public List <OpenOrder> GetOpenOrders(CurrencyPair CurPair)
{
FXMarket fxmkt = FXMH.GetArtificialFXMarket(DateTime.UtcNow);
Dictionary <string, PnLElement> pnlInfo = APnL.ToTable(FXMH, DateTime.UtcNow);
return(DataProvider.GetOpenOrders(fxmkt, pnlInfo, CurPair));
}
public void UpdateHistory(Currency ccyChek, FXMarketHistory fxmh)
{
if (!TxLoaded)
{
throw new Exception("Load Transactions First!");
}
if (ccyChek != CcyRefLoaded)
{
throw new Exception("Load Transactions First with correct Fiat!");
}
if (fxmh.Freq != FreqLoaded)
{
FreqLoaded = fxmh.Freq;
this.PublishInfo($"Recalculating Chart Data {CcyRefLoaded} - {FreqLoaded} ...");
foreach (DateTime date in fxmh.GetAllDates())
{
if (date >= StartDate)
{
FXMarket fx = fxmh.GetArtificialFXMarket(date);
if (!History.Keys.Contains(date))
{
AddAllocationToHistory(GetClosestAllocation(date), fx);
}
History[date].CalculateTotal(fx, CcyRefLoaded);
}
}
}
}
public void FXMktHist_GetArtificialFXMarket()
{
FXMarketHistory fxMH = MarketTestTools.CreateMktHistory();
FXMarket fxArt = fxMH.GetArtificialFXMarket(MarketTestTools.dateArt, new CurrencyPair(Currency.EUR, Currency.USD));
XChangeRate xr = fxArt.GetQuote(Currency.EUR, Currency.USD, true);
Assert.AreEqual(MarketTestTools.EurUsdArtRate.Rate, xr.Rate, Math.Pow(10, -6));
}
public void FXMktHist_GetAllDates()
{
FXMarketHistory fxmh = MarketTestTools.CreateMktHistory();
FXMarket artMkt = fxmh.GetArtificialFXMarket(MarketTestTools.dateArt);
TestTools <DateTime> .ListComparisonTest(fxmh.GetAllDates().ToList(),
new List <DateTime> {
MarketTestTools.date1, MarketTestTools.dateArt, MarketTestTools.date2
});
}
private void AddTransaction(Transaction tx, DateTime nextTxDate, FXMarketHistory fxmh)
{
Allocation alloc = GetClosestAllocation(tx.Date, true);
FXMarket FX = fxmh.GetArtificialFXMarket(tx.Date);
alloc = alloc.AddTransaction(tx, FX);
alloc.CalculateTotal(FX);
if (History.ContainsKey(tx.Date))
{
tx.Date = tx.Date.AddSeconds(1);
}
History.Add(tx.Date, alloc);
// update the same allocation for the following days
List <DateTime> datesList = fxmh.ArtificialFXMarkets
.Keys
.Where(x => x > tx.Date && x < nextTxDate)
.Select(x => x).ToList();
foreach (DateTime date in datesList)
{
AddAllocationToHistory(alloc, fxmh.GetArtificialFXMarket(tx.Date));
}
}