public static PortfolioHistoryPeriod FilterCopy(this PortfolioHistoryPeriod historyPeriod, List <string> symbols)
{
return(new PortfolioHistoryPeriod
{
ClosingDate = historyPeriod.ClosingDate,
Stocks = historyPeriod.Stocks.Where(s => symbols.Contains(s.Symbol)).Select(s => new StockHistoricalPeriod
{
Symbol = s.Symbol,
PeriodData = new StockHistoryItem
{
AdjustedClose = s.PeriodData.AdjustedClose,
AdjustedPercentChanged = s.PeriodData.AdjustedPercentChanged,
ClosingDate = s.PeriodData.ClosingDate,
Volume = s.PeriodData.Volume
}
}).ToList()
});
}
public static List <PortfolioHistoryPeriod> ShuffleCopy(this IList <PortfolioHistoryPeriod> list, int?seed = null)
{
Random rng = seed.HasValue ? new Random(seed.Value) : new Random();
var shuffled = list.Select(l => new PortfolioHistoryPeriod
{
ClosingDate = l.ClosingDate,
Stocks = l.Stocks.Select(s => new StockHistoricalPeriod
{
Symbol = s.Symbol,
PeriodData = new StockHistoryItem
{
AdjustedClose = s.PeriodData.AdjustedClose,
AdjustedPercentChanged = s.PeriodData.AdjustedPercentChanged,
ClosingDate = s.PeriodData.ClosingDate,
Volume = s.PeriodData.Volume
}
}).ToList()
}).ToList();
int n = shuffled.Count - 1;
while (n > 1)
{
n--;
int k = rng.Next(n + 1);
var originalKDate = shuffled[k].ClosingDate;
PortfolioHistoryPeriod value = shuffled[k];
value.ClosingDate = shuffled[n].ClosingDate;
shuffled[n].ClosingDate = originalKDate;
shuffled[k] = shuffled[n];
shuffled[n] = value;
}
shuffled = shuffled.OrderByDescending(p => p.ClosingDate).ToList();
PortfolioHistoryPeriod lastPeriod = shuffled.First();
foreach (var period in shuffled.Skip(1))
{
foreach (var stock in period.Stocks)
{
var lastStockPeriodData = lastPeriod.Stocks.First(s => s.Symbol == stock.Symbol).PeriodData;
if (lastStockPeriodData.AdjustedPercentChanged > .0001m)
{
stock.PeriodData.AdjustedClose = lastStockPeriodData.AdjustedClose / lastStockPeriodData.AdjustedPercentChanged;
}
else
{
stock.PeriodData.AdjustedClose = lastStockPeriodData.AdjustedClose;
}
}
lastPeriod = period;
}
var adjusted = shuffled.OrderBy(p => p.ClosingDate).ToList();
return(adjusted);
}
