private static bool Match(TraderDailyDetail t, MarketDetailDaily m) { if (IsSameStock(t.Sym, m.Symbol2) && IsSameDirection(t.Side, m.Action) && t.Qty == m.ExQuan && t.Exe_Price == m.ExPrice) { return(true); } return(false); }
public void Add(MarketDetailDaily m) { this.Comm += m.TotalCommission_WithoutFeesAndCharges; this.ECN += m.ECNRebate; this.Gross += m.FirstMoney; this.Shares += m.ExQuan; this.Other += m.SecFee + m.NasdTradingActivityFee + m.ExchangeFee + m.NSCCPassThru + m.SIPC + m.FTT; }
public CompareDaily(MarketDetailDaily m, string trader) { this.TRADER = trader; this.Comm = m.TotalCommission_WithoutFeesAndCharges; this.DATE = m.TradeDate.Date; this.ECN = m.ECNRebate; this.Gross = m.FirstMoney; this.Shares = m.ExQuan; this.Symbol2 = m.Symbol2; this.Other = m.SecFee + m.NasdTradingActivityFee + m.ExchangeFee + m.NSCCPassThru + m.SIPC + m.FTT; }
private static string GetMixedKey(MarketDetailDaily m, TraderDailyDetail t) { return(string.Format("{0}_{1}_{2}", m.TradeDate, t.Trader, m.Sym_Format)); }