void PST_OnPosition(object sender, TalTrade.Toolkit.Domain.DataEventArgs <PositionRecord> e)
{
if (e.Count == 0)
{
debug("GOT NO POSITIONS FOR TODAY");
}
else
{
debug("GOT TODAY'S POSITIONS");
foreach (PositionRecord pos in e)
{
var p = new PositionImpl(pos.DispName, decimal.Parse(pos.AverageLong.Value.ToString()), Convert.ToInt32(pos.Longpos.GetValueOrDefault()));
pt.NewPosition(p);
//debug(" --> {0}.{1}.{2}.{3}",
// pos.Bank,
// pos.Branch,
// pos.Customer,
// pos.Deposit);
//debug(" Symbol {0}, AcctType {1}",
// pos.DispName, pos.AcctType);
//debug(" Intraday Long = {0}@{1}",
// pos.Longpos, pos.AverageLong);
//debug(" Intraday Short = {0}@{1}",
// pos.Shortpos, pos.AverageShort);
}
}
}
void dopositionupdate(ref structSTIPositionUpdate structPositionUpdate)
{
// symbol
string sym = structPositionUpdate.bstrSym;
// size
int size = (structPositionUpdate.nSharesBot - structPositionUpdate.nSharesSld) + structPositionUpdate.nOpeningPosition;
// price
decimal price = size == 0 ? 0 :Math.Abs((decimal)structPositionUpdate.fPositionCost / size);
// closed pl
decimal cpl = (decimal)structPositionUpdate.fReal;
// account
string ac = structPositionUpdate.bstrAcct;
// build position
Position p = new PositionImpl(sym, price, size, cpl, ac);
// track it
pt.NewPosition(p);
// track account
if (!accts.Contains(ac))
{
accts.Add(ac);
}
if (VerboseDebugging)
{
debug("new position recv: " + p.ToString());
}
}
public void NewPosition()
{
const string s = "IBM";
Position p = new PositionImpl(s, 80, 500);
PositionTracker pt = new PositionTracker();
Assert.IsTrue(pt[s].isFlat);
pt.NewPosition(p);
Assert.AreEqual(500, pt[s].Size);
}
void m_Session_OnPositionMessage(object sender, BWPosition positionMsg)
{
string sym = positionMsg.Symbol;
int size = positionMsg.Size;
decimal price = (decimal)positionMsg.Price;
decimal cpl = (decimal)positionMsg.CloseProfit;
//string ac = positionMsg.UserID.ToString();
Position p = new PositionImpl(sym, price, size, cpl, _acct);
pt.NewPosition(p);
}
void BlackBox_GrayBoxOrderExecuteEventMy(object ob, GrayBoxAPI.BBEventArgs e)
{
UpdateOrderStatus(e);
Order o = new OrderImpl();
OrderList.TryGetValue(e.BBXid, out o);
Position p = new PositionImpl(o.symbol, (decimal)e.Price, e.Quantity, (decimal)e.Price, o.Account);
string orderside = o.side ? "BUY" : "SELL";
debug("Order executed " + o.id + " " + o.symbol + " " + orderside + " " + o.size);
pt.NewPosition(p);
}
public void NewPosition()
{
string s = "IBM";
ForexSecurity ts = new ForexSecurity(s);
IAccount account = new SimAccount("TEST");
account.Securities.AddSecurity(ts);
PositionImpl p = new PositionImpl(ts, 80, 500, 0, account);
PositionTracker pt = new PositionTracker(account);
Assert.True(pt[s].IsFlat);
pt.NewPosition(p);
Assert.Equal(500, pt[s].Size);
}
void stiPos_OnSTIPositionUpdate(ref structSTIPositionUpdate structPositionUpdate)
{
// symbol
string sym = structPositionUpdate.bstrSym;
// size
int size = structPositionUpdate.nSharesBot - structPositionUpdate.nSharesSld + structPositionUpdate.nOpeningPosition;
// price
decimal price = Math.Abs((decimal)structPositionUpdate.fPositionCost / size);
// closed pl
decimal cpl = (decimal)structPositionUpdate.fReal;
// account
string ac = structPositionUpdate.bstrAcct;
// build position
Position p = new PositionImpl(sym, price, size, cpl, ac);
// track it
pt.NewPosition(p);
// track account
if (!accts.Contains(ac))
{
accts.Add(ac);
}
}
void PositionCache_CacheEvent(int action, int row)
{
int err = 0;
object cv = new object();
decimal dv = 0;
String symbol = string.Empty;
decimal pl = 0.00M;
decimal value = 0.00M;
int size = 0;
string acct = string.Empty;
if (action == 1)
{
try
{
v("for position submit row: " + row.ToString());
int i = row != 0 ? row - 1 : row;
_positionCache.VBGetCell(i, "SYMBOL", ref cv, ref err);
v("getcellerr: " + err.ToString());
if (!(cv == null))
{
symbol = cv.ToString();
}
_positionCache.VBGetCell(i, "PANDL", ref cv, ref err);
if (!(cv == null))
{
if (decimal.TryParse(cv.ToString(), out dv))
{
pl = dv;
}
}
_positionCache.VBGetCell(i, "ACCOUNT", ref cv, ref err);
v("getcellerr: " + err.ToString());
if (!(cv == null))
{
acct = cv.ToString();
}
_positionCache.VBGetCell(i, "SYMBOLPOSITION", ref cv, ref err);
v("getcellerr: " + err.ToString());
if (!(cv == null))
{
int val;
if (int.TryParse(cv.ToString(), out val))
{
size = val;
}
}
_positionCache.VBGetCell(i, "ACCOUNTSYMBOLVALUE", ref cv, ref err);
v("getcellerr: " + err.ToString());
if (!(cv == null))
{
if (decimal.TryParse(cv.ToString(), out dv))
{
value = dv;
}
}
Position p = new PositionImpl(symbol, value, size, pl, acct);
pt.NewPosition(p);
v("new position: " + p.ToString());
// track account
if (!accts.Contains(acct))
{
accts.Add(acct);
}
}
catch (Exception exc)
{
debug(exc.Message);
}
}
else
{
try
{
v("for position submit row: " + row.ToString());
int i = row;
_positionCache.VBGetCell(i, "SYMBOL", ref cv, ref err);
v("getcellerr: " + err.ToString());
if (!(cv == null))
{
symbol = cv.ToString();
}
_positionCache.VBGetCell(i, "PANDL", ref cv, ref err);
if (!(cv == null))
{
if (decimal.TryParse(cv.ToString(), out dv))
{
pl = dv;
}
}
_positionCache.VBGetCell(i, "ACCOUNT", ref cv, ref err);
v("getcellerr: " + err.ToString());
if (!(cv == null))
{
acct = cv.ToString();
}
_positionCache.VBGetCell(i, "SYMBOLPOSITION", ref cv, ref err);
v("getcellerr: " + err.ToString());
if (!(cv == null))
{
int val;
if (int.TryParse(cv.ToString(), out val))
{
size = val;
}
}
_positionCache.VBGetCell(i, "ACCOUNTSYMBOLVALUE", ref cv, ref err);
v("getcellerr: " + err.ToString());
if (!(cv == null))
{
if (decimal.TryParse(cv.ToString(), out dv))
{
value = dv;
}
}
Position p = new PositionImpl(symbol, value, size, pl, acct);
pt.NewPosition(p);
v(p.ToString());
// track account
if (!accts.Contains(acct))
{
accts.Add(acct);
}
}
catch (Exception exc)
{
debug(exc.Message);
}
}
}
