public AccountTransaction(Fill fill)
{
this.DateTime = fill.DateTime;
this.Value = fill.CashFlow;
this.CurrencyId = fill.CurrencyId;
this.Text = fill.Text;
}
public void Add(Fill fill)
{
Fill fill2 = this.FillSet.Peek();
if (fill2 == null || (this.IsLong(fill2) && this.IsLong(fill)) || (!this.IsLong(fill2) && !this.IsLong(fill)))
{
this.FillSet.Push(fill);
this.leavesQty = fill.Qty;
return;
}
double num = fill.Qty;
while (num > 0.0 && (fill2 = this.FillSet.Peek()) != null)
{
if (this.leavesQty > num)
{
this.AddTrade(this.CreateTrade(fill2, fill, num));
this.leavesQty -= Math.Round(num, 5);
num = 0.0;
}
else
{
this.AddTrade(this.CreateTrade(fill2, fill, this.leavesQty));
this.FillSet.Pop();
num -= Math.Round(this.leavesQty, 5);
}
}
if (num > 0.0)
{
this.leavesQty = num;
this.FillSet.Push(fill);
}
}
public AccountTransaction(Fill fill)
{
this.dateTime = fill.dateTime;
this.value = fill.CashFlow;
this.currencyId = fill.currencyId;
this.text = fill.text;
}
public FillViewItem(Fill fill)
: base(new string[5])
{
this.Fill = fill;
this.SubItems[0].Text = fill.DateTime.ToString();
this.SubItems[3].Text = fill.Price.ToString(fill.Instrument.PriceFormat);
this.SubItems[4].Text = fill.Qty.ToString();
this.ImageIndex = 2;
this.BackColor = Color.FromArgb((int)byte.MaxValue, (int)byte.MaxValue, 230);
}
public FillView(Fill fill, Pad pad)
{
this.fill = fill;
this.pad = pad;
BuyColor = Color.Blue;
SellColor = Color.Red;
SellShortColor = Color.Yellow;
TextEnabled = true;
ToolTipEnabled = true;
ToolTipFormat = "{0} {2} {1} @ {3} {4} {5}";
}
public void Add(Fill fill)
{
this.fills.Add(fill);
if (this.qty == 0.0)
{
this.entry = fill;
}
if (fill.Side == OrderSide.Buy)
{
this.qtyBought += fill.qty;
}
else
{
this.qtySold += fill.qty;
}
this.amount = this.qtyBought - this.qtySold;
if (this.amount > 0.0)
{
this.qty = this.amount;
return;
}
this.qty = -this.amount;
}
protected internal override void OnFill(Fill fill)
{
this.reportComponent.OnFill(fill);
}
private bool IsLong(Fill fill)
{
return fill.side == OrderSide.Buy;
}
private TradeInfo CreateTrade(Fill oppFill, Fill Fill, double qty)
{
return new TradeInfo
{
EntryDate = oppFill.DateTime,
EntryPrice = oppFill.Price,
EntryCost = oppFill.Commission * qty / oppFill.Qty,
ExitDate = Fill.DateTime,
ExitPrice = Fill.Price,
ExitCost = Fill.Commission * qty / Fill.Qty,
Qty = qty,
IsLong = this.IsLong(oppFill)
};
}
internal void OnExecutionReport(ExecutionReport report)
{
if (report.execType == ExecType.ExecTrade)
{
Fill fill = new Fill(report);
report.order.portfolio.Add(fill);
}
}
protected override void OnFill(Fill fill)
{
// Add fill to group.
Log(fill, fillGroup);
}
public void Add(Fill fill)
{
this.fills.Add(fill);
Instrument instrument = fill.instrument;
bool flag = false;
Position position = this.positionByInstrument[instrument.Id];
if (position == null)
{
position = new Position(this, instrument);
this.positionByInstrument[instrument.Id] = position;
this.positions.Add(position);
flag = true;
}
if (position.qty == 0.0)
{
flag = true;
}
position.Add(fill);
this.account.Add(fill);
if (flag)
{
this.framework.eventServer.OnPositionOpened(this, position);
this.framework.eventServer.OnPositionChanged(this, position);
}
else
{
this.framework.eventServer.OnPositionChanged(this, position);
if (position.qty == 0.0)
{
this.framework.eventServer.OnPositionClosed(this, position);
}
}
this.framework.eventServer.OnFill(this, fill);
if (this.parent != null)
{
this.parent.Add(fill);
}
this.statistics.Add(fill);
}
public OnFill(Portfolio portfolio, Fill fill)
{
this.portfolio = portfolio;
this.fill = fill;
}
public Fill(Fill fill)
{
this.dateTime = fill.dateTime;
this.order = fill.order;
this.instrument = fill.instrument;
this.currencyId = fill.currencyId;
this.side = fill.side;
this.qty = fill.qty;
this.price = fill.price;
this.commission = fill.commission;
this.text = fill.text;
}
public void EnsureVisible(Fill fill)
{
if (fill.DateTime < MainSeries.FirstDateTime)
return;
int num = Math.Max(MainSeries.GetIndex(fill.DateTime, IndexOption.Prev), 0);
int val2 = this.lastIndex - this.firstIndex + 1;
int lastIndex = Math.Max(Math.Min(MainSeries.Count - 1, num + val2 / 5), val2);
SetIndexInterval(lastIndex - val2 + 1, lastIndex);
this.pads[0].SetSelectedObject(fill);
this.polosaDate = MainSeries.GetDateTime(MainSeries.GetIndex(fill.DateTime, IndexOption.Prev));
this.contentUpdated = true;
Invalidate();
}
public void DrawFill(Fill fill, int padNumber)
{
lock (this.lockObject)
{
if (!this.volumePadShown && padNumber > 1)
--padNumber;
FillView view = new FillView(fill, this.pads[padNumber]);
this.pads[padNumber].AddPrimitive(view);
view.SetInterval(this.leftDateTime, this.rightDateTime);
}
}
internal void Add(Fill fill)
{
this.detector.Add(fill);
}
internal void Add(Fill fill)
{
this.detector.Add(fill);
}
public void Push(Fill fill)
{
this.queue.Enqueue(fill);
}
public virtual void OnFill(Fill fill)
{
}
protected internal virtual void OnFill(Fill fill)
{
}
public void Add(Fill fill)
{
this.fills.Add(fill);
}
public void Push(Fill fill)
{
this.stack.Push(fill);
}
public void Add(Fill fill)
{
this.Add(new AccountTransaction(fill));
}
internal void OnFill(Portfolio portfolio, Fill fill)
{
this.OnEvent(new OnFill(portfolio, fill));
}
protected internal override void OnFill(Fill fill)
{
this.reportComponent.OnFill(fill);
}