public void Add(DateTime datetime, TransactionSide side, double qty, Instrument instrument, double price, string text)
{
Side side1;
switch (side)
{
case TransactionSide.Buy:
side1 = Side.Buy;
break;
case TransactionSide.Sell:
side1 = Side.Sell;
break;
default:
throw new ArgumentException(string.Format("Unknown TransactionSide - {0} ", (object)side));
}
FreeQuant.Instruments.Transaction transaction = new FreeQuant.Instruments.Transaction(datetime, side1, qty, instrument.instrument, price);
transaction.Currency = CurrencyManager.Currencies[instrument.instrument.Currency];
if (text != null)
{
transaction.Text = text;
}
this.portfolio.Add(transaction);
}
public virtual double GetCost(Transaction transaction)
{
if (this.commission == 0.0)
return 0.0;
switch (this.commType)
{
case CommType.PerShare:
return this.Commission * transaction.Qty;
case CommType.Percent:
return this.Commission * transaction.Value;
case CommType.Absolute:
return this.Commission;
default:
throw new NotSupportedException("" + this.commType);
}
}
public ChartColorManagerForm()
{
this.InitializeComponent();
this.colorEditor.Init();
this.AddProperty("ChartBackColor", "Back Color", this.chart.ChartBackColor);
this.AddProperty("CanvasColor", "Fore Color", this.chart.CanvasColor);
this.AddProperty("BorderColor", "Border", this.chart.BorderColor);
this.AddProperty("SplitterColor", "Splitter", this.chart.SplitterColor);
this.AddProperty("CandleUpColor", "Candle Up", this.chart.CandleUpColor);
this.AddProperty("CandleDownColor", "Candle Down", this.chart.CandleDownColor);
this.AddProperty("DefaultLineColor", "Line", this.chart.DefaultLineColor);
this.AddProperty("VolumeColor", "Volume", this.chart.VolumeColor);
this.AddProperty("DateTipRectangleColor", "DateTime Tip Area", this.chart.DateTipRectangleColor);
this.AddProperty("DateTipTextColor", "DateTime Tip Text", this.chart.DateTipTextColor);
this.AddProperty("ValTipRectangleColor", "Value Tip Area", this.chart.ValTipRectangleColor);
this.AddProperty("ValTipTextColor", "Value Text Area", this.chart.ValTipTextColor);
this.AddProperty("CrossColor", "Cross Color", this.chart.CrossColor);
this.AddProperty("BottomAxisLabelColor", "Bottom Axis Label", this.chart.BottomAxisLabelColor);
this.AddProperty("BottomAxisGridColor", "Bottom Axis Grid", this.chart.BottomAxisGridColor);
this.AddProperty("RightAxisGridColor", "Right Axis Grid", this.chart.RightAxisGridColor);
this.AddProperty("RightAxisTextColor", "Right Axis Text", this.chart.RightAxisTextColor);
this.AddProperty("RightAxisMajorTicksColor", "Right Axis Major Ticks", this.chart.RightAxisMajorTicksColor);
this.AddProperty("RightAxisMinorTicksColor", "Right Axis Minor Ticks", this.chart.RightAxisMinorTicksColor);
this.AddProperty("ItemTextColor", "Transaction Text", this.chart.ItemTextColor);
this.AddProperty("SelectedItemTextColor", "Selected Transaction Text", this.chart.SelectedItemTextColor);
this.AddProperty("SelectedTransactionHighlightColor", "Selected Transaction Highlight", this.chart.SelectedTransactionHighlightColor);
this.ltvColorProperties.Items[0].Selected = true;
BarSeries barSeries = this.GenerateSeries();
this.chart.Reset();
this.chart.SetMainSeries((DoubleSeries)barSeries, true);
this.chart.AddPad();
SMA sma = new SMA((TimeSeries)barSeries, 14);
sma.Name = "Line";
this.chart.DrawDefaultColoredSeries((DoubleSeries)sma, 2, (SimpleDSStyle)0, SmoothingMode.AntiAlias);
Instrument instrument = Activator.CreateInstance(typeof(Instrument), true) as Instrument;
instrument.Symbol = "Symbol";
Transaction transaction1 = new Transaction(((TimeSeries)barSeries).GetDateTime(barSeries.Count - 5), Side.Buy, 100.0, instrument, barSeries[barSeries.Count - 5].Low);
