public async void Run(StockTradeList tradeList)
{
if (tradeList != null && tradeList.Trades.Count > 0)
{
//find all stocks traded
StockList stocks = new StockList("TradeList");
foreach (StockTrade trade in tradeList.Trades)
{
stocks.Add(trade.Stock);
}
//find DataRange
StockData firstData = await StockDataBase.Get(stocks.GetStock(0), tradeList.Interval);
int startIndex = firstData.FindDateIndex(_startDate);
int stopIndex = firstData.FindDateIndex(_endDate);
int dataCount = firstData.TimeSeries.DataPoints.Count;
if (stopIndex == 0)
{
stopIndex = dataCount - 1;
}
//Simulate trades
double startBalance = _balanceChart[0];
StockPortfolio portfolio = new StockPortfolio(startBalance);
List <double> balanceChartList = new List <double>();
balanceChartList.Add(startBalance);
for (int i = startIndex; i <= stopIndex; i++)
{
foreach (StockTrade trade in tradeList.Trades)
{
if (trade.DataIndex == i)
{
portfolio.MakeTrade(trade, tradeList.Interval);
}
}
balanceChartList.Add(await portfolio.TotalBalance(i, tradeList.Interval));
}
_balanceChart = balanceChartList.ToArray();
}
}
public static Stock GetFromRecentList(string stockName)
{
return(_recentList.GetStock(stockName));
}
public async void Run(StockTradeList tradeList)
{
if (tradeList != null && tradeList.Trades.Count > 0)
{
//find all stocks traded
StockList stocks = new StockList("TradeList");
foreach (StockTrade trade in tradeList.Trades)
{
stocks.Add(trade.Stock);
}
//find DataRange
StockData firstData = await StockDataBase.Get(stocks.GetStock(0), tradeList.Interval);
int startIndex = firstData.FindDateIndex(_startDate);
int stopIndex = firstData.FindDateIndex(_endDate);
int dataCount = firstData.TimeSeries.DataPoints.Count;
if (stopIndex == 0)
{
stopIndex = dataCount - 1;
}
//Simulate trades
double timesTraded = 0;
double timesRight = 0;
StockTrade currentTrade = new StockTrade();
StockData data = firstData;
for (int i = startIndex; i <= stopIndex; i++)
{
foreach (StockTrade trade in tradeList.Trades)
{
if (trade.DataIndex == i)
{
if (trade.PortfolioPercentage > 0)
{
data = await StockDataBase.Get(trade.Stock, tradeList.Interval);
currentTrade = trade;
}
else
{
timesTraded++;
double openPrice = data.TimeSeries.DataPoints[currentTrade.DataIndex].Close;
double closePrice = data.TimeSeries.DataPoints[i].Close;
if (currentTrade.Type == StockTradeType.LongStock && closePrice > openPrice)
{
timesRight++;
}
if (currentTrade.Type == StockTradeType.ShortStock && closePrice < openPrice)
{
timesRight++;
}
}
}
}
}
//save results
_rightPredictPercentage = timesRight / timesTraded;
_tradesMade = (int)timesTraded;
}
}