private TradeDayCommonResult CalculateCommonForOrder(Order order, DateTime tradeDay)
{
TradeDayCommonResult result = new TradeDayCommonResult();
OrderDayHistory orderDayHistory = ResetManager.Default.GetOrderDayHistory(order.Id, tradeDay.AddDays(-1));
result.StoragePerLot = InterestAndStorageCalculater.CalculateStoragePerLot(order, orderDayHistory == null ? 0m : orderDayHistory.StoragePerLot, _info);
result.InterestPerLot = InterestAndStorageCalculater.CalculateInterestPerLot(order, orderDayHistory == null ? 0m : orderDayHistory.InterestPerLot, _info);
result.InterestYearDays = _info.Instrument.InterestYearDays;
result.InterestValueDate = order.InterestValueDate;
if (order.IsPhysical)
{
this.CalculateCommonForPhysicalOrder((PhysicalOrder)order, result);
}
return(result);
}
internal static decimal CalculateStoragePerLot(Order order, decimal historyStoragePerLot, TradeDayInfo data)
{
decimal result = historyStoragePerLot;
if (data.Settings.IsInterestUseAccountCurrency)
{
decimal storagePerLot = InterestAndStorageCalculater.CalculateStoragePerLot(data.Settings.InterestMultiple, data.Settings.StoragePerLotInterestRateBuy, data.Settings.StoragePerLotInterestRateSell, order.IsBuy);
result += storagePerLot.Exchange(1 / data.RateSetting.RateIn, 1 / data.RateSetting.RateOut, data.RateSetting.RoundDecimals.Max, null);
}
else
{
var storagePerLot = InterestAndStorageCalculater.CalculateStoragePerLot(data.Settings.InterestMultiple, data.Settings.StoragePerLotInterestRateBuy, data.Settings.StoragePerLotInterestRateSell, order.IsBuy);
result += Math.Round(storagePerLot, data.RateSetting.RoundDecimals.Instrument, MidpointRounding.AwayFromZero);
}
return(result);
}