public TradeInfo AddCompletedTradeToPosition(PositionDataXml position, DateTime filledTime, TransactionType transactionType, Price price, long size, string orderID)
{
PositionDataXml brokerPos = GetBrokerPosition(position.Symbol, position.PositionType);
// Create a PositionInfo object to calculate the PositionStats, which we can use to calculate a new TradeInfo
PositionInfo brokerPosInfo = GetPositionInfo(brokerPos);
BrokerOrder order = new BrokerOrder();
order.OrderId = orderID;
order.PositionID = position.PosID;
order.TransactionType = transactionType;
order.OrderType = OrderType.Market;
order.OrderSymbol = position.Symbol;
Fill fill = new Fill();
fill.FillDateTime = filledTime;
fill.Price = price;
fill.Quantity = size;
fill.Commission = 0;
var createPositionTradeMethod = typeof(PositionManager).GetMethod("CreatePositionTrade", BindingFlags.NonPublic | BindingFlags.Public | BindingFlags.Static);
var argList = new object[]
{
position.Symbol,
brokerPosInfo.CurrentStats,
new SymbolAccountInfo(position.Symbol),
order,
fill,
TradeType.UserSubmitted, // Trade type
string.Empty // Description
};
TradeInfo ret = (TradeInfo)createPositionTradeMethod.Invoke(null, argList);
if (position.Trades.Any(t => t.FilledTime == filledTime))
{
ret.Sequence = position.Trades.Where(t => t.FilledTime == filledTime).Max(t => t.Sequence) + 1;
}
else
{
ret.Sequence = 0;
}
position.Trades.Add(ret);
brokerPos.Trades.Add(ret);
PortfolioXml.CurrentPrices[position.Symbol] = price.SymbolPrice;
position.IsPending = false;
brokerPos.IsPending = false;
// If position size is now zero, remove it from the list of open positions
if (GetPositionInfo(position).CurrentStats.CurrentSize == 0)
{
PortfolioXml.Positions.Remove(position);
}
if (GetPositionInfo(brokerPos).CurrentStats.CurrentSize == 0)
{
if (brokerPos.PositionType == PositionType.Long)
{
_longBrokerPositions.Remove(brokerPos.Symbol);
}
else
{
_shortBrokerPositions.Remove(brokerPos.Symbol);
}
}
return ret;
}
PositionInfo GetPositionInfo(PositionDataXml position)
{
PositionInfo info = new PositionInfo();
//info.PosID = position.PosID;
typeof(PositionInfo).GetProperty("PosID").SetValue(info, position.PosID, null);
//info.Symbol = position.Symbol;
typeof(PositionInfo).GetProperty("Symbol").SetValue(info, position.Symbol, null);
info.PositionType = position.PositionType;
//info.Description = position.Description;
typeof(PositionInfo).GetProperty("Description").SetValue(info, position.Description, null);
foreach (TradeInfo tradeInfo in position.Trades)
{
info.Trades.Add(tradeInfo);
}
return info;
}
BrokerPosition CreateBrokerPosition(PositionDataXml pos)
{
PositionInfo info = GetPositionInfo(pos);
BrokerPosition brokerPos = new BrokerPosition();
brokerPos.Symbol = pos.Symbol;
brokerPos.Direction = pos.PositionType;
brokerPos.Size = info.CurrentStats.CurrentSize;
brokerPos.EntryPrice = info.CurrentStats.EntryPrice;
brokerPos.EntryDate = info.OpenDate;
return brokerPos;
}
PositionDataXml CreatePositionDataXml(Symbol symbol, PositionType positionType)
{
PositionDataXml newPosition = new PositionDataXml();
newPosition.PosID = GetNextPositionID();
newPosition.Symbol = symbol;
newPosition.PositionType = positionType;
newPosition.Trades = new List<TradeInfo>();
newPosition.PendingOrders = new List<TradeOrderXml>();
newPosition.IsPending = true;
newPosition.BarCountExit = -1;
return newPosition;
}
public TradeOrderXml AddPendingOrder(PositionDataXml position, BrokerOrder brokerOrder, string orderId, long size, DateTime submittedTime, OrderType orderType, TransactionType transactionType)
{
brokerOrder.OrderSymbol = position.Symbol;
brokerOrder.OrderId = orderId;
brokerOrder.PositionID = position.PosID;
brokerOrder.Shares = size;
brokerOrder.SubmittedDate = submittedTime;
brokerOrder.OrderType = orderType;
brokerOrder.TransactionType = transactionType;
brokerOrder.OrderState = BrokerOrderState.Submitted;
TradeOrderXml ret = new TradeOrderXml();
ret.PosID = position.PosID;
ret.OrderID = orderId;
ret.TradeType = TradeType.UserSubmitted;
ret.Description = string.Empty;
ret.Error = null;
ret.BarsValid = -1;
ret.CancelPending = false;
PortfolioXml.PendingOrders.Add(brokerOrder);
position.PendingOrders.Add(ret);
return ret;
}
