internal double ProfitInPosition(TransactionPairBinary binary, double price)
{
if (binary.Completed)
{
price = binary.ExitPrice;
}
return(profitLossCalculation.CalculateProfit(binary.Direction, binary.EntryPrice, price));
}
internal double ProfitInPosition(TransactionPairBinary binary, double price)
{
if (!binary.Completed)
{
binary.ExitPrice = price;
}
return(CalcProfitLoss(binary));
}
public IEnumerator GetEnumerator()
{
for (int i = 0; i < transactionPairs.Count; i++)
{
TransactionPairBinary binary = transactionPairs[i];
yield return(binary);
}
}
public double ProfitInPosition(int index, double price)
{
TransactionPairBinary binary = transactionPairs[index];
if (trace)
{
log.Trace("direction = " + binary.Direction + ", currentPosition = " + binary.CurrentPosition + ", volume = " + binary.Volume + ", closed points = " + binary.ClosedPoints);
}
binary.ExitPrice = price;
return(CalcProfitLoss(binary));
}
public TransactionPairsBinary GetCompletedList(TimeStamp time, double price, int bar)
{
if (count > 0)
{
TransactionPairBinary pair = this[count - 1];
if (!pair.Completed)
{
pair.Update(price, time, bar);
this[count - 1] = pair;
}
}
return(this);
}
public double ProfitInPosition(int index, double price)
{
TransactionPairBinary binary = transactionPairs[index];
if (trace)
{
log.Trace("direction = " + binary.Direction + ", currentPosition = " + binary.CurrentPosition + ", volume = " + binary.Volume);
}
if (binary.Direction == 0)
{
throw new ApplicationException("Direction not set for profit loss calculation.");
}
return(profitLossCalculation.CalculateProfit(binary.Direction, binary.EntryPrice, price));
}
public override bool Equals(object obj)
{
if (obj.GetType() != typeof(TransactionPairBinary))
{
return(false);
}
TransactionPairBinary trade = (TransactionPairBinary)obj;
var entryPriceMatch = this.currentPosition == trade.currentPosition ? this.averageEntryPrice == trade.averageEntryPrice : true;
return(this.longVolume == trade.longVolume &&
this.shortVolume == trade.shortVolume &&
entryPriceMatch &&
this.EntryTime == trade.EntryTime &&
this.exitPrice == trade.exitPrice &&
this.ExitTime == trade.ExitTime);
}
unsafe public void Add(TransactionPairBinary trade)
{
if (count >= capacity)
{
throw new ApplicationException("Only " + capacity + " items allows per transaction page.");
}
fixed(byte *bptr = buffer)
{
TransactionPairBinary *tptr = (TransactionPairBinary *)bptr;
*(tptr + count) = trade;
}
count++;
}
private double CalcProfitLoss(TransactionPairBinary binary)
{
double result;
if (profitLoss2Calculation == null)
{
result = profitLossCalculation.CalculateProfit(binary.Direction, binary.EntryPrice, binary.ExitPrice);
}
else
{
double profitLoss;
double costs;
profitLoss2Calculation.CalculateProfit(binary, out profitLoss, out costs);
result = profitLoss - costs;
}
return(result.Round());
}
// public void SetProperties(string parameters)
// {
// string[] strings = parameters.Split(new char[] {','});
// currentPosition = Convert.ToInt32(strings[0]);
// entryPrice = Convert.ToDouble(strings[1]);
// averageEntryPrice = Convert.ToDouble(strings[2]);
// entryTime = new TimeStamp(strings[3]).Internal;
// exitPrice = Convert.ToDouble(strings[4]);
// exitTime = new TimeStamp(strings[5]).Internal;
// }
public TransactionPairBinary(TransactionPairBinary other)
{
entryTime = other.entryTime;
postedEntryTime = other.postedEntryTime;
exitTime = other.exitTime;
postedExitTime = other.postedExitTime;
currentPosition = other.currentPosition;
entryPrice = other.entryPrice;
averageEntryPrice = other.averageEntryPrice;
exitPrice = other.exitPrice;
minPrice = other.minPrice;
maxPrice = other.maxPrice;
exitBar = other.exitBar;
entryBar = other.entryBar;
completed = other.completed;
longVolume = other.longVolume;
shortVolume = other.shortVolume;
entryOrderId = other.entryOrderId;
entrySerialNumber = other.entrySerialNumber;
exitOrderId = other.exitOrderId;
exitSerialNumber = other.entrySerialNumber;
}
public void Add(TransactionPairBinary trade)
{
count++;
AssureTail();
tail.Add(trade);
}
public void init(TransactionPairBinary binary)
{
this.binary = binary;
}
public TransactionPairImpl(TransactionPairBinary binary)
{
this.binary = binary;
}
