Расчет средней цены

Пример метода FIFO/LIFO, который возвращает среднюю цену открытия.

Код

enum CalcMethod
    {
        FIFO,
        LIFO
    }
    
    private double GetAvgEntryPrice(CalcMethod method)
    {
        // calculate total buy and sell volume
        double sellVolume = 0;
        double buyVolume = 0;
         
        foreach (Transaction transaction in Position.Transactions)
        {
            if (transaction.Side == TransactionSide.Sell)
                sellVolume += transaction.Qty;
            else
                buyVolume += transaction.Qty;
        }
      
        double x = 0;
        double cumQty = 0;
        double openVolume;
      
        if (Position.Side == PositionSide.Long)
        {   
            openVolume = buyVolume - sellVolume;
         
            if (method == CalcMethod.LIFO)
            {
                for (int i = 0; i < Position.Transactions.Count; i++)
                {
                    Transaction transaction = Position.Transactions[i];
               
                    if (transaction.Side == TransactionSide.Sell)
                        continue;
               
                    double qty = Math.Min(transaction.Qty, openVolume);
               
                    cumQty += qty;
                    x += qty * transaction.Price;
               
                    openVolume -= qty;
               
                    if (openVolume == 0)
                        break;
                }
            }
         
            if (method == CalcMethod.FIFO)
            {
                for (int i = Position.Transactions.Count - 1; i >= 0 ; i--)
                {
                    Transaction transaction = Position.Transactions[i];
               
                    if (transaction.Side == TransactionSide.Sell)
                        continue;
               
                    double qty = Math.Min(transaction.Qty, openVolume);
               
                    cumQty += qty;
                    x += qty * transaction.Price;
               
                    openVolume -= qty;
               
                    if (openVolume== 0)
                        break;
                }
            }
        }      
        else
        {   
            openVolume = sellVolume - buyVolume;
         
            if (method == CalcMethod.LIFO)
            {
                for (int i = 0; i < Position.Transactions.Count; i++)
                {
                    Transaction transaction = Position.Transactions[i];
               
                    if (transaction.Side == TransactionSide.Buy)
                        continue;
               
                    double qty = Math.Min(transaction.Qty, openVolume);
               
                    cumQty += qty;
                    x += qty * transaction.Price;
               
                    openVolume -= qty;
               
                    if (openVolume == 0)
                        break;
                }
            }
         
            if (method == CalcMethod.FIFO)
            {
                for (int i = Position.Transactions.Count - 1; i >= 0 ; i--)
                {
                    Transaction transaction = Position.Transactions[i];
               
                    if (transaction.Side == TransactionSide.Buy)
                        continue;
               
                    double qty = Math.Min(transaction.Qty, openVolume);
               
                    cumQty += qty;
                    x += qty * transaction.Price;
               
                    openVolume -= qty;
               
                    if (openVolume == 0)
                        break;
                }
            }
        }            
      
        return x / cumQty;
        
    }