Transaction transaction2 = new Transaction(((TimeSeries)barSeries).GetDateTime(barSeries.Count - 20), Side.Sell, 100.0, instrument, barSeries[barSeries.Count - 20].High);
this.chart.DrawTransaction(transaction1, 0);
this.chart.DrawTransaction(transaction2, 0);
this.chart.EnsureVisible(transaction1);
foreach (ChartColorTemplate template in Global.ChartManager.ColorTemplates.All.Values)
this.ltvTemplates.Items.Add((ListViewItem)new ChartColorTemplateViewItem(template));
if (this.ltvTemplates.Items.Count <= 0)
return;
this.ltvTemplates.Items[0].Selected = true;
}
public bool Contains(Transaction transaction)
{
return this.transactions.Contains(transaction);
}
public void Add(Transaction transaction)
{
lock (this.dataLock)
{
bool posOpened = false;
bool posChanged = true;
bool posClosed = false;
double local_4 = 0.0;
double local_5 = 0.0;
double local_6 = 0.0;
Position position = this.positions[transaction.Instrument];
if (position == null)
{
position = new Position(this, transaction);
this.positions.Add(position);
if (this.monitored)
{
this.WatchPosition(position);
}
if (transaction.Margin != 0.0)
{
local_4 = transaction.Margin;
local_6 = 0.0;
local_5 = transaction.Debt;
position.Margin = transaction.Margin;
position.Debt = transaction.Debt;
}
posOpened = true;
}
else
{
if (transaction.Margin != 0.0)
{
if (position.Side == PositionSide.Long && transaction.Side == Side.Buy || position.Side == PositionSide.Short && (transaction.Side == Side.Sell || transaction.Side == Side.SellShort))
{
local_4 = transaction.Margin;
local_6 = 0.0;
local_5 = transaction.Debt;
position.Margin += transaction.Margin;
position.Debt += transaction.Debt;
}
if (position.Side == PositionSide.Long && (transaction.Side == Side.Sell || transaction.Side == Side.SellShort) || position.Side == PositionSide.Short && transaction.Side == Side.Buy)
{
if (position.Qty == transaction.Qty)
{
double temp_152 = position.Margin;
local_4 = 0.0;
local_6 = position.Debt;
local_5 = 0.0;
position.Margin = 0.0;
position.Debt = 0.0;
}
else if (position.Qty > transaction.Qty)
{
double temp_131 = transaction.Margin;
local_4 = 0.0;
local_6 = position.Debt * transaction.Qty / position.Qty;
local_5 = 0.0;
position.Margin -= transaction.Margin;
position.Debt -= local_6;
}
else
{
double local_7 = transaction.Qty - position.Qty;
double local_8 = local_7 * transaction.Price;
if (transaction.Instrument.Factor != 0.0)
{
local_8 *= transaction.Instrument.Factor;
}
double temp_110 = position.Margin;
double local_4_1 = transaction.Instrument.Margin * local_7;
local_6 = position.Debt;
local_5 = local_8 - local_4_1;
position.Margin = local_4_1;
position.Debt = local_5;
}
}
}
position.Add(transaction);
if (position.Qty == 0.0)
{
this.positions.Remove(position);
if (this.monitored)
{
this.UnWatchPosition(position);
}
posClosed = true;
}
}
this.transactions.Add(transaction);
if (!this.Mk5dJuOhmC && this.persistent)
{
PortfolioManager.Add(this, transaction);
}
this.EmitTransactionAdded(transaction);
if (!this.Mk5dJuOhmC)
{
this.account.Add(transaction.CashFlow + local_5 - local_6, transaction.Currency, transaction.DateTime, transaction.Text);
}
if (posOpened)
{
this.EmitPositionOpened(position);
}
if (posChanged)
{
this.EmitPositionChanged(position);
}
if (posClosed)
{
this.EmitPositionClosed(position);
}
this.EmitCompositionChanged();
if (this.Mk5dJuOhmC)
{
return;
}
this.EmitValueChanged(position);
}
}
public void EnsureVisible(Transaction transaction)
{
if (transaction.DateTime < this.mainSeries.FirstDateTime)
return;
