protected object CalculateImpl(ClosingQuantityCalculatorInput input)
{
return GetFinalQuantity(input.OpenQuantity,
input.RoundLots,
input.PositionSizePercentage,
input.MinimumPosition);
}
private double GetTargetQuantity()
{
double targetQuantity;
ClosingQuantityCalculatorInput input = new ClosingQuantityCalculatorInput()
{
PositionSizePercentage = PositionSizePercentage,
RoundLots = RoundLots,
MinimumPosition = MinimumOrderSize
};
QuantityCalculator qtyCalc = new QuantityCalculator(LoggingConfig);
targetQuantity = qtyCalc.CalculateClosingQuantity(GetAbsoluteOpenQuantity(), input);
return targetQuantity;
}
public double CalculateClosingQuantity(double quantity, ClosingQuantityCalculatorInput input)
{
double returnValue = quantity;
returnValue = returnValue * input.PositionSizePercentage / 100;
returnValue = Math.Round(returnValue, 0);
if (input.RoundLots)
returnValue = returnValue - (returnValue % 100);
LoggingUtility.WriteInfo(
logConfig,
string.Format(
"Total quantity: {0:n2} with a position size of {1:p} = {2}",
quantity,
input.PositionSizePercentage / 100,
returnValue));
if (returnValue < input.MinimumPosition)
returnValue = input.MinimumPosition;
return returnValue;
}