private IList <ClosedOperation <ConvertedTrade> > Convert(ReportOptions reportOptions, IList <ClosedOperation <Trade> > trades)
{
var convertedTrades = new List <ClosedOperation <ConvertedTrade> >();
foreach (var ct in trades)
{
var convertedOperation = new ClosedOperation <ConvertedTrade>();
convertedOperation.OpenTrades.AddRange(tradeConvertor.Convert(reportOptions.Profile.TaxCurrency, ct.OpenTrades)
.Select(x => new ConvertedTrade(x)));
convertedOperation.CloseTrade = new ConvertedTrade(tradeConvertor.Convert(reportOptions.Profile.TaxCurrency, ct.CloseTrade));
convertedOperation.Validate();
convertedTrades.Add(convertedOperation);
}
return(convertedTrades);
}
public IList <ClosedOperation <ForexTrade> > Transform(IList <ForexTrade> entities)
{
List <ClosedOperation <ForexTrade> > res = new List <ClosedOperation <ForexTrade> >();
Queue <ForexTrade> queue = new Queue <ForexTrade>();
var currentAsset = "";
foreach (var trade in entities)
{
if (currentAsset != trade.Symbol)
{
queue.Clear();
currentAsset = trade.Symbol;
}
if (queue.Count > 0)
{
var oTrade = queue.Peek();
if (oTrade.TradeOperation == trade.TradeOperation)
{
queue.Enqueue(trade);
continue;
}
var closedOperation = new ClosedOperation <ForexTrade>();
res.Add(closedOperation);
var closedAmount = Math.Abs(trade.Quantity);
while (closedAmount > 0 && queue.Count > 0)
{
oTrade = queue.Peek();
if (Math.Abs(oTrade.Quantity) <= closedAmount)
{
oTrade = queue.Dequeue();
closedOperation.OpenTrades.Add(oTrade);
closedAmount -= Math.Abs(oTrade.Quantity);
}
else
{
// split trade
var newTrade = (ForexTrade)oTrade.Split(closedAmount);
closedOperation.OpenTrades.Add(newTrade);
closedAmount -= Math.Abs(newTrade.Quantity);
}
}
if (closedAmount == 0)
{
closedOperation.CloseTrade = trade;
}
else
{
var restClose = (ForexTrade)trade.Split(closedAmount);
closedOperation.CloseTrade = trade;
queue.Enqueue(restClose);
}
}
else
{
queue.Enqueue(trade);
}
}
return(res);
}
