public void UpdateHighLowWithHistoryQuotation(OverridedQuotation overridedQ)
{
if (this.high < overridedQ.high)
{
this.high = overridedQ.high;
this.modifyState = ModifyState.Modified;
}
if (this.low > overridedQ.low)
{
this.low = overridedQ.low;
this.modifyState = ModifyState.Modified;
}
//Update quotePolicy.high,low
if (this.quotePolicy.OverrideHigh == null || (this.quotePolicy.OverrideHigh != null && this.quotePolicy.OverrideHigh < overridedQ.high))
{
this.quotePolicy.OverrideHigh = overridedQ.high;
}
if (this.quotePolicy.OverrideLow == null || (this.quotePolicy.OverrideLow != null && this.quotePolicy.OverrideLow > overridedQ.low))
{
this.quotePolicy.OverrideLow = overridedQ.low;
}
}
public OverridedQuotation GetChanges(OverridedQuotation oq)
{
if (this.high != null && oq.high != null)
{
if ((double)this.high == (double)oq.high) this.high = null;
}
if (this.low != null && oq.low != null)
{
if ((double)this.low == (double)oq.low) this.low = null;
}
return this;
}
public void UpdateHighLow(OverridedQuotation overridedQ)
{
this.high = overridedQ.high;
this.modifyState = ModifyState.Modified;
this.low = overridedQ.low;
this.modifyState = ModifyState.Modified;
//Update quotePolicy.high,low
this.quotePolicy.OverrideHigh = overridedQ.high;
this.quotePolicy.OverrideLow = overridedQ.low;
}
public static OverridedQuotation CreateHistoryQuotation(Guid dealerID, Instrument instrument, QuotePolicyDetail quotePolicy, string timestamp, string origin, bool needApplyAutoAdjustPoints, bool highBid, bool lowBid)
{
OverridedQuotation overridedQuotation = new OverridedQuotation();
overridedQuotation.modifyState = ModifyState.Added;
overridedQuotation.quotePolicy = quotePolicy;
overridedQuotation.instrument = instrument;
overridedQuotation.timestamp = DateTime.Parse(timestamp);
overridedQuotation.origin = Price.CreateInstance(origin, instrument.NumeratorUnit, instrument.Denominator);
overridedQuotation.dealerID = dealerID;
overridedQuotation.bid = needApplyAutoAdjustPoints ? overridedQuotation.origin + quotePolicy.AutoAdjustPoints : overridedQuotation.origin;
overridedQuotation.ask = overridedQuotation.bid + quotePolicy.SpreadPoints;
overridedQuotation.CalculateHiLo(highBid, lowBid);
//overridedQuotation.high = highBid ? overridedQuotation.bid : overridedQuotation.ask;
//overridedQuotation.low = lowBid ? overridedQuotation.bid : overridedQuotation.ask;
return overridedQuotation;
}
