public QuantConnect.Holding ConvertToHolding(TEBPosition position)
{
//string currencySymbol;
//if (!Currencies.CurrencySymbols.TryGetValue(currency, out currencySymbol))
//{
// currencySymbol = "$";
//}
string currencySymbol = "$";
string symbol = position.Symbol;
return(new Holding
{
Symbol = ConvertToSymbol(symbol),
Type = SecurityType.Equity,
Quantity = position.NetLotCount,
//Quantity = position.Side == CashDefinition.SIDE_SELL ? -position.Units : position.Units,
AveragePrice = position.AvgNetPrice,
//MarketPrice = marketPrice,
ConversionRate = 1m, // this will be overwritten when GetAccountHoldings is called to ensure fresh values
CurrencySymbol = currencySymbol
});
//return new Holding
//{
// Symbol = Symbol.Create(position.Symbol, SecurityType.Equity, Market.USA),
// Type = SecurityType.Equity,
// AveragePrice = position.CostBasis / position.Quantity,
// ConversionRate = 1.0m,
// CurrencySymbol = "$",
// MarketPrice = 0m, //--> GetAccountHoldings does a call to GetQuotes to fill this data in
// Quantity = position.Quantity
//};
}
private List <TEBPosition> GetPositions()
{
Dictionary <string, TEBPosition> tmpList = new Dictionary <string, TEBPosition>();
IEnumerable <Teb.FIX.Model.Order> tmpOrders = _fixContext.CashAppContext.FilledOrdersView.Values;
OrderViewType ViewType = OrderViewType.Filled;
#region MyRegion
if (tmpOrders != null)
{
TEBPosition to = null;
//to.Seance = "Tüm Gün";
int count = 0;
foreach (var tmpOrder in tmpOrders)
{
count++;
string symbol = tmpOrder.Symbol;
if (!tmpList.TryGetValue(symbol, out to))
{
to = new TEBPosition();
to.Symbol = symbol;
tmpList.Add(symbol, to);
}
bool isBuy = false;
decimal price = 0;
int qty = 0;
if (ViewType == OrderViewType.Filled)
{
if (tmpOrder.LastPx.HasValue)
{
price = tmpOrder.LastPx.Value;
}
if (tmpOrder.LastQty.HasValue)
{
qty = tmpOrder.LastQty.Value;
}
}
else
{
if (tmpOrder.Price.HasValue)
{
price = tmpOrder.Price.Value;
}
if (tmpOrder.LeavesQty.HasValue)
{
qty = tmpOrder.LeavesQty.Value;
}
}
//if (tmpOrder.OrderQty.HasValue)
// qty = tmpOrder.OrderQty.Value;
decimal volume = price * qty;
if (tmpOrder.Core.Side.Equals(CashDefinition.SIDE_BUY))
{
isBuy = true;
}
if (isBuy)
{
to.BuyLotCount += qty;
to.BuyVolume += volume;
}
else
{
to.SellLotCount += qty;
to.SellVolume += volume;
}
}
if (count == 0)
{
to = new TEBPosition();
}
else
{
to.Count = count;
to.NetLotCount = to.BuyLotCount - to.SellLotCount;
to.NetVolume = to.SellVolume - to.BuyVolume;
to.TotalVolume = Math.Abs(to.BuyVolume) + Math.Abs(to.SellVolume);
if (to.NetLotCount != 0)
{
to.AvgNetPrice = Math.Abs(to.NetVolume / to.NetLotCount);
}
else
{
to.AvgNetPrice = 0;
}
if (to.BuyLotCount != 0)
{
to.AvgBuyPrice = Math.Abs(to.BuyVolume / to.BuyLotCount);
}
else
{
to.AvgBuyPrice = 0;
}
if (to.SellLotCount != 0)
{
to.AvgSellPrice = Math.Abs(to.SellVolume / to.SellLotCount);
}
else
{
to.AvgSellPrice = 0;
}
}
//tmpList.Add(to);
}
#endregion
return(tmpList.Values.ToList());
}