public SecurityPrice(DateTime priceDate, double price, SecurityPrices prices)
{
PriceDate = priceDate;
Price = price;
Prices = prices;
Index = prices.Prices.Count;
}
private void ExecuteStrategy()
{
var securityPrices = new SecurityPrices(_secId);
var listOfDataPoints = _marketDataPoints.ToList();
for (int i = 0; i < listOfDataPoints.Count; i++)
{
var strategy = TradeIdentifyingStrategy.CreateNewInstance();
var dataPoint = listOfDataPoints[i];
securityPrices.Add(dataPoint.MarketDate, dataPoint.MarketDataPoint, strategy);
var currentSecurity = securityPrices[i];
currentSecurity.RunTradeIdentifier();
strategy.SetSecurityPriceData(currentSecurity);
_tradeStrategies.Add(strategy);
}
}
public SecurityPrices GetPreviousPrices(int periodsBack)
{
var security_prices = new SecurityPrices(Prices.SecurityId);
var prices = new List <SecurityPrice>(periodsBack);
if (periodsBack < Index)
{
for (var i = 0; i <= periodsBack; i++)
{
if (i == 0)
{
prices.Add(this);
}
else
{
var price = prices[i - 1].GetPreviousPrice();
prices.Add(price);
}
}
var c = prices.Count;
if (c > 1)
{
prices.RemoveAt(c - 1);
}
prices.Reverse();
//remove the last price so that periods actually equal count of items. we are including current item in collection so we remove the last.
foreach (var sprice in prices)
{
security_prices.Add(sprice);
}
return(security_prices);
}
else
{
return(null);
}
}