protected virtual MarginAndQuantityResult CreateMarginAndQuantityResult(bool isBuy, decimal margin, decimal quantity)
{
var result = new MarginAndQuantityResult();
result.AddMarginAndQuantity(isBuy, margin, quantity);
return(result);
}
protected override MarginAndQuantityResult CreateMarginAndQuantityResult(bool isBuy, decimal margin, decimal quantity)
{
var result = new MarginAndQuantityResult();
result.AddMarginAndQuantity(isBuy, this.IsPartialPhysicalOrder(), margin, quantity);
return(result);
}
internal static MarginAndQuantityResult CalculateFilledMarginAndQuantity(this Order order, bool isBuy, Dictionary <Guid, decimal> remainFilledLotPerOrderDict)
{
var result = new MarginAndQuantityResult();
if (!order.ShouldCalculateFilledMarginAndQuantity(isBuy))
{
return(result);
}
decimal margin, quantity;
var physicalOrder = order as PhysicalOrder;
bool isPartialPaymentPhysicalOrder = physicalOrder != null && physicalOrder.IsPartialPaymentPhysicalOrder;
order.CalculateMarginAndQuantity(isPartialPaymentPhysicalOrder, remainFilledLotPerOrderDict, out margin, out quantity);
result.AddMarginAndQuantity(order.IsBuy, isPartialPaymentPhysicalOrder, margin, quantity);
return(result);
}
internal static MarginAndQuantityResult CalculateUnfilledMarginAndQuantity(this Order order, decimal contractSize, decimal?effectiveLot)
{
var result = new MarginAndQuantityResult();
decimal lot = effectiveLot ?? order.Lot;
if (order.Phase != OrderPhase.Placed || order.Phase != OrderPhase.Placing || !order.IsOpen)
{
return(result);
}
var physicalOrder = order as PhysicalOrder;
bool isPartialPaymentPhysicalOrder = physicalOrder != null && physicalOrder.IsPartialPaymentPhysicalOrder;
decimal quantity = isPartialPaymentPhysicalOrder ? lot : lot * contractSize;
result.AddMarginAndQuantity(order.IsBuy, isPartialPaymentPhysicalOrder, order.PreCheckMargin, quantity);
return(result);
}
internal MarginAndQuantityResult CalculateUnfilledMarginAndQuantity(decimal?effectiveLot = null)
{
var result = new MarginAndQuantityResult();
Account account = _tran.Owner;
Price buy, sell;
this.CalculatePrice(out buy, out sell);
foreach (Order eachOrder in _tran.Orders)
{
if (!this.ShouldCalculatePreCheckNecessary(eachOrder))
{
continue;
}
var price = eachOrder.IsBuy ? sell : buy;
result += eachOrder.CalculateUnfilledMarginAndQuantityForOrder(price, effectiveLot);
}
return(result);
}
internal static MarginAndQuantityResult CalculateUnfilledMarginAndQuantity(this Transaction tran, decimal?effectiveLot = null)
{
var result = new MarginAndQuantityResult();
Account account = tran.Owner;
Price buy, sell;
tran.CalculatePrice(out buy, out sell);
foreach (Order eachOrder in tran.Orders)
{
if (!tran.ShouldCalculatePreCheckNecessary(eachOrder))
{
continue;
}
var price = eachOrder.IsBuy ? sell : buy;
eachOrder.CalculatePreCheckNecessary(tran.SettingInstrument.MarginFormula, tran.CurrencyRate, tran.ContractSize, price, effectiveLot);
result += eachOrder.CalculateUnfilledMarginAndQuantity(tran.ContractSize, effectiveLot);
}
return(result);
}
