// returns any closed PL calculated on position basis (not per share)
/// <summary>
/// Adjusts the position by applying a new position.
/// </summary>
/// <param name="pos">The position adjustment to apply.</param>
/// <returns></returns>
public decimal Adjust(Position pos)
{
if ((_fullsymbol != "") && (this._fullsymbol != pos._fullsymbol))
{
throw new Exception("Failed because adjustment symbol did not match position symbol");
}
if (_acct == DefaultSettings.DefaultAccount)
{
_acct = pos.Account;
}
if (_acct != pos.Account)
{
throw new Exception("Failed because adjustment account did not match position account.");
}
if ((_fullsymbol == "") && pos.isValid)
{
_fullsymbol = pos._fullsymbol;
}
if (!pos.isValid)
{
throw new Exception("Invalid position adjustment, existing:" + this.ToString() + " adjustment:" + pos.ToString());
}
decimal pl = 0;
if (!pos.isFlat)
{
bool oldside = isLong;
pl = Calc.ClosePL(this, pos.ToTrade());
if (this.isFlat)
{
this._avgprice = pos.AvgPrice; // if we're leaving flat just copy price
}
else if ((pos.isLong && this.isLong) || (!pos.isLong && !this.isLong)) // sides match, adding so adjust price
{
this._avgprice = ((this._avgprice * this._size) + (pos.AvgPrice * pos.Size)) / (pos.Size + this.Size);
}
this._size += pos.Size; // adjust the size
if (oldside != isLong)
{
_avgprice = pos.AvgPrice; // this is for when broker allows flipping sides in one trade
}
if (this.isFlat)
{
_avgprice = 0; // if we're flat after adjusting, size price back to zero
}
_closedpl += pl; // update running closed pl
return(pl);
}
_openpl = Calc.OpenPL(pos.AvgPrice, this);
return(pl);
}
/// <summary>
/// returns absolute return of all positions
/// both closed and open pl may be included
/// </summary>
/// <param name="pdict"></param>
/// <param name="marketprices"> used to calculate open pl </param>
/// <param name="countClosedPL"> is closed pl included or not </param>
/// <returns></returns>
public static decimal[] AbsoluteReturn(Dictionary <string, Position> pdict, Dictionary <string, decimal> marketprices, bool countClosedPL)
{
decimal[] aret = new decimal[pdict.Count];
bool countOpenPL = marketprices.Count >= pdict.Count;
int i = 0;
foreach (KeyValuePair <string, Position> item in pdict) // for (int i = 0; i < pdict.Count; i++)
{
// get position
Position p = item.Value;
if (countOpenPL && marketprices.ContainsKey(item.Key))
{
aret[i] += Calc.OpenPL(marketprices[item.Key], p);
}
if (countClosedPL)
{
aret[i] += p.ClosedPL;
}
i++;
}
return(aret);
}