/// <summary>
/// Updates holdings for filled orders.
/// </summary>
private void updateHoldings(Order order)
{
//Only process filled orders
if (order.Status != OrderStatus.Filled)
{
return;
}
//OrderHistory.Add(order);
TotalTrades++;
//Transaction fees
TotalTransactionFees += TransactionFee;
AvailableCash -= TransactionFee;
decimal orderTotal = order.Quantity * order.FillPrice;
///////////////////////////////
//Buying
//////////////////////////////
switch (order.Action)
{
//Buying
case Action.Buy:
AvailableCash -= orderTotal;
//Find existing stock in holdings
if (IsHoldingStock(order.Symbol))
{
Stock stock = StockPortfolio.Find(p => p.Symbol == order.Symbol);
stock.Quantity += order.Quantity;
stock.TotalInvested += orderTotal;
stock.CurrentPrice = order.FillPrice;
}
//Create a new stock object and add to holdings
else
{
Stock newStock = new Stock()
{
Symbol = order.Symbol,
Quantity = order.Quantity,
TotalInvested = orderTotal,
CurrentPrice = order.FillPrice
};
StockPortfolio.Add(newStock);
}
break;
///////////////////////
//Selling
///////////////////////
case Action.Sell:
AvailableCash += orderTotal;
_totalSellTrades++;
if (IsHoldingStock(order.Symbol))
{
Stock stock = StockPortfolio.Find(p => p.Symbol == order.Symbol);
//Is this a win or loss?
if (orderTotal > (stock.AverageFillPrice * order.Quantity))
{
_totalWins++;
}
else
{
_totalLosses++;
}
stock.TotalInvested -= stock.AverageFillPrice * order.Quantity;
stock.Quantity -= order.Quantity;
//remove the stock from the portfolio if no longer holding any.
if (stock.Quantity <= 0)
{
StockPortfolio.Remove(stock);
}
}
break;
}
}
public void GetCash_OneCredit_ReturnsCash()
{
_stockPortfolio.Add(DateTime.Today.AddDays(-1), 26d);
var past = _stockPortfolio.GetCash(DateTime.Today.AddDays(-10));
var actual = _stockPortfolio.GetCash(DateTime.Today);
var future = _stockPortfolio.GetCash(DateTime.Today.AddDays(10));
Assert.AreEqual(0d, past);
Assert.AreEqual(26d, actual);
Assert.AreEqual(26d, future);
}