internal static void Save(Account account, AccountClass.Instrument instrument, TradeDayCalculator calculator, TradeDayInfo tradeDayInfo, Settings.Instrument settingInstrument)
{
InstrumentResetItem resetItem = CreateInstrumentResetItem(tradeDayInfo.TradeDay, instrument, calculator.ResetResults, tradeDayInfo.Settings.BuyPrice, tradeDayInfo.Settings.SellPrice);
resetItem.ResetBalance = calculator.Balance;
instrument.AddResetItem(tradeDayInfo.TradeDay, resetItem);
AddOrderResetToAccount(account, calculator.ResetResults);
AddResetResultToOrderDayHistory(account, calculator.ResetResults);
}
private Dictionary <Guid, decimal> GetFloatingPLs(Agent.Account account, DateTime tradeDay)
{
Dictionary <Guid, decimal> result = new Dictionary <Guid, decimal>();
foreach (var eachInstrument in _instrumentManager.Instruments)
{
InstrumentResetItem resetItem = eachInstrument.GetResetItem(tradeDay);
if (resetItem == null)
{
continue;
}
var settingInstrument = Settings.Setting.Default.GetInstrument(eachInstrument.Id, tradeDay);
decimal lastFloatingPL;
if (!result.TryGetValue(settingInstrument.CurrencyId, out lastFloatingPL))
{
result.Add(settingInstrument.CurrencyId, resetItem.FloatingPL);
}
else
{
result[settingInstrument.CurrencyId] = lastFloatingPL + resetItem.FloatingPL;
}
}
return(result);
}
private static InstrumentResetItem CreateInstrumentResetItem(DateTime tradeDay, AccountClass.Instrument instrument, Dictionary <Guid, OrderResetResult> resetResultDict, Price buyPrice, Price sellPrice)
{
var result = instrument.GetResetItem(tradeDay);
if (result == null)
{
result = new InstrumentResetItem(tradeDay, instrument.Owner.Id, instrument.Id);
}
else
{
result.Clear();
}
foreach (var eachResetResult in resetResultDict.Values)
{
result.FloatingPL += eachResetResult.FloatPL.Interest + eachResetResult.FloatPL.Storage + eachResetResult.TradePLFloat;
result.Necessary += eachResetResult.Margin;
result.InterestPLNotValued += eachResetResult.NotValuedPL.Interest;
result.StoragePLNotValued += eachResetResult.NotValuedPL.Storage;
result.TradePLNotValued += eachResetResult.TradePLNotValued;
}
result.BuyPrice = buyPrice;
result.SellPrice = sellPrice;
return(result);
}