Example #1
0
        public static BacktestTradeModel ToTradeModel(this BacktestTrade trade)
        {
            if (trade == null)
            {
                return(null);
            }
            else
            {
                var model = new BacktestTradeModel()
                {
                    CommissionUsd   = trade.CommissionUsd,
                    Cross           = trade.Cross,
                    OrderId         = trade.OrderId,
                    OrderOrigin     = trade.OrderOrigin,
                    Price           = FormatUtils.FormatRate(trade.Cross, trade.Price),
                    RealizedPnL     = trade.RealizedPnL,
                    RealizedPnlPips = trade.RealizedPnlPips,
                    RealizedPnlUsd  = trade.RealizedPnlUsd,
                    Side            = trade.Side,
                    Size            = trade.Size / 1000,
                    SizeUsd         = trade.SizeUsd.HasValue ? trade.SizeUsd.Value / 1000 : (double?)null,
                    Timestamp       = trade.Timestamp.ToLocalTime(),
                    TradeId         = trade.TradeId
                };

                TimeSpan duration;

                if (TimeSpan.TryParse(trade.Duration, out duration))
                {
                    model.Duration = duration;
                }

                return(model);
            }
        }
Example #2
0
        public static bool IsShort(this BacktestTradeModel trade)
        {
            if (trade == null)
            {
                return(false);
            }

            return(trade.Side == ExecutionSide.SOLD);
        }
Example #3
0
        public static bool IsLong(this BacktestTradeModel trade)
        {
            if (trade == null)
            {
                return(false);
            }

            return(trade.Side == ExecutionSide.BOUGHT);
        }
Example #4
0
 public static bool IsPositionContinuing(this BacktestTradeModel trade)
 {
     return(trade != null && OrderOriginUtils.PositionContinueOrigins.Contains(trade.OrderOrigin));
 }