private async Task <bool> OpenPosition(OptionTrade trade, Api.Interval interval)
{
TimeSpan updateSpan = DateTime.UtcNow - trade.TradeDate;
StockData data = await StockDataBase.Get(trade.Spread.Stock, interval, updateSpan);
OptionPosition position = GetPosition(trade.Spread);
position.Spread = trade.Spread;
double totalBalance = await TotalBalance(trade.TradeDate, interval);
position.EntryDate = trade.TradeDate;
double margin = await trade.Spread.MaxLoss(trade.TradeDate);
double budget = totalBalance * trade.PortfolioPercentage;
if (trade.Amount == 0)
{
position.Amount = (int)(budget / (margin * (1 + Slippage) + Fee));
}
else
{
double totalCost = (margin * (1 + Slippage) + Fee) * trade.Amount;
if (Cash >= totalCost)
{
position.Amount = trade.Amount;
}
else
{
position.Amount = 0;
}
}
Cash -= position.Amount * (margin * (1 + Slippage) + Fee);
return(true);
}
public PositionLine(OptionPosition position, DateTime date)
{
InitializeComponent();
_position = position;
_dataDate = date;
FillLabels();
}
private async Task <double> GetPositionValue(OptionPosition position, StockData data, DateTime date)
{
double posValue = 0;
if (position.Amount > 0)
{
posValue = await position.Spread.PositionValue(date, position.Amount);
}
return(posValue);
}
private async void ClosePosition(OptionTrade trade, Api.Interval interval)
{
TimeSpan updateSpan = DateTime.UtcNow - trade.TradeDate;
StockData data = await StockDataBase.Get(trade.Spread.Stock, interval, updateSpan);
OptionPosition position = GetPosition(trade.Spread);
double posValue = await GetPositionValue(position, data, trade.TradeDate);
Cash += posValue * (1 - Slippage) - Fee * position.Amount;
position.Amount = 0;
}
private void CopyPositions(OptionPortfolio original)
{
Positions = new List <OptionPosition>();
foreach (OptionPosition pos in original.Positions)
{
OptionPosition newPos = new OptionPosition()
{
Amount = pos.Amount,
Spread = pos.Spread,
EntryDate = pos.EntryDate
};
Positions.Add(newPos);
}
}
private OptionPosition GetPosition(Spread spread)
{
if (spread != null)
{
for (int i = 0; i < Positions.Count; i++)
{
if (Positions[i].Spread == spread)
{
return(Positions[i]);
}
}
}
OptionPosition newPos = new OptionPosition();
newPos.Spread = spread;
Positions.Add(newPos);
return(Positions[Positions.Count - 1]);
}
