public OpenPosition GetOpenPositionForSymbol(string symbol)
{
log.Updatelog(string.Format("Execute get open position for {0}", symbol));
var xdoc = feed.GetOpenPositionForSymbol(symbol);
var oPositions = xdoc.Descendants("Position")
.Select(x => new OpenPosition
{
Symbol = x.Attribute("Symbol").Value,
Market = "Others", //x.Attribute("Market").Value,
Volume = Int32.Parse(x.Attribute("Volume").Value),
Side = x.Attribute("Side").Value,
})
.ToList();
var o = oPositions.FirstOrDefault(x => x.Symbol == symbol);
if (o == null)
{
var emptyPostion =
new OpenPosition
{
Symbol = symbol, Volume = 0, Side = "None", Market = "None"
};
return(emptyPostion);
}
return(o);
}
public List <OpenPosition> GetAllOpenPosition()
{
//log.Updatelog("Execute get all position");
var xdoc = feed.GetAllOpenPosition();
var oPositions = new List <OpenPosition>();
foreach (var item in xdoc.Descendants("Position"))
{
if (item != null)
{
var newop = new OpenPosition
{
Symbol = item.Attribute("Symbol").Value,
Market = "Others", //item.Attribute("Market").Value,
Volume = Int32.Parse(item.Attribute("Volume").Value),
Side = item.Attribute("Side").Value,
};
oPositions.Add(newop);
}
}
//.Select(x => new OpenPosition
//{
// Symbol = x.Attribute("Symbol")==null? .Value,
// Market = x.Attribute("Market").Value,
// Volume = Int32.Parse(x.Attribute("Volume").Value),
// Side = x.Attribute("Side").Value,
//})
//.ToList();
return(oPositions);
}
private int GetRemainingShareForExit(OpenPosition openPos, int shareSize, int initial)
{
var partialOut = (initial - Math.Abs(openPos.Volume));
var result = shareSize - partialOut;
return(result);
}
// Basic: Set Action (Entry or Exit)
public IFSymbol SetFActionType(FActionType t)
{
FActionType = t;
if (t == FActionType.Exit)
{
initopenPos = api.GetOpenPositionForSymbol(Symbol);
}
return(this);
}
public int GetRemainingShareFromOpenPos(OpenPosition openPos, int shareSize)
{
var inPositionShare = openPos == null ? 0 : Math.Abs(openPos.Volume);
return(RemainingShare(inPositionShare, shareSize));
}
private int GetRemainingShareFromOpenPos(OpenPosition curOpenPos)
{
var inPositionShare = curOpenPos == null ? 0 : Math.Abs(curOpenPos.Volume);
return(RemainingShare(inPositionShare, ShareSize));
}
private int GetRemainingShareForExit(OpenPosition curOpenPos)
{
return(ShareSize - (InitialCurrentPostionShare - Math.Abs(curOpenPos.Volume)));
}
