//Only Update the fields that should take effect in the past
internal override void Update(IDBRow instrumentRow)
{
base.Update(instrumentRow);
this._category = (InstrumentCategory)instrumentRow.GetColumn <int>("Category");
this._numeratorUnit = instrumentRow.GetColumn <int>("NumeratorUnit");
this._denominator = instrumentRow.GetColumn <int>("Denominator");
this._isNormal = instrumentRow.GetColumn <bool>("IsNormal");
this.DayOpenTime = (instrumentRow["DayOpenTime"] == DBNull.Value) ? default(DateTime) : (DateTime)instrumentRow["DayOpenTime"];
this.DayCloseTime = (instrumentRow["DayCloseTime"] == DBNull.Value) ? default(DateTime) : (DateTime)instrumentRow["DayCloseTime"];
if (instrumentRow.Contains("EndTime"))
{
_endTime = (instrumentRow["EndTime"] == DBNull.Value) ? default(DateTime) : (DateTime)instrumentRow["EndTime"];
}
this.ValueDate = (instrumentRow["ValueDate"] == DBNull.Value) ? default(DateTime) : (DateTime)instrumentRow["ValueDate"];
this.NextDayOpenTime = (instrumentRow["NextDayOpenTime"] == DBNull.Value) ? default(DateTime) : (DateTime)instrumentRow["NextDayOpenTime"];
this._commissionFormula = (FeeFormula)instrumentRow.GetColumn <byte>("CommissionFormula");
this._levyFormula = (FeeFormula)instrumentRow.GetColumn <byte>("LevyFormula");
_otherFeeFormula = (FeeFormula)instrumentRow.GetColumn <byte>("OtherFeeFormula");
this._marginFormula = (MarginFormula)instrumentRow.GetColumn <byte>("MarginFormula");
this._tradePLFormula = (TradePLFormula)instrumentRow.GetColumn <byte>("TradePLFormula");
this._isExpired = this.DayOpenTime == default(DateTime) && this.DayCloseTime == default(DateTime) && this.ValueDate == default(DateTime) && this.NextDayOpenTime == default(DateTime);
}
internal override void Update(XElement instrumentNode)
{
base.Update(instrumentNode);
foreach (XAttribute attribute in instrumentNode.Attributes())
{
switch (attribute.Name.ToString())
{
case "ID":
this._id = XmlConvert.ToGuid(attribute.Value);
break;
case "CurrencyID":
this._currencyId = XmlConvert.ToGuid(attribute.Value);
break;
case "Code":
this._code = attribute.Value;
break;
case "OriginCode":
_originCode = attribute.Value;
break;
case "OriginInactiveTime":
this.InactiveTime = XmlConvert.ToInt32(attribute.Value);
break;
case "Category":
this._category = (InstrumentCategory)XmlConvert.ToInt32(attribute.Value);
break;
case "NumeratorUnit":
this._numeratorUnit = XmlConvert.ToInt32(attribute.Value);
break;
case "Denominator":
this._denominator = XmlConvert.ToInt32(attribute.Value);
break;
case "IsActive":
this._isActive = XmlConvert.ToBoolean(attribute.Value);
break;
case "LastAcceptTimeSpan":
this._lastAcceptTimeSpan = XmlConvert.ToInt32(attribute.Value);
break;
case "OrderTypeMask":
this._orderTypeMask = XmlConvert.ToInt32(attribute.Value);
break;
case "MIT":
this._mit = XmlConvert.ToBoolean(attribute.Value);
break;
case "AutoAcceptMaxLot":
this.AutoAcceptMaxLot = XmlConvert.ToDecimal(attribute.Value);
break;
case "AutoCancelMaxLot":
this.AutoCancelMaxLot = XmlConvert.ToDecimal(attribute.Value);
break;
case "IsAutoFill":
this._isAutoFill = XmlConvert.ToBoolean(attribute.Value);
break;
case "MaxMinAdjust":
this._maxMinAdjust = XmlConvert.ToInt32(attribute.Value);
break;
case "DayOpenTime":
this.DayOpenTime = Convert.ToDateTime(attribute.Value);
