KtbSpotPosition GetLongRemainPos(KtbSpotPosition longPos, KtbSpotDonePosition done)
{
long remainCount = longPos.Count - done.LongPosition.Count;
Trace.Assert(remainCount >= 0);
KtbSpotPosition ret = new KtbSpotPosition(longPos);
ret.ChangeCountAndNotional(remainCount);
return ret;
}
KtbSpotPosition GetShortRemainPos(KtbSpotPosition shortPos, KtbSpotDonePosition done)
{
long remainCount = shortPos.Count - done.ShortPosition.Count;
Trace.Assert(remainCount >= 0);
KtbSpotPosition ret = new KtbSpotPosition(shortPos);
ret.ChangeCountAndNotional(remainCount);
return ret;
}
KtbSpotDonePosition GetDonePos(KtbSpotPosition longPos, KtbSpotPosition shortPos)
{
KtbSpotDonePosition done = new KtbSpotDonePosition();
long count = Math.Min(longPos.Count, shortPos.Count);
KtbSpotPosition doneLongPos = new KtbSpotPosition(longPos);
doneLongPos.ChangeCountAndNotional(count);
done.LongPosition = doneLongPos;
KtbSpotPosition doneShortPos = new KtbSpotPosition(shortPos);
doneShortPos.ChangeCountAndNotional(count);
done.ShortPosition = doneShortPos;
return done;
}