private OpenCloseInfo GetOpenCloseInfo()
{
var info = new OpenCloseInfo();
var p = Manager.GetPosition(Order.Instrument);
var(closeQty, closeTodayQty) = GetCloseItems();
var oc = Order.GetOpenClose(true);
switch (oc)
{
case OpenCloseType.Undefined:
AutoOpenClose(false);
break;
case OpenCloseType.Open:
info.Open = Order.Qty;
break;
case OpenCloseType.Close:
AutoOpenClose();
break;
case OpenCloseType.CloseToday:
info.CloseToday = Math.Min(Order.Qty, closeTodayQty);
break;
default:
break;
}
return(info);
#region local
(double, double) GetCloseItems()
{
double close, closeToday;
if (Order.Side == OrderSide.Buy)
{
(closeToday, close) = p.Short.GetCanCloseQty();
}
else
{
(closeToday, close) = p.Long.GetCanCloseQty();
}
if (!_rules.CloseToday)
{
close += closeToday;
closeToday = 0;
}
return(close, closeToday);
}
void AutoOpenClose(bool closeOnly = true)
{
var qty = Order.Qty;
if (_rules.CloseToday)
{
if (_rules.CloseTodayFirst)
{
info.CloseToday = Math.Min(qty, closeTodayQty);
qty -= closeTodayQty;
if (qty <= 0)
{
return;
}
}
info.Close = Math.Min(qty, closeQty);
qty -= closeQty;
if (qty <= 0)
{
return;
}
if (!_rules.CloseTodayFirst)
{
info.CloseToday = Math.Min(qty, closeTodayQty);
qty -= closeTodayQty;
if (qty <= 0)
{
return;
}
}
}
else
{
info.Close = Math.Min(qty, closeQty);
qty -= closeQty;
if (qty <= 0)
{
return;
}
}
if (!closeOnly)
{
info.Open = qty;
}
}
#endregion
}
private OpenCloseInfo GetOpenCloseInfo()
{
var info = new OpenCloseInfo();
(double closeQty, double closeTodayQty) = GetCloseQty();
var openCloseType = _order.GetOpenClose(true);
switch (openCloseType)
{
case OpenCloseType.Undefined:
AutoOpenClose(false);
break;
case OpenCloseType.Open:
info.Open = _order.Qty;
break;
case OpenCloseType.Close:
AutoOpenClose();
break;
case OpenCloseType.CloseToday:
if (_rules.StrictCloseToday)
{
info.CloseToday = Math.Min(_order.Qty, closeTodayQty);
}
else
{
AutoOpenClose();
}
break;
case OpenCloseType.LockToday:
if (closeTodayQty > 0)
{
info.Open = _order.Qty;
}
else
{
info.Close = Math.Min(_order.Qty, closeQty);
info.Open = Math.Max(0, _order.Qty - closeQty);
}
break;
}
return(info);
#region local
(double close, double closeToday) GetCloseQty()
{
double closeToday, close;
(closeToday, close) = _order.Side == OrderSide.Buy
? _position.Short.GetCanCloseQty()
: _position.Long.GetCanCloseQty();
if (!_rules.DisableCloseToday)
{
return(close, closeToday);
}
close -= closeToday;
closeToday = 0;
return(close, closeToday);
}
void AutoOpenClose(bool closeOnly = true)
{
var qty = _order.Qty;
if (_rules.StrictCloseToday)
{
closeQty -= closeTodayQty;
info.CloseToday = Math.Min(qty, closeTodayQty);
qty -= info.CloseToday;
if (Math.Abs(qty) < double.Epsilon)
{
return;
}
}
info.Close = Math.Min(qty, closeQty);
qty -= info.Close;
if (Math.Abs(qty) < double.Epsilon)
{
return;
}
if (!closeOnly)
{
info.Open = qty;
}
}
#endregion
}
