static bool TryProcessAsTradeRecord(TradeEntry entry, ICollection <TradeRecord> records)
{
var record = entry.Tag as TradeRecord;
if (record == null)
{
return(false);
}
record.Profit = entry.Profit;
record.Margin = entry.Margin;
records.Add(record);
return(true);
}
static bool TryProcessAsPosition(TradeEntry entry, ICollection <Position> positions)
{
var position = entry.Tag as Position;
if (position == null)
{
return(false);
}
if (entry.Profit.HasValue)
{
position.Profit = position.Profit.GetValueOrDefault() + entry.Profit;
}
position.Margin = entry.Margin;
// some magic; see Calculate method of state calcualtor
if (entry.Side == TradeRecordSide.Buy)
{
positions.Add(position);
}
return(true);
}
void PrepareCalculator(AccountInfo accountUpdate, IEnumerable <CurrencyInfo> currencyUpdate, IEnumerable <SymbolInfo> symbolsUpdate, IDictionary <string, Quote> quotesUpdate)
{
if (accountUpdate != null)
{
this.account.Balance = accountUpdate.Balance;
this.account.Currency = accountUpdate.Currency;
this.account.Type = accountUpdate.Type;
if (this.account.Type != AccountType.Cash)
{
this.account.Leverage = accountUpdate.Leverage;
var provider = new SymbolInfoFeaturesProvider();
var features = provider.GetInfo(new FixProtocolVersion(this.feed.UsedProtocolVersion));
if (features.IsCurrencyPrecisionSupported && this.feed.Cache.Currencies.Select(o => o.Name).Contains(account.Currency))
{
var precisionProvider = new CurrencyPrecisionProvider(this.feed.Cache.Currencies);
this.account.RoundingService = new AccountRoundingService(FinancialRounding.Instance, precisionProvider, account.Currency);
}
}
}
if (this.account.Type != AccountType.Cash)
{
this.account.Balance = this.trade.Cache.AccountInfo.Balance;
}
if (currencyUpdate != null)
{
var currencies = currencyUpdate.OrderBy(o => o.SortOrder).Select(c => new CurrencyEntry(this.calculator, c.Name, c.Precision, c.SortOrder));
this.calculator.Currencies.Clear();
foreach (var currency in currencies)
{
this.calculator.Currencies.Add(currency);
}
}
if (symbolsUpdate != null)
{
this.calculator.Symbols.Clear();
var provider = new SymbolInfoFeaturesProvider();
var features = provider.GetInfo(new FixProtocolVersion(this.feed.UsedProtocolVersion));
foreach (var symbol in symbolsUpdate.OrderByDescending(o => o.Name))
{
var entry = new SymbolEntry(this.calculator, symbol.Name, symbol.SettlementCurrency, symbol.Currency)
{
MarginFactor = symbol.GetMarginFactor(),
MarginFactorOfPositions = 1,
MarginFactorOfLimitOrders = 1,
MarginFactorOfStopOrders = 1,
Hedging = symbol.MarginHedge,
MarginCalcMode = symbol.MarginCalcMode,
StopOrderMarginReduction = symbol.StopOrderMarginReduction,
HiddenLimitOrderMarginReduction = symbol.HiddenLimitOrderMarginReduction
};
if (features.IsGroupSortOrderSupported)
{
entry.GroupSortOrder = symbol.GroupSortOrder;
}
if (features.IsSortOrderSupported)
{
entry.SortOrder = symbol.SortOrder;
}
this.calculator.Symbols.Add(entry);
}
if (features.IsCurrencyPrecisionSupported && this.feed.Cache.Currencies.Select(o => o.Name).Contains(account.Currency))
{
var precisionProvider = new CurrencyPrecisionProvider(this.feed.Cache.Currencies);
this.account.RoundingService = new AccountRoundingService(FinancialRounding.Instance, precisionProvider, account.Currency);
}
}
foreach (var quote in quotesUpdate.Values)
{
this.calculator.Prices.Update(quote.Symbol, quote.Bid, quote.Ask);
this.calculatorQuotes[quote.Symbol] = quote;
}
this.account.Trades.Clear();
var records = this.trade.Cache.TradeRecords;
foreach (var record in records)
{
var entry = new TradeEntry(this.account, record.Type, record.Side, record.Symbol, record.Volume, record.MaxVisibleVolume, record.Price, record.StopPrice)
{
Tag = record,
Commission = record.Commission,
AgentCommission = record.AgentCommission,
Swap = record.Swap,
};
this.account.Trades.Add(entry);
}
var positions = this.trade.Cache.Positions;
foreach (var position in positions)
{
var buy = new TradeEntry(this.account, TradeRecordType.Position, TradeRecordSide.Buy, position.Symbol, position.BuyAmount, null, position.BuyPrice.Value, null)
{
Tag = position,
Commission = position.Commission,
AgentCommission = position.AgentCommission,
Swap = position.Swap
};
var sell = new TradeEntry(this.account, TradeRecordType.Position, TradeRecordSide.Sell, position.Symbol, position.SellAmount, null, position.SellPrice.Value, null)
{
Tag = position
};
// some magic; see TryProcessAsPosition of StateInfo class
this.account.Trades.Add(buy);
this.account.Trades.Add(sell);
}
}