Beispiel #1
0
 private IList<IFundPosition> getPositionsConvertedInstrument(IInstrument instrument, IFundPortfolio portfolio)
 {
     IList<IFundPosition> positions = null;
     if (portfolio != null)
     {
         foreach (IFundPosition pos in portfolio)
         {
             if (pos.InstrumentOfPosition.ParentInstrument != null && pos.InstrumentOfPosition.ParentInstrument.Equals(instrument))
             {
                 if (positions == null)
                     positions = new List<IFundPosition>();
                 positions.Add(pos);
             }
         }
     }
     return positions;
 }
Beispiel #2
0
        private bool isRebalanceNeeded(Money totalValue, IFundPortfolio portfolio)
        {
            bool retVal = false;

            if (totalValue != null && totalValue.IsNotZero && totalValue.Sign)
                retVal = true;
            else if (totalValue != null && totalValue.IsZero)
            {
                foreach (IFundPosition pos in portfolio)
                {
                    if (pos.Size.IsNotZero && pos.Size.Sign)
                    {
                        retVal = true;
                        break;
                    }
                }
            }
            return retVal;
        }