private void CalculateMarginResultForNormal(Account account, DateTime tradeDay, Dictionary <Guid, MarginResult> marginResultDict, InstrumentManager instrumentManager)
{
var settingAccount = Settings.Setting.Default.GetAccount(account.Id, tradeDay);
foreach (var eachMarginData in this.CalculateMarginData(account, tradeDay, instrumentManager))
{
MarginResult result = this.GetMarginResult(account.Id, eachMarginData.CurrencyId, marginResultDict);
var settingInstrument = Settings.Setting.Default.GetInstrument(eachMarginData.InstrumentId, tradeDay);
var tradePolicyDetail = Settings.Setting.Default.GetTradePolicyDetail(eachMarginData.InstrumentId, settingAccount.TradePolicyId, tradeDay);
if (settingInstrument.MarginFormula == MarginFormula.CSiPrice || settingInstrument.MarginFormula == MarginFormula.CSxPrice ||
settingInstrument.MarginFormula == MarginFormula.CSiMarketPrice || settingInstrument.MarginFormula == MarginFormula.CSxMarketPrice)
{
decimal netAverageMargin = eachMarginData.BuyLot < eachMarginData.SellLot ? eachMarginData.AverageSell * (eachMarginData.SellLot - eachMarginData.BuyLot) :
eachMarginData.AverageBuy * (eachMarginData.BuyLot - eachMarginData.SellLot);
result.Margin += netAverageMargin * eachMarginData.Margin + eachMarginData.AverageSell * eachMarginData.LockedLot * eachMarginData.MarginLocked
+ eachMarginData.AverageBuy * eachMarginData.LockedLot * eachMarginData.MarginLocked;
}
else if (settingInstrument.MarginFormula == MarginFormula.FixedAmount && tradePolicyDetail.VolumeNecessary != null)
{
decimal lockedMargin = Math.Min(eachMarginData.MarginBuy, eachMarginData.MarginSell) * eachMarginData.MarginLocked;
decimal netLot = Math.Abs(eachMarginData.BuyLotBalance - eachMarginData.SellLotBalance);
decimal marginNecessary = Calculator.MarginCalculator.CalculateNecessaryMargin(Settings.Setting.Default, tradePolicyDetail.VolumeNecessaryId.Value, netLot, tradePolicyDetail.MarginO, true);
result.Margin += lockedMargin + marginNecessary * settingAccount.RateMarginO;
}
else
{
result.Margin += eachMarginData.Margin * Math.Abs(eachMarginData.MarginBuy - eachMarginData.MarginSell) + Math.Min(eachMarginData.MarginBuy, eachMarginData.MarginSell) * eachMarginData.MarginLocked;
}
}
}
private MarginResult GetMarginResult(Guid accountId, Guid currencyId, Dictionary <Guid, MarginResult> marginResultDict)
{
MarginResult result;
if (!marginResultDict.TryGetValue(currencyId, out result))
{
result = new MarginResult {
CurrencyId = currencyId
};
marginResultDict.Add(currencyId, result);
}
return(result);
}
private void CalculateMarginResultForInstrumentLotInfoCommon(Dictionary <Guid, MarginResult> marginResultDict, Account account, DateTime tradeDay, MarginFormula marginFormula, Func <Settings.TradePolicyDetail, Settings.CurrencyRate, Settings.Currency, InstrumentLotInfo, decimal> marginFunc, InstrumentManager instrumentManager)
{
var settingAccount = Settings.Setting.Default.GetAccount(account.Id, tradeDay);
foreach (var eachItem in this.GetInstrumentLotInfo(account, tradeDay, marginFormula, instrumentManager))
{
var settingInstrument = Settings.Setting.Default.GetInstrument(eachItem.InstrumentId, tradeDay);
Guid currencyId = settingAccount.IsMultiCurrency ? settingInstrument.CurrencyId : settingAccount.CurrencyId;
var tradePolicyDetail = Settings.Setting.Default.GetTradePolicyDetail(eachItem.InstrumentId, settingAccount.TradePolicyId, tradeDay);
var currencyRate = Settings.Setting.Default.GetCurrencyRate(settingInstrument.CurrencyId, currencyId, tradeDay);
MarginResult marginResult = this.GetMarginResult(account.Id, currencyId, marginResultDict);
var accountCurrency = Settings.Setting.Default.GetCurrency(settingAccount.CurrencyId, tradeDay);
marginResult.Margin += marginFunc(tradePolicyDetail, currencyRate, accountCurrency, eachItem);
}
}