public void AddJourneyOrder(AccountBalance accB, string action, TradeOrder order)
{
AccountSummary aSummary = new AccountBLL(_unit).GetAccountSummary(accB.AccountId);
AccountBalanceJourney abj = new AccountBalanceJourney
{
FundAmount = aSummary.Balance.FundAmount,
AvailableFund = aSummary.Balance.AvailableFund,
Margin = aSummary.PositionMarginSum,
Reserve = aSummary.OrderReserveSum,
FeeSum = aSummary.Balance.FeeSum,
PositionValue = aSummary.PositionValueSum,
TotalBalance = aSummary.Balance.TotalBalance,
Action = action,
AccountId = accB.AccountId,
UpdateDT = DateTime.Now
};
if (order != null)
{
abj.OrderId = order.Id;
abj.TradingDate = order.TradingOrderDate;
}
if (aSummary != null)
{
string aSummaryString = XMLHelper.SerializeObject(aSummary);
abj.AccountSummaryXML = aSummaryString;
}
base.Create(abj);
}
private void CalculateOrder(TradeOrder order, TradePosition position)
{
var account = new AccountBLL(_unit).GetByID(order.AccountId);
var broker = new BrokerBLL(_unit).GetByID(account.BrokerId);
if (IsReverse(order, position))
{
if (IsReverseExceed(order, position))
{
int sizeDiff = GetSizeDiff(order, position);
order.Fee = GetFee(order.Size * order.OrderPrice, broker);
order.Reserve = sizeDiff * order.OrderPrice * Global.MarginRate + order.Fee;
}
else
{
order.Fee = GetFee(order.OrderValue, broker);
order.Reserve = 0;
}
}
else
{
order.Fee = GetFee(order.OrderValue, broker);
order.Reserve = order.OrderValue * Global.MarginRate + order.Fee;
}
}
public TradeManager(IUnitWork unit) : base(unit)
{
aBll = new AccountBLL(_unit);
toBll = new TradeOrderBLL(_unit);
abBll = new AccountBalanceBLL(_unit);
trBll = new TransactionBLL(_unit);
tpBll = new TradePositionBLL(_unit);
tsBll = new TradeSetBLL(_unit);
}
private void CalculateOrder(TradeOrder order)
{
var account = new AccountBLL(_unit).GetByID(order.AccountId);
var broker = new BrokerBLL(_unit).GetByID(account.BrokerId);
order.Fee = GetFee(order.OrderValue, broker);
order.Reserve = order.OrderValue * Global.MarginRate + order.Fee;
}
public void ProcessAccountsByZone(string userId, int zoneId)
{
AccountBLL aBll = new AccountBLL(_unit);
List <Account> aList = aBll.GetAccountListByUser(userId, zoneId);
foreach (var a in aList)
{
this.ProcessAccountOrders(a.Id);
this.ProcessAccountPositions(a.Id);
}
}
public TradeOrder CreateExitOrder(TradePosition position, Entity.Indicator ind, bool isStop)
{
TradeOrder to = new TradeOrder();
Account acc = new AccountBLL(_unit).GetByID(position.AccountId);
Broker broker = new BrokerBLL(_unit).GetByID(acc.BrokerId);
AccountBalance ab = new AccountBalanceBLL(_unit).GetAccountBalanceByAccount(acc.Id);
to.AccountId = position.AccountId;
if (position.Size > 0)
{
to.Direction = "Short";
}
else
{
to.Direction = "Long";
}
to.Size = Math.Abs(position.Size);
if (isStop)
{
to.OrderPrice = position.Stop.Value;
}
else
{
to.OrderPrice = position.Limit.Value;
}
to.Fee = this.GetFee(to.OrderValue, broker);
to.ShareId = position.ShareId;
to.Source = OrderSource.Stop.ToString();
to.UpdateDate = DateTime.Now;
to.ProcessedTradingDate = ind.TradingDate;
to.LatestTradingDate = ind.TradingDate;
to.Status = "Fulfilled";
to.UpdatedBy = "System";
to.TradingOrderDate = ind.TradingDate;
to.OrderType = "Exit";
this.Create(to);
new AccountBalanceJourneyBLL(_unit).AddJourneyOrder(ab, "O." + to.Direction, to);
return(to);
}
public AccountSummary GetAccountSummary(int accountId)
{
AccountBLL aBLL = new AccountBLL(_unit);
AccountBalanceBLL abBll = new AccountBalanceBLL(_unit);
TradeOrderBLL orderBLL = new TradeOrderBLL(_unit);
TradePositionBLL positionBLL = new TradePositionBLL(_unit);
AccountSummary aSummary = new AccountSummary();
aSummary.Account = aBLL.GetByID(accountId);
aSummary.Balance = abBll.GetAccountBalanceByAccount(accountId);
aSummary.OpenOrders = orderBLL.GetListByAccountStatus(accountId, "open");
aSummary.CurrentPositions = positionBLL.GetOutstandingPositions(accountId);
aSummary.Balance.Margin = aSummary.PositionMarginSum;
aSummary.Balance.Reserve = aSummary.OrderReserveSum;
aSummary.Balance.PositionValue = aSummary.PositionValueSum;
return(aSummary);
}
public void InitCreate(AccountBalance ab)
{
AccountBalanceJourney abj = new AccountBalanceJourney
{
AvailableFund = 0,
Margin = 0,
PositionValue = 0,
TotalBalance = 0,
Action = "AccountInit",
AccountId = ab.AccountId,
UpdateDT = DateTime.Now
};
AccountSummary aSummary = new AccountBLL(_unit).GetAccountSummary(ab.AccountId);
if (aSummary != null)
{
string aSummaryString = XMLHelper.SerializeObject(aSummary);
abj.AccountSummaryXML = aSummaryString;
}
base.Create(abj);
}