public void updatePosition(int stgIndex, IAppExecution execution)
{
String[] stgNames = stgManager.getStgNames();
String side;
if (AppConstant.BUY_SIGNAL.Equals(execution.Side))
{
side = AppConstant.BUY_SIGNAL;
}
else
{
side = AppConstant.SELL_SIGNAL;
}
String stgName = stgNames[stgIndex];
AppPosition position = StoreStgPositions[stgName];
lock (position)
{
int beforeNetQ = position.NetQ;
if (AppConstant.BUY_SIGNAL.Equals(side))
{
position.AccBuyQ += execution.ExeShare;
position.AccBuyMoney += (execution.ExeShare * execution.AvgPrice);
position.NetQ = position.AccBuyQ - position.AccSellQ;
}
else
{
position.AccSellQ += execution.ExeShare;
position.AccSellMoney += (execution.ExeShare * execution.AvgPrice);
position.NetQ = position.AccBuyQ - position.AccSellQ;
}
if (beforeNetQ != 0 && position.NetQ == 0)
{
int closedPosition = Math.Min(position.AccBuyQ, position.AccSellQ);
double avgBuyPrice = position.AccBuyMoney / position.AccBuyQ;
double avgSellPrice = position.AccSellMoney / position.AccSellQ;
position.TotalPnL = avgSellPrice * closedPosition - avgBuyPrice * closedPosition;
}
}
}
public void test_updateAppOrderExecution()
{
IAppStrategyManager stgManager = getStgManager();
IAppOrderManager orderManager = new AppOrderManager(stgManager);
IAppOrder appOrder = createOrder_Sell3Contract();
orderManager.AppOrderStore.AddOrUpdate(appOrder.OrderId, appOrder, (key, oldValue) => oldValue);
ExecutionMessage exeMessage = getExeMessage_for_Sell3Contract();
orderManager.updateAppOrderExecution(exeMessage);
IAppOrder retAppOrder = orderManager.AppOrderStore[appOrder.OrderId];
IAppExecution appExe = retAppOrder.Executions[0];
Assert.AreEqual(1, retAppOrder.Executions.Count);
Assert.AreEqual(23000, appExe.AvgPrice);
Assert.AreEqual("1102", appExe.ExecId);
Assert.AreEqual(3, appExe.ExeShare);
Assert.AreEqual("2015-11-11 01:07:01", appExe.LastExecTime);
Assert.AreEqual(1001, appExe.OrderId);
Assert.AreEqual(AppConstant.SELL_SIGNAL, appExe.Side);
}
public void addExecution(IAppExecution execution)
{
Executions.Add(execution);
}
