private static TradeDayCalculator CreateCommon(TradeDayInfo tradeDayInfo, InstrumentCloseQuotation closeQuotation, bool isReset)
{
if (closeQuotation != null)
{
tradeDayInfo.UpdateInstrumentDayClosePrice(closeQuotation.BuyPrice, closeQuotation.SellPrice);
}
return(new TradeDayCalculator(tradeDayInfo, isReset));
}
private InstrumentCloseQuotation GetQuotation(Settings.Instrument instrument, List <InstrumentCloseQuotation> quotations)
{
if (quotations.Count == 0)
{
return(null);
}
Dictionary <Guid, InstrumentCloseQuotation> quotationPerQuotePolicy = new Dictionary <Guid, InstrumentCloseQuotation>();
foreach (var eachQuotation in quotations)
{
if (!quotationPerQuotePolicy.ContainsKey(eachQuotation.QuotePolicyId))
{
quotationPerQuotePolicy.Add(eachQuotation.QuotePolicyId, eachQuotation);
}
}
InstrumentCloseQuotation result = ((IQuotePolicyProvider)_account).Get <InstrumentCloseQuotation>(delegate(Guid id, out InstrumentCloseQuotation q)
{
return(quotationPerQuotePolicy.TryGetValue(id, out q));
});
return(result);
}
private void DoResetPerTradeDay(AccountClass.Instrument instrument, TradeDayInfo eachResetHistorySetting, InstrumentCloseQuotation closeQuotation)
{
var settingInstrument = Settings.Setting.Default.GetInstrument(instrument.Id, eachResetHistorySetting.TradeDay);
var calculator = TradeDayCalculatorFactory.CreateForReset(eachResetHistorySetting, closeQuotation, Settings.Setting.Default);
calculator.Calculate();
_account.AddBalance(settingInstrument.CurrencyId, calculator.Balance, calculator.ResetTime);
OrderDayHistorySaver.Save(_account, instrument, calculator, eachResetHistorySetting, settingInstrument);
}
internal static TradeDayCalculator CreateForHistoryOrder(TradeDayInfo tradeDayInfo, InstrumentCloseQuotation closeQuotation)
{
return(CreateCommon(tradeDayInfo, closeQuotation, false));
}
internal static TradeDayCalculator CreateForReset(TradeDayInfo tradeDayInfo, InstrumentCloseQuotation closeQuotation)
{
return(CreateCommon(tradeDayInfo, closeQuotation, true));
}