private static bool Match(TraderDailyDetail t, MarketDetailDaily m)
{
if (IsSameStock(t.Sym, m.Symbol2) && IsSameDirection(t.Side, m.Action) && t.Qty == m.ExQuan && t.Exe_Price == m.ExPrice)
{
return(true);
}
return(false);
}
public void Add(MarketDetailDaily m)
{
this.Comm += m.TotalCommission_WithoutFeesAndCharges;
this.ECN += m.ECNRebate;
this.Gross += m.FirstMoney;
this.Shares += m.ExQuan;
this.Other += m.SecFee + m.NasdTradingActivityFee + m.ExchangeFee + m.NSCCPassThru + m.SIPC + m.FTT;
}
public CompareDaily(MarketDetailDaily m, string trader)
{
this.TRADER = trader;
this.Comm = m.TotalCommission_WithoutFeesAndCharges;
this.DATE = m.TradeDate.Date;
this.ECN = m.ECNRebate;
this.Gross = m.FirstMoney;
this.Shares = m.ExQuan;
this.Symbol2 = m.Symbol2;
this.Other = m.SecFee + m.NasdTradingActivityFee + m.ExchangeFee + m.NSCCPassThru + m.SIPC + m.FTT;
}
private static string GetMixedKey(MarketDetailDaily m, TraderDailyDetail t)
{
return(string.Format("{0}_{1}_{2}", m.TradeDate, t.Trader, m.Sym_Format));
}
