/// <summary>
/// Calculate order result.
/// </summary>
public double GetResult(ResultModeEnum mode)
{
lock (this)
{
if (this.IsOpen)
{
// Update result.
//_currentResult =
// GetRawResultAtPrice(_session.DataProvider.Ask,
// _session.DataProvider.Bid, mode != ResultModeEnum.Pips);
//_orderMaximumResultAchieved = Math.Max(_orderMaximumResultAchieved, _currentResult);
}
if (mode == ResultModeEnum.Pips)
{
return(_currentResult * Math.Pow(10, _session.SessionInfo.PointDigits));
}
if (mode == ResultModeEnum.Raw)
{
return(_currentResult);
}
else if (mode == ResultModeEnum.Currency)
{
//return _session.OrderExecutionProvider.Account.CompensateLotSize(_currentResult * _session.SessionInfo.LotSize);
}
//SystemMonitor.Throw("Unhandled mode.");
return(0);
}
}
/// <summary>
/// Calculate order result.
/// </summary>
public virtual decimal?GetResult(ResultModeEnum mode)
{
ISourceOrderExecution executionProvider = _executionProvider;
if (executionProvider == null || executionProvider.OperationalState != OperationalStateEnum.Operational ||
QuoteProvider == null || QuoteProvider.OperationalState != OperationalStateEnum.Operational ||
SessionInfo.HasValue == false ||
this.Account == null)
{
return(null);
}
if (State != OrderStateEnum.Executed)
{
// TODO : verify the calculation and usage of the results in other states.
// There was a blocking call on the Order.GetResult that prevented all
// other states from receiving results.
return(null);
}
return(Order.GetResult(mode, this.OpenPrice, this.ClosePrice, this.CurrentVolume, this.Symbol, this.State, this.Type,
CurrencyConversionManager.Instance, this.Account.Info.BaseCurrency, SessionInfo.Value.LotSize,
SessionInfo.Value.DecimalPlaces, QuoteProvider.Ask, QuoteProvider.Bid));
}
/// <summary>
/// Static helper.
/// </summary>
public static decimal?GetResult(ResultModeEnum mode, decimal?open, decimal?close, decimal volume, Symbol orderSymbol,
OrderStateEnum state, OrderTypeEnum type, CurrencyConversionManager convertor, Symbol accountCurrency,
decimal lotSize, int decimalPlaces, decimal?ask, decimal?bid)
{
if (/*ask.HasValue == false || bid.HasValue == false */
string.IsNullOrEmpty(orderSymbol.Name))
{
return(null);
}
Decimal?currentRawResult = null;
if (state == OrderStateEnum.Executed)
{
// Update result.
currentRawResult = GetRawResult(open, volume, state, type, ask, bid, null, mode != ResultModeEnum.Pips);
}
else if (state == OrderStateEnum.Closed)
{
currentRawResult = GetRawResult(open, volume, state, type, null, null, close.Value, mode != ResultModeEnum.Pips);
}
if (currentRawResult.HasValue == false)
{
return(null);
}
if (mode == ResultModeEnum.Pips)
{
//if (state == OrderStateEnum.Closed)
//{// When closed we need to compensate the
// if (OrderInfo.TypeIsBuy(type))
// {
// return (close - open) * (decimal)Math.Pow(10, decimalPlaces);
// }
// else
// {
// return (open - close) * (decimal)Math.Pow(10, decimalPlaces);
// }
//}
//else
//{
return(currentRawResult * (decimal)Math.Pow(10, decimalPlaces));
//}
}
else if (mode == ResultModeEnum.Raw)
{
return(currentRawResult);
}
else if (mode == ResultModeEnum.Currency)
{
return(currentRawResult);
}
else if (mode == ResultModeEnum.AccountBaseCurrency)
{
if (string.IsNullOrEmpty(accountCurrency.Name) || convertor == null)
{
SystemMonitor.Warning("Mode requires the Account Currency and Convertion Manager to be specified.");
return(null);
}
if (orderSymbol.IsForexPair)
{// We have a forex pair and need to rebase to account base currency.
double?conversionRate = convertor.GetRate(orderSymbol.ForexCurrency2, accountCurrency.Name, TimeSpan.FromSeconds(1.5), true);
if (conversionRate.HasValue == false)
{
SystemMonitor.OperationError("Failed to establish conversion rate between [" + orderSymbol.ForexCurrency2 + "] and [" + accountCurrency.Name + "].");
return(null);
}
}
else
{// All other symbols are by default in account base currency prices.
return(currentRawResult.Value);
}
}
SystemMonitor.NotImplementedCritical("Mode not supported.");
return(0);
}
/// <summary> /// /// </summary> public abstract Decimal?GetResult(ResultModeEnum mode);
/// <summary>
/// Calculate order result.