int num1 = Math.Max(this.mainSeries.GetIndex(transaction.DateTime, EIndexOption.Prev), 0);
int val2 = this.lastIndex - this.firstIndex + 1;
int num2 = Math.Max(Math.Min(this.mainSeries.Count - 1, num1 + val2 / 5), val2);
this.SetPadIntervals(num2 - val2 + 1, num2);
this.pads[0].SetSelectedObject(transaction);
this.firstDateTime = this.mainSeries.GetDateTime(this.mainSeries.GetIndex(transaction.DateTime, EIndexOption.Prev));
this.contentUpdated = true;
this.Invalidate();
}
protected virtual void OnTransactionAdded(Transaction transaction)
{
}
public void Add(Transaction transaction)
{
lock (this.dataLock)
{
bool posOpened = false;
bool posChanged = true;
bool posClosed = false;
double local_4 = 0.0;
double local_5 = 0.0;
double local_6 = 0.0;
Position position = this.positions[transaction.Instrument];
if (position == null)
{
position = new Position(this, transaction);
this.positions.Add(position);
if (this.monitored)
this.WatchPosition(position);
if (transaction.Margin != 0.0)
{
local_4 = transaction.Margin;
local_6 = 0.0;
local_5 = transaction.Debt;
position.Margin = transaction.Margin;
position.Debt = transaction.Debt;
}
posOpened = true;
}
else
{
if (transaction.Margin != 0.0)
{
if (position.Side == PositionSide.Long && transaction.Side == Side.Buy || position.Side == PositionSide.Short && (transaction.Side == Side.Sell || transaction.Side == Side.SellShort))
{
local_4 = transaction.Margin;
local_6 = 0.0;
local_5 = transaction.Debt;
position.Margin += transaction.Margin;
position.Debt += transaction.Debt;
}
if (position.Side == PositionSide.Long && (transaction.Side == Side.Sell || transaction.Side == Side.SellShort) || position.Side == PositionSide.Short && transaction.Side == Side.Buy)
{
if (position.Qty == transaction.Qty)
{
double temp_152 = position.Margin;
local_4 = 0.0;
local_6 = position.Debt;
local_5 = 0.0;
position.Margin = 0.0;
position.Debt = 0.0;
}
else if (position.Qty > transaction.Qty)
{
double temp_131 = transaction.Margin;
local_4 = 0.0;
local_6 = position.Debt * transaction.Qty / position.Qty;
local_5 = 0.0;
position.Margin -= transaction.Margin;
position.Debt -= local_6;
}
else
{
double local_7 = transaction.Qty - position.Qty;
double local_8 = local_7 * transaction.Price;
if (transaction.Instrument.Factor != 0.0)
local_8 *= transaction.Instrument.Factor;
double temp_110 = position.Margin;
double local_4_1 = transaction.Instrument.Margin * local_7;
local_6 = position.Debt;
local_5 = local_8 - local_4_1;
position.Margin = local_4_1;
position.Debt = local_5;
}
}
}
position.Add(transaction);
if (position.Qty == 0.0)
{
this.positions.Remove(position);
if (this.monitored)
this.UnWatchPosition(position);
posClosed = true;
}
}
this.transactions.Add(transaction);
if (!this.Mk5dJuOhmC && this.persistent)
PortfolioManager.Add(this, transaction);
this.EmitTransactionAdded(transaction);
if (!this.Mk5dJuOhmC)
this.account.Add(transaction.CashFlow + local_5 - local_6, transaction.Currency, transaction.DateTime, transaction.Text);
if (posOpened)
this.EmitPositionOpened(position);
if (posChanged)
this.EmitPositionChanged(position);
if (posClosed)
this.EmitPositionClosed(position);
this.EmitCompositionChanged();
if (this.Mk5dJuOhmC)
return;
this.EmitValueChanged(position);
}
}
public AccountTransaction(Transaction transaction) : this(transaction.CashFlow, transaction.Currency, transaction.DateTime, transaction.Text)
{
this.transaction = transaction;
}
private static void nf3XP7Xf3(SingleOrder obj0, DateTime obj1, double obj2, double obj3)
{
if (obj0.LastQty <= 0.0 || obj0.Portfolio == null)
return;
Transaction transaction = new Transaction();
