void WriteDoneBody(KtbSpotDonePosition done, CsvFileWriter writer)
{
CsvRow row = new CsvRow();
row.Add("" + done.ShortPosition.Long_2_Short_1);
row.Add("" + done.ShortPosition.Count);
row.Add(done.ShortPosition.Rate.ToString("n5"));
row.Add("" + done.ShortPosition.Price);
row.Add("" + done.ShortPosition.Notional);
row.Add("" + done.LongPosition.TradingDate.ToString("yyyyMMdd"));
row.Add("" + done.LongPosition.Price);
writer.WriteRow(row);
}
KtbSpotPosition GetLongRemainPos(KtbSpotPosition longPos, KtbSpotDonePosition done)
{
long remainCount = longPos.Count - done.LongPosition.Count;
Trace.Assert(remainCount >= 0);
KtbSpotPosition ret = new KtbSpotPosition(longPos);
ret.ChangeCountAndNotional(remainCount);
return ret;
}
KtbSpotPosition GetShortRemainPos(KtbSpotPosition shortPos, KtbSpotDonePosition done)
{
long remainCount = shortPos.Count - done.ShortPosition.Count;
Trace.Assert(remainCount >= 0);
KtbSpotPosition ret = new KtbSpotPosition(shortPos);
ret.ChangeCountAndNotional(remainCount);
return ret;
}
KtbSpotDonePosition GetDonePos(KtbSpotPosition longPos, KtbSpotPosition shortPos)
{
KtbSpotDonePosition done = new KtbSpotDonePosition();
long count = Math.Min(longPos.Count, shortPos.Count);
KtbSpotPosition doneLongPos = new KtbSpotPosition(longPos);
doneLongPos.ChangeCountAndNotional(count);
done.LongPosition = doneLongPos;
KtbSpotPosition doneShortPos = new KtbSpotPosition(shortPos);
doneShortPos.ChangeCountAndNotional(count);
done.ShortPosition = doneShortPos;
return done;
}