private decimal CalculateValuedOpenOrderPL()
{
decimal result = 0m;
foreach (var eachOrderResetResult in _resetResultDict.Values)
{
var eachOrder = _info.GetOrder(eachOrderResetResult.OrderId);
if (!eachOrder.IsOpen)
{
continue;
}
result += eachOrderResetResult.ValuedPL.Interest + eachOrderResetResult.ValuedPL.Storage;
}
return(result);
}
internal static Dictionary <Guid, OpenOrderPLOfCurrentDay> Calculate(TradeDayInfo tradeDayInfo, Dictionary <Guid, TradeDayCommonResult> resetCommonResultDict, Exchanger exchanger)
{
if (tradeDayInfo.Settings.ValueDate == null && !tradeDayInfo.Settings.UseCompatibleMode)
{
return(null);
}
Dictionary <Guid, OpenOrderPLOfCurrentDay> result = new Dictionary <Guid, OpenOrderPLOfCurrentDay>();
foreach (var eachPair in resetCommonResultDict)
{
var orderId = eachPair.Key;
var commonResetResult = eachPair.Value;
if (!orderId.ShouldCalculate(tradeDayInfo.AffectedOrders))
{
continue;
}
var eachOrder = tradeDayInfo.GetOrder(orderId);
if (!IsOpenOrderOfCurrentDay(eachOrder, tradeDayInfo))
{
continue;
}
OpenOrderPLOfCurrentDay openOrderPLOfCurrentDay = new OpenOrderPLOfCurrentDay();
int decimals = tradeDayInfo.Settings.IsInterestUseAccountCurrency ? tradeDayInfo.RateSetting.RoundDecimals.Max : tradeDayInfo.RateSetting.RoundDecimals.Instrument;
var storage = Math.Round(eachOrder.LotBalance * commonResetResult.StoragePerLot, decimals, MidpointRounding.AwayFromZero);
var interest = Math.Round(eachOrder.LotBalance * commonResetResult.InterestPerLot, decimals, MidpointRounding.AwayFromZero);
openOrderPLOfCurrentDay.DayNotValued += tradeDayInfo.Settings.ShouldValueCurrentDayPL ? InterestStorage.Empty : new InterestStorage(interest, storage);
var exchangeStorage = exchanger.ExchangeByCommonDecimals(storage);
var exchangeInterest = exchanger.ExchangeByCommonDecimals(interest);
openOrderPLOfCurrentDay.NotValued += tradeDayInfo.Settings.ShouldValueCurrentDayPL ? InterestStorage.Empty : new InterestStorage(exchangeInterest, exchangeStorage);
bool isInterestValued = (eachOrder.InterestValueDate ?? tradeDayInfo.TradeDay) <= tradeDayInfo.TradeDay;
decimal interestPLValued = tradeDayInfo.Settings.ShouldValueCurrentDayPL && isInterestValued ? exchangeInterest : 0;
decimal storagePLValued = tradeDayInfo.Settings.ShouldValueCurrentDayPL ? exchangeStorage : 0;
openOrderPLOfCurrentDay.Valued += new InterestStorage(interestPLValued, storagePLValued);
openOrderPLOfCurrentDay.IsInterestValued = isInterestValued;
openOrderPLOfCurrentDay.IsStorageValued = true;
result.Add(orderId, openOrderPLOfCurrentDay);
}
return(result);
}