예제 #1
0
        public static void Close(this SystemState systemState, int positionIndex, DateTime ts, float price, ISlippage slippage, ICommission commission)
        {
            float closePrice = systemState.CalculateSlippageClose(slippage, ts, positionIndex, price);

            systemState.Close(positionIndex, ts, closePrice, systemState.CalculateCommission(commission, positionIndex, closePrice));
        }
예제 #2
0
 public static float CalculateSlippageClose(this SystemState systemState, ISlippage slippage, DateTime ts, int positionIndex, float price)
 {
     return(systemState.CalculateSlippageClose(slippage, systemState.PositionsActive[positionIndex].Stock.Type, ts, systemState.PositionsActive[positionIndex].Direction, price));
 }