public IReadOnlyCollection <IOrderAnalysis> OpposingSentiment(
IReadOnlyCollection <IOrderAnalysis> orders,
PriceSentiment sentiment)
{
if (sentiment == PriceSentiment.Neutral || sentiment == PriceSentiment.Mixed)
{
return(new IOrderAnalysis[0]);
}
if (orders == null)
{
return(new IOrderAnalysis[0]);
}
if (sentiment == PriceSentiment.Positive)
{
return(orders.Where(i => this._negativeSentiments.Contains(i.Order.OrderDirection)).ToList());
}
if (sentiment == PriceSentiment.Negative)
{
return(orders.Where(i => this._positiveSentiments.Contains(i.Order.OrderDirection)).ToList());
}
throw new ArgumentOutOfRangeException(nameof(sentiment));
}
/// <summary>
/// The aligned sentiment portfolio.
/// </summary>
/// <param name="analyzedOrders">
/// The analyzed orders.
/// </param>
/// <param name="lastTradeSentiment">
/// The last trade sentiment.
/// </param>
/// <returns>
/// The <see cref="IPortfolio"/>.
/// </returns>
private IPortfolio AlignedSentimentPortfolio(
IReadOnlyCollection <IOrderAnalysis> analyzedOrders,
PriceSentiment lastTradeSentiment)
{
var alignedSentiment = analyzedOrders.Where(i => i.Sentiment == lastTradeSentiment).ToList();
var alignedSentimentPortfolio = this.portfolioFactory.Build();
alignedSentimentPortfolio.Add(alignedSentiment.Select(i => i.Order).ToList());
return(alignedSentimentPortfolio);
}
/// <summary>
/// The unaligned sentiment portfolio.
/// </summary>
/// <param name="analyzedOrders">
/// The analyzed orders.
/// </param>
/// <param name="lastTradeSentiment">
/// The last trade sentiment.
/// </param>
/// <returns>
/// The <see cref="IPortfolio"/>.
/// </returns>
private IPortfolio UnalignedSentimentPortfolio(
IReadOnlyCollection <IOrderAnalysis> analyzedOrders,
PriceSentiment lastTradeSentiment)
{
var opposingSentiment = this.analysisService.OpposingSentiment(analyzedOrders, lastTradeSentiment);
var opposingSentimentPortfolio = this.portfolioFactory.Build();
opposingSentimentPortfolio.Add(opposingSentiment.Select(i => i.Order).ToList());
return(opposingSentimentPortfolio);
}
public Judgement(PriceSentiment sentiment)
{
this.Sentiment = sentiment;
}
public OrderAnalysis(Order order, PriceSentiment sentiment)
{
this.Order = order ?? throw new ArgumentNullException(nameof(order));
this.Sentiment = sentiment;
}
