internal void Add(RiskData other, CurrencyRate currencyRate = null)
{
this.Necessary += this.AddByExchange(other.Necessary, currencyRate);
this.NetNecessary += this.AddByExchange(other.NetNecessary, currencyRate);
this.HedgeNecessary += this.AddByExchange(other.HedgeNecessary, currencyRate);
this.MinEquityAvoidRiskLevel1 += this.AddByExchange(other.MinEquityAvoidRiskLevel1, currencyRate);
this.MinEquityAvoidRiskLevel2 += this.AddByExchange(other.MinEquityAvoidRiskLevel2, currencyRate);
this.MinEquityAvoidRiskLevel3 += this.AddByExchange(other.MinEquityAvoidRiskLevel3, currencyRate);
this.NecessaryFillingOpenOrder += this.AddByExchange(other.NecessaryFillingOpenOrder, currencyRate);
this.NecessaryFillingCloseOrder += this.AddByExchange(other.NecessaryFillingCloseOrder, currencyRate);
this.TradePLFloat += this.AddByExchange(other.TradePLFloat, currencyRate);
this.InterestPLFloat += this.AddByExchange(other.InterestPLFloat, currencyRate);
this.StoragePLFloat += this.AddByExchange(other.StoragePLFloat, currencyRate);
this.ValueAsMargin += this.AddByExchange(other.ValueAsMargin, currencyRate);
this.TradePLNotValued += this.AddByExchange(other.TradePLNotValued, currencyRate);
this.InterestPLNotValued += this.AddByExchange(other.InterestPLNotValued, currencyRate);
this.StoragePLNotValued += this.AddByExchange(other.StoragePLNotValued, currencyRate);
this.LockOrderTradePLFloat += this.AddByExchange(other.LockOrderTradePLFloat, currencyRate);
this.FeeForCutting += this.AddByExchange(other.FeeForCutting, currencyRate);
this.RiskCredit += this.AddByExchange(other.RiskCredit, currencyRate);
this.PartialPaymentPhysicalNecessary += this.AddByExchange(other.PartialPaymentPhysicalNecessary, currencyRate);
this.TotalPaidAmount += this.AddByExchange(other.TotalPaidAmount, currencyRate);
}
internal FundContent(BusinessRecord parent, decimal?balance, decimal?frozenFund, Account account)
{
_totalDeposit = BusinessItemFactory.Create("TotalDeposit", 0m, PermissionFeature.Sound, parent);
_balance = BusinessItemFactory.Create(FundBusinessItemNames.Balance, balance, PermissionFeature.Sound, parent);
_frozenFund = BusinessItemFactory.Create(FundBusinessItemNames.FrozenFund, frozenFund, PermissionFeature.Sound, parent);
this._riskRawData = new RiskData(parent);
_account = account;
}
internal Instrument(Account owner, Guid id, QuotationBulk initQuotation, InstrumentServiceFactory factory)
: base("Instrument", 15)
{
_owner = owner;
this.Id = id;
this.QuotationBulk = initQuotation;
_orderCollector = new Lazy <OrderCollector>(() => factory.CreateOrderCollector(this));
_lotCalculator = new Lazy <LotCalculator>(() => factory.CreateLotCalculator(this));
_calculator = new Lazy <InstrumentCalculator>(() => factory.CreateInstrumentCalculator(this));
_riskRawData = new RiskData(null);
_cuttingFee = new CuttingFee(this);
_lastResetDay = BusinessItemFactory.Create <DateTime?>("LastResetDay", null, PermissionFeature.Sound, this);
_id = BusinessItemFactory.Create("ID", id, PermissionFeature.Key, this);
_accountId = BusinessItemFactory.Create("AccountID", owner.Id, PermissionFeature.Key, this);
_resetItemHistoryDict = new BusinessRecordDictionary <DateTime, InstrumentResetItem>("ResetItemHistory", this);
_currencyRate = this.DoGetCurrencyRate(null);
_waitingForHitOrders = new CacheData <List <Order> >(_orderCollector.Value.CollectWaitingForHitOrders);
_executedAndHasPositionOrders = new CacheData <List <Order> >(_orderCollector.Value.CollectExecutedAndHasPositionOrders);
_totalBuyQuantity = new CacheData <decimal>(_lotCalculator.Value.CalculateBuyQuantity);
_TotalSellQuantity = new CacheData <decimal>(_lotCalculator.Value.CalculateSellQuantity);
_quotationManager = new QuotationManager(owner, this, initQuotation);
}
private AlertLevel CalculateAlertLevelHelper(bool afterLock)
{
RiskData riskRawData = _account.SumFund.RiskRawData;
decimal equity = _account.SumFund.Equity + _account.Setting().CreditAmount + riskRawData.RiskCredit;
if (afterLock)
{
equity += riskRawData.LockOrderTradePLFloat;
}
AlertLevel alertLevel = AlertLevel.Normal;
decimal? riskActionMinimumEquity = _account.Setting().RiskActionMinimumEquity;
if (riskActionMinimumEquity != null)
{
if (equity < riskActionMinimumEquity.Value)
{
alertLevel = AlertLevel.Cut;
}
}
else
{
var settingAccount = _account.Setting();
if (equity < (riskRawData.MinEquityAvoidRiskLevel3 * settingAccount.RateRiskNecessary))
{
alertLevel = AlertLevel.Cut;
}
else if (equity < (riskRawData.MinEquityAvoidRiskLevel2 * settingAccount.RateRiskNecessary))
{
alertLevel = AlertLevel.Notify;
}
else if (equity < (riskRawData.MinEquityAvoidRiskLevel1 * settingAccount.RateRiskNecessary))
{
alertLevel = AlertLevel.Call;
}
}
return(alertLevel);
}
internal void Add(RiskData other, CurrencyRate currencyRate)
{
this.RiskData.Add(other, currencyRate);
}
internal void AddRiskData(RiskData riskData)
{
_content.RiskRawData.Add(riskData);
}