public PositionFormulas GetPositionData(int?portfolioId, string userId, string symbol)
{
List <Trade> allTradesBySymbol = _repo.GetTradesBySymbol(portfolioId, userId, symbol);
if (allTradesBySymbol.Count == 0)
{
return(null);
}
// add the trades to the positon object.
PositionFormulas position = new PositionFormulas(symbol);
foreach (Trade trade in allTradesBySymbol)
{
position.AddTransaction(trade);
}
// get symbol prices from DB
List <SecurityPrices> marketPrices = _repo.GetSecurityPrices(symbol);
// make the below a private method - build price table
// build DataFrame from Database Prices #
DataFrame marketPricesFrame = CreatePriceTable(marketPrices);
// #
position.CalculateDailyPerformance(marketPricesFrame);
return(position);
}
public void TestDailyShortPositionPerformance()
{
PositionFormulas position = new PositionFormulas(testSymbol);
Trade tradeA = CreateTransaction(-500, testSymbol, 12.5m, new DateTime(2020, 5, 4));
Trade tradeB = CreateTransaction(-600, testSymbol, 15m, new DateTime(2020, 5, 4));
position.AddTransaction(tradeA);
position.AddTransaction(tradeB);
DataFrame priceTable = CreatePriceTable();
position.CalculateDailyPerformance(priceTable);
decimal[] performances = new decimal[] { -2.931m, -10.145m, -17.358m, -24.571m, -31.784m, -38.997m, -46.210m };
PrimitiveDataFrameColumn <decimal> performance = new PrimitiveDataFrameColumn <decimal>("pct_change", performances);
Assert.Equal(performance, position.GetDailyPerformance().Columns["pct_change"]);
}
