[Quantproject-developers] QuantProject/b4_Business/a2_Strategies AccountManager.cs, 1.1, 1.2
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From: Marco M. <mi...@us...> - 2007-08-30 13:34:33
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv26076/b4_Business/a2_Strategies Modified Files: AccountManager.cs Log Message: Fixed bug in OpenPositions method Index: AccountManager.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/AccountManager.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** AccountManager.cs 29 Aug 2007 09:11:42 -0000 1.1 --- AccountManager.cs 30 Aug 2007 13:34:27 -0000 1.2 *************** *** 70,78 **** #region OpenPositions static private void addWeightedPositionToOrderList(WeightedPosition weightedPosition, ! Account account) { string ticker = weightedPosition.Ticker; double cashForSinglePosition = ! account.CashAmount * Math.Abs( weightedPosition.Weight ); long quantity = Convert.ToInt64( Math.Floor( cashForSinglePosition / account.DataStreamer.GetCurrentBid( ticker ) ) ); --- 70,78 ---- #region OpenPositions static private void addWeightedPositionToOrderList(WeightedPosition weightedPosition, ! Account account, double valueToInvestInPositions) { string ticker = weightedPosition.Ticker; double cashForSinglePosition = ! valueToInvestInPositions * Math.Abs( weightedPosition.Weight ); long quantity = Convert.ToInt64( Math.Floor( cashForSinglePosition / account.DataStreamer.GetCurrentBid( ticker ) ) ); *************** *** 92,97 **** throw new Exception("Both parameters have to be set to valid objects!"); orders.Clear(); foreach(WeightedPosition weightedPosition in weightedPositions.Values) ! addWeightedPositionToOrderList( weightedPosition, account ); foreach(object item in orders) account.AddOrder( (Order)item ); --- 92,98 ---- throw new Exception("Both parameters have to be set to valid objects!"); orders.Clear(); + double valueToInvestInPositions = account.CashAmount; foreach(WeightedPosition weightedPosition in weightedPositions.Values) ! addWeightedPositionToOrderList( weightedPosition, account, valueToInvestInPositions ); foreach(object item in orders) account.AddOrder( (Order)item ); |