public SweepController_KtbSkel(Position_KtbSkel targetPosition, Account futureAccount)
{
this.TargetPosition = targetPosition;
this.UnsignedSpotContractedCount = 0;
this.SpotDone = false;
this.FuturePositionTakers = new List<PositionTakerController>();
_futureAccount = futureAccount;
}
public Position_KtbSkel GetPosition()
{
if (IsDone())
{
String futureCode = this.TargetPosition.FutureCode;
double futureAvgPrice = GetAvgFuturePrice();
long tmpFutureCount = GetFutureMaxPossibleCount();
LongShortCount tmpFutureLsc = new LongShortCount(this.TargetPosition.SignedFutureCount);
LongShortCount futureLsc =
new LongShortCount(tmpFutureLsc.LongShort, Convert.ToUInt64(tmpFutureCount));
long signedFutureCount = futureLsc.GetSignedCount();
String spotCode = this.TargetPosition.SpotCode;
double spotAvgPrice = this.TargetPosition.SpotAvgPriceTimeAdjust;
LongShortCount tmpSpotLsc = new LongShortCount(this.TargetPosition.SignedSpotCount);
LongShortCount spotLsc =
new LongShortCount(tmpSpotLsc.LongShort, Convert.ToUInt64(this.UnsignedSpotContractedCount));
long signedSpotCount = spotLsc.GetSignedCount();
DateTime tradingDate = CoreLib.DateUtil.GetTodayDateTime(0, 0, 0);
Position_KtbSkel position = new Position_KtbSkel(
spotCode, signedSpotCount, spotAvgPrice,
futureCode, signedFutureCount, futureAvgPrice,
tradingDate, 0);
return position;
}
else
{
String ex = "Invalid";
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
return null;
}
public void SetRealPosition(Position_KtbSkel real)
{
_sweepController.SetRealPosition(real);
}
void SetTargetPosition(RawMarketData spotRmd, RawMarketData futureRmd)
{
DateTime tradingDate = CoreLib.DateUtil.GetTodayDateTime(0, 0, 0);
if (_enterExitPolicy.GetInOutType() == InOutType.InType)
{
_targetPosition = new Position_KtbSkel(
spotRmd.Code, _unsignedNotional, spotRmd.AskPrice1,
futureRmd.Code, (-1) * _unsignedNotional, futureRmd.BidPrice1,
tradingDate, 0);
}
else
{
_targetPosition = new Position_KtbSkel(
spotRmd.Code, (-1) * _unsignedNotional, spotRmd.BidPrice1,
futureRmd.Code, _unsignedNotional, futureRmd.AskPrice1,
tradingDate, 0);
}
}
public void SetRealPosition(Position_KtbSkel pos)
{
this.RealPosition = pos;
this._bDone = true;
}
public ManualSweepController_KtbSkel(Position_KtbSkel targetPosition)
{
this.TargetPosition = targetPosition;
}
public void ExecuteAfterSweeperDone(ProcessController_KtbSkel controller, Position_KtbSkel position)
{
// Out,
controller.SortedPositionStack.Erase(position);
}
