/// <summary>
/// Profit if we closed the holdings right now including the approximate fees.
/// </summary>
/// <remarks>Does not use the transaction model for market fills but should.</remarks>
public virtual decimal TotalCloseProfit()
{
decimal gross = 0, net = 0;
decimal orderFee = 0;
if (AbsoluteQuantity > 0)
{
orderFee = _model.GetOrderFee(AbsoluteQuantity, _price);
}
if (IsLong)
{
//if we're long on a position, profit from selling off $10,000 stock:
gross = (_price - AveragePrice) * AbsoluteQuantity;
}
else if (IsShort)
{
//if we're short on a position, profit from buying $10,000 stock:
gross = (AveragePrice - _price) * AbsoluteQuantity;
}
else
{
//no holdings, 0 profit.
return 0;
}
net = gross - orderFee;
return net;
}
/// <summary>
/// Profit if we closed the holdings right now including the approximate fees.
/// </summary>
/// <remarks>Does not use the transaction model for market fills but should.</remarks>
public virtual decimal TotalCloseProfit()
{
if (AbsoluteQuantity == 0)
{
return 0;
}
// this is in the account currency
var marketOrder = new MarketOrder(_security.Symbol, -Quantity, _security.Time, type: _security.Type) {Price = Price};
var orderFee = TransactionModel.GetOrderFee(_security, marketOrder);
return (Price - AveragePrice) * Quantity - orderFee;
}