break;
case "DayCloseTime":
this.DayCloseTime = Convert.ToDateTime(attribute.Value);
break;
case "EndTime":
_endTime = Convert.ToDateTime(attribute.Value);
break;
case "ValueDate":
this.ValueDate = Convert.ToDateTime(attribute.Value);
break;
case "NextDayOpenTime":
this.NextDayOpenTime = Convert.ToDateTime(attribute.Value);
break;
case "CommissionFormula":
this._commissionFormula = (FeeFormula)XmlConvert.ToByte(attribute.Value);
break;
case "LevyFormula":
this._levyFormula = (FeeFormula)XmlConvert.ToByte(attribute.Value);
break;
case "OtherFeeFormula":
_otherFeeFormula = (FeeFormula)XmlConvert.ToByte(attribute.Value);
break;
case "MarginFormula":
this._marginFormula = (MarginFormula)XmlConvert.ToByte(attribute.Value);
break;
case "TradePLFormula":
this._tradePLFormula = (TradePLFormula)XmlConvert.ToByte(attribute.Value);
break;
case "InterestFormula":
this._interestFormula = (InterestFormula)XmlConvert.ToByte(attribute.Value);
break;
case "InterestYearDays":
this._interestYearDays = XmlConvert.ToInt32(attribute.Value);
break;
case "IsNormal":
this._isNormal = XmlConvert.ToBoolean(attribute.Value);
break;
case "HitTimes":
this._hitTimes = XmlConvert.ToInt32(attribute.Value);
break;
case "PenetrationPoint":
this._penetrationPoint = XmlConvert.ToInt32(attribute.Value);
break;
case "UseSettlementPriceForInterest":
this._useSettlementPriceForInterest = XmlConvert.ToBoolean(attribute.Value);
break;
case "CanPlacePendingOrderAtAnyTime":
this._canPlacePendingOrderAtAnyTime = XmlConvert.ToBoolean(attribute.Value);
break;
case "AllowedSpotTradeOrderSides":
this._allowedSpotTradeOrderSides = (AllowedOrderSides)XmlConvert.ToInt32(attribute.Value);
break;
case "PlaceSptMktTimeSpan":
_placeSptMktTimeSpan = TimeSpan.FromSeconds(XmlConvert.ToInt32(attribute.Value));
break;
case "HitPriceVariationForSTP":
this.HitPriceVariationForSTP = XmlConvert.ToInt32(attribute.Value);
break;
case "AcceptIfDoneVariation":
this._acceptIfDoneVariation = XmlConvert.ToInt32(attribute.Value);
break;
case "FirstOrderTime":
_firstOrderTime = XmlConvert.ToInt32(attribute.Value);
break;
case "IsPriceEnabled":
this._isPriceEnabled = XmlConvert.ToBoolean(attribute.Value);
_priceEnableTime = DateTime.Now;
break;
case "AutoDQDelay":
this.AutoDQDelay = TimeSpan.FromSeconds(XmlConvert.ToInt16(attribute.Value));
break;
case "HolidayAlertDayPolicyID":
this.HolidayAlertDayPolicyId = XmlConvert.ToGuid(attribute.Value);
break;
case "SummaryQuantity":
this._summaryQuantity = XmlConvert.ToDecimal(attribute.Value);
break;
case "SpotPaymentTime":
this.SpotPaymentTime = attribute.Value.Get <DateTime?>();
break;
}
}
}
internal static decimal CalculateCommission(FeeFormula commissionFormula, TradePLFormula tradePLFormula, decimal unitCommission, decimal lot, decimal contractSize, Price price, CurrencyRate currencyRate, decimal tradePL = 0)
{
if (unitCommission > 1)
{
unitCommission = Math.Round(unitCommission, currencyRate.TargetCurrency.Decimals, MidpointRounding.AwayFromZero);
}
decimal commission = 0;
switch (commissionFormula)
{
case FeeFormula.FixedAmount:
commission = unitCommission * lot;
commission = Math.Round(commission, currencyRate.TargetCurrency.Decimals, MidpointRounding.AwayFromZero);
break;
case FeeFormula.CS:
commission = unitCommission * lot * contractSize;
