public TradeManager(IUnitWork unit) : base(unit)
{
aBll = new AccountBLL(_unit);
toBll = new TradeOrderBLL(_unit);
abBll = new AccountBalanceBLL(_unit);
trBll = new TransactionBLL(_unit);
tpBll = new TradePositionBLL(_unit);
tsBll = new TradeSetBLL(_unit);
}
public AccountBalance ApplyEntryTransaction(Transaction tr, TradeOrder order, TradePosition tp)
{
AccountBalance ab = null;
TradeOrderBLL toBll = new TradeOrderBLL(_unit);
ab = this.GetAccountBalanceByAccount(order.AccountId);
if (ab != null)
{
ab.FeeSum += tr.Fee;
ab.TradingDate = tr.TradingDate;
ab.UpdateDT = DateTime.Now;
}
this.Update(ab);
return(ab);
}
public AccountSummary GetAccountSummary(int accountId)
{
AccountBLL aBLL = new AccountBLL(_unit);
AccountBalanceBLL abBll = new AccountBalanceBLL(_unit);
TradeOrderBLL orderBLL = new TradeOrderBLL(_unit);
TradePositionBLL positionBLL = new TradePositionBLL(_unit);
AccountSummary aSummary = new AccountSummary();
aSummary.Account = aBLL.GetByID(accountId);
aSummary.Balance = abBll.GetAccountBalanceByAccount(accountId);
aSummary.OpenOrders = orderBLL.GetListByAccountStatus(accountId, "open");
aSummary.CurrentPositions = positionBLL.GetOutstandingPositions(accountId);
aSummary.Balance.Margin = aSummary.PositionMarginSum;
aSummary.Balance.Reserve = aSummary.OrderReserveSum;
aSummary.Balance.PositionValue = aSummary.PositionValueSum;
return(aSummary);
}
public AccountBalance NewOrder(TradeOrder order)
{
AccountBalance ab = null;
TradeOrderBLL toBll = new TradeOrderBLL(_unit);
ab = this.GetAccountBalanceByAccount(order.AccountId);
if (ab != null)
{
//ab.Reserve = ab.Reserve + order.Reserve;
ab.AvailableFund = ab.AvailableFund - order.Reserve;
ab.TradingDate = order.TradingOrderDate;
ab.UpdateDT = DateTime.Now;
}
base.Update(ab);
new AccountBalanceJourneyBLL(_unit).AddJourneyOrder(ab, "O." + order.Direction, order);
return(ab);
}
public AccountBalance ApplyExitTransaction(Transaction tr, TradeOrder order, TradePosition tp)
{
AccountBalance ab = null;
TradeOrderBLL toBll = new TradeOrderBLL(_unit);
ab = this.GetAccountBalanceByAccount(order.AccountId);
if (ab != null)
{
ab.AvailableFund += tp.Margin - tr.Fee;
ab.FeeSum += tr.Fee;
ab.TradingDate = tr.TradingDate;
ab.UpdateDT = DateTime.Now;
}
this.Update(ab);
new AccountBalanceJourneyBLL(_unit).AddJourneyTransaction(ab, "T." + tr.Direction, tr);
return(ab);
}
/// <summary>
/// Creates the trade position.
/// </summary>
/// <param name="order">The order.</param>
/// <param name="ts">The ts.</param>
/// <returns>is position closed </returns>
public TradePosition CreateTradePosition(Transaction trans, TradeOrder order, TradeSet ts, Entity.Indicator ind, out bool isReverse)
{
TradePosition tp = null;
TradeOrderBLL toBll = new TradeOrderBLL(_unit);
//TradeOrder order = toBll.GetByID(trans.TradeOrderId);
isReverse = false;
tp = _unit.DataContext.TradePosition.Where(p => p.AccountId == order.AccountId && p.ShareId == order.ShareId).SingleOrDefault();
if (tp == null)
{
tp = new TradePosition
{
ShareId = order.ShareId,
AccountId = order.AccountId,
Size = trans.Size * order.Flag,
EntryPrice = (trans.Size * trans.Price + trans.Fee * trans.Flag) / trans.Size,
UpdateDT = DateTime.Now,
CurrentPrice = ind.Close.Value,
CurrentTradingDate = ind.TradingDate,
};
this.Create(tp);
}
else
{
// update the position size
if (toBll.IsReverse(order, tp))
{
isReverse = true;
tp.Size += order.Size * order.Flag;
if (tp.Size != 0)
{
tp.EntryPrice = tp.EntryCost / Math.Abs(tp.Size);
}
tp.UpdateDT = DateTime.Now;
tp.CurrentPrice = ind.Close.Value;
tp.CurrentTradingDate = ind.TradingDate;
this.Update(tp);
}
else
{
tp.Size += order.Size * order.Flag;
if (tp.Size != 0)
{
tp.EntryPrice = tp.EntryCost / Math.Abs(tp.Size);
}
tp.UpdateDT = DateTime.Now;
tp.CurrentPrice = ind.Close.Value;
tp.CurrentTradingDate = ind.TradingDate;
this.Update(tp);
}
}
return(tp);
}