public void Add(Fill fill)
{
Fills.Add(fill);
Qty += fill.Qty;
Commission += fill.Commission;
Price = Fills.Sum(f => f.Qty * f.Price) / Qty;
}
private void AddDefaultStyles()
{
Fonts.Add(new Font("Calibri", size: 11));
Fills.Add(new Fill(new PatternFill(FillPattern.None, null, null), null));
Fills.Add(new Fill(new PatternFill(FillPattern.Gray125, null, null), null));
Borders.Add(new Border());
CellFormats.Add(new CellFormat(null, 0, 0, 0, 0));
}
public override void Initialize(LinkedNavigationEvent linkedNavigationEvent)
{
var fills = IoC.Get <IBacktestRepository>().GetBacktestFills(linkedNavigationEvent.Key);
Fills.Clear();
foreach (var fill in fills)
{
Fills.Add(fill);
}
FillView = CollectionViewSource.GetDefaultView(Fills);
base.Initialize(linkedNavigationEvent);
}
public uint Add(Fill fill)
{
if (fill == null)
{
throw new ArgumentNullException(nameof(fill));
}
var i = Fills.IndexOf(fill);
if (i < 0)
{
i = Fills.Count;
Fills.Add(fill);
}
return((uint)i);
}
// TODO: rewrite it
internal void OnFill(Fill fill, bool queued = true)
{
Fills.Add(fill);
this.framework.EventServer.OnFill(this, fill, queued);
var instrument = fill.Instrument;
bool flag = false;
var position = PositionsByInstrumentId[instrument.Id] ?? GetOrCreatePosition(instrument);
if (position.Amount == 0)
{
flag = true;
}
position.Add(fill);
Account.Add(fill, false);
if (flag)
{
Statistics.OnPositionChanged(position);
this.framework.EventServer.OnPositionChanged(this, position, queued);
Statistics.OnPositionOpened(position);
this.framework.EventServer.OnPositionOpened(this, position, queued);
}
else
{
if (fill.Qty > position.Qty && position.Amount != 0.0 && ((fill.Side == OrderSide.Buy && position.Side == PositionSide.Long) || (fill.Side == OrderSide.Sell && position.Side == PositionSide.Short)))
{
Statistics.OnPositionSideChanged(position);
}
if (position.Amount != 0.0)
{
Statistics.OnPositionChanged(position);
}
this.framework.EventServer.OnPositionChanged(this, position, queued);
if (position.Amount == 0.0)
{
Statistics.OnPositionClosed(position);
this.framework.EventServer.OnPositionClosed(this, position, queued);
}
}
if (UpdateParent)
{
Parent?.OnFill(fill, queued);
}
Statistics.OnFill(fill);
}
public void Add(Fill fill)
{
Fills.Add(fill);
if (Amount == 0)
{
this.fill = fill;
}
if (fill.Side == OrderSide.Buy)
{
QtyBought += fill.Qty;
}
else
{
QtySold += fill.Qty;
}
this.method_0(fill);
Amount = QtyBought - QtySold;
}
/// <summary>
/// Сохраняет свою сделку.
