protected void CalcCommissions(List <TransactionDto> currencyForCommission, CommissionMethod method, CommissionAccount account, double pv, double commissions)
{
string currency = currencyForCommission[0].CurrencyId;
int precision = currency == BaseSymbol || method == CommissionMethod.TERM_TICKS ? 4 : 3;
double calcCommissions = 0;
if (method == CommissionMethod.EXACT_VALUE)
{
calcCommissions = Math.Round(TestContent.BaseTransactions.FindAll(t => t.Type == Type.profit_loss).Sum(t => t.Amount) * pv, precision);
}
if (method == CommissionMethod.QUANTITY_PERCENT)
{
calcCommissions = Math.Round(currencyForCommission.FindAll(t => t.Type == Type.profit_loss).Sum(t => t.Amount) *
pv * GetCoeffMethod(method, account), precision);
}
if (method == CommissionMethod.TERM_TICKS)
{
calcCommissions = Math.Round(Math.Pow(TestContent.BaseTransactions.FindAll(t => t.Type == Type.profit_loss).Sum(t => t.Amount), 2)
* pv * GetCoeffMethod(method, account)
/ currencyForCommission.FindAll(t => t.Type == Type.profit_loss).Sum(t => t.Amount), precision);
}
calcCommissions = calcCommissions > 0 ? -calcCommissions : calcCommissions;
if (CompareDouble(commissions, calcCommissions))
{
Console.WriteLine("{0} Commissions: {1}, Calculate commissions: {2}", currency, commissions, calcCommissions);
}
else
{
Console.WriteLine("Error! {0} Commissions: {1}, Calculate commissions: {2}", currency, commissions, calcCommissions);
TestContent.IsSuccess = false;
}
}
protected double GetCoeffMethod(CommissionMethod method, CommissionAccount account)
{
switch (method)
{
case CommissionMethod.QUANTITY_PERCENT:
return(0.01);
case CommissionMethod.TERM_TICKS:
return(Security.TickSize);
}
return(1);
}
protected void CheckCommissions(bool isPassive)
{
if (Order.Side == Side.BUY)
{
CommissionAccount account = (CommissionAccount)TestContent.TradeSettings.Settings.BuyerCommissionAccount;
CommissionMethod method = (CommissionMethod)TestContent.TradeSettings.Settings.BuyerCommissionMethod;
double pv = !isPassive
? (double)TestContent.TradeSettings.Settings.BuyerTakerCommissionProgressive
: (double)TestContent.TradeSettings.Settings.BuyerMakerCommissionProgressive;
List <TransactionDto> currencyForCommission = account == CommissionAccount.SOURCE_ACCOUNT
? TestContent.TermTransactions : TestContent.BaseTransactions;
double commissions = currencyForCommission.FindAll(t => t.Type == Type.trading_commission).Sum(t => t.Amount);
if (method == CommissionMethod.TERM_TICKS)
{
currencyForCommission = account == CommissionAccount.SOURCE_ACCOUNT
? TestContent.BaseTransactions : TestContent.TermTransactions;
}
CalcCommissions(currencyForCommission, method, account, pv, commissions);
}
if (Order.Side == Side.SELL)
{
CommissionAccount account = (CommissionAccount)TestContent.TradeSettings.Settings.SellerCommissionAccount;
CommissionMethod method = (CommissionMethod)TestContent.TradeSettings.Settings.SellerCommissionMethod;
double pv = !isPassive
? (double)TestContent.TradeSettings.Settings.SellerTakerCommissionProgressive
: (double)TestContent.TradeSettings.Settings.SellerMakerCommissionProgressive;
List <TransactionDto> currencyForCommission = account == CommissionAccount.SOURCE_ACCOUNT
? TestContent.BaseTransactions : TestContent.TermTransactions;
double commissions = currencyForCommission.FindAll(t => t.Type == Type.trading_commission).Sum(t => t.Amount);
if (method == CommissionMethod.TERM_TICKS)
{
currencyForCommission = account == CommissionAccount.SOURCE_ACCOUNT
? TestContent.TermTransactions : TestContent.BaseTransactions;
}
CalcCommissions(currencyForCommission, method, account, pv, commissions);
}
}
/*
* public void Invoke(string testName)
* {
* // attribute type we search
* System.Type attributeType = typeof(TestCommissionAttribute);
*
* // find method
* var methodInfo = this.GetType().GetMethods().FirstOrDefault(m =>
* m.GetCustomAttributes(attributeType).Cast<TestCommissionAttribute>().Any() &&
* string.Equals(m.Name, testName, StringComparison.InvariantCultureIgnoreCase));
*
* if (methodInfo != null)
* {
* // method found
* PrintTestName(methodInfo.Name);
* InitializeTestContent();
* try
* {
* methodInfo.Invoke(this, new object[] { methodInfo.Name });
* }
* catch (Exception ex)
* {
* Console.WriteLine(ex.Message);
* }
* }
* }
*
* public void InvokeAll()
* {
* System.Type attributeType = typeof(TestCommissionAttribute);
*
* var methodsInfo = this.GetType().GetMethods().Where(m =>
* m.GetCustomAttributes(attributeType).Cast<TestCommissionAttribute>().Any()).ToList();
*
* foreach (var method in methodsInfo)
* {
* PrintTestName(method.Name);
* InitializeTestContent();
* try
* {
* method.Invoke(this, new object[] { method.Name });
* }
* catch (Exception ex)
* {
* Console.WriteLine(ex.Message);
* }
* }
* }
*
* private void PrintTestName(string testName)
* {
* Console.WriteLine("Start test: {0}", testName);
* }
*/
public void TestsConstructor(string testName, OrderType orderType, Side orderSide, CommissionAccount account, CommissionMethod method, bool isPassive)
{
InitializeTestContent();
TestContent.TradeSettings.Settings.BuyerTakerCommissionProgressive = 7;
TestContent.TradeSettings.Settings.SellerTakerCommissionProgressive = 5;
TestContent.TradeSettings.Settings.BuyerMakerCommissionProgressive = 6;
TestContent.TradeSettings.Settings.SellerMakerCommissionProgressive = 4;
if (orderSide == Side.BUY)
{
TestContent.TradeSettings.Settings.BuyerCommissionAccount = account;
TestContent.TradeSettings.Settings.BuyerCommissionMethod = method;
}
if (orderSide == Side.SELL)
{
TestContent.TradeSettings.Settings.SellerCommissionAccount = account;
TestContent.TradeSettings.Settings.SellerCommissionMethod = method;
}
ConfiguratorService.SaveTradeSetting(User.UserId, TestContent.TradeSettings.Settings);
Order = new OrderCrypto()
{
Destination = Exchange,
Quantity = method == CommissionMethod.TERM_TICKS ? 2 : 0.01,
Side = orderSide,
Type = orderType,
SecurityId = Symbol,
};
if (orderType == OrderType.LIMIT)
{
Order.Price = CalcAggressiveOrderPrice(orderSide);
Order.TimeInForce = isPassive ? TimeInForce.DAY : TimeInForce.IOC;
}
GeneralCheck(testName, isPassive);
}
