private void CalculateCommonForPhysicalOrder(PhysicalOrder order, TradeDayCommonResult result)
{
if (order.Instalment != null && order.Instalment.Period > 1)
{
decimal interestRate, remainsAmount;
result.InstalmentInterest = PhysicalReset.InstalmentCalculator.CalculateInstalmentInterest(_info, order, out interestRate, out remainsAmount);
}
}
private OrderResetResult CreateResetResult(Order order, Dictionary <Guid, TradeDayCommonResult> commonDict, Dictionary <Guid, OpenOrderPLOfCurrentDay> openOrderPLOfCurrentDayDict, Dictionary <Guid, InterestStorage> notValuedPLDict, Dictionary <Guid, InterestStorage> valuedPLDict)
{
OrderResetResult resetResult = new OrderResetResult();
TradeDayCommonResult commonResult = null;
if (commonDict != null)
{
commonDict.TryGetValue(order.Id, out commonResult);
}
OpenOrderPLOfCurrentDay openOrderPLOfCurrentDay = null;
if (openOrderPLOfCurrentDayDict != null)
{
openOrderPLOfCurrentDayDict.TryGetValue(order.Id, out openOrderPLOfCurrentDay);
}
InterestStorage interestStoragePLNotValued = InterestStorage.Empty;
if (notValuedPLDict != null)
{
notValuedPLDict.TryGetValue(order.Id, out interestStoragePLNotValued);
}
InterestStorage interestStoragePLValued = InterestStorage.Empty;
if (valuedPLDict != null)
{
valuedPLDict.TryGetValue(order.Id, out interestStoragePLValued);
}
resetResult.TradeDay = _info.TradeDay;
resetResult.OrderId = order.Id;
resetResult.LotBalance = order.LotBalance;
resetResult.CurrencyId = _info.RateSetting.CurrencyId;
Price livePrice = order.IsBuy ? _info.Settings.SellPrice : _info.Settings.BuyPrice;
resetResult.Margin = Calculator.MarginCalculator.CalculateMargin((int)_info.Instrument.MarginFormula, order.LotBalance, order.Owner.ContractSize(_info.TradeDay), order.ExecutePrice, livePrice, _info.RateSetting.RateIn, _info.RateSetting.RateOut, _info.RateSetting.RoundDecimals.Common, _info.RateSetting.RoundDecimals.Instrument);
resetResult.PerLot = commonResult == null ? InterestStorage.Empty : new InterestStorage(commonResult.InterestPerLot, commonResult.StoragePerLot);
resetResult.FloatPL = commonResult == null ? InterestStorage.Empty : new InterestStorage(_exchanger.ExchangeByCommonWithInstrumentSourceDecimals(order.LotBalance * commonResult.InterestPerLot), _exchanger.ExchangeByCommonWithInstrumentSourceDecimals(order.LotBalance * commonResult.StoragePerLot));
resetResult.DayNotValuedPL = openOrderPLOfCurrentDay == null ? InterestStorage.Empty : new InterestStorage(openOrderPLOfCurrentDay.DayNotValued);
resetResult.NotValuedPL = interestStoragePLNotValued + (openOrderPLOfCurrentDay == null ? InterestStorage.Empty : openOrderPLOfCurrentDay.NotValued);
resetResult.ValuedPL = interestStoragePLValued + (openOrderPLOfCurrentDay == null ? InterestStorage.Empty : openOrderPLOfCurrentDay.Valued);
if (_info.Instrument.Category == InstrumentCategory.Physical)
{
Physical.PhysicalOrder physicalOrder = (Physical.PhysicalOrder)order;
resetResult.PhysicalPaidAmount = physicalOrder.PaidAmount;
resetResult.PaidPledgeBalance = physicalOrder.PaidPledgeBalance;
resetResult.PhysicalOriginValueBalance = physicalOrder.PhysicalOriginValueBalance;
resetResult.InstalmentInterest = commonResult == null ? 0m : commonResult.InstalmentInterest;
}
return(resetResult);
}
private TradeDayCommonResult CalculateCommonForOrder(Order order, DateTime tradeDay)
{
TradeDayCommonResult result = new TradeDayCommonResult();
OrderDayHistory orderDayHistory = ResetManager.Default.GetOrderDayHistory(order.Id, tradeDay.AddDays(-1));
result.StoragePerLot = InterestAndStorageCalculater.CalculateStoragePerLot(order, orderDayHistory == null ? 0m : orderDayHistory.StoragePerLot, _info);
result.InterestPerLot = InterestAndStorageCalculater.CalculateInterestPerLot(order, orderDayHistory == null ? 0m : orderDayHistory.InterestPerLot, _info);
result.InterestYearDays = _info.Instrument.InterestYearDays;
result.InterestValueDate = order.InterestValueDate;
if (order.IsPhysical)
{
this.CalculateCommonForPhysicalOrder((PhysicalOrder)order, result);
}
return(result);
}
private Dictionary <Guid, TradeDayCommonResult> CalculateCommon()
{
Dictionary <Guid, TradeDayCommonResult> result = new Dictionary <Guid, TradeDayCommonResult>();
foreach (var eachOrder in _info.OpenOrders)
{
#if TEST
Debug.Assert(eachOrder.Id != Guid.Parse("853603af-e6b3-4d39-b0e7-aadfc4c6b894"));
#endif
if (!eachOrder.ShouldCalculate(_info.AffectedOrders))
{
continue;
}
TradeDayCommonResult commonResult = this.CalculateCommonForOrder(eachOrder, _info.TradeDay);
if (!_info.Settings.IsUseSettlementPriceForInterest && commonResult.InterestPerLot == 0m && commonResult.StoragePerLot == 0m && commonResult.InstalmentInterest == 0m)
{
continue;
}
Debug.Assert(!result.ContainsKey(eachOrder.Id));
result.Add(eachOrder.Id, commonResult);
}
return(result);
}
