public static DealList GetDeals(StrategyHeader strategyHeader)
{
if (strategyHeader == null)
{
return(null);
}
IEnumerable <Trade> Trades = TradingData.Instance.GetTrades(strategyHeader);
DealList dealList = new DealList(strategyHeader);
Console.WriteLine("GetDeals");
foreach (Trade item in Trades.OrderBy(i => i.DateTime))
{
dealList.OnItemAdded(item);
}
Console.WriteLine("Количество сделок: {0}", dealList.Count);
Console.WriteLine("Количество сделок P: {0}", dealList.CountP);
Console.WriteLine("Количество сделок L: {0}", dealList.CountL);
Console.WriteLine("Процент сделок P: {0}", dealList.CountPercentP.ToString("0.0000"));
Console.WriteLine("Процент сделок L: {0}", dealList.CountPercentL.ToString("0.0000"));
Console.WriteLine("Сумма PnL: {0}", dealList.Sum);
Console.WriteLine("Сумма P: {0}", dealList.SumP);
Console.WriteLine("Сумма L: {0}", dealList.SumL);
Console.WriteLine("Средняя Сумма PnL: {0}", dealList.AverageSum.ToString("0.0000"));
Console.WriteLine("Средняя Сумма P: {0}", dealList.AverageSumP.ToString("0.0000"));
Console.WriteLine("Средняя Сумма L: {0}", dealList.AverageSumL.ToString("0.0000"));
Console.WriteLine("Средняя Серия P: {0}", dealList.AverageSeriesP.ToString("0.0000"));
Console.WriteLine("Средняя Серия L: {0}", dealList.AverageSeriesL.ToString("0.0000"));
Console.WriteLine("Max Серия P: {0}", dealList.MaxSeriesP.ToString("0.0000"));
Console.WriteLine("Max Серия L: {0}", dealList.MaxSeriesL.ToString("0.0000"));
return(dealList);
//Console.WriteLine(String.Format("BuyTrades.Sum: {0}", BuyTrades.Sum(i => i.Amount).ToString()));
//Console.WriteLine(String.Format("BuyTrades1.Sum: {0}", BuyTrades1.Sum(i => i.Amount).ToString()));
//Console.WriteLine(String.Format("BuyTrades.Count: {0}", BuyTrades.Count().ToString()));
//Console.WriteLine(String.Format("BuyTrades1.Count: {0}", BuyTrades1.Count().ToString()));
//Console.WriteLine(String.Format("SellTrades.Sum: {0}", SellTrades.Sum(i => i.Amount).ToString()));
//Console.WriteLine(String.Format("SellTrades1.Sum: {0}", SellTrades1.Sum(i => i.Amount).ToString()));
//Console.WriteLine(String.Format("SellTrades.Count: {0}", SellTrades.Count().ToString()));
//Console.WriteLine(String.Format("SellTrades1.Count: {0}", SellTrades1.Count().ToString()));
}
public void DealList_GetTradingResult_positive_for_long_test()
{
DateTime date = DateTime.Now;
Trade open = new Trade(null, "BP12345-RF-01", "RTS-12.13_FT", 150000, 1, date);
Trade close = new Trade(null, "BP12345-RF-01", "RTS-12.13_FT", 150100, -1, date.AddSeconds(10));
Assert.AreEqual(100, open.GetTradeResult(close));
dealList.OnItemAdded(open);
dealList.OnItemAdded(close);
Assert.AreEqual(100, dealList.Sum);
open = new Trade(null, "BP12345-RF-01", "RTS-12.13_FT", 150000, 2, date);
close = new Trade(null, "BP12345-RF-01", "RTS-12.13_FT", 150100, -2, date.AddSeconds(10));
dealList.OnItemAdded(open);
dealList.OnItemAdded(close);
Assert.AreEqual(300, dealList.Sum);
}