private List <KeyValuePair <Guid, decimal> > CalculateUsableAmount(Agent.Account account, Settings.MarginInterestOption interestOption, DateTime tradeDay)
{
Dictionary <Guid, decimal> floatingPLDict = this.GetFloatingPLs(account, tradeDay);
var balanceDict = this.GetBalances(account, tradeDay);
var result = new List <KeyValuePair <Guid, decimal> >(balanceDict.Count);
Dictionary <Guid, MarginResult> usableDict = null;
if (interestOption == Settings.MarginInterestOption.Usable)
{
usableDict = AccountUsableNecessaryCalculator.Default.Calculate(account, tradeDay, _instrumentManager);
}
foreach (var eachPair in balanceDict)
{
decimal usable = 0m;
decimal balance = eachPair.Value;
Guid currencyId = eachPair.Key;
if (interestOption == Settings.MarginInterestOption.Usable)
{
usable = balance + this.GetFloatingPL(currencyId, floatingPLDict, tradeDay) - this.GetUsableMargin(currencyId, usableDict);
}
else if (interestOption == Settings.MarginInterestOption.Balance)
{
usable = balance;
}
else if (interestOption == Settings.MarginInterestOption.Equity)
{
usable = balance + this.GetFloatingPL(currencyId, floatingPLDict, tradeDay);
}
result.Add(new KeyValuePair <Guid, decimal>(currencyId, usable));
}
return(result);
}
internal HistoryOrderDeleter(Order order, Settings.Setting setting, bool isPayForInstalmentDebitInterest)
{
this.Account = order.Owner.Owner;
_order = order;
_isPayForInstalmentDebitInterest = isPayForInstalmentDebitInterest;
_physicalOrder = _order as PhysicalOrder;
_currencyId = DBResetRepository.GetCurrencyId(this.Account.Id, order.Instrument().Id, _order.Owner.ExecuteTime.Value);
_historyOrderRecover = new HistoryOrderRecover(this.Account, _order.Instrument().Id, OrderHelper.GetAffectedOrders(_order), new List <Guid> {
order.Id
}, setting);
}
internal TradeDayInfo(Agent.Account account, Guid instrumentId, DateTime tradeDay, InstrumentTradeDaySetting instrumentTradeDaySetting, List <Guid> affectedOrders, Setting setting)
{
_setting = setting;
_instrumentTradeDaySetting = instrumentTradeDaySetting;
this.Account = _setting.GetAccount(account.Id, tradeDay);
this.Instrument = _setting.GetInstrument(instrumentId, tradeDay);
_resetOrders = account.GetResetOrders(instrumentId);
_resetOrderRelations = account.GetResetOrderRelations(instrumentId);
this.TradeDay = tradeDay;
_instrumentTradeDaySetting.UseCompatibleMode = _instrumentTradeDaySetting.ValueDate == null && this.Instrument.PLValueDay < 1 ? true : false;
this.RateSetting = new RateSetting(this.Account.IsMultiCurrency, this.Account.CurrencyId, this.Instrument.CurrencyId, tradeDay, setting);
this.AffectedOrders = affectedOrders;
}
private Dictionary <Guid, decimal> GetBalances(Agent.Account account, DateTime tradeDate)
{
var tradeDay = Settings.Setting.Default.GetTradeDay(tradeDate);
Dictionary <Guid, decimal> result = new Dictionary <Guid, decimal>(account.Funds.Count());
foreach (var eachFund in account.Funds)
{
result.Add(eachFund.CurrencyId, eachFund.Balance);
}
foreach (var eachBill in account.Bills)
{
if (eachBill.UpdateTime > tradeDay.EndTime)
{
decimal balance;
if (result.TryGetValue(eachBill.CurrencyID, out balance))
{
result[eachBill.CurrencyID] = balance - eachBill.Value;
}
}
}
return(result);
}
internal static decimal GetAllExecuteMarketValue(Agent.Account account)
{
decimal result = 0m;
foreach (var tran in account.Transactions)
{
if (!tran.IsPhysical)
{
continue;
}
foreach (PhysicalOrder order in tran.Orders)
{
bool isExecuted = order.Phase == OrderPhase.Executed;
bool isDeposit = order.PhysicalTradeSide == PhysicalTradeSide.Deposit;
bool isBuy = order.PhysicalTradeSide == PhysicalTradeSide.Buy;
if (order.IsOpen && order.IsPhysical && isExecuted && (isDeposit || isBuy))
{
result += order.MarketValue;
}
}
}
return(result);
}
private Dictionary <Guid, decimal> GetFloatingPLs(Agent.Account account, DateTime tradeDay)
{
Dictionary <Guid, decimal> result = new Dictionary <Guid, decimal>();
foreach (var eachInstrument in _instrumentManager.Instruments)
{
InstrumentResetItem resetItem = eachInstrument.GetResetItem(tradeDay);
if (resetItem == null)
{
continue;
}
var settingInstrument = Settings.Setting.Default.GetInstrument(eachInstrument.Id, tradeDay);
decimal lastFloatingPL;
if (!result.TryGetValue(settingInstrument.CurrencyId, out lastFloatingPL))
{
result.Add(settingInstrument.CurrencyId, resetItem.FloatingPL);
}
else
{
result[settingInstrument.CurrencyId] = lastFloatingPL + resetItem.FloatingPL;
}
}
return(result);
}
