protected override decimal CalculateLevy(ExecuteContext context)
{
decimal result = 0m;
var setting = this.GetHistorySettings(context);
var instrument = setting.Item1;
var account = setting.Item2;
var currencyRate = setting.Item5;
var tradePolicyDetail = setting.Item3;
decimal contractSize = !context.ShouldUseHistorySettings ? this.Tran.ContractSize(context.TradeDay) : tradePolicyDetail.ContractSize;
if (instrument.LevyFormula.TakeFeeAsCost())
{
return(result);
}
var specialTradePolicyDetail = setting.Item4;
if (!instrument.LevyFormula.IsDependOnPL() && specialTradePolicyDetail != null && specialTradePolicyDetail.IsFractionLevyOn)
{
result = FeeCalculator.CalculateLevy(instrument.LevyFormula, instrument.TradePLFormula, account.RateLevy * tradePolicyDetail.LevyOpen, (int)_order.Lot, contractSize, _order.ExecutePrice, currencyRate)
+ FeeCalculator.CalculateLevy(instrument.LevyFormula, instrument.TradePLFormula, account.RateLevy * specialTradePolicyDetail.LevyOpen, _order.Lot - (int)_order.Lot, contractSize, _order.ExecutePrice, currencyRate);
}
else
{
result = FeeCalculator.CalculateLevy(instrument.LevyFormula, instrument.TradePLFormula, account.RateLevy * tradePolicyDetail.LevyOpen, _order.Lot, contractSize, _order.ExecutePrice, currencyRate);
}
if (!instrument.LevyFormula.IsDependOnPL() && specialTradePolicyDetail != null)
{
var cgseLevyCurrencyRate = specialTradePolicyDetail.GetCGSELevyCurrencyRate(account, instrument, currencyRate, context);
result += FeeCalculator.CalculateCGSELevy(_order.Lot, true, specialTradePolicyDetail, cgseLevyCurrencyRate);
}
return(result);
}
private static decimal CalculateOtherFee(FeeParameter feeParameter)
{
decimal otherFee = feeParameter.TradePolicyDetail.OtherFeeClose;
otherFee = FeeCalculator.CalculateLevy(feeParameter.Instrument.OtherFeeFormula, feeParameter.Instrument.TradePLFormula, feeParameter.Account.RateOtherFee * otherFee, feeParameter.ClosedLot, feeParameter.ContractSize, feeParameter.ExecutePrice, feeParameter.CurrencyRate);
return(otherFee);
}
internal static void CalculateFee(TradePolicyDetail tradePolicyDetail, SpecialTradePolicyDetail specialTradePolicyDetail,
CurrencyRate currencyRate, DateTime tradeDayBeginTime, Settings.Account account, Settings.Instrument instrument,
decimal contractSize, decimal pairRelationFactor, DateTime openOrderExecuteTime, decimal closedLot, Price executePrice,
out decimal commission, out decimal levy)
{
bool isDayCloseRelation = openOrderExecuteTime >= tradeDayBeginTime;
commission = pairRelationFactor * tradePolicyDetail.GetCommissionClose(isDayCloseRelation);
levy = tradePolicyDetail.LevyClose;
if (specialTradePolicyDetail != null && specialTradePolicyDetail.IsFractionCommissionOn)
{
decimal fractionCommission = pairRelationFactor * specialTradePolicyDetail.GetCommissionClose(isDayCloseRelation);
commission = FeeCalculator.CalculateCommission(instrument.CommissionFormula, instrument.TradePLFormula, account.RateCommission * commission, (int)closedLot, contractSize, executePrice, currencyRate)
+ FeeCalculator.CalculateCommission(instrument.CommissionFormula, instrument.TradePLFormula, account.RateCommission * fractionCommission, closedLot - (int)closedLot, contractSize, executePrice, currencyRate);
}
else
{
commission = FeeCalculator.CalculateCommission(instrument.CommissionFormula, instrument.TradePLFormula, account.RateCommission * commission, closedLot, contractSize, executePrice, currencyRate);
