/*
* Copyright (c) 2004-2011 Marco Maccaferri and others.
* All rights reserved. This program and the accompanying materials
* are made available under the terms of the Eclipse Public License v1.0
* which accompanies this distribution, and is available at
* http://www.eclipse.org/legal/epl-v10.html
*
* Contributors:
* Marco Maccaferri - initial API and implementation
*/
package org.eclipsetrader.core.ats.simulation;
import org.eclipsetrader.core.instruments.ISecurity;
import org.eclipsetrader.core.trading.IPosition;
public class Position implements IPosition {
private final ISecurity security;
private Long quantity;
private Double price;
public Position(ISecurity security, Long quantity, Double price) {
this.security = security;
this.quantity = quantity;
this.price = price;
}
public void add(Long quantity, Double price) {
if (Math.signum(quantity) == Math.signum(this.quantity) || Math.signum(this.quantity) == 0.0) {
double total = this.quantity * this.price + quantity * price;
this.quantity += quantity;
this.price = total / this.quantity;
}
else {
this.quantity += quantity;
if (Math.signum(quantity) == Math.signum(this.quantity)) {
this.price = price;
}
}
}
/* (non-Javadoc)
* @see org.eclipsetrader.core.trading.IPosition#getSecurity()
*/
@Override
public ISecurity getSecurity() {
return security;
}
/* (non-Javadoc)
* @see org.eclipsetrader.core.trading.IPosition#getQuantity()
*/
@Override
public Long getQuantity() {
return quantity;
}
/* (non-Javadoc)
* @see org.eclipsetrader.core.trading.IPosition#getPrice()
*/
@Override
public Double getPrice() {
return price;
}
/* (non-Javadoc)
* @see java.lang.Object#toString()
*/
@Override
public String toString() {
return "Position: instrument=" + security + ", qty=" + quantity + ", price=" + price;
}
}