private void OpenPosition(string currencyPair, double amount, double price, PositionDirection pd)
{
if (position_dic.ContainsKey(currencyPair))
{
if (position_dic[currencyPair].Direction == PositionDirection.Long)
{
position_dic[currencyPair].LongNotional += amount;
position_dic[currencyPair].NetNotional = position_dic[currencyPair].LongNotional;
}
else if (position_dic[currencyPair].Direction == PositionDirection.Short)
{
position_dic[currencyPair].ShortNotional += amount;
position_dic[currencyPair].NetNotional = -position_dic[currencyPair].ShortNotional;
}
else
{
Position newPosition = new Position(pd, currencyPair, amount, price);
position_dic[currencyPair] = newPosition;
}
position_dic[currencyPair].CostPrice = (position_dic[currencyPair].NetNotional
* position_dic[currencyPair].CostPrice
+ amount * price) / (position_dic[currencyPair].NetNotional
+ amount);
position_dic[currencyPair].CurrentPrice = price;
}
else
{
Position newPosition = new Position(pd, currencyPair, amount, price);
position_dic.Add(currencyPair, newPosition);
}
}
public Portfolio(List<string> currencyPair_list)
: base()
{
foreach (var currencyPair in currencyPair_list)
{
Position newPosition = new Position(currencyPair);
position_dic.Add(currencyPair, newPosition);
}
}
public Portfolio(string currencyPair) : base()
{
Position newPosition = new Position(currencyPair);
position_dic.Add(currencyPair, newPosition);
}