}
if (specialTradePolicyDetail != null && specialTradePolicyDetail.IsFractionLevyOn)
{
decimal fractionLevy = specialTradePolicyDetail.LevyClose;
levy = FeeCalculator.CalculateLevy(instrument.LevyFormula, instrument.TradePLFormula, account.RateLevy * levy, (int)closedLot, contractSize, executePrice, currencyRate)
+ FeeCalculator.CalculateLevy(instrument.LevyFormula, instrument.TradePLFormula, account.RateLevy * fractionLevy, closedLot - (int)closedLot, contractSize, executePrice, currencyRate);
}
else
{
levy = FeeCalculator.CalculateLevy(instrument.LevyFormula, instrument.TradePLFormula, account.RateLevy * levy, closedLot, contractSize, executePrice, currencyRate);
}
}
public void IsDiscountAdded()
{
string[] merchants = { "TELIA", "CIRCLE_K", "NETTO", "7-ELEVEN" };
FeeCalculator SUT = new FeeCalculator();
ITransactionData transaction;
foreach (string merchant in merchants)
{
transaction = new TransactionData()
{
MerchantName = merchant,
Fee = 1.0m
};
transaction.Fee = SUT.AddDiscount(transaction);
switch (merchant)
{
case "TELIA":
Assert.AreEqual(0.9m, transaction.Fee);
break;
case "CIRCLE_K":
Assert.AreEqual(0.8m, transaction.Fee);
break;
default:
Assert.AreEqual(1.0m, transaction.Fee);
break;
}
}
}
protected override decimal CalculateCommission(ExecuteContext context)
{
decimal result = 0m;
var setting = this.GetHistorySettings(context);
var instrument = setting.Item1;
var account = setting.Item2;
var currencyRate = setting.Item5;
var tradePolicyDetail = setting.Item3;
if (instrument.CommissionFormula.TakeFeeAsCost())
{
return(result);
}
var specialTradePolicyDetail = setting.Item4;
decimal contractSize = !context.ShouldUseHistorySettings ? this.Tran.ContractSize(context.TradeDay) : tradePolicyDetail.ContractSize;
if (!instrument.CommissionFormula.IsDependOnPL() && specialTradePolicyDetail != null && specialTradePolicyDetail.IsFractionCommissionOn)
{
result = FeeCalculator.CalculateCommission(instrument.CommissionFormula, instrument.TradePLFormula, account.RateCommission * tradePolicyDetail.CommissionOpen, (int)_order.Lot, contractSize, _order.ExecutePrice, currencyRate)
+ FeeCalculator.CalculateCommission(instrument.CommissionFormula, instrument.TradePLFormula, account.RateCommission * specialTradePolicyDetail.CommissionOpen, _order.Lot - (int)_order.Lot, contractSize, _order.ExecutePrice, currencyRate);
}
else
{
result = FeeCalculator.CalculateCommission(instrument.CommissionFormula, instrument.TradePLFormula, account.RateCommission * tradePolicyDetail.CommissionOpen, _order.Lot, contractSize, _order.ExecutePrice, currencyRate);
}
if (result >= 0)
{
result = Math.Max(result, tradePolicyDetail.MinCommissionOpen);
}
return(result);
}
internal decimal CalculateInstalmentAdministrationFee(decimal marketValue, ExecuteContext context)
{
var setting = this.GetHistorySetting(_owner, context);
var currencyRate = setting.Item1;
var instalmentPolicyDetail = setting.Item2;
return(FeeCalculator.CaculateInstalmentAdministrationFee(marketValue, _owner.Lot, instalmentPolicyDetail, currencyRate));
}
public void FeeCalculator_ShouldAddMonthlyFee_WhenAtLeastOneTransaction()
{
// We check following requirementInvoice Fee should be included in the fee for first transaction of the month
// Arrange
var merchants = new Dictionary <string, Merchant>();
merchants.Add(sevenEleven, new Merchant()
{