/// </summary>
public override decimal?GetResult(ResultModeEnum mode)
{
ISourceOrderExecution executionProvider = _executionProvider;
if (executionProvider == null || executionProvider.OperationalState != OperationalStateEnum.Operational ||
_quoteProvider == null || _quoteProvider.OperationalState != OperationalStateEnum.Operational ||
SessionInfo.HasValue == false ||
this.Account == null)
{
return(null);
}
if (State != OrderStateEnum.Executed)
{
// TODO : verify the calculation and usage of the results in other states.
// There was a blocking call on the Order.GetResult that prevented all
// other states from receiving results.
return(null);
}
return(Order.GetResult(mode, this.OpenPrice, this.ClosePrice, this.CurrentVolume, this.Symbol, this.State, this.Type,
CurrencyConversionManager.Instance, this.Account.Info.BaseCurrency, SessionInfo.Value.LotSize,
SessionInfo.Value.DecimalPlaces, _quoteProvider.Ask, _quoteProvider.Bid));
//decimal? currentRawResult = null;
//if (State == OrderStateEnum.Executed)
//{
// if (State != OrderStateEnum.Executed || OpenPrice.HasValue == false)
// {// Failed to get result.
// currentRawResult = 0;
// }
// else
// {
// // Update result.
// currentRawResult = GetRawResult(this.OpenPrice, this.CurrentVolume, this.State, this.Type,
// executionProvider.QuoteProvider.Ask, executionProvider.QuoteProvider.Bid, mode != ResultModeEnum.Pips);
// }
// lock (this)
// {
// //_currentRawResult = currentRawResult;
// _orderMaximumResultAchieved = Math.Max(_orderMaximumResultAchieved, currentRawResult.HasValue ? currentRawResult.Value : 0);
// }
//}
//if (currentRawResult.HasValue == false)
//{
// return null;
//}
//int decimalPlaces = (int)executionProvider.Info.DecimalPlaces;
//decimal lotSize = executionProvider.Info.LotSize;
//decimal currency = currentRawResult.Value * lotSize;
//lock (this)
//{
// if (mode == ResultModeEnum.Pips)
// {
// if (State == OrderStateEnum.Closed)
// {// When closed we need to compensate the
// if (IsBuy)
// {
// return (_info.ClosePrice - _info.OpenPrice) * (decimal)Math.Pow(10, decimalPlaces);
// }
// else
// {
// return (_info.OpenPrice - _info.ClosePrice) * (decimal)Math.Pow(10, decimalPlaces);
// }
// }
// else
// {
// return currentRawResult.Value * (decimal)Math.Pow(10, decimalPlaces);
// }
// }
// else if (mode == ResultModeEnum.Raw)
// {
// return currentRawResult;
// }
// else if (mode == ResultModeEnum.Currency)
// {
// return currency;
// }
//}
//SystemMonitor.NotImplementedCritical("Mode not supported.");
//return 0;
}
/// <summary>
/// Calculate order result.
/// </summary>
public virtual decimal? GetResult(ResultModeEnum mode)
{
ISourceOrderExecution executionProvider = _executionProvider;
if (executionProvider == null || executionProvider.OperationalState != OperationalStateEnum.Operational
|| QuoteProvider == null || QuoteProvider.OperationalState != OperationalStateEnum.Operational
|| SessionInfo.HasValue == false
|| this.Account == null)
{
return null;
}
if (State != OrderStateEnum.Executed)
{
// TODO : verify the calculation and usage of the results in other states.
// There was a blocking call on the Order.GetResult that prevented all
// other states from receiving results.
return null;
}
return Order.GetResult(mode, this.OpenPrice, this.ClosePrice, this.CurrentVolume, this.Symbol, this.State, this.Type,
CurrencyConversionManager.Instance, this.Account.Info.BaseCurrency, SessionInfo.Value.LotSize,
SessionInfo.Value.DecimalPlaces, QuoteProvider.Ask, QuoteProvider.Bid);
}
/// <summary>
/// Static helper.
/// </summary>
public static decimal? GetResult(ResultModeEnum mode, decimal? open, decimal? close, decimal volume, Symbol orderSymbol,
OrderStateEnum state, OrderTypeEnum type, CurrencyConversionManager convertor, Symbol accountCurrency,
decimal lotSize, int decimalPlaces, decimal? ask, decimal? bid)
{
if (/*ask.HasValue == false || bid.HasValue == false */
string.IsNullOrEmpty(orderSymbol.Name))
{
return null;
}
Decimal? currentRawResult = null;
if (state == OrderStateEnum.Executed)
{
// Update result.
