private void SellAsset(IIndexedOhlcv indexedCandle, decimal premium, IDictionary <IEnumerable <IOhlcv>, decimal> assetCashMap, IList <Transaction> transactions)
{
if (assetCashMap.TryGetValue(indexedCandle.BackingList, out _))
{
var nextCandle = indexedCandle.Next;
var lastTransaction = transactions.LastOrDefault(t => t.OhlcvList.Equals(indexedCandle.BackingList));
if (lastTransaction == default)
{
return;
}
var quantity = lastTransaction.Quantity;
decimal cashWhenSellAsset = nextCandle.Open * quantity - premium;
// EUR/USD (1€ = 1000$) ; flat exchange fee ratio percent = 0.1
// you sell 1.999€
// Total 1999€, fee = 1.999, net = 1997.001 €
cashWhenSellAsset -= _flatExchangeFee * cashWhenSellAsset;
decimal profitLossRatio = (cashWhenSellAsset - lastTransaction.AbsoluteCashFlow) / lastTransaction.AbsoluteCashFlow;
assetCashMap[indexedCandle.BackingList] += cashWhenSellAsset;
transactions.Add(new Transaction(indexedCandle.BackingList, nextCandle.Index, nextCandle.DateTime, TransactionType.Sell, quantity, cashWhenSellAsset));
OnSold?.Invoke(indexedCandle.BackingList, nextCandle.Index, nextCandle.DateTime, nextCandle.Open, quantity, cashWhenSellAsset, assetCashMap[indexedCandle.BackingList], profitLossRatio);
}
}
private void SellAsset(IndexedCandle indexedCandle, decimal premium, IDictionary <IEnumerable <Candle>, decimal> assetCashMap, IList <Transaction> transactions)
{
if (assetCashMap.TryGetValue(indexedCandle.BackingList, out _))
{
var nextCandle = indexedCandle.Next;
var lastTransaction = transactions.LastOrDefault(t => t.Candles.Equals(indexedCandle.BackingList));
decimal cashIn = nextCandle.Open * lastTransaction.Quantity - premium;
decimal plRatio = (cashIn - lastTransaction.AbsoluteCashFlow) / lastTransaction.AbsoluteCashFlow;
assetCashMap[indexedCandle.BackingList] += cashIn;
transactions.Add(new Transaction(indexedCandle.BackingList, nextCandle.Index, nextCandle.DateTime, TransactionType.Sell, lastTransaction.Quantity, cashIn));
OnSold?.Invoke(indexedCandle.BackingList, nextCandle.Index, nextCandle.DateTime, nextCandle.Open, lastTransaction.Quantity, cashIn, assetCashMap[indexedCandle.BackingList], plRatio);
}
}
private void SellAsset(IIndexedOhlcv indexedCandle, IFeeCalculator calculator, IDictionary <IEnumerable <IOhlcv>, decimal> assetCashMap, IList <Transaction> transactions)
{
if (assetCashMap.TryGetValue(indexedCandle.BackingList, out _))
{
var nextCandle = indexedCandle.Next;
var lastTransaction = transactions.LastOrDefault(t => t.OhlcvList.Equals(indexedCandle.BackingList));
if (lastTransaction == default)
{
return;
}
var transaction = calculator.SellAsset(indexedCandle, lastTransaction);
assetCashMap[indexedCandle.BackingList] += transaction.AbsoluteCashFlow;
decimal profitLossRatio = (transaction.AbsoluteCashFlow - lastTransaction.AbsoluteCashFlow) / lastTransaction.AbsoluteCashFlow;
transactions.Add(transaction);
OnSold?.Invoke(indexedCandle.BackingList, nextCandle.Index, nextCandle.DateTime, nextCandle.Open, transaction.Quantity, transaction.AbsoluteCashFlow, assetCashMap[indexedCandle.BackingList], profitLossRatio);
}
}
private void SellAsset(IIndexedOhlcv indexedCandle, decimal premium, IDictionary <IEnumerable <IOhlcv>, decimal> assetCashMap, IList <Transaction> transactions)
{
if (assetCashMap.TryGetValue(indexedCandle.BackingList, out _))
{
var nextIOhlcvData = indexedCandle.Next;
var lastTransaction = transactions.LastOrDefault(t => t.IOhlcvDatas.Equals(indexedCandle.BackingList));
var baseCurrencyQte = lastTransaction.Quantity;
decimal quoteCurrencyQte = nextIOhlcvData.Open * baseCurrencyQte - premium;
// EUR/USD (1€ = 1000$) ; flat exchange fee ratio percent = 0.1
// you sell 1.999€
// Total 1999€, fee = 1.999, net = 1997.001 €
quoteCurrencyQte -= _flatExchangeFee * quoteCurrencyQte;
decimal plRatio = (quoteCurrencyQte - lastTransaction.AbsoluteCashFlow) / lastTransaction.AbsoluteCashFlow;
assetCashMap[indexedCandle.BackingList] += quoteCurrencyQte;
transactions.Add(new Transaction(indexedCandle.BackingList, nextIOhlcvData.Index, nextIOhlcvData.DateTime, TransactionType.Sell, baseCurrencyQte, quoteCurrencyQte));
OnSold?.Invoke(indexedCandle.BackingList, nextIOhlcvData.Index, nextIOhlcvData.DateTime, nextIOhlcvData.Open, baseCurrencyQte, quoteCurrencyQte, assetCashMap[indexedCandle.BackingList], plRatio);
}
}