DiscountPercentage = 0, Name = sevenEleven, FeeAsPercentage = 1
});
merchants.Add(circleK, new Merchant()
{
DiscountPercentage = 0, Name = circleK, FeeAsPercentage = 2
});
List <Transaction> transactions = new List <Transaction>
{
new Transaction {
DoneOn = new DateTime(2018, 9, 1), Amount = 100, Owner = merchants[sevenEleven]
},
new Transaction {
DoneOn = new DateTime(2018, 9, 19), Amount = 100, Owner = merchants[sevenEleven]
},
new Transaction {
DoneOn = new DateTime(2018, 10, 19), Amount = 100, Owner = merchants[circleK]
},
};
var calculator = new FeeCalculator();
// Act
calculator.InitializeFeeCalculation();
var processedFirstTransaction = calculator.CalculateFee(transactions[0]);
var processedSecondTransaction = calculator.CalculateFee(transactions[1]);
var processedThirdTransaction = calculator.CalculateFee(transactions[2]);
// Assert
// Month #9
Assert.Equal(30M, processedFirstTransaction.Fee);
Assert.Equal(sevenEleven, processedFirstTransaction.RelatedTransaction.Owner.Name);
Assert.Equal(new DateTime(2018, 9, 1), processedFirstTransaction.RelatedTransaction.DoneOn);
Assert.Equal(1M, processedSecondTransaction.Fee);
Assert.Equal(sevenEleven, processedSecondTransaction.RelatedTransaction.Owner.Name);
Assert.Equal(new DateTime(2018, 9, 19), processedSecondTransaction.RelatedTransaction.DoneOn);
// Month #10
Assert.Equal(31M, processedThirdTransaction.Fee);
Assert.Equal(circleK, processedThirdTransaction.RelatedTransaction.Owner.Name);
Assert.Equal(new DateTime(2018, 10, 19), processedThirdTransaction.RelatedTransaction.DoneOn);
}
public void Calulate_RetrunsSumOfFees_ForGivenFees()
{
// Arrange
IEnumerable <IFee> fees = CreateFees();
var sut = new FeeCalculator();
// Act
int actual = sut.Calulate(fees);
// Assert
Assert.AreEqual(6,
actual);
}
public void IsBasicFeeAdded()
{
Random randomNumber = new Random();
IFeeCalculator SUT = new FeeCalculator();
ITransactionData transaction = new TransactionData();
for (int i = 0; i < 100; i++)
{
transaction.Amount = (decimal)(randomNumber.NextDouble() * 200);
transaction.Fee = SUT.AddBasicFee(transaction);
Assert.AreEqual(transaction.Amount / 100, transaction.Fee);
}
}
protected override decimal CalculateOtherFee(ExecuteContext context)
{
decimal result = 0m;
var setting = this.GetHistorySettings(context);
var instrument = setting.Item1;
var account = setting.Item2;
var currencyRate = setting.Item5;
var tradePolicyDetail = setting.Item3;
decimal contractSize = !context.ShouldUseHistorySettings ? this.Tran.ContractSize(context.TradeDay) : tradePolicyDetail.ContractSize;
if (instrument.OtherFeeFormula.TakeFeeAsCost())
{
return(result);
}
result = FeeCalculator.CalculateLevy(instrument.OtherFeeFormula, instrument.TradePLFormula, account.RateOtherFee * tradePolicyDetail.OtherFeeOpen, _order.Lot, contractSize, _order.ExecutePrice, currencyRate);
return(result);
}
internal static decimal CalculateLevy(TradePolicyDetail tradePolicyDetail, SpecialTradePolicyDetail specialTradePolicyDetail,
CurrencyRate currencyRate, Settings.Account account, Settings.Instrument instrument, decimal contractSize, decimal closeLot, Price closePrice)
{
decimal levy = tradePolicyDetail.LevyClose;
if (specialTradePolicyDetail != null && specialTradePolicyDetail.IsFractionLevyOn)
{
decimal fractionLevy = specialTradePolicyDetail.LevyClose;
levy = FeeCalculator.CalculateLevy(instrument.LevyFormula, instrument.TradePLFormula, account.RateLevy * levy, (int)closeLot, contractSize, closePrice, currencyRate)
