private void positionOpened(Position position)
{
Strategy strategy = position.Owner as Strategy;
PerformanceInfo spi = strategy.PerformanceInfo as PerformanceInfo;
spi.openPositions.Add(position);
PositionMetaInfo pmi = new PositionMetaInfo();
pmi.openTime = commonContext.MarketMeter.GetMarketTime(position.Instrument);
pmi.openTrend = commonContext.MarketMeter.GetMarketTrend(position.Instrument, strategy.DefaultPeriod);
pmi.openVolatility = commonContext.MarketMeter.GetMarketVolatility(position.Instrument, strategy.DefaultPeriod);
position.MetaInfo = pmi;
}
private void positionClosed(Position position)
{
Strategy strategy = position.Owner as Strategy;
PerformanceInfo spi = strategy.PerformanceInfo as PerformanceInfo;
spi.openPositions.Remove(position);
spi.closedPositions.Add(position);
int profit = position.GetProfitLoss();
if (profit > 0)
{
spi.totalWin += profit;
spi.winningPositionCount++;
if (profit > spi.largestWin)
{
spi.largestWin = profit;
}
}
else if (profit < 0)
{
profit = -profit;
spi.totalLoss += profit;
spi.loosingPositionCount++;
if (profit > spi.largestLoss)
{
spi.largestLoss = profit;
}
}
if (profit != 0)
{
//a position is decided to be closed (closers list and closeWeight is updated elsewhere)
//update TSVR of closers
PositionMetaInfo pmi = position.MetaInfo as PositionMetaInfo;
updateReputation(strategy);
spi.archive.SubmitPerformance(profit,
position.PositionType,
pmi.openTime,
pmi.openTrend,
pmi.openVolatility);
}
}