/// <summary>
/// This only works if openTime is only ever called sequentially
/// </summary>
/// <param name="symbol"></param>
/// <param name="openTime"></param>
/// <returns></returns>
public PortfolioBacktestBar GetAssetExposureBar(string symbol, DateTime openTime)
{
#if DEBUG
if (symbol == null)
{
throw new ArgumentNullException(nameof(symbol));
}
#endif
List <PortfolioBacktestBar> list = assetExposureBars.GetOrAdd(symbol, s => new List <PortfolioBacktestBar>());
PortfolioBacktestBar last = null;
if (list.Count > 0)
{
last = list.Last();
if (last.OpenTime == openTime)
{
return(last);
}
#if DEBUG
if (openTime < last.OpenTime)
{
throw new InvalidOperationException("Attempt to get older bar via GetAssetExposureBar, which can only return current bar or a new bar");
}
#endif
}
var result = new PortfolioBacktestBar(openTime, last == null ? 0 : last.Close);
list.Add(result);
return(result);
}
/// <summary>
/// Call this at start of OpenBar, or after end of simulation
/// </summary>
public void CloseBar()
{
if (UseEquity)
{
lastEquityBar = equityBar;
if (lastEquityBar != null)
{
equityBars.Add(lastEquityBar);
}
#if DEBUG
if (Options.JournalLevel >= 2)
{
Console.WriteLine("Eq: " + lastEquityBar);
}
#endif
}
if (UseBalance)
{
lastBalanceBar = balanceBar;
if (lastBalanceBar != null)
{
balanceBars.Add(lastBalanceBar);
}
#if DEBUG
if (Options.JournalLevel >= 2)
{
Console.WriteLine("Bal: " + lastBalanceBar);
}
#endif
}
if (Options.ComponentExposureBars)
{
foreach (var component in Sim.Portfolio.Components)
{
component.OpenBar(openTime);
}
}
}
public void OpenBar()
{
if (openTime == default)
{
log.LogWarning("Options.StartTime == default, not running simulation for portfolio " + Sim?.Portfolio?.ToString());
openTime = Options.EndTime;
return;
}
bool firstBar;
if (openTime > startDate)
{
firstBar = false;
CloseBar();
}
else
{
firstBar = true;
}
if (UseEquity)
{
equityBar = new PortfolioBacktestBar(openTime, firstBar ? Sim.Options.InitialBalance : lastEquityBar.Close);
}
if (UseBalance)
{
balanceBar = new PortfolioBacktestBar(openTime, firstBar ? Sim.Options.InitialBalance : lastBalanceBar.Close);
}
barEndTime = Options.TimeFrame.GetNextOpenTimeForOpen(openTime);
if (Options.ComponentExposureBars)
{
foreach (var component in Sim.Portfolio.Components)
{
component.OpenBar(openTime);
}
}
}
