private double ComputeExecutionQuantity(Side side)
{
return(EventLogs.OfType <OrderParameterEventLog <OrderDealingEventParameter> >()
.Select(e => e.Parameters.Trade)
.Where(t => t.TradeState != TradeState.Cancelled)
.Sum(t => t.Side == side ? t.ExecutionQuantity : -t.ExecutionQuantity));
}
