/// <summary>
/// Close a position. If not all shares are used, return
/// a closed position. Modify position so that it can still be used
/// as an open position with the remaining shares.
/// If all shares are used, return null;
/// </summary>
/// <param name="position"></param>
/// <param name="stock"></param>
/// <param name="sharesToSell"></param>
/// <returns></returns>
public static Position ClosePosition(Position position, Stock stock, double sharesToSell)
{
position.CurrentPrice = stock.AdjustedClose;
if (Math.Abs(sharesToSell - position.Shares) < Portfolio.Epsilon)
{
// all shares used up, just close this position and returns null
// some bookkeeping
position.SoldDate = stock.Date;
position.Close = true;
return null;
}
double remainingShares = position.Shares - sharesToSell;
// change the position shares
position.Shares = remainingShares;
// now return a closed position with the shares sold
return new Position
{
// acquired date is the same
AcquiredDate = position.AcquiredDate,
Shares = sharesToSell,
// acquired price is also the same
AcquiredPrice = position.AcquiredPrice,
CurrentPrice = stock.AdjustedClose,
Close = true,
SoldDate = stock.Date,
Name = stock.Name,
Ticker = stock.Ticker
};
}
public static Stock ParsePrice(string price, string Ticker, string Name)
{
string[] values = price.Split(',');
Stock result = new Stock();
result.Date = DateTime.Parse(values[0]);
result.Open = Double.Parse(values[1]);
result.High = Double.Parse(values[2]);
result.Low = Double.Parse(values[3]);
result.Close = Double.Parse(values[4]);
result.Volumn = long.Parse(values[5]);
result.AdjustedClose = Double.Parse(values[6]);
result.Ticker = Ticker;
result.Name = Name;
return result;
}
/// <summary>
/// Buy a stock
/// </summary>
/// <param name="stock"></param>
/// <param name="ticker"></param>
public void BuyStock(Stock stock, double money)
{
if (money > Cash && (Math.Abs(money - Cash) > 0.0005))
{
throw new InvalidOperationException("Not enough cash!");
}
// let's sese how many shares we can buy
double noOfShares = (money - Commission) / stock.AdjustedClose;
Cash = Cash - money;
// Open a list of position if not already there
if (!OpenPositions.ContainsKey(stock.Ticker))
{
OpenPositions[stock.Ticker] = new List<Position>();
}
// Add to the list of position
OpenPositions[stock.Ticker].Add(Position.OpenPosition(stock, noOfShares));
}
public void UpdateOpenPosition(Stock stock)
{
if (OpenPositions.ContainsKey(stock.Ticker)
&& OpenPositions[stock.Ticker] != null)
{
foreach (var position in OpenPositions[stock.Ticker])
{
position.CurrentPrice = stock.AdjustedClose;
}
}
}
public void SellStock(Stock stock, double noOfShares)
{
if (!OpenPositions.ContainsKey(stock.Ticker))
{
throw new InvalidOperationException("No stock to sell!");
}
if (noOfShares <= Epsilon)
{
throw new ArgumentException(String.Format("noOfShares {0} is zero or negative", noOfShares));
}
// update the current price of all the open positions for this stock
UpdateOpenPosition(stock);
// check the total number of shares available
double totalShares = OpenPositions[stock.Ticker].Sum(position => position.Shares);
if (totalShares < noOfShares && Math.Abs(totalShares - noOfShares) < Epsilon)
{
throw new InvalidOperationException("Not enough shares to sell");
}
// add to the close position list
if (!ClosedPositions.ContainsKey(stock.Ticker))
{
ClosedPositions[stock.Ticker] = new List<Position>();
}
// update cash before we sell (greedy hehe)
Cash += ((noOfShares * stock.AdjustedClose) - Commission);
// for now, we will sell the earliest available one first.
// other selling method will be added in the future
foreach (var position in OpenPositions[stock.Ticker])
{
// checks whether noOfShares are greater than or equal to the amount in this position
if (noOfShares > position.Shares || Math.Abs(noOfShares - position.Shares) < Epsilon)
{
// sell this position
// don't care about the return value here because all shares are used up
Position.ClosePosition(position, stock, position.Shares);
// decrease the share
noOfShares -= position.Shares;
// add this to the close position
ClosedPositions[stock.Ticker].Add(position);
UpdatePortfolioAfterClosingPosition(position);
if (noOfShares < Epsilon)
{
break;
}
}
else
{
// we have enough in this position
Position closedPosition = Position.ClosePosition(position, stock, noOfShares);
UpdatePortfolioAfterClosingPosition(closedPosition);
ClosedPositions[stock.Ticker].Add(closedPosition);
}
}
// remove the closed positions
OpenPositions[stock.Ticker].RemoveAll(position => position.Close);
}
public double GetStockShares(Stock stock)
{
if (!OpenPositions.ContainsKey(stock.Ticker) || OpenPositions[stock.Ticker] == null)
{
return 0;
}
return OpenPositions[stock.Ticker].Sum(position => position.Shares);
}
/// <summary>
/// Opens a position
/// </summary>
/// <param name="stock"></param>
public static Position OpenPosition(Stock stock, double shares)
{
Position position = new Position
{
AcquiredDate = stock.Date,
Shares = shares,
AcquiredPrice = stock.AdjustedClose,
CurrentPrice = stock.AdjustedClose,
Name = stock.Name,
Ticker = stock.Ticker
};
return position;
}
