private OrderResetResult CreateResetResult(Order order, Dictionary <Guid, TradeDayCommonResult> commonDict, Dictionary <Guid, OpenOrderPLOfCurrentDay> openOrderPLOfCurrentDayDict, Dictionary <Guid, InterestStorage> notValuedPLDict, Dictionary <Guid, InterestStorage> valuedPLDict)
{
OrderResetResult resetResult = new OrderResetResult();
TradeDayCommonResult commonResult = null;
if (commonDict != null)
{
commonDict.TryGetValue(order.Id, out commonResult);
}
OpenOrderPLOfCurrentDay openOrderPLOfCurrentDay = null;
if (openOrderPLOfCurrentDayDict != null)
{
openOrderPLOfCurrentDayDict.TryGetValue(order.Id, out openOrderPLOfCurrentDay);
}
InterestStorage interestStoragePLNotValued = InterestStorage.Empty;
if (notValuedPLDict != null)
{
notValuedPLDict.TryGetValue(order.Id, out interestStoragePLNotValued);
}
InterestStorage interestStoragePLValued = InterestStorage.Empty;
if (valuedPLDict != null)
{
valuedPLDict.TryGetValue(order.Id, out interestStoragePLValued);
}
resetResult.TradeDay = _info.TradeDay;
resetResult.OrderId = order.Id;
resetResult.LotBalance = order.LotBalance;
resetResult.CurrencyId = _info.RateSetting.CurrencyId;
Price livePrice = order.IsBuy ? _info.Settings.SellPrice : _info.Settings.BuyPrice;
resetResult.Margin = Calculator.MarginCalculator.CalculateMargin((int)_info.Instrument.MarginFormula, order.LotBalance, order.Owner.ContractSize(_info.TradeDay), order.ExecutePrice, livePrice, _info.RateSetting.RateIn, _info.RateSetting.RateOut, _info.RateSetting.RoundDecimals.Common, _info.RateSetting.RoundDecimals.Instrument);
resetResult.PerLot = commonResult == null ? InterestStorage.Empty : new InterestStorage(commonResult.InterestPerLot, commonResult.StoragePerLot);
resetResult.FloatPL = commonResult == null ? InterestStorage.Empty : new InterestStorage(_exchanger.ExchangeByCommonWithInstrumentSourceDecimals(order.LotBalance * commonResult.InterestPerLot), _exchanger.ExchangeByCommonWithInstrumentSourceDecimals(order.LotBalance * commonResult.StoragePerLot));
resetResult.DayNotValuedPL = openOrderPLOfCurrentDay == null ? InterestStorage.Empty : new InterestStorage(openOrderPLOfCurrentDay.DayNotValued);
resetResult.NotValuedPL = interestStoragePLNotValued + (openOrderPLOfCurrentDay == null ? InterestStorage.Empty : openOrderPLOfCurrentDay.NotValued);
resetResult.ValuedPL = interestStoragePLValued + (openOrderPLOfCurrentDay == null ? InterestStorage.Empty : openOrderPLOfCurrentDay.Valued);
if (_info.Instrument.Category == InstrumentCategory.Physical)
{
Physical.PhysicalOrder physicalOrder = (Physical.PhysicalOrder)order;
resetResult.PhysicalPaidAmount = physicalOrder.PaidAmount;
resetResult.PaidPledgeBalance = physicalOrder.PaidPledgeBalance;
resetResult.PhysicalOriginValueBalance = physicalOrder.PhysicalOriginValueBalance;
resetResult.InstalmentInterest = commonResult == null ? 0m : commonResult.InstalmentInterest;
}
return(resetResult);
}
internal static Dictionary <Guid, OpenOrderPLOfCurrentDay> Calculate(TradeDayInfo tradeDayInfo, Dictionary <Guid, TradeDayCommonResult> resetCommonResultDict, Exchanger exchanger)
{
if (tradeDayInfo.Settings.ValueDate == null && !tradeDayInfo.Settings.UseCompatibleMode)
{
return(null);
}
Dictionary <Guid, OpenOrderPLOfCurrentDay> result = new Dictionary <Guid, OpenOrderPLOfCurrentDay>();
foreach (var eachPair in resetCommonResultDict)
{
var orderId = eachPair.Key;
var commonResetResult = eachPair.Value;
if (!orderId.ShouldCalculate(tradeDayInfo.AffectedOrders))
{
continue;
}
var eachOrder = tradeDayInfo.GetOrder(orderId);
if (!IsOpenOrderOfCurrentDay(eachOrder, tradeDayInfo))
{
continue;
}
OpenOrderPLOfCurrentDay openOrderPLOfCurrentDay = new OpenOrderPLOfCurrentDay();
int decimals = tradeDayInfo.Settings.IsInterestUseAccountCurrency ? tradeDayInfo.RateSetting.RoundDecimals.Max : tradeDayInfo.RateSetting.RoundDecimals.Instrument;
var storage = Math.Round(eachOrder.LotBalance * commonResetResult.StoragePerLot, decimals, MidpointRounding.AwayFromZero);
var interest = Math.Round(eachOrder.LotBalance * commonResetResult.InterestPerLot, decimals, MidpointRounding.AwayFromZero);
openOrderPLOfCurrentDay.DayNotValued += tradeDayInfo.Settings.ShouldValueCurrentDayPL ? InterestStorage.Empty : new InterestStorage(interest, storage);
var exchangeStorage = exchanger.ExchangeByCommonDecimals(storage);
var exchangeInterest = exchanger.ExchangeByCommonDecimals(interest);
openOrderPLOfCurrentDay.NotValued += tradeDayInfo.Settings.ShouldValueCurrentDayPL ? InterestStorage.Empty : new InterestStorage(exchangeInterest, exchangeStorage);
bool isInterestValued = (eachOrder.InterestValueDate ?? tradeDayInfo.TradeDay) <= tradeDayInfo.TradeDay;
decimal interestPLValued = tradeDayInfo.Settings.ShouldValueCurrentDayPL && isInterestValued ? exchangeInterest : 0;
decimal storagePLValued = tradeDayInfo.Settings.ShouldValueCurrentDayPL ? exchangeStorage : 0;
openOrderPLOfCurrentDay.Valued += new InterestStorage(interestPLValued, storagePLValued);
openOrderPLOfCurrentDay.IsInterestValued = isInterestValued;
openOrderPLOfCurrentDay.IsStorageValued = true;
result.Add(orderId, openOrderPLOfCurrentDay);
}
return(result);
}
