public static void CalculatePL(List <OpenPosition> positions, Streaming.Model.MarketData marketData)
{
Contract.Requires(positions != null);
positions.ForEach(position =>
{
position.Position.ProfitAndLoss = CalculatePL(position, marketData).Value;
});
}
public static double?CalculatePL(OpenPosition openPosition, Streaming.Model.MarketData marketData)
{
Contract.Requires(openPosition != null);
Contract.Requires(marketData != null);
if (openPosition.Position.Direction == "BUY")
{
return((marketData.Bid - openPosition.Position.Level) * openPosition.Position.Size);
}
else
{
return((openPosition.Position.Level - marketData.Offer) * openPosition.Position.Size);
}
}
