private OrderTransaction CreateTrade(OrderTransaction buytrans, OrderTransaction selltrans)
{
var l = new OrderTransaction();
if (buytrans == null && selltrans == null)
{
return(l);
}
if (buytrans.Amount >= 0)
{
throw new ArgumentException("Buy trans amount >= 0");
}
if (selltrans.Amount <= 0)
{
throw new ArgumentException("Sell trans amount <= 0");
}
if (buytrans.Quantity <= 0)
{
throw new ArgumentException("Buy quantity <= 0");
}
if (selltrans.Quantity >= 0)
{
throw new ArgumentException("Sell quantity >= 0");
}
MatchedTrade trade = new MatchedTrade
{
Id = ++tradeId,
Symbol = buytrans.Symbol,
DescriptionOfProperty = string.Format("{0} {1}", buytrans.Quantity, buytrans.Symbol),
DateAcquired = buytrans.TradeDate,
DateSoldOrDisposed = selltrans.TradeDate,
AdjustmentAmount = 0,
ReportedToIrs = true,
ReportedToMe = true,
Brokerage = selltrans.Broker,
BuyOrderId = buytrans.OrderId,
SellOrderId = selltrans.OrderId
};
// Buy quantities are positive, sell quantities are negative
// Buy Amount is negative, sell Amount is positive.
// commission and fees are always negative
if (Math.Abs(buytrans.Quantity) == Math.Abs(selltrans.Quantity))
{
trade.Quantity = buytrans.Quantity;
trade.Proceeds = Math.Abs(selltrans.Net);
trade.CostOrBasis = Math.Abs(buytrans.Net);
//Long Term Short Term
TimeSpan diff = trade.DateSoldOrDisposed.Subtract(trade.DateAcquired);
if (diff.TotalDays > 365)
{
trade.LongTermGain = true;
}
//if (trade.DateSoldOrDisposed.Year == 2014)
TotalCommission += buytrans.Commission;
TotalCommission += selltrans.Commission;
LastTradeCommission = buytrans.Commission + selltrans.Commission;
TotalProfit += trade.GainOrLoss;
//if (Math.Abs(trade.GainOrLoss) > 1000)
// throw new Exception("Invalid gain or loss");
trade.CumulativeProfit = TotalProfit;
Trades.Add(trade);
}
return(l);
}
private OrderTransaction CreateTrade(OrderTransaction buytrans, OrderTransaction selltrans)
{
var l = new OrderTransaction();
if (buytrans == null && selltrans == null)
return l;
if (buytrans.Amount >= 0)
throw new ArgumentException("Buy trans amount >= 0");
if (selltrans.Amount <= 0)
throw new ArgumentException("Sell trans amount <= 0");
if (buytrans.Quantity <= 0)
throw new ArgumentException("Buy quantity <= 0");
if (selltrans.Quantity >= 0)
throw new ArgumentException("Sell quantity >= 0");
MatchedTrade trade = new MatchedTrade
{
Id = ++tradeId,
Symbol = buytrans.Symbol,
DescriptionOfProperty = string.Format("{0} {1}", buytrans.Quantity, buytrans.Symbol),
DateAcquired = buytrans.TradeDate,
DateSoldOrDisposed = selltrans.TradeDate,
AdjustmentAmount = 0,
ReportedToIrs = true,
ReportedToMe = true,
Brokerage = selltrans.Broker,
BuyOrderId = buytrans.OrderId,
SellOrderId = selltrans.OrderId
};
// Buy quantities are positive, sell quantities are negative
// Buy Amount is negative, sell Amount is positive.
// commission and fees are always negative
if (Math.Abs(buytrans.Quantity) == Math.Abs(selltrans.Quantity))
{
trade.Quantity = buytrans.Quantity;
trade.Proceeds = Math.Abs(selltrans.Net);
trade.CostOrBasis = Math.Abs(buytrans.Net);
//Long Term Short Term
TimeSpan diff = trade.DateSoldOrDisposed.Subtract(trade.DateAcquired);
if (diff.TotalDays > 365)
trade.LongTermGain = true;
//if (trade.DateSoldOrDisposed.Year == 2014)
TotalCommission += buytrans.Commission;
TotalCommission += selltrans.Commission;
LastTradeCommission = buytrans.Commission + selltrans.Commission;
TotalProfit += trade.GainOrLoss;
//if (Math.Abs(trade.GainOrLoss) > 1000)
// throw new Exception("Invalid gain or loss");
trade.CumulativeProfit = TotalProfit;
Trades.Add(trade);
}
return l;
}