+ FeeCalculator.CalculateLevy(instrument.LevyFormula, instrument.TradePLFormula, account.RateLevy * fractionLevy, closeLot - (int)closeLot, contractSize, closePrice, currencyRate);
}
else
{
levy = FeeCalculator.CalculateLevy(instrument.LevyFormula, instrument.TradePLFormula, account.RateLevy * levy, closeLot, contractSize, closePrice, currencyRate);
}
return(levy);
}
private static decimal CalculateCommission(FeeParameter feeParameter)
{
var context = feeParameter.Context;
var tradeDay = context != null && context.ShouldUseHistorySettings ? Settings.Setting.Default.GetTradeDay(context.TradeDay) : Settings.Setting.Default.GetTradeDay();
bool isDayCloseRelation = feeParameter.OpenOrderExecuteTime >= tradeDay.BeginTime;
decimal commission = feeParameter.PairRelationFactor * feeParameter.TradePolicyDetail.GetCommissionClose(isDayCloseRelation);
if (!feeParameter.Instrument.CommissionFormula.IsDependOnPL() && feeParameter.SpecialTradePolicyDetail != null && feeParameter.SpecialTradePolicyDetail.IsFractionCommissionOn)
{
decimal fractionCommission = feeParameter.PairRelationFactor * feeParameter.SpecialTradePolicyDetail.GetCommissionClose(isDayCloseRelation);
commission = FeeCalculator.CalculateCommission(feeParameter.Instrument.CommissionFormula, feeParameter.Instrument.TradePLFormula, feeParameter.Account.RateCommission * commission, (int)feeParameter.ClosedLot, feeParameter.ContractSize, feeParameter.ExecutePrice, feeParameter.CurrencyRate)
+ FeeCalculator.CalculateCommission(feeParameter.Instrument.CommissionFormula, feeParameter.Instrument.TradePLFormula, feeParameter.Account.RateCommission * fractionCommission, feeParameter.ClosedLot - (int)feeParameter.ClosedLot, feeParameter.ContractSize, feeParameter.ExecutePrice, feeParameter.CurrencyRate);
}
else
{
commission = FeeCalculator.CalculateCommission(feeParameter.Instrument.CommissionFormula, feeParameter.Instrument.TradePLFormula, feeParameter.Account.RateCommission * commission, feeParameter.ClosedLot, feeParameter.ContractSize, feeParameter.ExecutePrice, feeParameter.CurrencyRate, feeParameter.TradePL);
}
return(commission);
}
public void CalculateFeeTest()
{
string wendyJson = Resource.GetResourceAsString("Wendy.json");
var invoiceHistory = JsonUtil.DeserializeJson <Model.InvoiceHistory>(wendyJson);
var invoiceHistoryForAsserts = JsonUtil.DeserializeJson <Model.InvoiceHistory>(wendyJson);
var consumptionCalc = new ConsumptionCalculator(invoiceHistory);
var feeCalc = new FeeCalculator(invoiceHistory);
consumptionCalc.CalculateConsumption();
{
int invoiceId = 0; // balanced
feeCalc.CalculateFee(invoiceId);
AssertInvoicesFee(invoiceHistoryForAsserts.Invoices.GetInvoiceById(invoiceId), invoiceHistory.Invoices.GetInvoiceById(invoiceId));
}
{
int invoiceId = 14; // estimated
feeCalc.CalculateFee(invoiceId);
AssertInvoicesFee(invoiceHistoryForAsserts.Invoices.GetInvoiceById(invoiceId), invoiceHistory.Invoices.GetInvoiceById(invoiceId));
}
{
int invoiceId = 15; // estimated
feeCalc.CalculateFee(invoiceId);
AssertInvoicesFee(invoiceHistoryForAsserts.Invoices.GetInvoiceById(invoiceId), invoiceHistory.Invoices.GetInvoiceById(invoiceId));
}
{
int invoiceId = 16; // estimated
feeCalc.CalculateFee(invoiceId);
AssertInvoicesFee(invoiceHistoryForAsserts.Invoices.GetInvoiceById(invoiceId), invoiceHistory.Invoices.GetInvoiceById(invoiceId));
