library(R6)
FillEvent <- R6Class("FillEvent",
public = list(
event.type = 'FILL',
internal.order.id = -1,
broker.order.id = -1,
timestamp = NULL,
full.symbol = '',
fill.price = 0,
fill.size = 0,
exchange = '',
commission = 0,
#-------------------- function ToPosition -------------------------#
ToPosition = function() {
average.price.including.commission <- 0
if (self$fill.size > 0) {
average.price.including.commission <- self$fill.price
+ self$commission / RetrieveMultiplierFromFullSymbol(self$full.symbol)
}
else {
average.price.including.commission <- self$fill.price
- self$commission / RetrieveMultiplierFromFullSymbol(self$full.symbol)
}
new.position <- Position$new(self$full.symbol, average.price.including.commission, self$fill.size)
return(new.position)
}
)
)
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