/// </summary>
/// <param name="fill">Данные своей сделки.</param>
protected void AddFill(FillMessage fill)
{
if (!storeFillsInMemory)
{
return;
}
if (!IsPermittedAccount(fill.Account))
{
return;
}
using (SyncRoot.Lock())
{
Dictionary <Instrument, List <FillMessage> > accountFills;
if (!AvailableAccounts.Contains(fill.Account))
{
AvailableAccounts.Add(fill.Account);
accountFills = new Dictionary <Instrument, List <FillMessage> >();
Fills.Add(fill.Account, accountFills);
}
else
{
accountFills = Fills[fill.Account];
}
List <FillMessage> instrumentFills;
if (!accountFills.TryGetValue(fill.Instrument, out instrumentFills))
{
instrumentFills = new List <FillMessage>();
accountFills.Add(fill.Instrument, instrumentFills);
}
instrumentFills.Add(fill);
}
}
protected bool AddAccount(string account)
{
if (string.IsNullOrWhiteSpace(account))
{
return(false);
}
if (!IsPermittedAccount(account))
{
return(false);
}
using (SyncRoot.Lock())
{
if (AvailableAccounts.Contains(account))
{
return(false);
}
AvailableAccounts.Add(account);
Fills.Add(account, new Dictionary <Instrument, List <FillMessage> >());
return(true);
}
}
/// <summary>
/// Loads the style XML to memory
/// </summary>
private void LoadFromDocument()
{
//NumberFormats
ExcelNumberFormatXml.AddBuildIn(NameSpaceManager, NumberFormats);
XmlNode numNode = _styleXml.SelectSingleNode(NumberFormatsPath, _nameSpaceManager);
if (numNode != null)
{
foreach (XmlNode n in numNode)
{
ExcelNumberFormatXml nf = new ExcelNumberFormatXml(_nameSpaceManager, n);
NumberFormats.Add(nf.Id, nf);
if (nf.NumFmtId >= NumberFormats.NextId)
{
NumberFormats.NextId = nf.NumFmtId + 1;
}
}
}
//Fonts
XmlNode fontNode = _styleXml.SelectSingleNode(FontsPath, _nameSpaceManager);
foreach (XmlNode n in fontNode)
{
ExcelFontXml f = new ExcelFontXml(_nameSpaceManager, n);
Fonts.Add(f.Id, f);
}
//Fills
XmlNode fillNode = _styleXml.SelectSingleNode(FillsPath, _nameSpaceManager);
foreach (XmlNode n in fillNode)
{
ExcelFillXml f;
if (n.FirstChild != null && n.FirstChild.LocalName == "gradientFill")
{
f = new ExcelGradientFillXml(_nameSpaceManager, n);
}
else
{
f = new ExcelFillXml(_nameSpaceManager, n);
}
Fills.Add(f.Id, f);
}
//Borders
XmlNode borderNode = _styleXml.SelectSingleNode(BordersPath, _nameSpaceManager);
foreach (XmlNode n in borderNode)
{
ExcelBorderXml b = new ExcelBorderXml(_nameSpaceManager, n);
Borders.Add(b.Id, b);
}
//cellStyleXfs
XmlNode styleXfsNode = _styleXml.SelectSingleNode(CellStyleXfsPath, _nameSpaceManager);
if (styleXfsNode != null)
{
foreach (XmlNode n in styleXfsNode)
{
ExcelXfs item = new ExcelXfs(_nameSpaceManager, n, this);
CellStyleXfs.Add(item.Id, item);
}
}
XmlNode styleNode = _styleXml.SelectSingleNode(CellXfsPath, _nameSpaceManager);
for (int i = 0; i < styleNode.ChildNodes.Count; i++)
{
XmlNode n = styleNode.ChildNodes[i];
ExcelXfs item = new ExcelXfs(_nameSpaceManager, n, this);
CellXfs.Add(item.Id, item);
}
//cellStyle
XmlNode namedStyleNode = _styleXml.SelectSingleNode(CellStylesPath, _nameSpaceManager);
if (namedStyleNode != null)
{
foreach (XmlNode n in namedStyleNode)
{
ExcelNamedStyleXml item = new ExcelNamedStyleXml(_nameSpaceManager, n, this);
NamedStyles.Add(item.Name, item);
}
}
//dxfsPath
XmlNode dxfsNode = _styleXml.SelectSingleNode(dxfsPath, _nameSpaceManager);
if (dxfsNode != null)
{
foreach (XmlNode x in dxfsNode)
{
ExcelDxfStyleConditionalFormatting item = new ExcelDxfStyleConditionalFormatting(_nameSpaceManager, x, this);
Dxfs.Add(item.Id, item);
}
}
}
protected override void AddTrade(TradeEvent tradeEvent)
{
Fills.Add(tradeEvent.Fill);
}
public void AddFill(DarkLightFill fill)
{
Fills.Add(MockUtilities.GenerateFills("backtestidToImplement", 1)[0]);
}
