public List <IOrder> GetConsistentOrderList(double capital, IPortfolio portfolio, OrderType orderType)
{
var ol = new List <IOrder>();
var wl = portfolio.GetWeightList();
if (wl == null || wl.Count == 0)
{
return(ol);
}
foreach (var kv in wl)
{
var p = portfolio.PositionList.FirstOrDefault(v => v.InstrumentTicker == kv.Key);
var o = portfolio.GenerateOrderByCapital(kv.Key, p.CurrentPrice, capital, orderType);
if (o != null)
{
ol.Add(o);
}
}
return(ol);
}
