private static decimal CalculatePhysicalTradePL(PhysicalOrderRelation orderRelation, Exchanger exchanger)
{
decimal result = 0m;
if (orderRelation.PhysicalValueMatureDay == null || orderRelation.RealPhysicalValueMatureDate == orderRelation.PhysicalValueMatureDay)
{
result = exchanger.ExchangeByCommonDecimals(orderRelation.TradePL);
}
return(result);
}
internal static void RecoveAffectedOpenOrders(Order order, bool isPayForInstalmentDebitInterest, DateTime tradeDay)
{
foreach (var eachOrderRelation in order.OrderRelations)
{
Order openOrder = eachOrderRelation.OpenOrder;
openOrder.LotBalance += eachOrderRelation.ClosedLot;
if (order.Owner.IsPhysical)
{
PhysicalOrderRelation physicalOrderRelation = (PhysicalOrderRelation)eachOrderRelation;
AffectedOpenOrderRecover.Recove(order, eachOrderRelation.CloseTime.Value, isPayForInstalmentDebitInterest, tradeDay, physicalOrderRelation.PayBackPledge, physicalOrderRelation.ClosedPhysicalValue);
}
}
}
internal List <PhysicalOrderRelation> UpdatePhysicalOrderRelationValueMatureDate(TradeDayInfo info)
{
List <PhysicalOrderRelation> result = new List <PhysicalOrderRelation>();
foreach (var eachOrderRelation in info.OrderRelations)
{
PhysicalOrderRelation physicalOrderRelation = eachOrderRelation as PhysicalOrderRelation;
if (physicalOrderRelation == null)
{
continue;
}
if (physicalOrderRelation.PhysicalValueMatureDay <= info.TradeDay && physicalOrderRelation.RealPhysicalValueMatureDate == null)
{
result.Add(physicalOrderRelation);
physicalOrderRelation.RealPhysicalValueMatureDate = DateTime.Now.Date;
}
}
return(result);
}
private static bool ExistNotMaturePhysicalValue(this Order order, IEnumerable <OrderRelation> orderRelations)
{
if (!order.Owner.IsPhysical)
{
return(false);
}
foreach (var eachOrderRelation in orderRelations)
{
if (eachOrderRelation.OpenOrderId != order.Id)
{
continue;
}
PhysicalOrderRelation physicalOrderRelation = (PhysicalOrderRelation)eachOrderRelation;
if (physicalOrderRelation.PhysicalValueMatureDay != null && physicalOrderRelation.RealPhysicalValueMatureDate == null)
{
return(true);
}
}
return(false);
}
private static void CalculateNotValuedOrderRelationPL(TradeDayInfo tradeDayInfo, Exchanger exchanger, Dictionary <Guid, OrderResetResult> resetOrderDict, List <Guid> affectedOrders)
{
foreach (var eachOrderRelation in tradeDayInfo.OrderRelations)
{
Order closeOrder = eachOrderRelation.CloseOrder;
if (!closeOrder.ShouldCalculate(affectedOrders))
{
continue;
}
PhysicalOrder physicalCloseOrder = closeOrder as PhysicalOrder;
PhysicalOrderRelation physicalOrderRelation = eachOrderRelation as PhysicalOrderRelation;
if (closeOrder.Phase == OrderPhase.Executed && !closeOrder.IsOpen && closeOrder.ExecuteTime <= tradeDayInfo.Settings.ResetTime && eachOrderRelation.ValueTime == null)
{
OrderResetResult resetResult = CreateOrderResetResult(closeOrder, tradeDayInfo, resetOrderDict);
resetResult.NotValuedPL += new InterestStorage(exchanger.ExchangeByCommonDecimals(eachOrderRelation.InterestPL), exchanger.ExchangeByCommonDecimals(eachOrderRelation.StoragePL));
resetResult.TradePLNotValued += exchanger.ExchangeByCommonDecimals(eachOrderRelation.TradePL);
