Esempio n. 1
0
            internal bool UpdateQuotationAndCheckIsRiskRised(QuotationBulk bulk, Quotation quotation, DateTime baseTime)
            {
                Quotation lastQuotation = this.GetQuotation(_account);

                _bulk = bulk;
                if (lastQuotation != null)
                {
                    QuotationTrend trend = quotation.CalculateTrend(lastQuotation);
                    if ((_instrument.TotalBuyQuantity > _instrument.TotalSellQuantity && trend == QuotationTrend.Down) ||
                        (_instrument.TotalSellQuantity > _instrument.TotalBuyQuantity && trend == QuotationTrend.Up))
                    {
                        return(true);
                    }
                    return(false);
                }
                return(true);
            }