public bool SellHoldingFromAccount(int Quantity, string Ticker, ITradeHandlerInterface TradeHandler, string ProcessCode = "Manual")
{
//first check that the quantity does not exceed the quantity of the security on the account
IMoney GAA = GetGAAFromHolding(Quantity, Ticker);
//calculate revenue from the current ticker
Quote HoldingTicker = ImperaturGlobal.Quotes.Where(q => q.Symbol.Equals(Ticker)).First();
IMoney oRevenue = GetRevenueFromHoldingSell(Quantity, Ticker);
ITradeInterface Trade = TradeHandler.GetTrade(Ticker, Quantity, DateTime.Now, oRevenue); //minus for sell
try
{
AddTransaction(
CreateTransaction(
Trade.TradeAmount,
GetHouseAccountFromCache().First(),
this.Identifier,
TransactionType.Sell,
Trade,
ProcessCode
)
);
}
catch (Exception ex)
{
ImperaturGlobal.GetLog().Error(string.Format("Couldn't create transaction for sell on account {0}", this.Identifier), ex);
LastErrorMessage = ex.Message;
return(false);
}
return(true);
}
public bool AddHoldingToAccount(int Quantity, string Symbol, ITradeHandlerInterface TradeHandler, string ProcessCode = "Manual")
{
ITradeInterface Trade = TradeHandler.GetTrade(Symbol, Quantity);
try
{
AddTransaction(
CreateTransaction(
Trade.TradeAmount,
this.Identifier,
GetHouseAccountFromCache().First(),
TransactionType.Buy,
Trade,
ProcessCode
)
);
}
catch (Exception ex)
{
ImperaturGlobal.GetLog().Error(string.Format("Couldn't add transaction to account {0}", this.Identifier), ex);
LastErrorMessage = ex.Message;
return(false);
}
return(true);
}
public Simulator(ILimitOrderBook limitOrderBook, IDataFeed dataCommunicationsModule, ITradeInterface orderCommunicationsModule)
{
_limitOrderBook = limitOrderBook;
_dataCommunicationsModule = dataCommunicationsModule;
_orderCommunicationsModule = orderCommunicationsModule;
_orderCommunicationsModule.OnOrder += _orderCommunicationsModule_OnOrder;
_orderCommunicationsModule.OnOrderCancellation += _orderCommunicationsModule_OnOrderCancellation;
}
public Transaction(IMoney _DebitAmount, IMoney _CreditAmount, Guid _DebitAccount, Guid _CreditAccount, TransactionType _TransactionType, ITradeInterface _SecurtiesTrade, DateTime _TransactionDate, string _ProcessCode = "Manual")
{
this._DebitAmount = _DebitAmount;
this._CreditAmount = _CreditAmount;
this._DebitAccount = _DebitAccount;
this._CreditAccount = _CreditAccount;
this._TransactionType = _TransactionType;
this._SecuritiesTrade = _SecurtiesTrade;
this._TransactionDate = _TransactionDate;
this._ProcessCode = _ProcessCode;
if (!_DebitAmount.Amount.Equals(_CreditAmount.Amount))
{
throw new Exception("Amount is not equal");
}
}
public ITradeInterface GetTrade(string Symbol, decimal Quantity, DateTime TradeDateTime, IMoney Revenue)
{
Quote oHoldingTicker = GetQuote(Symbol);
IMoney TradeAmount = oHoldingTicker.LastTradePrice.Multiply(Quantity);
Security NewSecurity = new Security()
{
Price = oHoldingTicker.LastTradePrice,
Symbol = Symbol
};
ITradeInterface oNewTrade = ImperaturGlobal.Kernel.Get <ITradeInterface>(
new Ninject.Parameters.ConstructorArgument("m_oQuantity", Quantity),
new Ninject.Parameters.ConstructorArgument("m_oSecurity", NewSecurity),
new Ninject.Parameters.ConstructorArgument("m_oTradeAmount", TradeAmount),
new Ninject.Parameters.ConstructorArgument("m_oTradeDateTime", TradeDateTime),
new Ninject.Parameters.ConstructorArgument("m_oRevenue", Revenue)
);
return(oNewTrade);
}
private ITransactionInterface CreateTransaction(IMoney NewTransaction, Guid DebitAccount, Guid CreditAccount, TransactionType TransactionType, ITradeInterface SecurtiesTrade, string ProcessCode = "Manual")
{
return(ImperaturGlobal.Kernel.Get <ITransactionInterface>(
new Ninject.Parameters.ConstructorArgument("_DebitAmount", NewTransaction),
new Ninject.Parameters.ConstructorArgument("_CreditAmount", NewTransaction),
new Ninject.Parameters.ConstructorArgument("_DebitAccount", DebitAccount),
new Ninject.Parameters.ConstructorArgument("_CreditAccount", CreditAccount),
new Ninject.Parameters.ConstructorArgument("_TransactionType", TransactionType),
new Ninject.Parameters.ConstructorArgument("_SecurtiesTrade", SecurtiesTrade ?? (object)null),
new Ninject.Parameters.ConstructorArgument("_ProcessCode", ProcessCode)
));
}
