internal bool CheckPosition(TradeOrder deal)
{
bool bClosed = false;
EOrderAction cAction = deal.Action;
int iSide = (int)this.Side;
int iBSFlag = (cAction == EOrderAction.Buy || cAction == EOrderAction.BuyToCover) ? -1 : 1;
Trade cTrade = new Trade();
cTrade._EntryOrder = deal.Clone();
if (iSide == iBSFlag)
{
Queue <Trade> cQueue = null;
lock (__cPositions) {
__cPositions.TryGetValue(iBSFlag, out cQueue);
}
int iPrevCount = __cHistorys.Count; //保存目前歷史明細個數
CalculatePosition(cQueue, cTrade);
__iLatestHistoryCount = __cHistorys.Count - iPrevCount; //計算出新增的歷史明細個數
if (this.OpenLots == 0)
{
bClosed = true;
}
}
else
{
AddPosition(cTrade);
}
return(bClosed);
}
private TradeOrder SplitOrder(TradeOrder source, int splitContracts)
{
TradeOrder cTradeOrder = source.Clone(); //將原始下單資訊 Clone 一份
cTradeOrder.Contracts = splitContracts; //修改成要分拆的數量
int iContracts = source.Contracts;
if (iContracts > 1) //如果原始的量超過 1 就計算手續費跟交易稅的平均值(有可能成交數量 > 1, 手續費與交易稅會合併計算)
{
cTradeOrder.Fee = source.Fee / iContracts * splitContracts;
cTradeOrder.Tax = source.Tax / iContracts * splitContracts;
source.Fee -= cTradeOrder.Fee;
source.Tax -= cTradeOrder.Tax;
}
source.Contracts -= splitContracts; //分拆後的數量要從原始的下單資訊內扣除
return(cTradeOrder); //回傳分拆後的下單資訊
}
private void OrderDeal(TradeOrder trust, double dealPrice = 0) {
trust.IsDealed = true;
TradeOrder cDeal = trust.Clone();
cDeal.Price = (dealPrice == 0) ? Bars.Close[0] : dealPrice;
cDeal.Time = Bars.Time[0];
SetTax(cDeal);
double[] dValues = CalculateCommissions(cDeal); //計算交易佣金與手續費用(由策略使用者自行決定的佣金與手續費設定所計算出來的價格)
cDeal.OtherFees = dValues[0];
cDeal.Fee = dValues[1];
__cDeals.Enqueue(cDeal);
}
