private static decimal CalculateOtherFee(FeeParameter feeParameter)
{
decimal otherFee = feeParameter.TradePolicyDetail.OtherFeeClose;
otherFee = FeeCalculator.CalculateLevy(feeParameter.Instrument.OtherFeeFormula, feeParameter.Instrument.TradePLFormula, feeParameter.Account.RateOtherFee * otherFee, feeParameter.ClosedLot, feeParameter.ContractSize, feeParameter.ExecutePrice, feeParameter.CurrencyRate);
return(otherFee);
}
internal void CalculateFee(ExecuteContext context)
{
var setting = this.GetHistorySetting(context);
var instrument = setting.Item1;
var closeTran = this.CloseOrder.Owner;
var openTran = this.OpenOrder.Owner;
var currencyRate = setting.Item5;
var tradePolicyDetail = setting.Item3;
var specialTradePolicyDetail = setting.Item4;
decimal contractSize = !context.ShouldUseHistorySettings ? this.OpenOrder.Owner.ContractSize(context.TradeDay) : tradePolicyDetail.ContractSize;
var account = setting.Item2;
decimal pairRelationFactor = OrderRelation.PairRelationFactor;
if (this.CloseOrder.Owner.Type == TransactionType.Pair)
{
pairRelationFactor = tradePolicyDetail.PairRelationFactor;
}
decimal commission = 0, levy = 0, otherFee = 0;
if (this.CloseOrder.Owner.OrderType != OrderType.BinaryOption)
{
if (instrument.CommissionFormula.IsDependOnPL() || instrument.LevyFormula.IsDependOnPL())
{
this.CalculatePL(context);
}
var feeParameter = new FeeParameter
{
Account = account,
TradePolicyDetail = tradePolicyDetail,
SpecialTradePolicyDetail = specialTradePolicyDetail,
Instrument = instrument,
CurrencyRate = currencyRate,
ContractSize = contractSize,
OpenOrderExecuteTime = openTran.ExecuteTime.Value,
ClosedLot = this.ClosedLot,
ExecutePrice = this.CloseOrder.ExecutePrice,
TradePL = this.TradePL,
Context = context,
PairRelationFactor = pairRelationFactor
};
OrderRelation.CalculateFee(feeParameter, out commission, out levy, out otherFee);
}
this.Commission = commission;
this.Levy = levy;
this.OtherFee = otherFee;
}
private static decimal CalculateCommission(FeeParameter feeParameter)
{
var context = feeParameter.Context;
var tradeDay = context != null && context.ShouldUseHistorySettings ? Settings.Setting.Default.GetTradeDay(context.TradeDay) : Settings.Setting.Default.GetTradeDay();
bool isDayCloseRelation = feeParameter.OpenOrderExecuteTime >= tradeDay.BeginTime;
decimal commission = feeParameter.PairRelationFactor * feeParameter.TradePolicyDetail.GetCommissionClose(isDayCloseRelation);
if (!feeParameter.Instrument.CommissionFormula.IsDependOnPL() && feeParameter.SpecialTradePolicyDetail != null && feeParameter.SpecialTradePolicyDetail.IsFractionCommissionOn)
{
decimal fractionCommission = feeParameter.PairRelationFactor * feeParameter.SpecialTradePolicyDetail.GetCommissionClose(isDayCloseRelation);
commission = FeeCalculator.CalculateCommission(feeParameter.Instrument.CommissionFormula, feeParameter.Instrument.TradePLFormula, feeParameter.Account.RateCommission * commission, (int)feeParameter.ClosedLot, feeParameter.ContractSize, feeParameter.ExecutePrice, feeParameter.CurrencyRate)
+ FeeCalculator.CalculateCommission(feeParameter.Instrument.CommissionFormula, feeParameter.Instrument.TradePLFormula, feeParameter.Account.RateCommission * fractionCommission, feeParameter.ClosedLot - (int)feeParameter.ClosedLot, feeParameter.ContractSize, feeParameter.ExecutePrice, feeParameter.CurrencyRate);
}
else
{
commission = FeeCalculator.CalculateCommission(feeParameter.Instrument.CommissionFormula, feeParameter.Instrument.TradePLFormula, feeParameter.Account.RateCommission * commission, feeParameter.ClosedLot, feeParameter.ContractSize, feeParameter.ExecutePrice, feeParameter.CurrencyRate, feeParameter.TradePL);
}
return(commission);
}
private static decimal CalculateLevy(FeeParameter feeParameter)
{
decimal levy = feeParameter.TradePolicyDetail.LevyClose;
if (!feeParameter.Instrument.LevyFormula.IsDependOnPL() && feeParameter.SpecialTradePolicyDetail != null && feeParameter.SpecialTradePolicyDetail.IsFractionLevyOn)
{
decimal fractionLevy = feeParameter.SpecialTradePolicyDetail.LevyClose;
levy = FeeCalculator.CalculateLevy(feeParameter.Instrument.LevyFormula, feeParameter.Instrument.TradePLFormula, feeParameter.Account.RateLevy * levy, (int)feeParameter.ClosedLot, feeParameter.ContractSize, feeParameter.ExecutePrice, feeParameter.CurrencyRate)
+ FeeCalculator.CalculateLevy(feeParameter.Instrument.LevyFormula, feeParameter.Instrument.TradePLFormula, feeParameter.Account.RateLevy * fractionLevy, feeParameter.ClosedLot - (int)feeParameter.ClosedLot, feeParameter.ContractSize, feeParameter.ExecutePrice, feeParameter.CurrencyRate);
}
else
{
levy = FeeCalculator.CalculateLevy(feeParameter.Instrument.LevyFormula, feeParameter.Instrument.TradePLFormula, feeParameter.Account.RateLevy * levy, feeParameter.ClosedLot, feeParameter.ContractSize, feeParameter.ExecutePrice, feeParameter.CurrencyRate, feeParameter.TradePL);
}
if (!feeParameter.Instrument.LevyFormula.IsDependOnPL() && feeParameter.SpecialTradePolicyDetail != null)
{
CurrencyRate cgseLevyCurrencyRate = FeeCalculator.GetCGSELevyCurrencyRate(feeParameter.Account, feeParameter.Instrument, feeParameter.SpecialTradePolicyDetail, feeParameter.CurrencyRate, feeParameter.Context);
levy += FeeCalculator.CalculateCGSELevy(feeParameter.ClosedLot, false, feeParameter.SpecialTradePolicyDetail, cgseLevyCurrencyRate);
}
return(levy);
}
internal static void CalculateFee(FeeParameter feeParameter, out decimal commission, out decimal levy, out decimal otherFee)
{
commission = CalculateCommission(feeParameter);
otherFee = CalculateOtherFee(feeParameter);
levy = CalculateLevy(feeParameter);
}