public void TestDailyValuation()
{
// Two purchases on different days
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, 8));
position.AddTransaction(tradeA);
position.AddTransaction(tradeB);
DataFrame priceTable = CreatePriceTable();
position.CalculateDailyValuation(priceTable);
decimal[] dailyValues = new decimal[] { 7135m, 7635m, 8135m, 8635m, 20097m, 21197m, 22297m };
PrimitiveDataFrameColumn <decimal> dailyVals = new PrimitiveDataFrameColumn <decimal>($"{testSymbol}_MarketValue", dailyValues);
Assert.Equal(dailyVals, position.GetDailyValuation().Columns[$"{testSymbol}_MarketValue"]);
}
public PortfolioData GetPortfolioData(string portfolioName, List <Trade> allTrades)
{
List <string> distinctTickers = allTrades.Select(t => t.Ticker).Distinct().ToList();
PortfolioData userPortfolio = new PortfolioData(portfolioName);
foreach (string ticker in distinctTickers)
{
PositionFormulas position = new PositionFormulas(ticker);
foreach (Trade trade in allTrades)
{
if (trade.Ticker == ticker)
{
position.AddTransaction(trade);
}
}
List <SecurityPrices> marketPrices = _repo.GetSecurityPrices(ticker);
DataFrame marketPricesFrame = CreatePriceTable(marketPrices);
position.CalculateDailyValuation(marketPricesFrame);
userPortfolio.AddPositon(position);
}
return(userPortfolio);
}
