public override void Add(StockOrder stockOrder)
{
if (stockOrder.State != StockOrder.OrderStatus.Executed)
{
throw new System.Exception("Cannot add a not executed order to a position");
}
if (stockOrder.IsShortOrder ^ this.IsShortPosition)
{
throw new System.Exception("Cannot add a short order to a long position");
}
if (stockOrder.IsBuyOrder())
{
this.UnitCost = (this.UnitCost * this.Number + stockOrder.UnitCost * stockOrder.Number) / (float)(this.Number + stockOrder.Number);
this.Number += stockOrder.Number;
}
else
{
if (this.Number > stockOrder.Number)
{
this.Number -= stockOrder.Number;
}
else
{
if (this.Number == stockOrder.Number)
{
this.Number = 0;
this.Status = PositionStatus.Closed;
}
else
{
throw new System.Exception("Cannot sell more stock than owned");
}
}
}
}
/// <summary>
/// Return a new order matching new position. THis method should be rewritten using StockPositions.
/// </summary>
/// <param name="stockOrder"></param>
/// <returns></returns>
public StockOrder Add(StockOrder stockOrder)
{
// #### Need to be reviewed due to the Buy at market OPEN or CLOSE difference.
if (this.StockName == stockOrder.StockName)
{
int newNumber = 0;
float newValue = 0;
if (this.IsBuyOrder())
{
if (stockOrder.IsBuyOrder())
{
// Add new order to current position
newNumber = this.Number + stockOrder.Number;
newValue = (this.Value * this.Number + stockOrder.Value * stockOrder.Number) / (float)newNumber;
return CreateExecutedOrder(this.StockName, this.Type, false, this.CreationDate, stockOrder.ExecutionDate, newNumber, newValue, this.Fee + stockOrder.Fee);
}
else // Sell order
{
newNumber = this.Number - stockOrder.Number;
//if (newNumber == 0)
//{
// // Everything is sold.
// return null;
//}
//else
//{
// Keep same value as initial order when selling it partially.
newValue = this.Value;
return CreateExecutedOrder(this.StockName, this.Type, false, this.CreationDate, stockOrder.ExecutionDate, newNumber, newValue, this.Fee + stockOrder.Fee);
//}
}
}
else // Sell order
{
if (stockOrder.IsBuyOrder())
{
newNumber = stockOrder.Number - this.Number;
if (newNumber == 0)
{
return null;
}
else
{
// Keep same value as initial order when covering it partially.
newValue = (stockOrder.Value * stockOrder.Number - this.Value * this.Number) / (float)newNumber;
return CreateExecutedOrder(this.StockName, this.Type, false, this.CreationDate, stockOrder.ExecutionDate, newNumber, newValue, this.Fee + stockOrder.Fee);
}
}
else // Sell order
{
// TODO test
newNumber = this.Number + stockOrder.Number;
newValue = (this.Value * this.Number + stockOrder.Value * stockOrder.Number) / (float)newNumber;
return CreateExecutedOrder(this.StockName, this.Type, false, this.CreationDate, stockOrder.ExecutionDate, newNumber, newValue, this.Fee + stockOrder.Fee);
}
}
}
else
{
throw new System.ArithmeticException("Cannot add orders for different stock name");
}
}
public static StockOrder CreateFromStockBrokers(string line, ref string errorMsg)
{
StockOrder stockOrder = new StockOrder();
try
{
string[] fields = line.Split('|');
// Find order date
stockOrder.ExecutionDate = DateTime.Parse(fields[0]);
stockOrder.CreationDate = DateTime.Parse(fields[0]);
// Find order type
if (fields[1] == "Buy")
{
stockOrder.Type = StockOrder.OrderType.BuyAtLimit;
}
else if (fields[1] == "Sell")
{
stockOrder.Type = StockOrder.OrderType.SellAtLimit;
}
else
{
errorMsg = "Invalid order type: " + fields[1];
return null;
}
// Find Stock Name
stockOrder.StockName = fields[2];
// Find number of stocks
stockOrder.Number = int.Parse(fields[4]);
// Find stock unit value
stockOrder.Value = float.Parse(fields[5], StockAnalyzerApp.Global.EnglishCulture) / 100.0f;
// Find Total order value and fee
float totalOrderValue = 0.0f;
if (stockOrder.IsBuyOrder())
{
totalOrderValue = float.Parse(fields[6], StockAnalyzerApp.Global.EnglishCulture);
stockOrder.Fee = totalOrderValue - stockOrder.Number * stockOrder.Value;
}
else
{
totalOrderValue = float.Parse(fields[7], StockAnalyzerApp.Global.EnglishCulture);
stockOrder.Fee = stockOrder.Number * stockOrder.Value - totalOrderValue;
}
}
catch (System.Exception e)
{
errorMsg = e.Message;
stockOrder = null;
}
return stockOrder;
}
