private ProfitInfo GetReport(TradeModel[] trades, TradeModel[] nextTrades)
{
nextTrades ??= Array.Empty <TradeModel>();
var cleanTrades = RemoveOpenedTrades(trades);
if (!cleanTrades.Any())
{
return(ProfitInfo.Empty);
}
var closing = GetClosingTrades(nextTrades);
var withCloses = cleanTrades.Concat(closing).ToArray();
var info = StatsComputer.ComputeProfitComplex(withCloses, 0);
var infoWithFee = StatsComputer.ComputeProfitComplex(withCloses, _feePercentage);
info.BaseSymbol = _baseSymbol;
info.QuoteSymbol = _quoteSymbol;
info.DisplayWithFee = _config.DisplayFee ?? false;
info.OrderSize = _orderSize;
info.CurrentInventory = _currentInventory;
info.MaxInventory = _maxInventory;
info.MaxInventoryLimit = _maxLimitInventory;
info.PnlWithFee = infoWithFee.Pnl;
return(info);
}
private ProfitInfo GetReport(TradeModel[] trades)
{
var cleanTrades = RemoveOpenedTrades(trades);
var info = StatsComputer.ComputeProfitComplex(cleanTrades, 0);
var infoWithFee = StatsComputer.ComputeProfitComplex(cleanTrades, _feePercentage);
info.BaseSymbol = _baseSymbol;
info.QuoteSymbol = _quoteSymbol;
info.DisplayWithFee = _config.DisplayFee ?? false;
info.OrderSize = _orderSize;
info.CurrentInventory = _currentInventory;
info.MaxInventory = _maxInventory;
info.MaxInventoryLimit = _maxLimitInventory;
info.PnlWithFee = infoWithFee.Pnl;
return(info);
}