orders[order.order_num] then

            Orders[order.order_num] = os.time() -- Запоминаем время

            -- Получаем информацию о заказе
            local order_n = order.order_num
            local order_dt = order.datetime
            local order_d = get_date(order_dt) -- Дата
            local order_t = get_time(order_dt) -- Время
            last_tradedate = order_d

            local order_b = order.balance
            local order_q = order.qty - order_b
            local order_p = order.price
            local order_op = bit.band(order.flags, 0x4) == 0 and 'BUY' or 'SELL'

            -- Логирование активных ордеров
            if OF_ACTIVE then
                Log:trace(NAME_OF_STRATEGY .. ' ' .. i .. ' ACTIVE лимитная заявка по ' .. order.sec_code
                    .. ' number: ' .. tostring(order_n)
                    .. ' ' .. tostring(order_d)
                    .. ' ' .. tostring(order_t)
                    .. ' ' .. tostring(order_op)
                    .. ' ' .. tostring(order_q) .. ' (' .. tostring(order_b) .. ')'
                    .. ' ' .. tostring(order_p))
            end

            -- Обработка исполненных ордеров
            if OF_FILL then
                Log:trace(NAME_OF_STRATEGY .. ' ' .. i .. ' Исполнена лимитная заявка по ' .. order.sec_code
                    .. ' ' .. tostring(order_d)
                    .. ' ' .. tostring(order_t)
                    .. ' ' .. tostring(order_op)
                    .. ' ' .. tostring(order_q) .. ' (' .. tostring(order_b) .. ')'
                    .. ' ' .. tostring(order_p)
                    .. ' number: ' .. tostring(order_n))

                local trade_q = 0
                local trade_p = 0
                local exchange_comission = 0

                -- Поиск сделок, соответствующих ордеру
                for trades_i = 0, getNumberOf("trades") - 1 do
                    local trade = getItem("trades", trades_i)

                    if trade.order_num == order_n then
                        last_order_id = order_n

                        local trade_d = get_date(trade.datetime)
                        local trade_t = get_time(trade.datetime)

                        local qq = trade.qty
                        local pp = trade.price

                        trade_q = trade_q + qq
                        trade_p = trade_p + (qq * pp)
                        exchange_comission = exchange_comission + trade.exchange_comission
                    end
                end

                if trade_q ~= 0 then
                    trade_p = trade_p / trade_q
                    exchange_comission = exchange_comission / trade_q
                end

                -- Проверка на рассинхронизацию заявок и сделок
                if order_q ~= trade_q then
                    Log:trace("Рассинхронизация заявок и сделок: " .. tostring(order_n) 
                            .. ", " .. tostring(order_q) .. "/" .. tostring(trade_q))
                    message("Рассинхронизация заявок и сделок: " .. tostring(order_n) 
                            .. ", " .. tostring(order_q) .. "/" .. tostring(trade_q))
                end

                -- Запись в журнал
                Log:trace('Получаю тек. позицию: ' 
                    .. " " .. tostring(pos.dir) 
                    .. ' ' .. tostring(pos.qty)
                    .. ' ' .. tostring(pos.op)
                    .. ' ' .. tostring(pos.cap)
                    .. ' ' .. tostring(pos.be))

                Log:trace('Получаю изменения в позиции: '
                    .. ' ' .. tostring(qcap)
                    .. ' order_op=' .. tostring(order_op)
                    .. ' order_q=' .. tostring(order_q)
                    .. ' order_b=' .. tostring(order_b)
                    .. ' order_p=' .. tostring(order_p)
                    .. ' / trade_q=' .. tostring(trade_q)
                    .. ' trade_p=' .. tostring(trade_p))

                -- Управление позицией
                local log_action = ""
                if pos.dir == "n" then
                    pos.dir, pos.qty, pos.op, pos.cap, pos.be, pos.open = set_position(order_op, trade_q, trade_p)
                    write_journal(order_op, qcap, trade_q, trade_p, trade_datetime)
                    log_action = "Открытие позиции " .. tostring(pos.dir) .. ' ' .. tostring(pos.qty) .. ' ' .. tostring(pos.op)
                    Log:trace(i .. ' ' .. log_action)
                    save_needed = 1
                elseif (pos.dir == "L" and order_op == "BUY") or (pos.dir == "S" and order_op == "SELL") then
                    pos.op = pos.op * pos.qty + trade_p * trade_q
                    pos.qty = pos.qty + trade_q
                    pos.op = pos.op / pos.qty
                    write_journal(order_op, -1, trade_q, trade_p, trade_datetime)
                    log_action = "Наращивание позиции " .. tostring(pos.dir) .. tostring(pos.qty)
                    Log:trace(i .. ' ' .. log_action)
                    save_needed = 1
                else
                    if trade_q == pos.qty then
                        pos.dir, pos.qty, pos.op, pos.cap, pos.be, pos.open = "n", 0, 0, 0, 0, bar.open
                        write_journal(order_op, 0, trade_q, trade_p, trade_datetime)
                        log_action = "Закрытие позиции " .. tostring(pos.dir) .. ' ' .. tostring(pos.qty)
                        Log:trace(i .. ' ' .. log_action)
                    end
                    save_needed = 1
                end
            end
        end
    end
end