/** Calculate Performance Goal as multiplier */
public void setGoalPerformance() {
BigDecimal MeasureTarget = getMeasureTarget();
BigDecimal MeasureActual = getMeasureActual();
BigDecimal GoalPerformance = Env.ZERO;
if (MeasureTarget.signum() != 0)
GoalPerformance = MeasureActual.divide(MeasureTarget, 6, BigDecimal.ROUND_HALF_UP);
super.setGoalPerformance(GoalPerformance);
} // setGoalPerformance
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;
}
public int compare(MakeOrderAccount left, MakeOrderAccount right) {
int leftHasClose = left.isOpen() ? 1 : 0;
int rightHasClose = right.isOpen() ? 1 : 0;
int result = leftHasClose - rightHasClose;
if (result != 0) return result;
BigDecimal leftLot = left._isBuyForCurrent ? left._buyLot : left._sellLot;
BigDecimal rightLot = right._isBuyForCurrent ? right._buyLot : right._sellLot;
result = leftLot.compareTo(rightLot);
if (result != 0) return -result;
return left._account.get_Code().compareTo(right._account.get_Code());
}
public boolean isAcceptLot(boolean isBuy, BigDecimal lot, boolean isHasMakeNewOrder) {
// if (!Parameter.isNewOrderAcceptedHedging)
// {
// return true;
// }
if (this._instrument.get_Code().substring(0, 1).equals("#")) {
GetSumLotBSForOpenOrderWithFlagResult getSumLotBSForOpenOrderWithFlagResult =
this.getSumLotBSForOpenOrderWithFlag(isBuy);
BigDecimal sumBuyLots = getSumLotBSForOpenOrderWithFlagResult.sumBuyLots;
BigDecimal sumSellLots = getSumLotBSForOpenOrderWithFlagResult.sumSellLots;
if (isHasMakeNewOrder || getSumLotBSForOpenOrderWithFlagResult.isExistsUnconfirmedOrder) {
return (isBuy && (sumSellLots.subtract(sumBuyLots).compareTo(lot) >= 0)
|| (!isBuy && (sumBuyLots.subtract(sumSellLots).compareTo(lot) >= 0)));
}
}
return true;
}
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;
}
// Used by Limit,MOO,MOC,MKT,OCO for mapOrder
private void setOutstandingOrders(
Order mapOrder, Boolean isSpot, Boolean isMakeLimitOrder, boolean isDelivery) {
/*if (this._outstandingOrders.size() > 0 || this._account.get_Type() == AccountType.Agent)
{
Iterator<RelationOrder> relationOrders = this._outstandingOrders.values().iterator();
while(relationOrders.hasNext())
{
relationOrders.next().set_IsMakeLimitOrder(isMakeLimitOrder);
}
return;
}*/
this._outstandingOrders.clear();
Guid orderId = mapOrder.get_Id();
RelationOrder outstandingOrder =
new RelationOrder(
this._tradingConsole,
this._settingsManager,
mapOrder,
isSpot,
isMakeLimitOrder,
isDelivery);
BigDecimal avaiableCloseLot = outstandingOrder.get_LiqLot();
if (avaiableCloseLot.compareTo(BigDecimal.ZERO) > 0) {
TradePolicyDetail tradePolicyDetail = this.getTradePolicyDetail();
BigDecimal lot =
isDelivery
? AppToolkit.fixDeliveryLot(avaiableCloseLot, tradePolicyDetail)
: AppToolkit.fixCloseLot(
avaiableCloseLot, avaiableCloseLot, tradePolicyDetail, this._account);
if (avaiableCloseLot.compareTo(lot) >= 0) {
outstandingOrder.set_LiqLot(lot);
if (!isDelivery) outstandingOrder.set_IsMakeLimitOrder(isMakeLimitOrder);
this._outstandingOrders.put(orderId, outstandingOrder);
}
}
}
/**
* Get Goal Performance in Percent
*
* @return performance in percent
*/
public int getPercent() {
BigDecimal bd = getGoalPerformance().multiply(Env.ONEHUNDRED);
return bd.intValue();
} // getPercent
/**
* Get Goal Performance as Double
*
* @return performance as multipier
*/
public double getGoalPerformanceDouble() {
BigDecimal bd = getGoalPerformance();
return bd.doubleValue();
} // getGoalPerformanceDouble
// exclude make Liquidation order and make Limit,MOO,MOC,MKT,OCO for mapOrder.....
private void setOutstandingOrders(
BuySellType buySellType, Boolean isSpot, Boolean isMakeLimitOrder, boolean isDelivery) {
/*if (this._outstandingOrders.size() > 0 || this._account.get_Type() == AccountType.Agent)
{
Iterator<RelationOrder> relationOrders = this._outstandingOrders.values().iterator();
while(relationOrders.hasNext())
{
relationOrders.next().set_IsMakeLimitOrder(isMakeLimitOrder);
}
return;
}*/
this._outstandingOrders.clear();
HashMap<Guid, Transaction> accountInstrumentTransactions =
this.getAccountInstrumentTransactions();
for (Iterator<Transaction> iterator = accountInstrumentTransactions.values().iterator();
iterator.hasNext(); ) {
Transaction transaction = iterator.next();
if (transaction.get_Phase().equals(Phase.Executed)) {
for (Iterator<Order> iterator2 = transaction.get_Orders().values().iterator();
iterator2.hasNext(); ) {
Order order = iterator2.next();
if (order.get_Phase() != Phase.Executed) continue;
if (order.get_Transaction().get_Account().get_Type() == AccountType.Agent
|| order.get_Transaction().get_Account().get_Type() == AccountType.Transit) continue;
BigDecimal availableLotBanlance = BigDecimal.ZERO;
if (isDelivery) {
if (order.canDelivery()) {
availableLotBanlance = order.getAvailableDeliveryLot();
if (availableLotBanlance.compareTo(BigDecimal.ZERO) > 0) {
Guid orderId = order.get_Id();
RelationOrder outstandingOrder =
new RelationOrder(
this._tradingConsole, this._settingsManager, order, false, null, true);
this._outstandingOrders.put(orderId, outstandingOrder);
}
}
} else {
if (order.canClose()) {
availableLotBanlance = order.get_LotBalance();
if (isSpot != null)
availableLotBanlance = order.getAvailableLotBanlance(isSpot, isMakeLimitOrder);
if (availableLotBanlance.compareTo(BigDecimal.ZERO) > 0) {
Guid orderId = order.get_Id();
RelationOrder outstandingOrder =
new RelationOrder(this._tradingConsole, this._settingsManager, order);
outstandingOrder.set_IsMakeLimitOrder(isMakeLimitOrder);
if (buySellType.equals(BuySellType.Both)) {
this._outstandingOrders.put(orderId, outstandingOrder);
} else if (order.get_IsBuy() && (buySellType.equals(BuySellType.Buy))) {
this._outstandingOrders.put(orderId, outstandingOrder);
} else if (!order.get_IsBuy() && (buySellType.equals(BuySellType.Sell))) {
this._outstandingOrders.put(orderId, outstandingOrder);
}
}
}
}
}
}
}
}