}
{
int invoiceId = 17; // balanced
feeCalc.CalculateFee(invoiceId);
AssertInvoicesFee(invoiceHistoryForAsserts.Invoices.GetInvoiceById(invoiceId), invoiceHistory.Invoices.GetInvoiceById(invoiceId));
}
}
internal static decimal CalculateCommission(TradePolicyDetail tradePolicyDetail, SpecialTradePolicyDetail specialTradePolicyDetail,
CurrencyRate currencyRate, DateTime tradeDayBeginTime, Settings.Account account, Settings.Instrument instrument,
decimal contractSize, decimal pairRelationFactor, DateTime openOrderExecuteTime, decimal closeLot, Price closePrice)
{
bool isDayCloseRelation = openOrderExecuteTime >= tradeDayBeginTime;
decimal commission = pairRelationFactor * tradePolicyDetail.GetCommissionClose(isDayCloseRelation);
if (specialTradePolicyDetail != null && specialTradePolicyDetail.IsFractionCommissionOn)
{
decimal fractionCommission = pairRelationFactor * specialTradePolicyDetail.GetCommissionClose(isDayCloseRelation);
commission = FeeCalculator.CalculateCommission(instrument.CommissionFormula, instrument.TradePLFormula, account.RateCommission * commission, (int)closeLot, contractSize, closePrice, currencyRate)
+ FeeCalculator.CalculateCommission(instrument.CommissionFormula, instrument.TradePLFormula, account.RateCommission * fractionCommission, closeLot - (int)closeLot, contractSize, closePrice, currencyRate);
}
else
{
commission = FeeCalculator.CalculateCommission(instrument.CommissionFormula, instrument.TradePLFormula, account.RateCommission * commission, closeLot, contractSize, closePrice, currencyRate);
}
return(commission);
}
public void FeeCalculator_ShouldNotAddMonthlyFee_WhenFeeIsZero()
{
// IWe check following requirement-If transaction fee is 0 after applying discounts, InvoiceFee should not be added
// Arrange
var merchants = new Dictionary <string, Merchant>();
merchants.Add(sevenEleven, new Merchant()
{
DiscountPercentage = 0, Name = sevenEleven, FeeAsPercentage = 0
});
List <Transaction> transactions = new List <Transaction>
{
new Transaction {
DoneOn = new DateTime(2018, 9, 1), Amount = 100, Owner = merchants[sevenEleven]
},
new Transaction {
DoneOn = new DateTime(2018, 9, 19), Amount = 100, Owner = merchants[sevenEleven]
},
};
var calculator = new FeeCalculator();
// Act
calculator.InitializeFeeCalculation();
var processedFirstTransactions = calculator.CalculateFee(transactions[0]);
var processedSecondTransaction = calculator.CalculateFee(transactions[1]);
// Assert
// Month #9
Assert.Equal(0, processedFirstTransactions.Fee);
Assert.Equal(sevenEleven, processedFirstTransactions.RelatedTransaction.Owner.Name);
Assert.Equal(new DateTime(2018, 9, 1), processedFirstTransactions.RelatedTransaction.DoneOn);
Assert.Equal(0, processedSecondTransaction.Fee);
Assert.Equal(sevenEleven, processedSecondTransaction.RelatedTransaction.Owner.Name);
Assert.Equal(new DateTime(2018, 9, 19), processedSecondTransaction.RelatedTransaction.DoneOn);
}
public void IsMothlyFeeAdded()
{
decimal fee1 = 0m;
decimal fee2 = 0m;
FeeCalculator SUT = new FeeCalculator();
ITransactionData transaction = new TransactionData()
{
Date = new DateTime(2020, 5, 25),
MerchantName = "TELIA",
Fee = 1.2m
};
fee1 = SUT.AddMonthlyFee(transaction);
transaction.Date = transaction.Date.AddMonths(1);
transaction.Fee = 1.2m;
fee2 = SUT.AddMonthlyFee(transaction);
Assert.AreEqual(fee1, fee2);
// Test if monthly fee is added if the basic fee was 0 and now 1.2.
