internal void AddPosition(Position pos)
{//build position collections incrementally
if (pos.TradeType == TradeType.Buy)
{
LongPositions.Add(pos);
}
else
{
ShortPositions.Add(pos);
}
}
internal void UpdateAll()
{
foreach (var pos in CompositePositions)
{
//in case CompositePositions is null such as when building via AddPosition()
if (CompositePositions == null)
{
CompositePositions =
(List <Position>)ShortPositions.Concat(LongPositions);
}
//all positions in compositePositions list should be of same symbol
if (this.Symbol == null)
{
this.Symbol = pos.SymbolCode;
}
if (this.Symbol != pos.SymbolCode)
{
throw
new InvalidOperationException("symbol mismatch in compositePos. list");
}
//add pos to approp. list, sum vol & avg. prc.
if (pos.TradeType == TradeType.Buy)
{
LongPositions.Add(pos);
LongExposureVol += pos.Volume;
VolWdEntryPrcLong += pos.EntryPrice * (double)pos.Volume;
}
else
{
ShortPositions.Add(pos);
ShortExposureVol += pos.Volume;
VolWdEntryPrcShort += pos.EntryPrice * (double)pos.Volume;
}
//foreach
}
VolWdEntryPrcLong /= LongExposureVol;
VolWdEntryPrcShort /= ShortExposureVol;
//UpdateAll()
}
