public void Basics()
{
Account a = new Account();
Assert.That(!a.isValid);
const string myid = "jfranta";
a = new Account(myid);
Assert.That(a.isValid);
Assert.That(a.ID == myid);
}
public Order BestBidOrOffer(string sym, bool side,Account Account)
{
Order best = new Order();
if (!MasterOrders.ContainsKey(Account)) return best;
foreach (Order o in MasterOrders[Account])
{
if (o.symbol != sym) continue;
if (o.Side != side) continue;
if (!best.isValid)
{
best = new Order(o);
continue;
}
Order test = BestBidOrOffer(best, o);
if (test.isValid) best = new Order(test);
}
return best;
}
public bool Equals(Account a)
{
return this._id.Equals(a.ID);
}
/// <summary>
/// Gets the closed Points on a specific account, all symbols.
/// </summary>
/// <param name="account">The account.</param>
/// <returns></returns>
public decimal GetClosedPT(Account account)
{
Dictionary<string, Position> poslist = new Dictionary<string, Position>();
Dictionary<string, decimal> ptlist = new Dictionary<string, decimal>();
if (!MasterTrades.ContainsKey(account.ID)) return 0;
foreach (Trade trade in MasterTrades[account.ID])
{
if (!poslist.ContainsKey(trade.symbol))
{
poslist.Add(trade.symbol, new Position(trade.symbol));
ptlist.Add(trade.symbol, 0);
}
ptlist[trade.symbol] += BoxMath.ClosePT(poslist[trade.symbol], trade);
poslist[trade.symbol].Adjust(trade);
}
decimal points = 0;
foreach (string sym in ptlist.Keys)
points += ptlist[sym];
return points;
}
public Order BestOffer(string symbol, Account account) { return BestBidOrOffer(symbol,false,account); }
/// <summary>
/// Gets the closed PL for an entire account. (all symbols)
/// </summary>
/// <param name="a">The account.</param>
/// <returns>Closed PL</returns>
public decimal GetClosedPL(Account a)
{
Dictionary<string, Position> poslist = new Dictionary<string, Position>();
Dictionary<string,decimal> pllist = new Dictionary<string,decimal>();
if (!MasterTrades.ContainsKey(a.ID)) return 0;
foreach (Trade trade in MasterTrades[a.ID])
{
if (!poslist.ContainsKey(trade.symbol))
{
poslist.Add(trade.symbol, new Position(trade.symbol));
pllist.Add(trade.symbol, 0);
}
pllist[trade.symbol] += poslist[trade.symbol].Adjust(trade);
}
decimal pl = 0;
foreach (string sym in pllist.Keys)
pl += pllist[sym];
return pl;
}
/// <summary>
/// Gets the closed points (points = PL on per-share basis) for given symbol/account.
/// </summary>
/// <param name="symbol">The symbol.</param>
/// <param name="account">The account.</param>
/// <returns>points</returns>
public decimal GetClosedPT(string symbol, Account account)
{
Position pos = new Position(symbol);
decimal points = 0;
if (!MasterTrades.ContainsKey(account.ID)) return points;
foreach (Trade t in MasterTrades[account.ID])
{
points += BoxMath.ClosePT(pos, t);
pos.Adjust(t);
}
return points;
}
/// <summary>
/// Gets the open position for the specified account.
/// </summary>
/// <param name="symbol">The symbol to get a position for.</param>
/// <param name="a">the account.</param>
/// <returns>current position</returns>
public Position GetOpenPosition(string symbol,Account a)
{
Position pos = new Position(symbol);
if (!MasterTrades.ContainsKey(a.ID)) return pos;
foreach (Trade trade in MasterTrades[a.ID])
if (trade.symbol==symbol)
pos.Adjust(trade);
return pos;
}
/// <summary>
/// Gets the closed PL for a particular symbol and brokerage account.
