private BigDecimal getPosition() {
BigDecimal position = mIncomingPosition;
for (Trade<?> trade : mTrades) {
position = position.add(trade.getQuantity());
}
return position;
}
private BigDecimal getTradingPL() {
if (mTick == null) {
return null;
}
BigDecimal trading = BigDecimal.ZERO;
for (Trade<?> trade : mTrades) {
BigDecimal single = mTick.subtract(trade.getPrice()).multiply(trade.getQuantity());
trading = trading.add(single);
}
return trading;
}
/** Helper method that updates two arrays of long and short position elements based on a trade. */
private BigDecimal processTrade(
Queue<PositionElement> longs, Queue<PositionElement> shorts, Trade<?> trade) {
BigDecimal total = BigDecimal.ZERO;
Queue<PositionElement> source, dest;
BigDecimal remaining;
BigDecimal quantity = trade.getQuantity();
BigDecimal price = trade.getPrice();
if (quantity.signum() == 1) {
// buy
remaining = quantity;
source = shorts;
dest = longs;
} else {
// sell
remaining = quantity.negate();
source = longs;
dest = shorts;
}
while (remaining.signum() == 1 && !source.isEmpty()) {
PositionElement element = source.peek();
int compare = element.quantity.compareTo(remaining);
BigDecimal priceDifference = price.subtract(element.price);
if (source == shorts) {
// negate the price difference for closing short positions
// since realized gains happen when price has decreased
priceDifference = priceDifference.negate();
}
if (compare == 0) {
// position element is closed
total = total.add(priceDifference.multiply(remaining));
source.remove();
remaining = BigDecimal.ZERO;
} else if (compare > 0) {
total = total.add(priceDifference.multiply(remaining));
element.quantity = element.quantity.subtract(remaining);
remaining = BigDecimal.ZERO;
} else if (compare < 0) {
total = total.add(priceDifference.multiply(element.quantity));
source.remove();
remaining = remaining.subtract(element.quantity);
}
}
if (remaining.signum() == 1) {
dest.add(new PositionElement(remaining, price));
}
return total;
}