Ejemplo n.º 1
0
  // for Instrument code with "#"
  // for IsBuy = true:
  // SumBuy = all confirmed order.Buy.LotBalance + all unconfirmed order.Buy.Lot
  // SumSell = all confirmed order.Sell.LotBalance
  // for IsBuy = false:
  // SumSell = all confirmed order.Sell.LotBalance + all unconfirmed order.Sell.Lot
  // SumBuy = all confirmed order.Buy.LotBalance
  public GetSumLotBSForOpenOrderWithFlagResult getSumLotBSForOpenOrderWithFlag(boolean isBuy) {
    BigDecimal[] sumLot = new BigDecimal[] {BigDecimal.ZERO, BigDecimal.ZERO};
    boolean isExistsUnconfirmedOrder = false;
    HashMap<Guid, Transaction> accountInstrumentTransactions =
        this.getAccountInstrumentTransactions();
    for (Iterator<Transaction> iterator = accountInstrumentTransactions.values().iterator();
        iterator.hasNext(); ) {
      Transaction transaction = iterator.next();
      if (transaction.get_Phase() == Phase.Executed
          || transaction.get_Phase() == Phase.Placing
          || transaction.get_Phase() == Phase.Placed) {
        for (Iterator<Order> iterator2 = transaction.get_Orders().values().iterator();
            iterator2.hasNext(); ) {
          Order order = iterator2.next();
          if (order.get_LotBalance().compareTo(BigDecimal.ZERO) > 0) {
            if (isBuy) {
              if (order.get_IsBuy()) {
                if (transaction.get_Phase() == Phase.Executed) {
                  sumLot[0] = sumLot[0].add(order.get_LotBalance());
                } else {
                  sumLot[0] = sumLot[0].add(order.get_Lot());
                  isExistsUnconfirmedOrder = true;
                }
              } else {
                if (transaction.get_Phase() == Phase.Executed) {
                  sumLot[1] = sumLot[1].add(order.get_LotBalance());
                }
              }
            } else {
              if (order.get_IsBuy()) {
                if (transaction.get_Phase() == Phase.Executed) {
                  sumLot[0] = sumLot[0].add(order.get_LotBalance());
                }
              } else {
                if (transaction.get_Phase() == Phase.Executed) {
                  sumLot[1] = sumLot[1].add(order.get_LotBalance());
                } else {
                  sumLot[1] = sumLot[1].add(order.get_Lot());
                  isExistsUnconfirmedOrder = true;
                }
              }
            }
          }
        }
      }
    }

    return new GetSumLotBSForOpenOrderWithFlagResult(
        sumLot[0], sumLot[1], isExistsUnconfirmedOrder);
  }
Ejemplo n.º 2
0
  /*
  Remarks
  sum (SellLotBalance) = all confirmed order.Sell.LotBalance
    + unconfirmed order (stop).Sell.Lot
    + iif("MOC/MOO allow New" = False,
   unconfirmed order (MOO/MOC).Sell.Lot,
   0)

  sum (BuyLotBalance) = all confirmed order.Buy.LotBalance
    + unconfirmed order (stop).Buy.Lot
    + iif("MOC/MOO allow New" = False,
   unconfirmed order (MOO/MOC).Buy.Lot,
   0)
  */
  public BigDecimal[] getSumLotBSForMakeStopOrder() {
    BigDecimal[] sumLot = new BigDecimal[] {BigDecimal.ZERO, BigDecimal.ZERO};
    TradePolicyDetail tradePolicyDetail = this.getTradePolicyDetail();
    HashMap<Guid, Transaction> accountInstrumentTransactions =
        this.getAccountInstrumentTransactions();
    for (Iterator<Transaction> iterator = accountInstrumentTransactions.values().iterator();
        iterator.hasNext(); ) {
      Transaction transaction = iterator.next();
      if (transaction.get_Phase() == Phase.Executed) {
        for (Iterator<Order> iterator2 = transaction.get_Orders().values().iterator();
            iterator2.hasNext(); ) {
          Order order = iterator2.next();
          if (order.get_LotBalance().compareTo(BigDecimal.ZERO) > 0) {
            if (order.get_IsBuy()) {
              sumLot[0] = sumLot[0].add(order.get_LotBalance());
            } else {
              sumLot[1] = sumLot[1].add(order.get_LotBalance());
            }
          }
        }
      } else if (transaction.get_Phase() == Phase.Placing
          || transaction.get_Phase() == Phase.Placed) {
        for (Iterator<Order> iterator2 = transaction.get_Orders().values().iterator();
            iterator2.hasNext(); ) {
          Order order = iterator2.next();
          if (order.get_TradeOption() == TradeOption.Stop
              || (!tradePolicyDetail.get_IsAcceptNewMOOMOC()
                  && (transaction.get_OrderType() == OrderType.MarketOnOpen
                      || transaction.get_OrderType() == OrderType.MarketOnClose))) {
            if (order.get_IsBuy()) {
              sumLot[0] = sumLot[0].add(order.get_Lot());
            } else {
              sumLot[1] = sumLot[1].add(order.get_Lot());
            }
          }
        }
      }
    }
    return sumLot;
  }