currentRawResult = GetRawResult(open, volume, state, type, ask, bid, null, mode != ResultModeEnum.Pips);
}
else if (state == OrderStateEnum.Closed)
{
currentRawResult = GetRawResult(open, volume, state, type, null, null, close.Value, mode != ResultModeEnum.Pips);
}
if (currentRawResult.HasValue == false)
{
return null;
}
if (mode == ResultModeEnum.Pips)
{
//if (state == OrderStateEnum.Closed)
//{// When closed we need to compensate the
// if (OrderInfo.TypeIsBuy(type))
// {
// return (close - open) * (decimal)Math.Pow(10, decimalPlaces);
// }
// else
// {
// return (open - close) * (decimal)Math.Pow(10, decimalPlaces);
// }
//}
//else
//{
return currentRawResult * (decimal)Math.Pow(10, decimalPlaces);
//}
}
else if (mode == ResultModeEnum.Raw)
{
return currentRawResult;
}
else if (mode == ResultModeEnum.Currency)
{
return currentRawResult;
}
else if (mode == ResultModeEnum.AccountBaseCurrency)
{
if (string.IsNullOrEmpty(accountCurrency.Name) || convertor == null)
{
SystemMonitor.Warning("Mode requires the Account Currency and Convertion Manager to be specified.");
return null;
}
if (orderSymbol.IsForexPair)
{// We have a forex pair and need to rebase to account base currency.
double? conversionRate = convertor.GetRate(orderSymbol.ForexCurrency2, accountCurrency.Name, TimeSpan.FromSeconds(1.5), true);
if (conversionRate.HasValue == false)
{
SystemMonitor.OperationError("Failed to establish conversion rate between [" + orderSymbol.ForexCurrency2 + "] and [" + accountCurrency.Name + "].");
return null;
}
}
else
{// All other symbols are by default in account base currency prices.
return currentRawResult.Value;
}
}
SystemMonitor.NotImplementedCritical("Mode not supported.");
return 0;
}
/// <summary>
/// Calculate order result.
/// </summary>
public override decimal? GetResult(ResultModeEnum mode)
{
ISourceOrderExecution executionProvider = _executionProvider;
if (executionProvider == null || executionProvider.OperationalState != OperationalStateEnum.Operational
|| _quoteProvider == null || _quoteProvider.OperationalState != OperationalStateEnum.Operational
|| SessionInfo.HasValue == false
|| this.Account == null)
{
return null;
}
if (State != OrderStateEnum.Executed)
{
// TODO : verify the calculation and usage of the results in other states.
// There was a blocking call on the Order.GetResult that prevented all
// other states from receiving results.
return null;
}
return Order.GetResult(mode, this.OpenPrice, this.ClosePrice, this.CurrentVolume, this.Symbol, this.State, this.Type,
CurrencyConversionManager.Instance, this.Account.Info.BaseCurrency, SessionInfo.Value.LotSize,
SessionInfo.Value.DecimalPlaces, _quoteProvider.Ask, _quoteProvider.Bid);
//decimal? currentRawResult = null;
//if (State == OrderStateEnum.Executed)
//{
// if (State != OrderStateEnum.Executed || OpenPrice.HasValue == false)
// {// Failed to get result.
// currentRawResult = 0;
// }
// else
// {
// // Update result.
// currentRawResult = GetRawResult(this.OpenPrice, this.CurrentVolume, this.State, this.Type,
// executionProvider.QuoteProvider.Ask, executionProvider.QuoteProvider.Bid, mode != ResultModeEnum.Pips);
// }
// lock (this)
// {
// //_currentRawResult = currentRawResult;
// _orderMaximumResultAchieved = Math.Max(_orderMaximumResultAchieved, currentRawResult.HasValue ? currentRawResult.Value : 0);
// }
//}
//if (currentRawResult.HasValue == false)
//{
// return null;
//}
//int decimalPlaces = (int)executionProvider.Info.DecimalPlaces;
//decimal lotSize = executionProvider.Info.LotSize;
//decimal currency = currentRawResult.Value * lotSize;
//lock (this)
//{
// if (mode == ResultModeEnum.Pips)
// {
// if (State == OrderStateEnum.Closed)
// {// When closed we need to compensate the
// if (IsBuy)
// {
// return (_info.ClosePrice - _info.OpenPrice) * (decimal)Math.Pow(10, decimalPlaces);
// }
// else
// {
// return (_info.OpenPrice - _info.ClosePrice) * (decimal)Math.Pow(10, decimalPlaces);
// }
// }
// else
// {
// return currentRawResult.Value * (decimal)Math.Pow(10, decimalPlaces);
// }
// }
// else if (mode == ResultModeEnum.Raw)
// {
// return currentRawResult;
// }
// else if (mode == ResultModeEnum.Currency)
// {
// return currency;
// }
//}
//SystemMonitor.NotImplementedCritical("Mode not supported.");
//return 0;
}
/// <summary> /// /// </summary> public abstract Decimal? GetResult(ResultModeEnum mode);
