public override IEnumerable <Order> SplitOrder(Order order)
{
var totalWeight = InnerPortfolios.Sum(p => p.Value);
var orders = InnerPortfolios
.Select(p =>
{
var newOrder = order.ReRegisterClone(newVolume: order.Balance);
newOrder.Portfolio = p.Key;
newOrder.Volume = order.Volume * p.Value / totalWeight;
return(newOrder);
})
.ToArray();
return(orders);
}
public override IEnumerable <Order> SplitOrder(Order order)
{
var orders = InnerPortfolios
.Select(p =>
{
var newOrder = order.ReRegisterClone(newVolume: order.Balance);
var price = order.Security.GetCurrentPrice(_strategy, Sides.Buy, MarketPriceTypes.Middle);
if (price == null)
{
return(null);
}
newOrder.Portfolio = p.Key;
newOrder.Volume = p.Key.CurrentValue * p.Value / (decimal)price;
return(newOrder);
})
.Where(o => o != null)
.ToArray();
return(orders);
}
private void ExecutedRemove(object sender, ExecutedRoutedEventArgs e)
{
InnerPortfolios.Remove(SelectedInnerPortfolio);
_portfolio.Weights.Remove(SelectedInnerPortfolio);
}
private void CanExecuteAdd(object sender, CanExecuteRoutedEventArgs e)
{
e.CanExecute = SelectedAllPortfolio != null && !InnerPortfolios.Contains(SelectedAllPortfolio);
}
private void ExecutedAdd(object sender, ExecutedRoutedEventArgs e)
{
InnerPortfolios.Add(SelectedAllPortfolio);
_portfolio.Weights.Add(SelectedAllPortfolio, 1);
}
private void ExecutedRemove(object sender, ExecutedRoutedEventArgs e)
{
var item = (KeyValuePair <Portfolio, decimal>)ListBoxPortfolios.SelectedItem;
InnerPortfolios.Remove(item);
}
private void ExecutedAdd(object sender, ExecutedRoutedEventArgs e)
{
InnerPortfolios.Add(new KeyValuePair <Portfolio, decimal>(ComboBoxAllPortfolios.SelectedPortfolio, (decimal)PortfolioWeight.Value));
}
