public void UpdateCurPos(Cbi.Position position, double averagePrice,
int quantity, Cbi.MarketPosition marketPosition)
{
PosAvgPrice = averagePrice;
PosQuantity = quantity;
MktPosition = marketPosition;
PosUnrealizedPnL = position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, InstStrategy.Close[0]);
}
protected override void OnPositionUpdate(Cbi.PositionEventArgs positionUpdate)
{
if (positionUpdate.Position.Account.Name == AccountName && positionUpdate.Position.Instrument == Instrument)
{
position = (positionUpdate.Operation == Cbi.Operation.Remove ? null : positionUpdate.Position);
CurrentValue = (position == null ? 0 : position.GetUnrealizedProfitLoss(Cbi.PerformanceUnit.Currency));
}
}
protected override void OnConnectionStatusUpdate(Cbi.ConnectionStatusEventArgs connectionStatusUpdate)
{
if (connectionStatusUpdate.Status == Cbi.ConnectionStatus.Connected || connectionStatusUpdate.PreviousStatus == Cbi.ConnectionStatus.Connecting)
{
Cbi.Account account;
lock (connectionStatusUpdate.Connection.Accounts)
account = connectionStatusUpdate.Connection.Accounts.FirstOrDefault(o => o.Name == AccountName);
if (account != null)
{
lock (account.Positions)
position = account.Positions.FirstOrDefault(o => o.Instrument.FullName == Instrument.FullName);
accountDenomination = account.Denomination;
executions.Clear();
foreach (Cbi.Execution execution in account.Executions)
{
if (execution.Instrument == Instrument)
{
executions.Add(execution);
}
}
realizedPL = Cbi.SystemPerformance.Calculate(executions).AllTrades.TradesPerformance.Currency.CumProfit;
}
}
else if (connectionStatusUpdate.Status == Cbi.ConnectionStatus.Disconnected && connectionStatusUpdate.PreviousStatus == Cbi.ConnectionStatus.Disconnecting)
{
if (position != null && position.Account.Connection == connectionStatusUpdate.Connection)
{
CurrentValue = 0;
position = null;
realizedPL = 0;
}
}
CurrentValue = realizedPL + (position == null ? 0 : position.GetUnrealizedProfitLoss(Cbi.PerformanceUnit.Currency));
}
protected override void OnAccountItemUpdate(Cbi.AccountItemEventArgs accountItemUpdate)
{
if (AccountName != Account.SimulationAccountName || accountItemUpdate.Account.Name != AccountName || accountItemUpdate.AccountItem != AccountItem.UnrealizedProfitLoss)
{
return;
}
lock (accountItemUpdate.Account.Positions)
position = accountItemUpdate.Account.Positions.FirstOrDefault(o => o.Instrument.FullName == Instrument.FullName);
executions.Clear();
foreach (Cbi.Execution execution in accountItemUpdate.Account.Executions)
{
if (execution.Instrument == Instrument)
{
executions.Add(execution);
}
}
realizedPL = Cbi.SystemPerformance.Calculate(executions).AllTrades.TradesPerformance.Currency.CumProfit;
CurrentValue = realizedPL + (position == null ? 0 : position.GetUnrealizedProfitLoss(Cbi.PerformanceUnit.Currency));
}
protected override void OnMarketData(Data.MarketDataEventArgs marketDataUpdate)
{
CurrentValue = (position == null ? 0 : position.GetUnrealizedProfitLoss(Cbi.PerformanceUnit.Currency));
}