transaction.DateTime = obj1;
transaction.ClOrdID = obj0.ClOrdID;
transaction.Instrument = obj0.Instrument;
transaction.Side = obj0.Side;
transaction.Price = obj2;
transaction.Qty = obj3;
transaction.Strategy = obj0.Strategy;
transaction.Text = obj0.Text;
FreeQuant.Instruments.Currency currency = (CurrencyManager.Currencies[obj0.Currency] ?? CurrencyManager.Currencies[obj0.Instrument.Currency]) ?? CurrencyManager.DefaultCurrency;
transaction.Currency = currency;
transaction.TransactionCost.Set(CommType.Absolute, obj0.Commission);
obj0.Portfolio.Add(transaction);
}
private void DdBEZNiZyZ(Portfolio obj0)
{
obj0.LwTsbC870d(true);
IDbCommand command1 = this.connection.CreateCommand();
// command1.CommandText = gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7996);
// FIXDbServer.SetCommandParameter(command1, gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(8138), DbType.Int32, (object) obj0.Id);
IDataReader dataReader1 = command1.ExecuteReader();
while (dataReader1.Read())
{
int int32_1 = dataReader1.GetInt32(0);
dataReader1.GetInt32(1);
string string1 = dataReader1.GetString(2);
int int32_2 = dataReader1.GetInt32(3);
DateTime dateTime = dataReader1.GetDateTime(4);
int int32_3 = dataReader1.GetInt32(5);
string string2 = dataReader1.GetString(6);
double double1 = dataReader1.GetDouble(7);
double double2 = dataReader1.GetDouble(8);
string string3 = dataReader1.GetString(9);
string string4 = dataReader1.GetString(10);
string string5 = dataReader1.GetString(11);
double double3 = dataReader1.GetDouble(12);
string string6 = dataReader1.GetString(13);
Transaction transaction = new Transaction();
transaction.nx8WA03O1L(int32_1);
transaction.ClOrdID = string1;
transaction.ReportId = int32_2;
transaction.DateTime = dateTime;
transaction.Instrument = InstrumentManager.Instruments.GetById(int32_3);
transaction.Side = FIXSide.FromFIX(string2[0]);
transaction.Price = double1;
transaction.Qty = double2;
transaction.Text = string3;
TransactionCost transactionCost = (TransactionCost)Activator.CreateInstance(Type.GetType(string.Format("s", (object)string5, (object)string4)), true);
transactionCost.CommType = FIXCommType.FromFIX(string6[0]);
transactionCost.Commission = double3;
transaction.TransactionCost = transactionCost;
if (transaction.Instrument == null)
transaction.Instrument = this.xKIEA4RkYI(int32_3);
obj0.Add(transaction);
}
dataReader1.Close();
command1.Dispose();
IDbCommand command2 = this.connection.CreateCommand();
// command2.CommandText = gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(8180);
FIXDbServer.SetCommandParameter(command2, "sss", DbType.Int32, (object)obj0.Id);
IDataReader dataReader2 = command2.ExecuteReader();
while (dataReader2.Read())
{
int int32 = dataReader2.GetInt32(0);
dataReader2.GetInt32(1);
DateTime dateTime = dataReader2.GetDateTime(2);
string @string = dataReader2.GetString(3);
double @double = dataReader2.GetDouble(4);
string str = dataReader2.IsDBNull(5) ? "" : dataReader2.GetString(5);
AccountTransaction transaction = new AccountTransaction();
transaction.G7YBAhR7LA(int32);
transaction.DateTime = dateTime;
transaction.Currency = CurrencyManager.Currencies[@string];
transaction.Value = @double;
transaction.Text = str;
obj0.Account.Add(transaction);
}
dataReader2.Close();
command2.Dispose();
obj0.LwTsbC870d(false);
}
public void Add(Portfolio portfolio, Transaction transaction)
{
IDbCommand command1 = this.connection.CreateCommand();
command1.CommandText = "commandtext";
// FIXDbServer.SetCommandParameter(command1, gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7290), DbType.Int32, (object) portfolio.Id);
