/**
* Converts a day count into year, month and day components. Algorithm is derived from J R
* Stockton (http://www.merlyn.demon.co.uk/daycount.htm).
*
* @param days day count
* @return result array
*/
private static long[] ymd(final BigDecimal days) {
BigDecimal d = days;
BigDecimal t =
d.add(BD36525).multiply(BD4).divideToIntegralValue(BD146097).subtract(BigDecimal.ONE);
BigDecimal y = BD100.multiply(t);
d = d.subtract(BD36524.multiply(t).add(t.divideToIntegralValue(BD4)));
t = d.add(BD366).multiply(BD4).divideToIntegralValue(BD1461).subtract(BigDecimal.ONE);
y = y.add(t);
d = d.subtract(BD365.multiply(t).add(t.divideToIntegralValue(BD4)));
final BigDecimal m = BD5.multiply(d).add(BD2).divideToIntegralValue(BD153);
d = d.subtract(BD153.multiply(m).add(BD2).divideToIntegralValue(BD5));
long mm = m.longValue();
if (mm > 9) {
mm -= 12;
y = y.add(BigDecimal.ONE);
}
return new long[] {y.subtract(BigDecimal.valueOf(ADD_NEG)).longValue(), mm + 2, d.longValue()};
}
public BigDecimal getSumLiqLots() {
BigDecimal sumLiqLots = BigDecimal.ZERO;
for (Iterator<RelationOrder> iterator = this._outstandingOrders.values().iterator();
iterator.hasNext(); ) {
RelationOrder relationOrder = iterator.next();
if (relationOrder.get_IsSelected() && relationOrder.get_LiqLot() != null) {
sumLiqLots = sumLiqLots.add(relationOrder.get_LiqLot());
}
}
return sumLiqLots;
}
public BigDecimal getTotalCloseLotOfFullClose() {
BigDecimal sumLiqLots = BigDecimal.ZERO;
for (Iterator<RelationOrder> iterator = this._outstandingOrders.values().iterator();
iterator.hasNext(); ) {
RelationOrder relationOrder = iterator.next();
if (relationOrder.isFullClose()) {
sumLiqLots = sumLiqLots.add(relationOrder.get_LiqLot());
}
}
return sumLiqLots;
}
public BigDecimal getQuoteLotForDirectLiq(boolean isSpotTrade, Boolean isMakeLimitOrder) {
BigDecimal quoteLot = BigDecimal.ZERO;
for (Iterator<RelationOrder> iterator = this._outstandingOrders.values().iterator();
iterator.hasNext(); ) {
RelationOrder relationOrder = iterator.next();
quoteLot =
quoteLot.add(
relationOrder.get_OpenOrder().getAvailableLotBanlance(isSpotTrade, isMakeLimitOrder));
}
return quoteLot;
}
@Override
public BigDecimal evaluate(QueryEval eval) {
Object firstValue = multiplyExprs[0].evaluate(eval);
BigDecimal result = new BigDecimal(firstValue.toString());
for (int i = 1; i < multiplyExprs.length; i++) {
Object nextValue = multiplyExprs[i].evaluate(eval);
BigDecimal operand = new BigDecimal(nextValue.toString());
result = operators.get(i - 1) ? result.add(operand) : result.subtract(operand);
}
return result;
}
public BigDecimal closeAll() {
BigDecimal totalLiqLot = BigDecimal.ZERO;
for (Iterator<RelationOrder> iterator = this._outstandingOrders.values().iterator();
iterator.hasNext(); ) {
RelationOrder relationOrder = iterator.next();
if (this._isBuyForCurrent != relationOrder.get_IsBuy()
|| (this._isForDelivery && relationOrder.get_IsBuy())) {
totalLiqLot = totalLiqLot.add(relationOrder.get_LiqLot());
}
}
TradePolicyDetail tradePolicyDetail =
this._settingsManager.getTradePolicyDetail(
this._account.get_TradePolicyId(), this._instrument.get_Id());
totalLiqLot =
this._isForDelivery
? AppToolkit.fixDeliveryLot(totalLiqLot, tradePolicyDetail)
: totalLiqLot; // AppToolkit.fixLot(totalLiqLot, false, tradePolicyDetail, this);
BigDecimal totalLiqLot2 = totalLiqLot;
for (Iterator<RelationOrder> iterator = this._outstandingOrders.values().iterator();
iterator.hasNext(); ) {
RelationOrder relationOrder = iterator.next();
if (this._isBuyForCurrent != relationOrder.get_IsBuy()
|| (this._isForDelivery && relationOrder.get_IsBuy())) {
BigDecimal liqLot = relationOrder.get_LiqLot();
liqLot = totalLiqLot.compareTo(liqLot) > 0 ? liqLot : totalLiqLot;
relationOrder.set_LiqLot(liqLot);
totalLiqLot = totalLiqLot.subtract(liqLot);
relationOrder.set_IsSelected(true);
relationOrder.update(this._outstandingKey);
if (totalLiqLot.compareTo(BigDecimal.ZERO) <= 0) break;
}
}
if (this._isBuyForCurrent) {
this._buyLot = totalLiqLot2;
} else {
this._sellLot = totalLiqLot2;
}
return totalLiqLot2;
}
public BigDecimal combine(BigDecimal x, BigDecimal y) {
return x.add(y);
}