// returns any closed PL calculated on position basis (not per share)
/// <summary>
/// Adjusts the position by applying a new position.
/// </summary>
/// <param name="pos">The position adjustment to apply.</param>
/// <returns></returns>
public decimal Adjust(Position pos)
{
if ((_fullsymbol!="") && (this._fullsymbol != pos._fullsymbol)) throw new Exception("Failed because adjustment symbol did not match position symbol");
if (_acct == DefaultSettings.DefaultAccount) _acct = pos.Account;
if (_acct != pos.Account) throw new Exception("Failed because adjustment account did not match position account.");
if ((_fullsymbol=="") && pos.isValid) _fullsymbol = pos._fullsymbol;
if (!pos.isValid) throw new Exception("Invalid position adjustment, existing:" + this.ToString() + " adjustment:" + pos.ToString());
decimal pl = 0;
if (! pos.isFlat)
{
bool oldside = isLong;
pl = Calc.ClosePL(this, pos.ToTrade());
if (this.isFlat) this._avgprice = pos.AvgPrice; // if we're leaving flat just copy price
else if ((pos.isLong && this.isLong) || (!pos.isLong && !this.isLong)) // sides match, adding so adjust price
this._avgprice = ((this._avgprice * this._size) + (pos.AvgPrice * pos.Size)) / (pos.Size + this.Size);
this._size += pos.Size; // adjust the size
if (oldside != isLong) _avgprice = pos.AvgPrice; // this is for when broker allows flipping sides in one trade
if (this.isFlat) _avgprice = 0; // if we're flat after adjusting, size price back to zero
_closedpl += pl; // update running closed pl
return pl;
}
_openpl = Calc.OpenPL(pos.AvgPrice, this);
return pl;
}
// these are for calculating closed pl
// they do not adjust positions themselves
/// <summary>
/// Gets the closed PL on a per-share basis, ignoring how many shares are held.
/// </summary>
/// <param name="existing">The existing position.</param>
/// <param name="closing">The portion of the position that's being closed/changed.</param>
/// <returns></returns>
public static decimal ClosePT(Position existing, Trade adjust)
{
if (!existing.isValid || !adjust.IsValid)
throw new Exception("Invalid position provided. (existing:" + existing.ToString() + " adjustment:" + adjust.ToString());
if (existing.isFlat) return 0; // nothing to close
if (existing.isLong == adjust.Side) return 0; // if we're adding, nothing to close
return existing.isLong ? adjust.TradePrice - existing.AvgPrice : existing.AvgPrice - adjust.TradePrice;
}