SUT = new FeeCalculator();
transaction = new TransactionData()
{
Date = new DateTime(2020, 5, 25),
MerchantName = "TELIA",
Fee = 0
};
fee1 = SUT.AddMonthlyFee(transaction);
Assert.AreEqual(0m, fee1);
transaction.Fee = 1.2m;
transaction.Date = new DateTime(2020, 5, 26);
fee2 = SUT.AddMonthlyFee(transaction);
Assert.AreEqual(30.2m, (fee2 - fee1));
}
public InternalTransferPaymentTransactions MakeInternalTransfer(Wallet toWallet, decimal amount)
{
CheckIfWalletIsBlocked();
toWallet.CheckIfWalletIsBlocked();
decimal feeAmount = FeeCalculator.CalculateFee(this, amount);
bool isWithdrawalLimitExceeded = LimitPaymentTransactionCalculator.IsWithdrawalLimitExceed(this, amount);
if (isWithdrawalLimitExceeded)
{
throw new LimitExceededException();
}
bool isDepositLimitExceeded = LimitPaymentTransactionCalculator.IsDepositLimitExceed(toWallet, amount);
if (isDepositLimitExceeded)
{
throw new LimitExceededException();
}
if (CurrentAmount < amount + feeAmount)
{
throw new NotEnoughAmountException();
}
string internalTransferId = Guid.NewGuid().ToString();
var deposit = new DepositInternalTransferPaymentTransaction(toWallet, this, amount, internalTransferId);
var withdrawal = new WithdrawalInternalTransferPaymentTransaction(this, toWallet, amount, internalTransferId);
FeeInternalTransferPaymentTransaction feePaymentTransaction = new FeeInternalTransferPaymentTransaction(this, toWallet, feeAmount, internalTransferId);
this.CurrentAmount -= amount;
toWallet.CurrentAmount += amount;
PaymentTransactions.Add(withdrawal);
toWallet.PaymentTransactions.Add(deposit);
var internalTransferPaymentTransactions = new InternalTransferPaymentTransactions(deposit, withdrawal, feePaymentTransaction);
if (internalTransferPaymentTransactions.HasFee())
{
this.CurrentAmount -= feeAmount;
PaymentTransactions.Add(feePaymentTransaction);
}
return(internalTransferPaymentTransactions);
}
public void FeeCalculator_ShouldCalculateFee_WhenDiscountProvided(string merchantName, string stringifiedTransactionDate, decimal percentageFee, decimal transactionAmount, decimal discount, decimal expectedFee)
{
// Arrange
var calculator = new FeeCalculator();
DateTime transactionDate;
var transactionDateValid = DateTime.TryParseExact(stringifiedTransactionDate, "yyyy-MM-dd", null, DateTimeStyles.None, out transactionDate);
var merchant = new Merchant()
{
Name = merchantName, FeeAsPercentage = percentageFee, DiscountPercentage = discount
};
var transaction = new Transaction()
{
Owner = merchant, Amount = transactionAmount, DoneOn = transactionDate
};
// Act
calculator.InitializeFeeCalculation();
var processedTransaction = calculator.CalculateFee(transaction);
// Assert
Assert.True(transactionDateValid);
Assert.Equal(expectedFee, processedTransaction.Fee);
}
private static decimal CalculateLevy(FeeParameter feeParameter)
{
decimal levy = feeParameter.TradePolicyDetail.LevyClose;
if (!feeParameter.Instrument.LevyFormula.IsDependOnPL() && feeParameter.SpecialTradePolicyDetail != null && feeParameter.SpecialTradePolicyDetail.IsFractionLevyOn)
{
decimal fractionLevy = feeParameter.SpecialTradePolicyDetail.LevyClose;
levy = FeeCalculator.CalculateLevy(feeParameter.Instrument.LevyFormula, feeParameter.Instrument.TradePLFormula, feeParameter.Account.RateLevy * levy, (int)feeParameter.ClosedLot, feeParameter.ContractSize, feeParameter.ExecutePrice, feeParameter.CurrencyRate)
+ FeeCalculator.CalculateLevy(feeParameter.Instrument.LevyFormula, feeParameter.Instrument.TradePLFormula, feeParameter.Account.RateLevy * fractionLevy, feeParameter.ClosedLot - (int)feeParameter.ClosedLot, feeParameter.ContractSize, feeParameter.ExecutePrice, feeParameter.CurrencyRate);
