/// <summary>
/// Resolves the position groups that exist within the specified collection of positions.
/// </summary>
/// <param name="positions">The collection of positions</param>
/// <returns>An enumerable of position groups</returns>
public PositionGroupCollection Resolve(PositionCollection positions)
{
var result = new PositionGroupCollection(positions
.Select(position => new PositionGroup(_buyingPowerModel, position)).ToList()
);
positions.Clear();
return(result);
}
/// <summary>
/// Resolves the algorithm's position groups from all of its holdings
/// </summary>
private void ResolvePositionGroups()
{
if (_requiresGroupResolution)
{
_requiresGroupResolution = false;
// TODO : Replace w/ special IPosition impl to always equal security.Quantity and we'll
// use them explicitly for resolution collection so we don't do this each time
var investedPositions = _securities.Where(kvp => kvp.Value.Invested).Select(kvp => (IPosition) new Position(kvp.Value));
var positionsCollection = new PositionCollection(investedPositions);
Groups = ResolvePositionGroups(positionsCollection);
}
}
/// <summary>
/// Resolves the position groups that exist within the specified collection of positions.
/// </summary>
/// <param name="positions">The collection of positions</param>
/// <returns>An enumerable of position groups</returns>
public PositionGroupCollection Resolve(PositionCollection positions)
{
var result = PositionGroupCollection.Empty;
var groups = GetPositionGroups(positions).ToList();
if (groups.Count != 0)
{
result = new PositionGroupCollection(groups);
// we are expected to remove any positions which we resolved into a position group
positions.Remove(result);
}
return(result);
}
/// <summary>
/// Resolves the optimal set of <see cref="IPositionGroup"/> from the provided <paramref name="positions"/>.
/// Implementations are required to deduct grouped positions from the <paramref name="positions"/> collection.
/// </summary>
public PositionGroupCollection Resolve(PositionCollection positions)
{
// we start with no groups, each resolver's result will get merged in
var groups = PositionGroupCollection.Empty;
// each call to ResolvePositionGroups is expected to deduct grouped positions from the PositionCollection
foreach (var resolver in _resolvers)
{
var resolved = resolver.Resolve(positions);
groups = groups.CombineWith(resolved);
}
if (positions.Count > 0)
{
throw new InvalidOperationException("All positions must be resolved into groups.");
}
return(groups);
}
/// <summary>
/// Resolves position groups using the specified collection of positions
/// </summary>
/// <param name="positions">The positions to be grouped</param>
/// <returns>A collection of position groups containing all of the provided positions</returns>
public PositionGroupCollection ResolvePositionGroups(PositionCollection positions)
{
return(_resolver.Resolve(positions));
}