/// </summary>
/// <param name="symbol">The symbol.</param>
/// <param name="a">The Account.</param>
/// <returns>Closed PL</returns>
public decimal GetClosedPL(string symbol, Account a)
{
Position pos = new Position(symbol);
decimal pl = 0;
if (!MasterTrades.ContainsKey(a.ID)) return pl;
foreach (Trade trade in MasterTrades[a.ID])
{
if (trade.symbol == pos.Symbol)
pl += pos.Adjust(trade);
}
return pl;
}
/// <summary>
/// Gets the complete execution list for this account
/// </summary>
/// <param name="a">account to request blotter from.</param>
/// <returns></returns>
public List<Trade> GetTradeList(Account a) { List<Trade> res; bool worked = MasterTrades.TryGetValue(a.ID, out res); return worked ? res : new List<Trade>(); }
/// <summary>
/// Gets the list of open orders for this account.
/// </summary>
/// <param name="a">Account.</param>
/// <returns></returns>
public List<Order> GetOrderList(Account a) { List<Order> res; bool worked = MasterOrders.TryGetValue(a, out res); return worked ? res : new List<Order>(); }
public void CancelOrders(Account a)
{
if (!MasterOrders.ContainsKey(a)) return;
foreach (Order o in MasterOrders[a])
if ((GotOrderCancel != null) && a.Notify)
GotOrderCancel(o.symbol,o.Side,o.id); //send cancel notifcation to any subscribers
MasterOrders[a].Clear(); // clear the account
}
/// <summary>
/// Sends the order to the broker for a specific account.
/// </summary>
/// <param name="o">The order to be sent.</param>
/// <param name="a">the account to send with the order.</param>
/// <returns>order id if order was accepted, zero otherwise</returns>
public uint sendOrder(Order o,Account a)
{
if ((!o.isValid) || (!a.isValid))
{
if (GotWarning != null)
GotWarning(!o.isValid ? "Invalid order: " + o.ToString() : "Invalid Account" + a.ToString());
return 0;
}
AddOrder(o, a);
if ((GotOrder != null) && a.Notify)
GotOrder(o);
return o.id;
}
public bool CancelOrder(Account a, uint orderid)
{
if (!MasterOrders.ContainsKey(a)) return false;
for (int i = 0; i < MasterOrders[a].Count; i++) // and every order
if (MasterOrders[a][i].id == orderid) // if we have order with requested id
{
if ((GotOrderCancel != null) && a.Notify)
GotOrderCancel(MasterOrders[a][i].symbol, MasterOrders[a][i].Side,orderid); //send cancel notifcation to any subscribers
MasterOrders[a].RemoveAt(i); // remove/cancel order
return true;
}
return false;
}
protected void AddOrder(Order o,Account a)
{
if (!a.isValid) throw new Exception("Invalid account provided"); // account must be good
if (!MasterOrders.ContainsKey(a)) // see if we have a book for this account
MasterOrders.Add(a,new List<Order>()); // if not, create one
o.Account = a.ID; // make sure order knows his account
if (o.id == 0) // if order id isn't set, set it
o.id = _nextorderid++;
MasterOrders[a].Add(o); // record the order
}
public void MultiAccount()
{
const string sym = "TST";
Order o = new BuyMarket(sym,100);
const string me = "tester";
const string other = "anotherguy";
Account a = new Account(me);
Account b = new Account(other);
Account c = new Account("sleeper");
// send order to account for jfranta
Assert.That(broker.sendOrder(o, a)>0);
Assert.That(broker.sendOrder(o, b)>0);
Tick t = new Tick(sym);
t.trade = 100m;
t.size = 200;
Assert.That(broker.Execute(t)==2);
Position apos = broker.GetOpenPosition(sym,a);
Position bpos = broker.GetOpenPosition(sym,b);
Position cpos = broker.GetOpenPosition(sym, c);
Assert.That(apos.Side && (apos.Size == 100));
Assert.That(bpos.Side && (bpos.Size == 100));
Assert.That(cpos.Flat);
// make sure that default account doesn't register
// any trades
Assert.That(broker.GetOpenPosition(sym).Flat);
}