}
else
{
levy = FeeCalculator.CalculateLevy(feeParameter.Instrument.LevyFormula, feeParameter.Instrument.TradePLFormula, feeParameter.Account.RateLevy * levy, feeParameter.ClosedLot, feeParameter.ContractSize, feeParameter.ExecutePrice, feeParameter.CurrencyRate, feeParameter.TradePL);
}
if (!feeParameter.Instrument.LevyFormula.IsDependOnPL() && feeParameter.SpecialTradePolicyDetail != null)
{
CurrencyRate cgseLevyCurrencyRate = FeeCalculator.GetCGSELevyCurrencyRate(feeParameter.Account, feeParameter.Instrument, feeParameter.SpecialTradePolicyDetail, feeParameter.CurrencyRate, feeParameter.Context);
levy += FeeCalculator.CalculateCGSELevy(feeParameter.ClosedLot, false, feeParameter.SpecialTradePolicyDetail, cgseLevyCurrencyRate);
}
return(levy);
}
private decimal CaculateFeeForCutting(decimal closedLot, Price cutPrice, ICollection <CuttingItem> cuttingItems)
{
if ((decimal)cutPrice == 0)
{
return(0m);
}
decimal commission = 0m, levy = 0m, otherFee = 0m;
Settings.Instrument instrument = _owner.Setting;
Settings.Account account = _owner.Owner.Setting();
TradePolicyDetail tradePolicyDetail = _owner.TradePolicyDetail();
SpecialTradePolicyDetail specialTradePolicyDetail = _owner.SpecialTradePolicyDetail(null);
decimal contractSize = tradePolicyDetail.ContractSize;
CurrencyRate currencyRate = _owner.CurrencyRate(null);
if (instrument.ExchangeSystem == ExchangeSystem.Local &&
(account.RiskLevelAction == RiskLevelAction.CloseNetPosition || account.RiskLevelAction == RiskLevelAction.CloseAll))
{
if (!instrument.CommissionFormula.TakeFeeAsCost() || !instrument.LevyFormula.TakeFeeAsCost() || !instrument.OtherFeeFormula.TakeFeeAsCost())
{
foreach (CuttingItem eachCuttingItem in cuttingItems)
{
Price buyPrice, sellPrice, closePrice;
if (eachCuttingItem.IsBuy)
{
buyPrice = cutPrice;
sellPrice = eachCuttingItem.ExecutePrice;
}
else
{
sellPrice = cutPrice;
buyPrice = eachCuttingItem.ExecutePrice;
}
closePrice = cutPrice;
decimal subCommission = 0m, subLevy = 0m, subOtherFee = 0m;
decimal tradePL = TradePLCalculator.Calculate(instrument.TradePLFormula, eachCuttingItem.CuttingLot, eachCuttingItem.ContractSize, (decimal)buyPrice, (decimal)sellPrice, (decimal)closePrice, _owner.Currency(null).Decimals);
var feeParameter = new FeeParameter()
{
Account = account,
TradePolicyDetail = tradePolicyDetail,
SpecialTradePolicyDetail = specialTradePolicyDetail,
Instrument = instrument,
CurrencyRate = currencyRate,
ContractSize = contractSize,
OpenOrderExecuteTime = eachCuttingItem.ExecuteTime,
ClosedLot = eachCuttingItem.CuttingLot,
ExecutePrice = cutPrice,
TradePL = tradePL
};
OrderRelation.CalculateFee(feeParameter, out subCommission, out subLevy, out subOtherFee);
commission += subCommission;
levy += subLevy;
otherFee += subOtherFee;
}
}
if (instrument.LevyFormula.TakeFeeAsCost())
{
levy = this.CalculateFeeCommon(account.RateLevy, tradePolicyDetail.LevyClose, closedLot, contractSize);
}
if (instrument.OtherFeeFormula.TakeFeeAsCost())
{
otherFee = this.CalculateFeeCommon(account.RateOtherFee, tradePolicyDetail.OtherFeeClose, closedLot, contractSize);
}
if (instrument.CommissionFormula.TakeFeeAsCost())
{
commission = this.CalculateFeeCommon(account.RateCommission, tradePolicyDetail.CommissionCloseD, closedLot, contractSize);
}
else
{
if (commission >= 0)
{
commission = Math.Max(commission, tradePolicyDetail.MinCommissionClose);
}
}
}
else
{
if (instrument.CommissionFormula.TakeFeeAsCost()) //Adjust PricePips
{
