C# Position.ToTrade方法代码示例

 // returns any closed PL calculated on position basis (not per share)
 /// <summary>
 /// Adjusts the position by applying a new position.
 /// </summary>
 /// <param name="pos">The position adjustment to apply.</param>
 /// <returns></returns>
 public decimal Adjust(Position pos)
 {
     if ((_sym!="") && (this.Symbol != pos.Symbol)) throw new Exception("Failed because adjustment symbol did not match position symbol");
     if (_acct == "") _acct = pos.Account;
     if (_acct != pos.Account) throw new Exception("Failed because adjustment account did not match position account.");
     if ((_sym=="") && pos.isValid) _sym = pos.Symbol;
     if (!pos.isValid) throw new Exception("Invalid position adjustment, existing:" + this.ToString() + " adjustment:" + pos.ToString());
     if (pos.isFlat) return 0; // nothing to do
     bool oldside = isLong;
     decimal pl = Calc.ClosePL(this,pos.ToTrade());
     if (this.isFlat) this._price = pos.AvgPrice; // if we're leaving flat just copy price
     else if ((pos.isLong && this.isLong) || (!pos.isLong && !this.isLong)) // sides match, adding so adjust price
         this._price = ((this._price * this._size) + (pos.AvgPrice * pos.Size)) / (pos.Size+ this.Size);
     this._size += pos.Size; // adjust the size
     if (oldside != isLong) _price = pos.AvgPrice; // this is for when broker allows flipping sides in one trade
     if (this.isFlat) _price = 0; // if we're flat after adjusting, size price back to zero
     _closedpl += pl; // update running closed pl
     return pl;
 }

 /// <summary>
 /// pass new positions as they arrive
 /// </summary>
 /// <param name="p"></param>
 public void GotPosition(Position p)
 {
     if (p.isFlat)
         return;
     fills.Add(p.ToTrade());
 }

 /// <summary>
 /// pass new positions as they arrive
 /// </summary>
 /// <param name="p"></param>
 public void GotPosition(Position p)
 {
     fills.Add(p.ToTrade());
 }