// FIXDbServer.SetCommandParameter(command1, gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7312), DbType.String, (object) transaction.ClOrdID);
// FIXDbServer.SetCommandParameter(command1, gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7332), DbType.Int32, (object) transaction.ReportId);
// FIXDbServer.SetCommandParameter(command1, gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7354), DbType.DateTime, (object) transaction.DateTime);
// FIXDbServer.SetCommandParameter(command1, gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7376), DbType.Int32, (object) transaction.Instrument.Id);
// FIXDbServer.SetCommandParameter(command1, gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7406), DbType.StringFixedLength, (object) FIXSide.ToFIX(transaction.Side));
// FIXDbServer.SetCommandParameter(command1, gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7420), DbType.Double, (object) transaction.Price);
// FIXDbServer.SetCommandParameter(command1, gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7436), DbType.Double, (object) transaction.Qty);
// FIXDbServer.SetCommandParameter(command1, gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7448), DbType.String, (object) transaction.Text);
// FIXDbServer.SetCommandParameter(command1, gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7462), DbType.String, (object) transaction.TransactionCost.GetType().Assembly.FullName);
// FIXDbServer.SetCommandParameter(command1, gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7492), DbType.String, (object) transaction.TransactionCost.GetType().FullName);
// FIXDbServer.SetCommandParameter(command1, gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7514), DbType.Double, (object) transaction.TransactionCost.Commission);
// FIXDbServer.SetCommandParameter(command1, gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7540), DbType.StringFixedLength, (object) FIXCommType.ToFIX(transaction.TransactionCost.CommType));
// command1.ExecuteNonQuery();
// command1.Dispose();
// IDbCommand command2 = this.connection.CreateCommand();
// command2.CommandText = gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7562);
// transaction.nx8WA03O1L(Convert.ToInt32(command2.ExecuteScalar()));
// command2.Dispose();
}
internal Transaction(FreeQuant.Instruments.Transaction transaction)
{
this.transaction = transaction;
}
public TransactionView(Transaction transaction, Pad pad) : base()
{
this.aPewsePQDS = Color.Blue;
this.lZ5wLD8PkC = Color.Red;
this.xEkwqNT82W = Color.Yellow;
this.T1lwVYQLqj = true;
this.toolTipEnabled = true;
this.toolTipFormat = "";
this.AMKwObevl9 = transaction;
this.pad = pad;
this.toolTipEnabled = true;
this.toolTipFormat = "";
}
public void Add(Transaction transaction)
{
this.Add(transaction, true);
}
public void Add(Transaction transaction)
{
this.Add(new AccountTransaction(transaction));
}
public void Add(Transaction transaction, bool sort)
{
this.transactions.Add(transaction);
if (!sort || this.transactions.Count == 1 || !(transaction.DateTime < this[this.transactions.Count - 2].DateTime))
return;
this.transactions.Sort();
}
internal static void Add(Portfolio portfolio, Transaction transaction)
{
PortfolioManager.server.Add(portfolio, transaction);
}
internal Transaction(FreeQuant.Instruments.Transaction transaction)
{
this.transaction = transaction;
}
public void Add(DateTime datetime, TransactionSide side, double qty, Instrument instrument, double price, string text)
{
Side side1;
switch (side)
{
case TransactionSide.Buy:
side1 = Side.Buy;
break;
case TransactionSide.Sell:
side1 = Side.Sell;
break;
default:
