private void CalculateDealCloseTimeOnly(DealInfo i)
{
if (m_nowPrice.low == 0 || m_nowPrice.high == 0)
{
throw new AssertException("nowPrice low or high is not set.");
}
if (i.DealType == 'B')
{
if (m_nowPrice.low <= i.ClosePriceSl + spread)
{
float cost = (i.ClosePriceSl - i.OpenPrice - spread) * GetPointInv(m_nowPrice.close);
i.CloseTime = m_nowTime;
i.Cost = -cost;
}
else if (m_nowPrice.high >= i.ClosePriceTp - spread)
{
float cost = (i.ClosePriceTp - i.OpenPrice - spread) * GetPointInv(m_nowPrice.close);
i.CloseTime = m_nowTime;
i.Cost = -cost;
}
else
{
}
}
else
{
if (m_nowPrice.high + spread > i.ClosePriceSl)
{
float cost = ((i.OpenPrice - i.ClosePriceSl) - spread) * GetPointInv(m_nowPrice.close);
i.CloseTime = m_nowTime;
i.Cost = -cost;
}
else if (m_nowPrice.low + spread < i.ClosePriceTp)
{
float cost = ((i.OpenPrice - i.ClosePriceTp) - spread) * GetPointInv(m_nowPrice.close);
i.CloseTime = m_nowTime;
i.Cost = -cost;
}
else
{
}
}
}
public void AddDeal(DealInfo dealInfo)
{
m_deals.Add(dealInfo);
}
public void AddDeal(DealInfo dealInfo)
{
m_deals.Add(dealInfo);
}
private void CalculateDealCloseTimeOnly(DealInfo i)
{
if (m_nowPrice.low == 0 || m_nowPrice.high == 0)
{
throw new AssertException("nowPrice low or high is not set.");
}
if (i.DealType == 'B')
{
if (m_nowPrice.low <= i.ClosePriceSl + spread)
{
float cost = (i.ClosePriceSl - i.OpenPrice - spread) * GetPointInv(m_nowPrice.close);
i.CloseTime = m_nowTime;
i.Cost = -cost;
}
else if (m_nowPrice.high >= i.ClosePriceTp - spread)
{
float cost = (i.ClosePriceTp - i.OpenPrice - spread) * GetPointInv(m_nowPrice.close);
i.CloseTime = m_nowTime;
i.Cost = -cost;
}
else
{
}
}
else
{
if (m_nowPrice.high + spread > i.ClosePriceSl)
{
float cost = ((i.OpenPrice - i.ClosePriceSl) - spread) * GetPointInv(m_nowPrice.close);
i.CloseTime = m_nowTime;
i.Cost = -cost;
}
else if (m_nowPrice.low + spread < i.ClosePriceTp)
{
float cost = ((i.OpenPrice - i.ClosePriceTp) - spread) * GetPointInv(m_nowPrice.close);
i.CloseTime = m_nowTime;
i.Cost = -cost;
}
else
{
}
}
}
