protected decimal CalculateTotalMarginCommon(Predicate <Order> predicate)
{
decimal totalMargin = 0m;
foreach (Order order in _owner.ExecutedAndHasPositionOrders)
{
if (predicate(order))
{
totalMargin += NecessaryCalculator.CalculateNecessary(order, null, order.LotBalance, null);
}
}
return(totalMargin);
}
internal static void CalculatePreCheckNecessary(this Order order, MarginFormula marginFormula, CurrencyRate currencyRate, decimal contractSize, Price preCheckPrice, decimal?effectiveLot)
{
if (preCheckPrice != null)
{
var lot = effectiveLot.HasValue ? effectiveLot.Value : order.Lot;
order.PreCheckMargin = NecessaryCalculator.CalculateNecessary(order, marginFormula, lot, contractSize, preCheckPrice, currencyRate);
}
else if (!order.IsPreCheckCalculated)
{
var price = order.SetPrice == null ? order.ExecutePrice : order.SetPrice;
order.PreCheckMargin = NecessaryCalculator.CalculateNecessary(order, marginFormula, order.Lot, contractSize, price, currencyRate);
}
order.IsPreCheckCalculated = true;
}
internal static decimal CalculatePreCheckNecessary(this Order order, Price preCheckPrice, decimal?effectiveLot)
{
decimal result = 0m;
if (preCheckPrice != null)
{
var lot = effectiveLot.HasValue ? effectiveLot.Value : order.Lot;
result = NecessaryCalculator.CalculateNecessary(order, preCheckPrice, lot);
}
else
{
var price = order.SetPrice == null ? order.ExecutePrice : order.SetPrice;
result = NecessaryCalculator.CalculateNecessary(order, price, order.Lot);
}
return(result);
}
internal decimal CalculatePreCheckNecessary(Price preCheckPrice, decimal?effectiveLot)
{
decimal result = 0m;
if (preCheckPrice != null)
{
var lot = effectiveLot.HasValue ? effectiveLot.Value : _order.Lot;
result = NecessaryCalculator.CalculateNecessary(_order, preCheckPrice, lot, null);
}
else
{
var price = _order.SetPrice == null ? _order.ExecutePrice : _order.SetPrice;
result = NecessaryCalculator.CalculateNecessary(_order, price, _order.Lot, null);
}
return(result);
}
private static void CalculateMarginAndQuantity(this Order order, bool isPartialPaymentPhysicalOrder, Dictionary <Guid, decimal> remainFilledLotPerOrderDict, out decimal margin, out decimal quantity)
{
margin = quantity = 0m;
decimal remainLot;
if (remainFilledLotPerOrderDict != null && remainFilledLotPerOrderDict.TryGetValue(order.Id, out remainLot))
{
if (remainLot > 0)
{
margin = NecessaryCalculator.CalculateNecessary(order, remainLot);
quantity = isPartialPaymentPhysicalOrder ? remainLot : remainLot * order.Owner.ContractSize;
}
}
else
{
margin = order.Necessary;
quantity = isPartialPaymentPhysicalOrder ? order.LotBalance : order.LotBalance * order.Owner.ContractSize;
}
}
public void CalculateNecessary(decimal lot)
{
this.Necessary = NecessaryCalculator.CalculateNecessary(_owner, null, lot, null);
}
protected void CalculateNecessary(Quotation quotation)
{
this.Necessary = NecessaryCalculator.CalculateNecessary(_owner, quotation, null);
}
private decimal CalculateMargin(decimal remainLot)
{
return(remainLot > 0 ? NecessaryCalculator.CalculateNecessary(_order, null, remainLot, null) : _order.Necessary);
}