public void TestEnumToInt()
{
TradeActionBuySell enum1 = TradeActionBuySell.Buy;
PositionDirection enum2 = PositionDirection.LongPosition;
Assert.AreEqual(enum1.ToInt(), enum2.ToInt());
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="security"></param>
/// <param name="tradeAction"></param>
/// <param name="quantity"></param>
/// <param name="tradeType"></param>
/// <param name="limitOrStopPrice"></param>
public Trade(Security security, TradeActionBuySell tradeAction, int quantity, TradeType tradeType, decimal limitOrStopPrice = 0, bool apiTrade = true, bool IgnoreTradeId = false)
{
Security = security;
TradeActionBuySell = tradeAction;
Quantity = quantity;
TradeType = tradeType;
switch (tradeType)
{
case TradeType.Market:
break;
case TradeType.Limit:
LimitPrice = limitOrStopPrice;
break;
case TradeType.Stop:
StopPrice = limitOrStopPrice;
break;
case TradeType.StopLimit:
LimitPrice = limitOrStopPrice;
StopPrice = limitOrStopPrice;
break;
default:
break;
}
LimitPrice = limitOrStopPrice;
ApiTrade = apiTrade;
TradeStatus = TradeStatus.NotSet;
TradePriority = TradePriority.NotSet;
if (!IgnoreTradeId)
{
TradeId = NextTradeId;
}
}
public decimal SlippageAdjustedPrice(decimal Price, TradeActionBuySell tradeAction)
{
return(Math.Round((Price + ((int)tradeAction) * Slippage(Price)), 3));
}
