public PortfolioData(Portfolio portfolio, IDataContext dataContext)
{
this._portfolio = portfolio;
this._dataTable = PositionData.SchemaTable.Clone();
this._dataTable.TableName = portfolio.Id;
this._subscribers = new HashSet <string>();
this._positions = new List <Position>();
IOrderedQueryable <IGrouping <Security, Trade> > groups = dataContext.Trades
.Where(trade => trade.PortfolioId == portfolio.Id)
.Include(trade => trade.Security)
.GroupBy(trade => trade.Security)
.OrderBy(group => group.Key.Ticker);
foreach (IGrouping <Security, Trade> group in groups)
{
Position position = new Position {
Ticker = group.Key.Ticker, Description = group.Key.Description
};
foreach (Trade trade in group.OrderBy(trade => trade.TradeDate))
{
PortfolioData.ProcessTrade(position, trade.Quantity, trade.Price);
}
this._positions.Add(position);
this._dataTable.Rows.Add(this.CreateRow(position));
}
}
public void ProcessTrades(IEnumerable <Trade> trades)
{
List <RowChangeBase> list = new List <RowChangeBase>();
PositionChangeProcessor changeProcessor = new PositionChangeProcessor(this._dataTable);
lock (this)
{
foreach (Trade trade in trades)
{
int index = this._positions.BinarySearchByValue(trade.Security.Ticker, pos => pos.Ticker);
if (index < 0)
{
Position position = new Position {
Ticker = trade.Security.Ticker, Description = trade.Security.Description
};
PortfolioData.ProcessTrade(position, trade.Quantity, trade.Price);
this._positions.Insert(~index, position);
DataRow dataRow = this.CreateRow(position);
this._dataTable.Rows.InsertAt(dataRow, ~index);
list.Add(new RowAdded {
RowKey = position.Ticker, Data = dataRow.ItemArray
});
}
else
{
Position position = this._positions[index];
position.PropertyChanged += changeProcessor.PropertyChangedEventHandler;
PortfolioData.ProcessTrade(position, trade.Quantity, trade.Price);
position.PropertyChanged -= changeProcessor.PropertyChangedEventHandler;
}
}
}
this.OnDataChanged(list.Count == 0 ? changeProcessor.RowChanges : list.Concat(changeProcessor.RowChanges));
}