commission = -currencyRate.Exchange(-commission);
break;
case FeeFormula.CSDividePrice:
commission = unitCommission * lot * contractSize / (decimal)price;
commission = -currencyRate.Exchange(-commission);
break;
case FeeFormula.CSMultiplyPrice:
commission = unitCommission * lot * contractSize * (decimal)price;
commission = -currencyRate.Exchange(-commission);
break;
case FeeFormula.Pips:
Price buyPrice, sellPrice;
if ((int)tradePLFormula != 2)
{
buyPrice = price;
sellPrice = price + (int)unitCommission;
}
else
{
buyPrice = price + (int)unitCommission;
sellPrice = price;
}
Price closePrice = price;
commission = TradePLCalculator.Calculate(tradePLFormula, lot, contractSize, (decimal)buyPrice, (decimal)sellPrice, (decimal)closePrice, currencyRate.SourceCurrency.Decimals);
commission = -currencyRate.Exchange(-commission);
break;
case FeeFormula.PricePips:
commission = 0;
break;
case FeeFormula.RealizedProfit:
commission = tradePL > 0 ? unitCommission * tradePL : 0;
break;
case FeeFormula.RealizedLoss:
commission = tradePL < 0 ? unitCommission * tradePL : 0;
break;
case FeeFormula.RealizedPL:
commission = unitCommission * Math.Abs(tradePL);
break;
case FeeFormula.SharedPL:
commission = unitCommission * tradePL;
break;
}
return(commission);
}
internal static decimal CalculateLevy(FeeFormula levyFormula, TradePLFormula tradePLFormula, decimal unitLevy, decimal lot, decimal contractSize, Price price, CurrencyRate currencyRate, decimal tradePL = 0)
{
if (unitLevy > 1)
{
unitLevy = Math.Round(unitLevy, currencyRate.TargetCurrency.Decimals, MidpointRounding.AwayFromZero);
}
decimal levy = 0;
switch (levyFormula)
{
case FeeFormula.FixedAmount:
levy = unitLevy * lot;
levy = Math.Round(levy, currencyRate.TargetCurrency.Decimals, MidpointRounding.AwayFromZero);
break;
case FeeFormula.CS:
levy = unitLevy * lot * contractSize;
levy = -currencyRate.Exchange(-levy);
break;
case FeeFormula.CSDividePrice:
levy = unitLevy * lot * contractSize / (decimal)price;
levy = -currencyRate.Exchange(-levy);
break;
case FeeFormula.CSMultiplyPrice:
levy = unitLevy * lot * contractSize * (decimal)price;
levy = -currencyRate.Exchange(-levy);
break;
case FeeFormula.Pips:
Price buyPrice, sellPrice;
if ((int)tradePLFormula != 2)
{
buyPrice = price;
sellPrice = price + (int)unitLevy;
}
else
{
buyPrice = price + (int)unitLevy;
sellPrice = price;
}
Price closePrice = price;
levy = TradePLCalculator.Calculate(tradePLFormula, lot, contractSize, (decimal)buyPrice, (decimal)sellPrice, (decimal)closePrice, currencyRate.SourceCurrency.Decimals);
levy = -currencyRate.Exchange(-levy);
break;
case FeeFormula.PricePips:
levy = 0;
break;
case FeeFormula.RealizedProfit:
levy = tradePL > 0 ? unitLevy * tradePL : 0;
break;
case FeeFormula.RealizedLoss:
levy = tradePL < 0 ? unitLevy * tradePL : 0;
break;
case FeeFormula.RealizedPL:
levy = unitLevy * Math.Abs(tradePL);
break;
case FeeFormula.SharedPL:
levy = unitLevy * tradePL;
break;
}
return(levy);
}
public static bool IsDependOnPL(this FeeFormula formula)
{
return(formula == FeeFormula.RealizedLoss || formula == FeeFormula.RealizedProfit ||
formula == FeeFormula.RealizedPL || formula == FeeFormula.SharedPL);
}
public static bool TakeFeeAsCost(this FeeFormula formula)
{
return(formula == FeeFormula.PricePips);
}
