public static double GetAvgPrice(FakePOrder o1, FakePOrder o2)
{
double value = (o1.AvgContractPrice * o1.ContractedCount) + (o2.AvgContractPrice * o2.ContractedCount);
long count = o1.ContractedCount + o2.ContractedCount;
return value / count;
}
public void GetFakeSignedContractedCountTest()
{
String elwCode = GetFirstElwCode(100);
ElwInfo ei = ElwUtil.GetElwInfo(elwCode);
long elwCountOfOneOption = ElwOptionUtil.GetElwCountOfOneOption(elwCode);
Account simAccountElw = AccountManager.Ins().CreateSimSpotAccount();
RawMarketData rmdElw = RmdManager.Ins().GetData(elwCode);
double elwPrice = 10;
long elwCount = 3000;
SetAsValidValue(rmdElw, TradingDirection.Long, elwPrice);
Account simAccountFO = AccountManager.Ins().CreateSimFOAccount();
String optionCode = ElwOptionUtil.ToOptionCode(elwCode);
KospiOptionInfo koi = OptionUtil.GetKOI(optionCode);
Detail.ProductType pt = OptionUtil.ConvertToDetailProductType(koi.CallPut);
RawMarketData rmdOption = RmdManager.Ins().GetData(optionCode);
double optionPrice = 0.1;
SetAsValidValue(rmdOption, TradingDirection.Short, optionPrice);
{
POrder elwOrder = new POrder(TradingDirection.Long, elwCode, elwCount, elwPrice, simAccountElw, rmdElw);
Assert.AreEqual(elwOrder.IsInputValidated, true);
List<FakePOrder> arr = new List<FakePOrder>();
{
FakePOrder fElwOrder = new FakePOrder(elwOrder);
arr.Add(fElwOrder);
long expected = 0;
long actual;
actual = ElwOptionUtil.GetFakeSignedContractedCount(arr);
Assert.AreEqual(expected, actual);
arr.Remove(fElwOrder);
}
elwOrder.Update(elwOrder.ReqCount, elwPrice, true);
{
FakePOrder fElwOrder = new FakePOrder(elwOrder);
arr.Add(fElwOrder);
long expected = 3000;
long actual;
actual = ElwOptionUtil.GetFakeSignedContractedCount(arr);
Assert.AreEqual(expected, actual);
arr.Remove(fElwOrder);
}
}
{
POrder elwOrder = new POrder(TradingDirection.Short, elwCode, elwCount, elwPrice, simAccountElw, rmdElw);
Assert.AreEqual(elwOrder.IsInputValidated, true);
List<FakePOrder> arr = new List<FakePOrder>();
{
FakePOrder fElwOrder = new FakePOrder(elwOrder);
arr.Add(fElwOrder);
long expected = 0;
long actual;
actual = ElwOptionUtil.GetFakeSignedContractedCount(arr);
Assert.AreEqual(expected, actual);
arr.Remove(fElwOrder);
}
elwOrder.Update(elwOrder.ReqCount, elwPrice, true);
{
FakePOrder fElwOrder = new FakePOrder(elwOrder);
arr.Add(fElwOrder);
long expected = -3000;
long actual;
actual = ElwOptionUtil.GetFakeSignedContractedCount(arr);
Assert.AreEqual(expected, actual);
arr.Remove(fElwOrder);
}
}
}
public static FakePOrder MergeFakePOrders(FakePOrder o1, FakePOrder o2)
{
double avgPrice = GetAvgPrice(o1, o2);
List<FakePOrder> arr = new List<FakePOrder>();
arr.Add(o1);
arr.Add(o2);
long signedContractedCount = ElwOptionUtil.GetFakeSignedContractedCount(arr);
long unsignedContractedCount = Math.Abs(signedContractedCount);
TradingDirection ls = TradingDirection.Long;
if (signedContractedCount > 0)
{
}
else if (signedContractedCount < 0)
{
ls = TradingDirection.Short;
}
else
{
return null;
}
RawMarketData rmd = RmdManager.Ins().GetData(o1.Code);
FakePOrder o = new FakePOrder(
ls,
o1.Code,
unsignedContractedCount,
unsignedContractedCount,
0,
o1.OrderNumber,
avgPrice,
o1.AccountName,
rmd);
return o;
}
