public DualPosition GetPosition(Instrument instrument, bool createNew = true)
{
var record = _positions[instrument.Id];
if (createNew && record == null)
{
record = new DualPosition {
Instrument = instrument
};
_positions[instrument.Id] = record;
}
return(record);
}
private void InitPosition(Portfolio portfolio, DateTime lastMarketCloseTime)
{
foreach (var position in portfolio.Positions)
{
(double hisLongQty, double hisShortQty) = GetHistoryQty(position, lastMarketCloseTime);
var dualPosition = new DualPosition {
Instrument = position.Instrument,
Long =
{
Qty = position.LongPositionQty,
QtyToday = position.LongPositionQty - hisLongQty
},
Short =
{
Qty = position.ShortPositionQty,
QtyToday = position.ShortPositionQty - hisShortQty
}
};
_positions[position.InstrumentId] = dualPosition;
}
}