public void TestAccountTradeSendOrder()
{
List <AccountFeeInfo> feeInfo = new List <AccountFeeInfo>();
feeInfo.Add(new AccountFeeInfo("m1705", 10, 10, 3, CommissionChargeCalcType.Fix));
AccountFee fee = new AccountFee(feeInfo);
AccountTrade accountTrade = new AccountTrade(100000, fee);
MockPriceGetter priceGetter = new MockPriceGetter();
string code = "m1705";
OrderInfo order = new OrderInfo(code, 20170601.093101, OpenCloseType.Open, 3110, 15, OrderSide.Buy);
OrderInfo order2 = new OrderInfo(code, 20170601.093201, OpenCloseType.Open, 3120, 15, OrderSide.Buy);
priceGetter.ChangePattern(0);
accountTrade.SendOrder(order);
accountTrade.SendOrder(order2);
accountTrade.ChangeTime(20170601.093300, priceGetter);
//accountTrade.ChangeTime(20170103.093001,)
Console.WriteLine(accountTrade);
priceGetter.ChangePattern(1);
OrderInfo order_Sell = new OrderInfo(code, 20170601.093501, OpenCloseType.Close, 3110, 5, OrderSide.Buy);
OrderInfo order2_Sell = new OrderInfo(code, 20170601.093505, OpenCloseType.Close, 3120, 10, OrderSide.Buy);
accountTrade.SendOrder(order_Sell);
accountTrade.SendOrder(order2_Sell);
accountTrade.ChangeTime(20170601.093300, priceGetter);
Assert.AreEqual(25, accountTrade.AccountPosition.GetAllPositions()[0].Position);
Console.WriteLine(accountTrade);
}
public void TestSendPosition()
{
AccountPosition accountPosition = new AccountPosition(100000);
Assert.AreEqual(100000, accountPosition.Money);
Trade(accountPosition);
Assert.AreEqual(100000, accountPosition.Money);
List <AccountFeeInfo> feeInfo = new List <AccountFeeInfo>();
feeInfo.Add(new AccountFeeInfo("m1705", 10, 10, 3, CommissionChargeCalcType.Fix));
AccountFee fee = new AccountFee(feeInfo);
accountPosition = new AccountPosition(100000, fee);
Trade(accountPosition);
Assert.AreEqual(99910, accountPosition.Money);
}
private void ClosePosition(OrderInfo order, int mount)
{
string code = order.Instrumentid;
if (order.Direction == OrderSide.Buy)
{
if (position_Code_Long.ContainsKey(code))
{
PositionInfo currentPosition = position_Code_Long[code];
int totalPosition = currentPosition.Position - mount;
if (totalPosition == 0)
{
RemovePosition(currentPosition);
}
else
{
double avgPrice = (currentPosition.Position * currentPosition.PositionCost - order.Price * mount) / totalPosition;
currentPosition.Position = totalPosition;
currentPosition.PositionCost = avgPrice;
}
}
}
else
{
if (position_Code_Short.ContainsKey(code))
{
PositionInfo currentPosition = position_Code_Short[code];
int totalPosition = currentPosition.Position - mount;
if (totalPosition == 0)
{
RemovePosition(currentPosition);
}
else
{
double avgPrice = (currentPosition.Position * currentPosition.PositionCost - order.Price * mount) / totalPosition;
currentPosition.Position = totalPosition;
currentPosition.PositionCost = avgPrice;
}
}
}
AccountFeeInfo feeInfo = accountFee.GetAccountFee(code);
this.money += AccountFee.CalcMoney_Close(order, feeInfo, mount);
}
private void OpenPosition(OrderInfo order, int mount)
{
string code = order.Instrumentid;
if (order.Direction == OrderSide.Buy)
{
if (position_Code_Long.ContainsKey(code))
{
PositionInfo currentPosition = position_Code_Long[code];
int totalPosition = currentPosition.Position + mount;
double avgPrice = (currentPosition.Position * currentPosition.PositionCost + order.Price * mount) / totalPosition;
currentPosition.Position = totalPosition;
currentPosition.PositionCost = avgPrice;
}
else
{
PositionInfo position = new PositionInfo(code, PositionSide.Long, mount, order.Price);
AddPosition(position);
}
}
else
{
if (position_Code_Short.ContainsKey(code))
{
PositionInfo currentPosition = position_Code_Short[code];
int totalPosition = currentPosition.Position + mount;
double avgPrice = (currentPosition.Position * currentPosition.PositionCost + order.Price * mount) / totalPosition;
currentPosition.Position = totalPosition;
currentPosition.PositionCost = avgPrice;
}
else
{
PositionInfo position = new PositionInfo(code, PositionSide.Short, mount, order.Price);
AddPosition(position);
}
}
AccountFeeInfo feeInfo = accountFee.GetAccountFee(code);
this.money -= AccountFee.CalcMoney_Open(order, feeInfo, mount);
}
public AccountTrade(double money, AccountFee accountFee)
{
this.accountOrder = new AccountTodayOrder();
this.accountPosition = new AccountPosition(money, accountFee);
}
public AccountPosition(double money, AccountFee fee)
{
this.money = money;
this.accountFee = fee;
}
public AccountPosition(double money)
{
this.money = money;
this.accountFee = new AccountFee();
}