if (physicalOrderRelation != null)
{
resetResult.PhysicalTradePLNotValued += CalculatePhysicalTradePL(physicalOrderRelation, exchanger);
}
}
}
}
private static void CalculateValuedOrderRelationPL(TradeDayInfo tradeDayInfo, Exchanger exchanger, Dictionary <Guid, OrderResetResult> resetOrderDict, List <Guid> affectedOrders)
{
foreach (var eachOrderRelation in tradeDayInfo.OrderRelations)
{
Order closeOrder = eachOrderRelation.CloseOrder;
if (!closeOrder.ShouldCalculate(affectedOrders))
{
continue;
}
if (closeOrder.Phase == OrderPhase.Executed && !closeOrder.IsOpen && closeOrder.ExecuteTime <= tradeDayInfo.Settings.ResetTime && eachOrderRelation.ValueTime > tradeDayInfo.Settings.BeginTime && eachOrderRelation.ValueTime <= tradeDayInfo.Settings.ResetTime)
{
var resetResult = CreateOrderResetResult(closeOrder, tradeDayInfo, resetOrderDict);
var valuedPL = eachOrderRelation.CalculateValuedPL();
resetResult.ValuedPL += new InterestStorage(valuedPL.InterestPL, valuedPL.StoragePL);
resetResult.TradePLValued += valuedPL.TradePL;
PhysicalOrderRelation physicalOrderRelation = eachOrderRelation as PhysicalOrderRelation;
if (physicalOrderRelation != null)
{
resetResult.PhysicalTradePLValued += CalculatePhysicalTradePL(physicalOrderRelation, exchanger);
}
}
}
}
private static bool ExistNotMaturePhysicalValueForCloseOrder(this Order order, IEnumerable <OrderRelation> orderRelations)
{
PhysicalOrder physicalOrder = order as PhysicalOrder;
if (physicalOrder == null)
{
return(false);
}
foreach (var eachOrderRelation in orderRelations)
{
if (eachOrderRelation.CloseOrder.Id != order.Id)
{
continue;
}
PhysicalOrderRelation physicalOrderRelation = (PhysicalOrderRelation)eachOrderRelation;
if (eachOrderRelation.ValueTime == null ||
(physicalOrderRelation != null && physicalOrderRelation.PhysicalValueMatureDay != null && physicalOrderRelation.RealPhysicalValueMatureDate == null))
{
return(true);
}
}
return(false);
}
public PhysicalOrderRelationXmlService(PhysicalOrderRelation owner)
: base(owner)
{
_owner = owner;
}
private void CalculateOrderRelaiton(PhysicalOrderRelation orderRelation, bool isLast, ExecuteContext context)
{
orderRelation.CalculateClosedPhysicalValue(context.TradeDay);
orderRelation.CalculatePayBackPledge(isLast, context);
}
private void UpdateCloseOrder(PhysicalOrderRelation orderRelation, ExecuteContext context)
{
_physicalOrder.PaidPledgeBalance += orderRelation.PayBackPledgeOfCloseOrder;
_physicalOrder.AddBill(new Bill(_physicalOrder.AccountId, _physicalOrder.CurrencyId, orderRelation.PayBackPledgeOfOpenOrder, BillType.PayBackPledge, BillOwnerType.Order, context.ExecuteTime ?? DateTime.Now));
}
private void UpdateForOpenOrder(PhysicalOrderRelation orderRelation, PhysicalOrder openOrder)
{
openOrder.PhysicalOriginValueBalance += -orderRelation.ClosedPhysicalValue;
openOrder.PaidPledgeBalance += orderRelation.PayBackPledgeOfOpenOrder;
openOrder.UpdateLotBalance(orderRelation.ClosedLot, _physicalOrder.PhysicalTradeSide == PhysicalTradeSide.Delivery);
}
internal PhysicalOrderRelationSettings(PhysicalOrderRelation owner, PhysicalOrderRelationConstructParams constructParams)
: base(owner)
{
this.Parse(constructParams);
}