コード例 #1
0
ファイル: VanillaIRSPosition.cs プロジェクト: minikie/test
        public override Position nextDateClone(DateTime nextDate)
        {
            VanillaIRSPosition clone = new VanillaIRSPosition();

            this.nextDatepositionBaseCopy(clone, nextDate);

            return clone;
        }
コード例 #2
0
ファイル: VanillaIRSTradeInfo.cs プロジェクト: minikie/test
        public override Position build_position()
        {
            VanillaIRSPosition irsP = new VanillaIRSPosition();

            irsP.DAO_ = new DatabaseLayer.clsHITM_FP_POSITION_TB();
            //irsP.Financial_instrument_ = this.Financial_instrument_;

            irsP.DAO_.POSITION_ID = IDGenerator.getNewPositionID(this.DAO_.INSTRUMENT_ID,this.DAO_.TRADE_DT);
            irsP.DAO_.FP_MASTER_TYP = this.DAO_.FP_MASTER_TYP;
            irsP.DAO_.POSITION_DT = this.DAO_.TRADE_DT;
            irsP.DAO_.INSTRUMENT_ID = this.DAO_.INSTRUMENT_ID;
            irsP.DAO_.INSTRUMENT_QNT = this.DAO_.TRADE_QNT;
            irsP.DAO_.EVAL_CURR = this.DAO_.TRADE_CURR;
            irsP.DAO_.CURR_RATE = this.DAO_.CURR_RATE;
            irsP.DAO_.NOTIONAL_AMT = this.DAO_.TRADE_NOTIONAL_AMT;
            irsP.DAO_.ACCOUNT_AMT = this.DAO_.ACCOUNT_AMT;
            
            if (this.DAO_.TRADE_QNT != 0)
            {
                irsP.DAO_.ACCOUNT_UNIT = this.DAO_.ACCOUNT_AMT / this.DAO_.TRADE_QNT;
            }
            else 
            {
                irsP.DAO_.ACCOUNT_UNIT = 0.0;
            }


            irsP.DAO_.ACCOUNT_INDEX = this.DAO_.TRADE_INDEX;
            irsP.DAO_.EVAL_AMT = 0.0;
            irsP.DAO_.EVAL_PRICE = 0.0;
            irsP.DAO_.EVAL_ACCOUNT_PL = 0.0;
            irsP.DAO_.TRADE_PROFIT = 0.0;
            irsP.DAO_.TRADE_LOSS = 0.0;
            irsP.DAO_.TRADE_TOTAL = this.DAO_.TRADE_PL;
            irsP.DAO_.TRANSACTION_FEE = this.DAO_.TRADE_FEE;
            irsP.DAO_.ETC_PL = 0.0;
            irsP.DAO_.TOTAL_ACCOUNT_PL = 0.0;
            irsP.DAO_.DAILY_EVAL_PL = 0.0;
            irsP.DAO_.DAILY_TOTAL_PL = 0.0;

            return irsP;
        }