/// <summary>
/// Синхронизация позиций по деньгам
/// </summary>
/// <param name="localAccountID">Локальный AccountID</param>
/// <param name="remoteAccountID">Удаленный AccountID</param>
private async Task SyncCash(ISyncPipeServer sps, int localAccountID, int remoteAccountID)
{
var remCash = await sps.GetCash(remoteAccountID);
if (remCash == null)
{
return;
}
if (remCash == null)
{
return;
}
var cash = _accountDA.GetCash(localAccountID);
if (cash == null)
{
_accountDA.CreateCash(localAccountID, remCash.Initial, remCash.Current,
remCash.Sell, remCash.Buy, remCash.SellComm, remCash.BuyComm);
}
else
{
bool isUpdate = false;
if (cash.Buy != remCash.Buy)
{
cash.Buy = remCash.Buy; isUpdate = true;
}
if (cash.BuyComm != remCash.BuyComm)
{
cash.BuyComm = remCash.BuyComm; isUpdate = true;
}
if (cash.Sell != remCash.Sell)
{
cash.Sell = remCash.Sell; isUpdate = true;
}
if (cash.SellComm != remCash.SellComm)
{
cash.SellComm = remCash.SellComm; isUpdate = true;
}
if (cash.Current != remCash.Current)
{
cash.Current = remCash.Current; isUpdate = true;
}
if (cash.Initial != remCash.Initial)
{
cash.Initial = remCash.Initial; isUpdate = true;
}
if (isUpdate)
{
_accountDA.UpdateCash(cash);
}
}
}
/// <summary>
/// Загрузить все данные по торговому счету
/// </summary>
/// <param name="accountID">Торговый счет</param>
public void LoadData(int accountID)
{
_account = _accountDA.GetAccountByID(accountID);
if (_account == null)
{
throw new ApplicationException("Счет не найден.");
}
_cash = _accountDA.GetCash(accountID);
if (_cash == null)
{
_cash = new Cash();
_cash.AccountID = accountID;
}
_holdings = _accountDA.GetHoldings(accountID).ToList();
_orders = _accountDA.GetOrders(accountID).ToList();
_stopOrders = _accountDA.GetStopOrders(accountID).ToList();
_trades = _accountDA.GetTrades(accountID).ToList();
}
public Task Generate(int accountID, Timeline timeline)
{
return(Task.Run(() =>
{
_cashRow.Clear();
_portfolioRow.Clear();
_equityRow.Clear();
_prices.Clear();
var trades = _accountDA.GetTrades(accountID).OrderBy(r => r.Time).ToList();
var account = _accountDA.GetAccountByID(accountID);
var cash = _accountDA.GetCash(accountID);
List <EqHold> eqHoldList = new List <EqHold>();
decimal cashSumma = cash.Initial;
decimal pfSumma = 0;
var bd1 = timeline.GetBarDate(0);
var bd2 = timeline.GetBarDate(timeline.Count - 1);
if (bd1 == null || bd2 == null)
{
return;
}
DateTime date1 = bd1.Value.Start.Date;
DateTime date2 = bd2.Value.NextStart.Date; // для таймфреймов day и week загрузим историю на один лишний день
int tradeIdx = 0;
for (int i = 0; i < timeline.Count; i++)
{
var barDates = timeline.GetBarDate(i);
if (barDates == null)
{
continue;
}
while (tradeIdx < trades.Count && trades[tradeIdx].Time < barDates.Value.NextStart)
{
var trade = trades[tradeIdx];
var instrum = _instrumBL.GetInstrumByID(trade.InsID); // из кеша
var tradeSumma = trade.Price * trade.LotCount * instrum.LotSize;
var hold = eqHoldList.FirstOrDefault(r => r.InsID == instrum.InsID);
if (trade.BuySell == BuySell.Buy)
{
cashSumma -= tradeSumma;
if (hold != null)
{
hold.LotCount += trade.LotCount;
}
else
{
eqHoldList.Add(new EqHold()
{
InsID = instrum.InsID, LotSize = instrum.LotSize, LotCount = trade.LotCount
});
}
}
else
{
cashSumma += tradeSumma;
if (hold != null)
{
hold.LotCount -= trade.LotCount;
if (hold.LotCount == 0)
{
eqHoldList.Remove(hold);
}
}
else
{
eqHoldList.Add(new EqHold()
{
InsID = instrum.InsID, LotSize = instrum.LotSize, LotCount = -trade.LotCount
});
}
}
tradeIdx++;
}
// вычисляем сумму портфеля на конец бара
pfSumma = 0;
foreach (var hold in eqHoldList)
{
if (!_prices.ContainsKey(hold.InsID))
{
BarRow barRow = new BarRow(timeline.Timeframe, hold.InsID);
_insStoreBL.LoadHistoryAsync(barRow, hold.InsID, date1, date2).Wait();
_prices.Add(hold.InsID, barRow);
}
var bars = _prices[hold.InsID];
var bar = bars.Bars.FirstOrDefault(r => r.Time == barDates.Value.Start);
if (bar != null)
{
pfSumma += bar.Close * hold.LotCount * hold.LotSize;
}
}
_cashRow.Add(cashSumma);
_portfolioRow.Add(pfSumma);
_equityRow.Add(cashSumma + pfSumma);
}
}));
}
/// <summary>
/// Получить запись "Позиции по деньгам"
/// </summary>
/// <param name="accountID">ID счета</param>
/// <returns>Позиция по деньгам</returns>
public CommonData.Cash GetCash(int accountID)
{
return(_accountDA.GetCash(accountID));
}