private void CloseAllPositions(Signal signal, DateTime ts, SystemState systemState, Func <Signal, StockPricesData, int, float> openPriceSelector)
{
while (systemState.PositionsActive.Count > 0)
{
float closePrice = CalculatePrice(systemState.PositionsActive[0].Stock.FullName, systemState.PositionsActive[0].DataRange, systemState.PositionsActive[0].IntradayInterval, signal, ts, openPriceSelector);
systemState.Close(0, ts, closePrice, _commission.Calculate(systemState.PositionsActive[0].Stock.Type, systemState.PositionsActive[0].Volume, closePrice));
}
}
/// <summary>
/// 計算所有傭金規則
/// </summary>
/// <param name="order">ITradeOrder 介面</param>
/// <returns>返回值: double[](0=佣金, 1=手續費)</returns>
protected double[] CalculateCommissions(ITradeOrder order) {
double[] dValues = new double[2];
if (__cCommissions != null) {
int iCount = __cCommissions.Count;
for (int i = 0; i < iCount; i++) {
ICommission cCommission = __cCommissions[i];
int iIndex = ((int) cCommission.RuleType) - 128; //佣金起始為 128(減去 128 可得到陣列的索引值)
dValues[iIndex] += cCommission.Calculate(order);
}
}
return dValues;
}
public float Calculate(SystemState systemState, StockType stockType, float price)
{
float res = (float)Math.Floor(systemState.Cash / price);
if (res <= 0)
{
return(0);
}
float commission = _commission.Calculate(stockType, res, price);
if (res * price + commission <= systemState.Cash)
{
return(res);
}
return(res - (float)Math.Ceiling(commission / price));
}
public static float CalculateCommission(this SystemState systemState, ICommission commission, StockType stockType, float volume, float price)
{
return(commission.Calculate(stockType, volume, price));
}