public double CopyTradeInfoFromPackage(IOptionTrade package, int tradeNumber, double remainderTotalCost)
{
tradeType = package.TradeType;
subAcctName = package.SubAcctName;
optionSymbol = package.OptionSymbol;
expirationDate = package.ExpirationDate;
strikePrice = package.StrikePrice;
optionType = package.OptionType;
exchangeName = package.ExchangeName;
tradeMedium = package.TradeMedium;
// for last trade, use remainder of TotalCost
if (tradeNumber == package.NumberOfTrades)
{
totalCost = remainderTotalCost;
remainderTotalCost = 0;
}
// for earlier trades, calculate it
else
{
totalCost = Math.Round(package.TotalCost * (((package.UnitCost * package.TradeVolume) == 0) ? 1 :
UnitCost * TradeVolume / (package.UnitCost * package.TradeVolume)), 2);
remainderTotalCost -= totalCost;
}
return(remainderTotalCost);
}
public static IOptionTrade PremiumCurrency(this IOptionTrade option, string premiumCurrency)
{
if (option.OptionDetails is VanillaOptionDetails)
{
((VanillaOptionDetails)option.OptionDetails).PremiumCurrency(premiumCurrency);
}
return(option);
}
public static IOptionTrade PremiumAmount(this IOptionTrade option, decimal?premiumAmount)
{
if (option.OptionDetails is VanillaOptionDetails)
{
((VanillaOptionDetails)option.OptionDetails).PremiumAmount(premiumAmount);
}
return(option);
}
public static IOptionTrade ExpiryDate(this IOptionTrade option, DateTime expiryDate)
{
if (option.OptionDetails is VanillaOptionDetails)
{
((VanillaOptionDetails)option.OptionDetails).ExpiryDate(expiryDate);
}
return(option);
}
public static IOptionTrade PremiumDate(this IOptionTrade option, DateTime premiumDate)
{
if (option.OptionDetails is VanillaOptionDetails)
{
((VanillaOptionDetails)option.OptionDetails).PremiumDate(premiumDate);
}
return(option);
}
public static IOptionTrade Model(this IOptionTrade option, string model)
{
if (option.OptionDetails is VanillaOptionDetails)
{
((VanillaOptionDetails)option.OptionDetails).Model(model);
}
return(option);
}
public static IOptionTrade StrikePrice(this IOptionTrade option, decimal?strikePrice)
{
if (option.OptionDetails is VanillaOptionDetails)
{
((VanillaOptionDetails)option.OptionDetails).StrikePrice(strikePrice);
}
return(option);
}
public static IOptionTrade CP(this IOptionTrade option, string cp)
{
if (option.OptionDetails is VanillaOptionDetails)
{
((VanillaOptionDetails)option.OptionDetails).CP(cp);
}
return(option);
}
public static IOptionTrade CurrencyAmount(this IOptionTrade option, decimal?currencyAmount)
{
if (option.OptionDetails is VanillaOptionDetails)
{
((VanillaOptionDetails)option.OptionDetails).CurrencyAmount(currencyAmount);
}
return(option);
}
public EditedOptionTrade(EditedOptionTrade editedTrade,
IOptionTrade package,
IOptionTrade partialTrade,
ref double remainderTotalCost,
ref double remainderCommission,
ref double remainderSECFee,
ref double remainderORFFee,
ref int tradeNumber)
{
tradeid = partialTrade.TradeId.Value;
optionsymbol = editedTrade.OptionSymbol;
nominalExpirationDate = editedTrade.NominalExpirationDate;
strike = editedTrade.Strike;
optiontype = editedTrade.OptionType;
tradetype = editedTrade.TradeType;
subacctname = editedTrade.SubAcctName;
tradedate = editedTrade.TradeDate;
tradenote = editedTrade.TradeNote;
trader = editedTrade.Trader;
broker = editedTrade.Broker;
exchange = editedTrade.Exchange;
medium = editedTrade.Medium;
reason = editedTrade.Reason;
// for last trade, use remainders
if (++tradeNumber == package.NumberOfTrades)
{
commission = remainderCommission;
secFee = remainderSECFee;
orfFee = remainderORFFee;
totalcost = remainderTotalCost;
}
// for earlier trades, calculate
else
{
double proRataFactor = (((package.UnitCost * package.TradeVolume) == 0) ? 1 :
partialTrade.UnitCost * partialTrade.TradeVolume / (package.UnitCost * package.TradeVolume));
commission = Math.Round(package.Commission * proRataFactor, 2);
remainderCommission -= commission.Value;
secFee = Math.Round(package.SECFee * proRataFactor, 2);
remainderSECFee -= secFee.Value;
orfFee = Math.Round(package.ORFFee * proRataFactor, 2);
remainderORFFee -= orfFee.Value;
totalcost = Math.Round(package.TotalCost * proRataFactor, 2);
remainderTotalCost -= totalcost.Value;
}
}
private static bool VerifyOptionTrade(IOptionTrade optionTrade)
{
if (optionTrade == null)
{
return(false);
}
if ((optionTrade.TradeVolume <= 0) || // don't add trades with no volum
(optionTrade.TradeMedium == ReconciliationLib.Utilities.ReorgName) || // don't add reorg trades
(optionTrade.OptionArchiveFlag ?? false)) // don't add trades for archived options
{
return(false);
}
else
{
return(true);
}
}
