internal static decimal CalculateInterestPerLot(Order order, decimal historyInterestPerLot, TradeDayInfo dayInfo)
{
decimal result = historyInterestPerLot;
if (dayInfo.Settings.IsInterestUseAccountCurrency)
{
if (order.InterestValueDate == null || order.InterestValueDate <= dayInfo.TradeDay)
{
if (dayInfo.Instrument.InterestFormula > 0)
{
result += InterestAndStorageCalculater.CalculateInterestPerLot((int)dayInfo.Instrument.InterestFormula, order.ExecutePrice, dayInfo.Settings.BuyPrice, dayInfo.Settings.SellPrice, dayInfo.Settings.IsUseSettlementPriceForInterest, dayInfo.Settings.InterestMultiple, dayInfo.Instrument.InterestYearDays, dayInfo.Settings.InterestRateBuy, dayInfo.Settings.InterestRateSell, order.IsBuy, order.Owner.ContractSize(dayInfo.TradeDay), dayInfo.RateSetting.RoundDecimals.Instrument);
}
else
{
decimal interestPerLot = InterestAndStorageCalculater.CalculateInterestPerLot((int)dayInfo.Instrument.InterestFormula, order.ExecutePrice, dayInfo.Settings.BuyPrice, dayInfo.Settings.SellPrice, dayInfo.Settings.IsUseSettlementPriceForInterest, dayInfo.Settings.InterestMultiple, dayInfo.Instrument.InterestYearDays, dayInfo.Settings.InterestRateBuy, dayInfo.Settings.InterestRateSell, order.IsBuy, order.Owner.ContractSize(dayInfo.TradeDay), dayInfo.RateSetting.RoundDecimals.Max);
result += interestPerLot.Exchange(1 / dayInfo.RateSetting.RateIn, 1 / dayInfo.RateSetting.RateOut, dayInfo.RateSetting.RoundDecimals.Max, null);
}
}
}
else
{
if (order.InterestValueDate == null || order.InterestValueDate <= dayInfo.TradeDay)
{
result += InterestAndStorageCalculater.CalculateInterestPerLot((int)dayInfo.Instrument.InterestFormula, order.ExecutePrice, dayInfo.Settings.BuyPrice, dayInfo.Settings.SellPrice, dayInfo.Settings.IsUseSettlementPriceForInterest, dayInfo.Settings.InterestMultiple, dayInfo.Instrument.InterestYearDays, dayInfo.Settings.InterestRateBuy, dayInfo.Settings.InterestRateSell, order.IsBuy, order.Owner.ContractSize(dayInfo.TradeDay), dayInfo.RateSetting.RoundDecimals.Instrument);
}
}
return(result);
}
private TradeDayCommonResult CalculateCommonForOrder(Order order, DateTime tradeDay)
{
TradeDayCommonResult result = new TradeDayCommonResult();
OrderDayHistory orderDayHistory = ResetManager.Default.GetOrderDayHistory(order.Id, tradeDay.AddDays(-1));
result.StoragePerLot = InterestAndStorageCalculater.CalculateStoragePerLot(order, orderDayHistory == null ? 0m : orderDayHistory.StoragePerLot, _info);
result.InterestPerLot = InterestAndStorageCalculater.CalculateInterestPerLot(order, orderDayHistory == null ? 0m : orderDayHistory.InterestPerLot, _info);
result.InterestYearDays = _info.Instrument.InterestYearDays;
result.InterestValueDate = order.InterestValueDate;
if (order.IsPhysical)
{
this.CalculateCommonForPhysicalOrder((PhysicalOrder)order, result);
}
return(result);
}
internal static decimal CalculateStoragePerLot(Order order, decimal historyStoragePerLot, TradeDayInfo data)
{
decimal result = historyStoragePerLot;
if (data.Settings.IsInterestUseAccountCurrency)
{
decimal storagePerLot = InterestAndStorageCalculater.CalculateStoragePerLot(data.Settings.InterestMultiple, data.Settings.StoragePerLotInterestRateBuy, data.Settings.StoragePerLotInterestRateSell, order.IsBuy);
result += storagePerLot.Exchange(1 / data.RateSetting.RateIn, 1 / data.RateSetting.RateOut, data.RateSetting.RoundDecimals.Max, null);
}
else
{
var storagePerLot = InterestAndStorageCalculater.CalculateStoragePerLot(data.Settings.InterestMultiple, data.Settings.StoragePerLotInterestRateBuy, data.Settings.StoragePerLotInterestRateSell, order.IsBuy);
result += Math.Round(storagePerLot, data.RateSetting.RoundDecimals.Instrument, MidpointRounding.AwayFromZero);
}
return(result);
}