//public DayPositions dayPositions(DayPositions preDayPositions,DateTime nextDate)
// 쌓인 Trade를 통해 현재 포지션을 기준으로 새 포지션을 계산해 줌.
// 이거 우선 같은 걸로 merge 해야함..?
//public void calcaultePositionBooking(DayPositions dayPositions, string bookCode)
public void calcaultePositionBooking(DayPositions dayPositions)
{
// merge() ?
// trade type에 따라 다른 cumulateposition을 불러야 대나..?
foreach (TradeInfo trade in this.TradeInfoList_)
{
Position tradePosition = trade.build_position();
tradePosition.DAO_.BOOK_CD = trade.DAO_.BOOK_CD;
bool exist = false;
foreach (Position p in dayPositions.PositionList_)
{
if (tradePosition.DAO_.INSTRUMENT_ID ==
p.DAO_.INSTRUMENT_ID )
{
exist = true;
p.cumulatePosition(tradePosition);
p.DAO_.Update();
}
}
if ( !exist )
{
dayPositions.PositionList_.Add(tradePosition);
tradePosition.DAO_.Insert();
}
}
this.TradeInfoList_.Clear();
}
// 일별로 ETL 작업을 하면 쓸모없는 method
// 전일 Position을 기준으로 당일 포지션을 만들음.
public void makePositionFromPreDate(DateTime preDate, DateTime refDate)
{
DayPositions dps = new DayPositions();
dps.loadPosition(preDate);
DayPositions nextDps = dps.nextDateClone(refDate);
nextDps.insertALL();
}
public void evaluate(DayPositions dayPositions, DateTime refDate)
{
foreach (Position pos in dayPositions.PositionList_)
{
// market Data Load
//pos.Financial_instrument_.marketDataUpdate(refDate);
//pos.DailyPL_ = new ProfitLoss();
//pos.WeeklyPL_ = new ProfitLoss();
}
}
public DayPositions nextDateClone(DateTime nextDate)
{
DayPositions dps = new DayPositions();
foreach (Position p in this.PositionList_)
{
dps.PositionList_.Add(p.nextDateClone(nextDate));
}
return dps;
}
public DayPositions preDayPositions(DateTime tradingDate)
{
DayPositions dps = new DayPositions();
dps.loadPosition(tradingDate);
return dps;
}
//public bool isOpen(DateTime refDate)
//{
// FP_BookInfo_DAO dao = new FP_BookInfo_DAO();
// return dao.isOpen(this.bookCode_, refDate);
//}
// history ------------------------------------------------------------
public DayPositions getHistoryPosition(DateTime refDate)
{
DayPositions dayPositions = new DayPositions();
return dayPositions;
}
public void build_tradingPosition()
{
// trading list
ProfitLossCalculator plCalc = new ProfitLossCalculator();
plCalc.ReferenceDate_ = this.ReferenceDate_;
plCalc.loadTradeInfo();
// 만들어진 빈거를 ㄱㄱ
DayPositions dps = new DayPositions();
dps.loadPosition(this.ReferenceDate_);
// Trading 한거를 여기다가 덮어 씌움. // 더해
plCalc.calcaultePositionBooking(dps);
}