internal void DetectTrade(Fill fill)
{
var id = fill.Instrument.Id;
if (this.detectors[id] == null)
{
var detector = new TradeDetector(TradeDetectionType.FIFO, this.portfolio);
detector.TradeDetected += (sender, e) =>
{
var info = e.TradeInfo;
foreach (var item in Items)
{
item.OnRoundTrip(info);
}
};
this.detectors[id] = detector;
}
this.detectors[id].Add(fill);
}