commission = this.CalculateFeeCommon(account.RateCommission, tradePolicyDetail.CommissionOpen, closedLot, contractSize);
}
else
{
if (!instrument.CommissionFormula.IsDependOnPL() && specialTradePolicyDetail != null && specialTradePolicyDetail.IsFractionCommissionOn)
{
commission = FeeCalculator.CalculateCommission(instrument.CommissionFormula, instrument.TradePLFormula, account.RateCommission * tradePolicyDetail.CommissionOpen,
(int)closedLot, contractSize, cutPrice, currencyRate) +
FeeCalculator.CalculateCommission(instrument.CommissionFormula, instrument.TradePLFormula, account.RateCommission * tradePolicyDetail.CommissionOpen, closedLot - (int)closedLot,
contractSize, cutPrice, currencyRate);
}
else
{
commission = FeeCalculator.CalculateCommission(instrument.CommissionFormula, instrument.TradePLFormula, account.RateCommission * tradePolicyDetail.CommissionOpen, closedLot, contractSize, cutPrice, currencyRate);
}
if (commission >= 0)
{
commission = Math.Max(commission, tradePolicyDetail.MinCommissionOpen);
}
}
if (instrument.LevyFormula.TakeFeeAsCost()) //Adjust PricePips
{
levy = this.CalculateFeeCommon(account.RateLevy, tradePolicyDetail.LevyOpen, closedLot, contractSize);
}
else
{
if (!instrument.LevyFormula.IsDependOnPL() && specialTradePolicyDetail != null && specialTradePolicyDetail.IsFractionCommissionOn)
{
levy = FeeCalculator.CalculateLevy(instrument.LevyFormula, instrument.TradePLFormula, account.RateLevy * tradePolicyDetail.LevyOpen, (int)closedLot
, contractSize, cutPrice, currencyRate) +
FeeCalculator.CalculateLevy(instrument.LevyFormula, instrument.TradePLFormula, account.RateLevy * tradePolicyDetail.LevyOpen, closedLot - (int)closedLot
, contractSize, cutPrice, currencyRate);
}
else
{
levy = FeeCalculator.CalculateLevy(instrument.LevyFormula, instrument.TradePLFormula, account.RateLevy * tradePolicyDetail.LevyOpen, closedLot, contractSize, cutPrice, currencyRate);
}
if (!instrument.LevyFormula.IsDependOnPL() && specialTradePolicyDetail != null)
{
CurrencyRate cgseLevyCurrencyRate = FeeCalculator.GetCGSELevyCurrencyRate(account, instrument, specialTradePolicyDetail, currencyRate, null);
levy += FeeCalculator.CalculateCGSELevy(closedLot, true, specialTradePolicyDetail, cgseLevyCurrencyRate);
}
}
if (instrument.OtherFeeFormula.TakeFeeAsCost())
{
otherFee = this.CalculateFeeCommon(account.RateOtherFee, tradePolicyDetail.OtherFeeOpen, closedLot, contractSize);
}
else
{
otherFee = FeeCalculator.CalculateLevy(instrument.LevyFormula, instrument.TradePLFormula, account.RateOtherFee * tradePolicyDetail.OtherFeeOpen, closedLot, contractSize, cutPrice, currencyRate);
}
}
return(commission + levy + otherFee);;
}
public FeeCalculatorTests()
{
calculator = new FeeCalculator(IntegrationSetup.Mainnet.Fetcher);
}
public Builder FlatExchangeFeeRate(decimal flatExchangeFeeRate)
{
var calculator = new FeeCalculator(flatExchangeFeeRate, 1);
return(new Builder(_weightings, _buyRule, _sellRule, _buyInCompleteQuantity, calculator));
}
/// <summary>
/// The cost per trade/transaction.
/// </summary>
/// <param name="premium">A numerical value that represents the cost of each transaction.</param>
/// <returns></returns>
public Builder Premium(decimal premium)
{
var calculator = new FeeCalculator(0, premium);
return(new Builder(_weightings, _buyRule, _sellRule, _buyInCompleteQuantity, calculator));
}
public Builder PremiumAndFees(decimal premium, decimal flatExchangeFeeRate)
{
var calculator = new FeeCalculator(flatExchangeFeeRate, premium);
return(new Builder(_weightings, _buyRule, _sellRule, _buyInCompleteQuantity, calculator));
}