throw new ArgumentException(string.Format("Unknown TransactionSide - {0} ", (object) side));
}
FreeQuant.Instruments.Transaction transaction = new FreeQuant.Instruments.Transaction(datetime, side1, qty, instrument.instrument, price);
transaction.Currency = CurrencyManager.Currencies[instrument.instrument.Currency];
if (text != null)
transaction.Text = text;
this.portfolio.Add(transaction);
}
private void EmitTransactionAdded(Transaction transaction)
{
if (this.TransactionAdded != null)
this.TransactionAdded(this, new TransactionEventArgs(transaction));
}
public Position(Portfolio portfolio, Transaction transaction)
{
this.rik6WLpoo8 = -1;
this.transactions = new TransactionList();
this.GIf68BaEWm = -1;
this.portfolio = portfolio;
this.instrument = transaction.Instrument;
this.Add(transaction);
}
internal void CpbdZ1YMZ(Transaction obj0)
{
if (!this.isActive)
return;
this.portfolio.Add(obj0);
if (!this.statisticsPerInstrumentEnabled)
return;
this.portfolios[obj0.Instrument].Add(obj0);
}
public void Add(Transaction transaction)
{
if (this.instrument != transaction.Instrument)
throw new ArgumentException("dfsf" + transaction.Instrument.Symbol + this.instrument.Symbol);
double num1 = 0.0;
double num2 = 0.0;
int num3 = Math.Sign(transaction.Amount);
if (this.transactions.Count == 0)
{
this.GIf68BaEWm = 0;
this.WLw6lrSTTe = transaction.Qty;
}
else if (this.Side == PositionSide.Long && num3 == -1 || this.Side == PositionSide.Short && num3 == 1)
{
int index = this.GIf68BaEWm + 1;
double qty = transaction.Qty;
double num4 = 0.0;
double num5 = Math.Min(qty, this.WLw6lrSTTe);
double num6 = num4 + this.WLw6lrSTTe;
num2 += num5 * (transaction.Cost / transaction.Qty + this.transactions[this.GIf68BaEWm].Cost / this.transactions[this.GIf68BaEWm].Qty);
num1 += (transaction.Price - this.transactions[this.GIf68BaEWm].Price) * num5 * (double)-num3;
for (; qty > num6 && index < this.transactions.Count; ++index)
{
Transaction transaction1 = this.transactions[index];
if (Math.Sign(transaction1.Amount) != num3)
{
double num7 = Math.Min(qty - num6, transaction1.Qty);
num2 += num7 * (transaction.Cost / transaction.Qty + transaction1.Cost / transaction1.Qty);
num1 += (transaction.Price - transaction1.Price) * num7 * (double)-num3;
num6 += transaction1.Qty;
}
}
this.WLw6lrSTTe = Math.Abs(qty - num6);
this.GIf68BaEWm = qty == num6 && index == this.transactions.Count || qty > num6 ? this.transactions.Count : index - 1;
}
if (this.instrument.Factor != 0.0)
num1 *= this.instrument.Factor;
transaction.PnL = num1 - transaction.Cost;
transaction.RealizedPnL = num1 - num2;
if ((this.Amount + transaction.Amount) * this.Amount < 0.0)
{
if (transaction.Amount < 0.0)
{
this.qtySoldShort += this.WLw6lrSTTe;
this.qtySold += transaction.Qty - this.WLw6lrSTTe;
}
else
this.qtyBought += transaction.Qty;
}
else if (transaction.Amount < 0.0)
{
if (this.Amount <= 0.0)
this.qtySoldShort += transaction.Qty;
else
this.qtySold += transaction.Qty;
}
else
this.qtyBought += transaction.Qty;
this.transactions.Add(transaction);
}
public void Add(Portfolio portfolio, Transaction transaction)
{
}
public void Remove(Transaction transaction)
{
this.transactions.Remove(transaction);
}
public void DrawTransaction(Transaction transaction, int padNumber)
{
lock (this.dataLock)
{
if (!this.volumePadShown && padNumber > 1)
--padNumber;
TransactionView view = new TransactionView(transaction, this.pads[padNumber]);
this.pads[padNumber].AddPrimitive(view);
view.SetInterval(this.leftDateTime, this.rightDateTime);
}
}
public TransactionEventArgs(Transaction transaction) : base()
{
this.Transaction = transaction;
}
