public static Kospi200FuturesTradeInfo makeKospi200f_tradeInfo(DateTime tradeDate,
string availableTradeCD,
int quantity,
double tradeIndex)
{
Kospi200FuturesTradeInfo ifti = new Kospi200FuturesTradeInfo();
Kospi200Index_futures index_futures = Kospi200Index_futures.CreateKOSPI200F(tradeDate,
availableTradeCD,
quantity,
tradeIndex);
index_futures.Index_ = tradeIndex;
ifti.Financial_instrument_ = index_futures;
// index multiplier
clsTRADABLE_KRX_INDEXFUTURES_TB clstb = new clsTRADABLE_KRX_INDEXFUTURES_TB();
clstb.INST_KRX_CD = availableTradeCD;
if (clstb.SelectOwn() == 0)
{ throw new Exception("availableTradeCD does not exist : " + availableTradeCD); }
double indexMultiplier = clstb.INDEX_MULTIPLIER;
double tradeFeeRate = 0.00003; // 키움꺼임.
ifti.DAO_ = new clsHITM_TRADEINFO_TB();
ifti.DAO_.TRADE_ID = IDGenerator.getNewTradeID(TradeInfo.TradeType.Dynamic_Hedge,
index_futures.InstrumentType_,
tradeDate);
ifti.DAO_.INSTRUMENT_ID = index_futures.indexFuturesDAO_.INSTRUMENT_ID;
ifti.DAO_.TRADE_DT = tradeDate.ToString("yyyyMMdd");
ifti.DAO_.TRADE_TM = DateTime.Now.ToString("HHmmss");
ifti.DAO_.TRADE_SEQ = IDGenerator.getTradeSeq(tradeDate);
ifti.DAO_.TRADE_TYP = Convert.ToInt32(TradeInfo.TradeType.Dynamic_Hedge);
ifti.DAO_.FP_MASTER_TYP = index_futures.baseDAO_.FP_MASTER_TYP;
ifti.DAO_.TRADE_UNIT = Convert.ToInt32(tradeIndex * indexMultiplier);
ifti.DAO_.TRADE_MULTIPLIER = indexMultiplier;
ifti.DAO_.TRADE_CURR = "KRW";
ifti.DAO_.CURR_RATE = 1.0;
ifti.DAO_.TRADE_INDEX = tradeIndex;
ifti.DAO_.TRADE_INDEXUNIT = 1.0;
ifti.DAO_.TRADE_QNT = quantity;
ifti.DAO_.TRADE_NOTIONAL_AMT = Math.Round(Math.Abs(Convert.ToDouble(quantity * tradeIndex * indexMultiplier)));
ifti.DAO_.ACCOUNT_AMT = 0.0;// ifti.DAO_.TRADE_NOTIONAL_AMT;
ifti.DAO_.TRADE_FEE = Math.Round(Math.Abs(ifti.DAO_.TRADE_NOTIONAL_AMT * tradeFeeRate));
ifti.DAO_.TRADE_PL = 0.0;
ifti.DAO_.TRADE_FEE_PAYMENT_DT = tradeDate.ToString("yyyyMMdd");
ifti.DAO_.COUNTER_ID = "KRX";
ifti.DAO_.BOOKED_FLAG = 0;
return ifti;
}
// #CREATETRADEINFO_ITEMADD
public static TradeInfo CreateTradeInfo(clsHITM_TRADEINFO_TB tb)
{
int type = tb.FP_MASTER_TYP;
TradeInfo ti = new UnknownType_TradeInfo();
if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexFutures)
{
ti = new Kospi200FuturesTradeInfo();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexOption_Call
|| type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexOption_Put)
{
ti = new Kospi200OptionTradeInfo();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.VanillaIRS)
{
ti = new VanillaIRSTradeInfo();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.VanillaSwap)
{
ti = new Vanilla_SwapTradeInfo();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Ftp_DepositLoan)
{
ti = new Ftp_DepositLoanTradeInfo();
}
else
{
//fi = new Unknown_instrument();
}
ti.DAO_ = tb;
//fi.baseDAO_ = tb;
//fi.loadDetail(tb.INSTRUMENT_ID);
return ti;
}
