public void OpenPL()
{
decimal pl = .98m;
Assert.That(BoxMath.OpenPT(last, entry, Long) == pl);
Assert.That(BoxMath.OpenPT(last, entry, Short) == -pl);
Assert.That(BoxMath.OpenPT(last, entry, lsize) == pl);
Assert.That(BoxMath.OpenPT(last, entry, ssize) == -pl);
Assert.That(BoxMath.OpenPT(last, lp) == pl);
Assert.That(BoxMath.OpenPT(last, sp) == -pl);
Assert.That(BoxMath.OpenPL(last, lp) == lp.Size * pl);
Assert.That(BoxMath.OpenPL(last, sp) == sp.Size * pl);
}
decimal tl_gotSrvAcctOpenPLRequest(string s)
{
// make sure broker exists
if (h == null)
{
return(0);
}
// prepare the account we're getting open pl for
string acct = s == "" ? Broker.DEFAULTBOOK : s;
// get trades from this account
List <Trade> fills = h.SimBroker.GetTradeList(new Account(acct));
// setup storage for positions we'll create from trades
Dictionary <string, Position> posdict = new Dictionary <string, Position>();
// go through every trade and populate the position
foreach (Trade t in fills)
{
Position p = null;
if (!posdict.TryGetValue(t.symbol, out p))
{
posdict.Add(t.symbol, new Position(t));
}
else
{
posdict[t.symbol].Adjust(t);
}
}
// for every-non flat position, calculate the pl and add to the total
decimal totalopenpl = 0;
foreach (Position p in posdict.Values)
{
if (!p.Flat)
{
totalopenpl += BoxMath.OpenPL(last[p.Symbol], p);
}
}
return(totalopenpl);
}