public static BacktestTradeModel ToTradeModel(this BacktestTrade trade)
{
if (trade == null)
{
return(null);
}
else
{
var model = new BacktestTradeModel()
{
CommissionUsd = trade.CommissionUsd,
Cross = trade.Cross,
OrderId = trade.OrderId,
OrderOrigin = trade.OrderOrigin,
Price = FormatUtils.FormatRate(trade.Cross, trade.Price),
RealizedPnL = trade.RealizedPnL,
RealizedPnlPips = trade.RealizedPnlPips,
RealizedPnlUsd = trade.RealizedPnlUsd,
Side = trade.Side,
Size = trade.Size / 1000,
SizeUsd = trade.SizeUsd.HasValue ? trade.SizeUsd.Value / 1000 : (double?)null,
Timestamp = trade.Timestamp.ToLocalTime(),
TradeId = trade.TradeId
};
TimeSpan duration;
if (TimeSpan.TryParse(trade.Duration, out duration))
{
model.Duration = duration;
}
return(model);
}
}
public static bool IsShort(this BacktestTradeModel trade)
{
if (trade == null)
{
return(false);
}
return(trade.Side == ExecutionSide.SOLD);
}
public static bool IsLong(this BacktestTradeModel trade)
{
if (trade == null)
{
return(false);
}
return(trade.Side == ExecutionSide.BOUGHT);
}
public static bool IsPositionContinuing(this BacktestTradeModel trade)
{
return(trade != null && OrderOriginUtils.PositionContinueOrigins.Contains(trade.OrderOrigin));
}
