public void AddTx(IPositionTx posTx)
{
IsOpenClose isOpen = IsOpenClose.Close;
InstrumentSize newSize = posTx.Size + Size;
if (!posTx.IsCashPosition)
{
// Determine if it is opening or closing
if (Size == null || Size.IsZero)
isOpen = IsOpenClose.Open;
else if (newSize.Sign != Size.Sign && newSize.IsNotZero)
isOpen = IsOpenClose.Both;
else
{
if (posTx.Side == Side.Sell || posTx.Side == Side.XO)
isOpen = IsOpenClose.Close;
else
isOpen = IsOpenClose.Open;
}
// Realised Amount
if (isOpen == IsOpenClose.Close)
{
Money amount = (posTx.Price - BookPrice) * (posTx.Size * -1);
RealisedAmount += amount;
RealisedAmountToDate += amount;
}
else if (isOpen == IsOpenClose.Both)
{
// Position has swapped -> the old position size has relised
Money amount = (posTx.Price - BookPrice) * Size;
RealisedAmount += amount;
RealisedAmountToDate += amount;
}
// Book Values
if (isOpen == IsOpenClose.Open)
{
if (BookPrice == null)
BookPrice = posTx.Price;
else
{
if (newSize.IsNotZero)
BookPrice = ((posTx.Price * posTx.Size) + (Size * BookPrice)) / newSize;
}
BookValue += (posTx.Value * -1);
//if (posTx.IsCashPosition)
//{
// //if (posTx.Size.Sign)
//}
}
else if (isOpen == IsOpenClose.Both)
{
BookPrice = posTx.Price;
BookValue = ((newSize * posTx.Price) * -1);
}
else // Close
{
if (Size.IsNotZero && newSize.IsNotZero)
BookValue = BookValue / (Size.Quantity / newSize.Quantity);
else
BookValue = BookValue.Clone(0M);
}
BookChange += (posTx.Value * -1);
}
else
{
BookValue += posTx.Value;
BookChange += posTx.Value;
}
Size = newSize;
}
internal void AddTx(IPositionTx posTx)
{
Money amount = posTx.Size.GetMoney();
switch (posTx.ValuationCashTxMapping)
{
case B4F.TotalGiro.Orders.Transactions.ValuationCashTxTypeMapping.CostsCommission:
CostsCommission += amount;
CostsCommissionToDate += amount;
break;
case B4F.TotalGiro.Orders.Transactions.ValuationCashTxTypeMapping.CostsTax:
CostsTax += amount;
CostsTaxToDate += amount;
break;
case B4F.TotalGiro.Orders.Transactions.ValuationCashTxTypeMapping.CostFee:
CostsFee += amount;
CostsFeeToDate += amount;
break;
case B4F.TotalGiro.Orders.Transactions.ValuationCashTxTypeMapping.CostsOther:
CostsOther += amount;
CostsOtherToDate += amount;
break;
case B4F.TotalGiro.Orders.Transactions.ValuationCashTxTypeMapping.IncomeCashDividend:
IncomeCashDividend += amount;
IncomeCashDividendToDate += amount;
break;
case B4F.TotalGiro.Orders.Transactions.ValuationCashTxTypeMapping.IncomeInterest:
IncomeInterest += amount;
IncomeInterestToDate += amount;
break;
case B4F.TotalGiro.Orders.Transactions.ValuationCashTxTypeMapping.IncomeOther:
IncomeOther += amount;
IncomeOtherToDate += amount;
break;
}
}
internal void Add(IPositionTx posTx)
{
DateTime tradeDate = posTx.TransactionDate;
ValuationMutation mutation;
if (mutations.ContainsKey(tradeDate))
mutation = mutations[tradeDate];
else
{
mutation = new ValuationMutation(this, tradeDate, LastMutation);
if (mutations.Count == 0)
FirstMutation = mutation;
mutations.Add(tradeDate, mutation);
LastMutation = mutation;
}
mutation.AddTx(posTx);
}
