public static List<PendingOrderSummary> GetPendingOrderSummary(List<PendingOrder> orders)
{
var summary = new List<PendingOrderSummary>();
var symbols = orders.Select(o => o.Symbol).Distinct();
foreach (var symbol in symbols)
{
float sumBuys = 0, sumSell = 0;
var sum = new PendingOrderSummary { symbol = symbol, orders = new List<PendingOrder>() };
var curSymbol = symbol;
var sumDeals = orders.FindAll(o => o.Symbol == curSymbol);
foreach (var sumDeal in sumDeals)
{
sum.orders.Add(sumDeal);
sum.exposition += (int)(sumDeal.Side * sumDeal.Volume);
if (sumDeal.Side > 0)
sumBuys += sumDeal.Volume * sumDeal.PriceFrom;
else
sumSell += sumDeal.Volume * sumDeal.PriceFrom;
}
sum.averagePrice = sum.exposition == 0 ? 0 : (sumBuys - sumSell) / sum.exposition;
// вычисляю хеш
sum.hashCode = 0;
foreach (var order in sumDeals)
sum.hashCode += order.PriceFrom * 1000 + (order.TakeProfit ?? 0) * 10 + (order.StopLoss ?? 0) * 10;
summary.Add(sum);
}
return summary;
}
public static List <PendingOrderSummary> GetPendingOrderSummary(List <PendingOrder> orders)
{
var summary = new List <PendingOrderSummary>();
var symbols = orders.Select(o => o.Symbol).Distinct();
foreach (var symbol in symbols)
{
float sumBuys = 0, sumSell = 0;
var sum = new PendingOrderSummary {
symbol = symbol, orders = new List <PendingOrder>()
};
var curSymbol = symbol;
var sumDeals = orders.FindAll(o => o.Symbol == curSymbol);
foreach (var sumDeal in sumDeals)
{
sum.orders.Add(sumDeal);
sum.exposition += (int)(sumDeal.Side * sumDeal.Volume);
if (sumDeal.Side > 0)
{
sumBuys += sumDeal.Volume * sumDeal.PriceFrom;
}
else
{
sumSell += sumDeal.Volume * sumDeal.PriceFrom;
}
}
sum.averagePrice = sum.exposition == 0 ? 0 : (sumBuys - sumSell) / sum.exposition;
// вычисляю хеш
sum.hashCode = 0;
foreach (var order in sumDeals)
{
sum.hashCode += order.PriceFrom * 1000 + (order.TakeProfit ?? 0) * 10 + (order.StopLoss ?? 0) * 10;
}
summary.Add(sum);
}
return(summary);
}
