// triggered by reqAccountUpdate(true, null) called in Start()
public virtual void updatePortfolio(Contract contract, int position, double marketPrice, double marketValue,
double averageCost, double unrealisedPNL, double realisedPNL, string accountName)
{
Position pos = new Position();
pos.FullSymbol = ContractToSecurityFullName(contract);
pos.Size = position;
// STK averageCost is its unit price
// FUT averageCost is its unit price * multiplier
int multiplier = Security.GetMultiplierFromFullSymbol(pos.FullSymbol);
//pos.AvgPrice = pos.FullSymbol.Contains("STK") ? (decimal)averageCost :
// ((position == 0) ? (decimal)averageCost : (decimal)(averageCost/position/multiplier));
pos.AvgPrice = (decimal)(averageCost / multiplier);
pos.ClosedPL = (decimal)realisedPNL;
pos.OpenPL = (decimal)unrealisedPNL;
pos.Account = Account;
// If exists, don't trigger gotPosition
if (_symbolToPosition.ContainsKey(pos.FullSymbol))
{
_symbolToPosition[pos.FullSymbol] = pos;
}
else
{
_symbolToPosition.Add(pos.FullSymbol, pos);
OnGotPosition(pos);
}
}
/// <summary>
/// computes money used to purchase a portfolio of positions.
/// uses average price for position.
/// </summary>
/// <param name="plist"></param>
/// <returns></returns>
public static decimal[] MoneyInUse(List <Position> plist)
{
decimal[] miu = new decimal[plist.Count];
for (int i = 0; i < plist.Count; i++)
{
miu[i] += plist[i].AvgPrice * plist[i].UnsignedSize * Security.GetMultiplierFromFullSymbol(plist[i].FullSymbol);
}
return(miu);
}
public static decimal[] MoneyInUse(Dictionary <string, Position> pdict)
{
decimal[] miu = new decimal[pdict.Count];
int i = 0;
foreach (KeyValuePair <string, Position> item in pdict)
{
miu[i++] += item.Value.AvgPrice * item.Value.UnsignedSize * Security.GetMultiplierFromFullSymbol(item.Key);
}
return(miu);
}
/// <summary>
/// Gets the closed PL on a position basis, the PL that is registered to the account for the entire shares transacted.
/// </summary>
/// <param name="existing">The existing position.</param>
/// <param name="closing">The portion of the position being changed/closed.</param>
/// <returns></returns>
public static decimal ClosePL(Position existing, Trade adjust)
{
int closedsize = Math.Abs(adjust.TradeSize) > existing.UnsignedSize ? existing.UnsignedSize : Math.Abs(adjust.TradeSize);
return(ClosePT(existing, adjust) * closedsize * Security.GetMultiplierFromFullSymbol(adjust.FullSymbol));
}
/// <summary>
/// get open pl for position given the last trade
/// </summary>
/// <param name="LastTrade"></param>
/// <param name="Pos"></param>
/// <returns></returns>
public static decimal OpenPL(decimal LastTrade, Position Pos)
{
return(OpenPL(LastTrade, Pos.AvgPrice, Pos.Size * Security.GetMultiplierFromFullSymbol(Pos.FullSymbol)));
}
