private void CalculateOrder(TradeOrder order, TradePosition position)
{
var account = new AccountBLL(_unit).GetByID(order.AccountId);
var broker = new BrokerBLL(_unit).GetByID(account.BrokerId);
if (IsReverse(order, position))
{
if (IsReverseExceed(order, position))
{
int sizeDiff = GetSizeDiff(order, position);
order.Fee = GetFee(order.Size * order.OrderPrice, broker);
order.Reserve = sizeDiff * order.OrderPrice * Global.MarginRate + order.Fee;
}
else
{
order.Fee = GetFee(order.OrderValue, broker);
order.Reserve = 0;
}
}
else
{
order.Fee = GetFee(order.OrderValue, broker);
order.Reserve = order.OrderValue * Global.MarginRate + order.Fee;
}
}
private void CalculateOrder(TradeOrder order)
{
var account = new AccountBLL(_unit).GetByID(order.AccountId);
var broker = new BrokerBLL(_unit).GetByID(account.BrokerId);
order.Fee = GetFee(order.OrderValue, broker);
order.Reserve = order.OrderValue * Global.MarginRate + order.Fee;
}
public TradeOrder CreateExitOrder(TradePosition position, Entity.Indicator ind, bool isStop)
{
TradeOrder to = new TradeOrder();
Account acc = new AccountBLL(_unit).GetByID(position.AccountId);
Broker broker = new BrokerBLL(_unit).GetByID(acc.BrokerId);
AccountBalance ab = new AccountBalanceBLL(_unit).GetAccountBalanceByAccount(acc.Id);
to.AccountId = position.AccountId;
if (position.Size > 0)
{
to.Direction = "Short";
}
else
{
to.Direction = "Long";
}
to.Size = Math.Abs(position.Size);
if (isStop)
{
to.OrderPrice = position.Stop.Value;
}
else
{
to.OrderPrice = position.Limit.Value;
}
to.Fee = this.GetFee(to.OrderValue, broker);
to.ShareId = position.ShareId;
to.Source = OrderSource.Stop.ToString();
to.UpdateDate = DateTime.Now;
to.ProcessedTradingDate = ind.TradingDate;
to.LatestTradingDate = ind.TradingDate;
to.Status = "Fulfilled";
to.UpdatedBy = "System";
to.TradingOrderDate = ind.TradingDate;
to.OrderType = "Exit";
this.Create(to);
new AccountBalanceJourneyBLL(_unit).AddJourneyOrder(ab, "O." + to.Direction, to);
return(to);
}
