private void RecalculateSummaryByOrders(ExecuteOrderSummaryItem rangeSummaryItem)
{
ExecuteOrderSummaryItem instrumentSummaryItem = this.ExecuteOrderSummaryItems.SingleOrDefault(P => P.Instrument.Id == rangeSummaryItem.Instrument.Id);
instrumentSummaryItem.Update(rangeSummaryItem, false);
foreach (ExecuteOrderSummaryItem orderSummaryItem in rangeSummaryItem.ChildSummaryItems)
{
if (rangeSummaryItem.MinNumeratorUnit > orderSummaryItem.MinNumeratorUnit)
{
rangeSummaryItem.MinNumeratorUnit = orderSummaryItem.MinNumeratorUnit;
}
if (rangeSummaryItem.MaxDenominator < orderSummaryItem.MaxDenominator)
{
rangeSummaryItem.MaxDenominator = orderSummaryItem.MaxDenominator;
}
rangeSummaryItem.Update(rangeSummaryItem, true);
}
}
private ExecuteOrderSummaryItem AddRangeSummaryItem(ExecuteOrderSummaryItem instrumentSummaryItem, Order currentOrder, RangeType rangeType, int interval, string rangeValue)
{
ExecuteOrderSummaryItem rangeSummaryItem = null;
InstrumentClient instrument = currentOrder.Transaction.Instrument;
OrderRange orderRange;
foreach (ExecuteOrderSummaryItem item in instrumentSummaryItem.ChildSummaryItems)
{
if (rangeType == item.OrderRange.RangeType && item.OrderRange.IsRange(interval, rangeValue))
{
rangeSummaryItem = item;
break;
}
}
if(rangeSummaryItem == null)
{
if(rangeType == RangeType.Time)
{
orderRange = this.GetTimeRange(currentOrder.Transaction.ExecuteTime.Value,interval);
}
else
{
orderRange = this.GetPriceRange(currentOrder.ExecutePrice,interval,instrument);
}
rangeSummaryItem = new ExecuteOrderSummaryItem(instrument, orderRange);
this.AddOrderSummaryItem(rangeSummaryItem, currentOrder);
instrumentSummaryItem.ChildSummaryItems.Add(rangeSummaryItem);
//instrumentSummaryItem.Update(rangeSummaryItem, true);
//instrumentSummaryItem.SetAvgPrice();
}
return rangeSummaryItem;
}
private ExecuteOrderSummaryItem AddInstrumentSummaryItem(InstrumentClient instrument)
{
ExecuteOrderSummaryItem summaryItem = this.ExecuteOrderSummaryItems.SingleOrDefault(P => P.Instrument == instrument);
if (summaryItem == null)
{
summaryItem = new ExecuteOrderSummaryItem(instrument);
this.ExecuteOrderSummaryItems.Add(summaryItem);
}
return summaryItem;
}
private void AddOrderSummaryItem(ExecuteOrderSummaryItem rangeSummaryItem, Order order)
{
ExecuteOrderSummaryItem orderSummaryItem = rangeSummaryItem.ChildSummaryItems.SingleOrDefault(P => P.Id == order.Id.ToString());
if (orderSummaryItem == null)
{
orderSummaryItem = new ExecuteOrderSummaryItem(order);
rangeSummaryItem.ChildSummaryItems.Add(orderSummaryItem);
rangeSummaryItem.Update(orderSummaryItem, true);
rangeSummaryItem.SetAvgPrice();
}
}
internal void Update(ExecuteOrderSummaryItem childItem, bool increase)
{
if (increase)
{
this._OrderCount++;
this._BuyLot += childItem._BuyLot;
this._SellLot += childItem._SellLot;
this._BuyLotMultiplyAvgPriceSum += childItem._BuyLot * decimal.Parse(childItem._BuyAvgPrice);
this._SellLotMultiplyAvgPriceSum += childItem._SellLot * decimal.Parse(childItem._SellAvgPrice);
}
else
{
this._OrderCount--;
this._BuyLot -= childItem._BuyLot;
this._SellLot -= childItem._SellLot;
}
}
