public Position_KtbSkel GetPosition()
{
if (IsDone())
{
String futureCode = this.TargetPosition.FutureCode;
double futureAvgPrice = GetAvgFuturePrice();
long tmpFutureCount = GetFutureMaxPossibleCount();
LongShortCount tmpFutureLsc = new LongShortCount(this.TargetPosition.SignedFutureCount);
LongShortCount futureLsc =
new LongShortCount(tmpFutureLsc.LongShort, Convert.ToUInt64(tmpFutureCount));
long signedFutureCount = futureLsc.GetSignedCount();
String spotCode = this.TargetPosition.SpotCode;
double spotAvgPrice = this.TargetPosition.SpotAvgPriceTimeAdjust;
LongShortCount tmpSpotLsc = new LongShortCount(this.TargetPosition.SignedSpotCount);
LongShortCount spotLsc =
new LongShortCount(tmpSpotLsc.LongShort, Convert.ToUInt64(this.UnsignedSpotContractedCount));
long signedSpotCount = spotLsc.GetSignedCount();
DateTime tradingDate = CoreLib.DateUtil.GetTodayDateTime(0, 0, 0);
Position_KtbSkel position = new Position_KtbSkel(
spotCode, signedSpotCount, spotAvgPrice,
futureCode, signedFutureCount, futureAvgPrice,
tradingDate, 0);
return position;
}
else
{
String ex = "Invalid";
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
return null;
}
// 신규 주문을 낼 때
public LongShortCount GetRemainLongShortCount()
{
// 타겟 수량 - 체결된 수량
LongShortCount lsc = new LongShortCount(this.LongShort, Convert.ToUInt64(this.UnsignedTargetCount));
long targetSignedCount = lsc.GetSignedCount();
long totalSignedContractedCount = GetTotalSignedContractedCount();
long signedRemainCount = targetSignedCount - totalSignedContractedCount;
LongShortCount remainLongShortCount = new LongShortCount(signedRemainCount);
if (remainLongShortCount.LongShort != this.LongShort)
{
// 이렇게 될리가 없다.
String ex = "Invalid";
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
return remainLongShortCount;
}
public void SetTarget(LongShortCount lsc)
{
this.CurSignedTargetCount = lsc.GetSignedCount();
if (this.InitSignedGoalCount * this.CurSignedTargetCount < 0)
{
// 부호가 반대이다.
logger.Error(
"Target count twisted(sign is different) {0:n0}, {1:n0}",
this.CurSignedTargetCount,
this.InitSignedGoalCount);
Util.KillWithNotice("Target count twisted(sign is different)");
Trace.Assert(false);
}
if (Math.Abs(this.InitSignedGoalCount) < Math.Abs(this.CurSignedTargetCount))
{
logger.Error(
"Target count twisted(goal count) {0:n0}, {1:n0}",
this.CurSignedTargetCount,
this.InitSignedGoalCount);
Util.KillWithNotice("Target count twisted(goal count)");
Trace.Assert(false);
}
}
public void SetTarget(LongShortCount lsc)
{
this.CurSignedTargetCount = lsc.GetSignedCount();
if (this.CurSignedTargetCount < 0)
{
Trace.Assert(false);
}
}