internal MarginAndQuantityResult Add(MarginAndQuantityResult other)
{
this.Margin += other.Margin;
this.Quantity += other.Quantity;
this.PartialMargin += other.PartialMargin;
this.PartialQuantity += other.PartialQuantity;
return(this);
}
internal void Add(bool isBuy, BuySellPair margin, BuySellPair quantity, BuySellPair partialMargin, BuySellPair partialQuantity)
{
if (isBuy)
{
this.Margin.AddBuy(margin);
this.Quantity.AddBuy(quantity);
this.PartialMargin.AddBuy(partialMargin);
this.PartialQuantity.AddBuy(partialQuantity);
}
else
{
this.Margin.AddSell(margin);
this.Quantity.AddSell(quantity);
this.PartialMargin.AddSell(partialMargin);
this.PartialQuantity.AddSell(partialQuantity);
}
}
internal void Add(bool isBuy, MarginAndQuantityResult unfilledResult, MarginAndQuantityResult filledResult)
{
if (isBuy)
{
this.Margin += new BuySellPair(unfilledResult.Margin.Buy, filledResult.Margin.Sell);
this.Quantity += new BuySellPair(unfilledResult.Quantity.Buy, filledResult.Quantity.Sell);
this.PartialMargin += new BuySellPair(unfilledResult.PartialMargin.Buy, filledResult.PartialMargin.Sell);
this.PartialQuantity += new BuySellPair(unfilledResult.PartialQuantity.Buy, filledResult.PartialQuantity.Sell);
}
else
{
this.Margin += new BuySellPair(filledResult.Margin.Buy, unfilledResult.Margin.Sell);
this.Quantity += new BuySellPair(filledResult.Quantity.Buy, unfilledResult.Margin.Sell);
this.PartialMargin += new BuySellPair(filledResult.PartialMargin.Buy, unfilledResult.PartialMargin.Sell);
this.PartialQuantity += new BuySellPair(filledResult.PartialQuantity.Buy, unfilledResult.PartialQuantity.Sell);
}
}
// given a path to a text file it will return the best buy/sell days
public string BestBuySell(string path)
{
try
{
// get the list of prices from the file
List <decimal> prices = ProcessFile(path);
// create the buySellPair object with default values.
BuySellPair buySellPair = new BuySellPair {
highDay = 0, lowDay = 0, highPrice = 0, lowPrice = 0
};
// loop through the list of prices
for (int i = 0; i < prices.Count; i++)
{
// for every price check each remaining price
for (int j = i + 1; j < prices.Count; j++)
{
// if j - i is greater than the current best buy/sell margin make it the new best margin.
if (prices[j] - prices[i] > buySellPair.highPrice - buySellPair.lowPrice)
{
// assign low/high properties to the buySellPairObject
buySellPair.lowPrice = prices[i];
buySellPair.highPrice = prices[j];
buySellPair.lowDay = i + 1;
buySellPair.highDay = j + 1;
}
}
}
// printing in the format provided - buyDay(buyPrice),sellDay(sellPrice)
if (buySellPair.lowDay == 0)
{
return("There was no suitable buy date as stock prices never increased.");
}
else
{
return($"{buySellPair.lowDay}({buySellPair.lowPrice}),{buySellPair.highDay}({buySellPair.highPrice})");
}
}
catch (Exception e)
{
throw new Exception(e.Message);
}
}
private static void InitializeFilledAndMarginArgs(this AccountClass.Instrument instrument, bool isBuy, MarginAndQuantityResult unfilledArgs, MarginAndQuantityResult filledArgs, MarginAndQuantityResult marginArgs)
{
var physicalInstrument = instrument as Physical.PhysicalInstrument;
BuySellPair margin, quantity, partialMargin, partialQuantity;
margin = new BuySellPair(instrument.TotalBuyMargin, instrument.TotalSellMargin);
quantity = new BuySellPair(instrument.TotalBuyQuantity, instrument.TotalSellQuantity);
if (physicalInstrument != null)
{
partialMargin = new BuySellPair(physicalInstrument.TotalBuyMarginForPartialPaymentPhysicalOrder, physicalInstrument.TotalSellMarginForPartialPaymentPhysicalOrder);
partialQuantity = new BuySellPair(physicalInstrument.TotalBuyLotBalanceForPartialPaymentPhysicalOrder, physicalInstrument.TotalSellLotBalanceForPartialPaymentPhysicalOrder);
}
else
{
partialMargin = BuySellPair.Empty;
partialQuantity = BuySellPair.Empty;
}
filledArgs.Add(isBuy, margin, quantity, partialMargin, partialQuantity);
marginArgs.Add(isBuy, unfilledArgs);
marginArgs.Add(isBuy, margin, quantity, partialMargin, partialQuantity);
}
internal void Add(bool isBuy, MarginAndQuantityResult unfilledResult, MarginAndQuantityResult filledResult)
{
if (isBuy)
{
var normalMargin = new BuySellPair(unfilledResult.Normal.Margin.Buy, filledResult.Normal.Margin.Sell);
var normalQuantity = new BuySellPair(unfilledResult.Normal.Quantity.Buy, filledResult.Normal.Quantity.Sell);
var partialMargin = new BuySellPair(unfilledResult.Partial.Margin.Buy, filledResult.Partial.Margin.Sell);
var partialQuantity = new BuySellPair(unfilledResult.Partial.Quantity.Buy, filledResult.Partial.Quantity.Sell);
this.Normal += new MarginAndQunatity(normalMargin, normalQuantity);
this.Partial += new MarginAndQunatity(partialMargin, partialQuantity);
}
else
{
var margin = new BuySellPair(filledResult.Normal.Margin.Buy, unfilledResult.Normal.Margin.Sell);
var quantity = new BuySellPair(filledResult.Normal.Quantity.Buy, unfilledResult.Normal.Margin.Sell);
var partialMargin = new BuySellPair(filledResult.Partial.Margin.Buy, unfilledResult.Partial.Margin.Sell);
var partialQuantity = new BuySellPair(filledResult.Partial.Quantity.Buy, unfilledResult.Partial.Quantity.Sell);
this.Normal += new MarginAndQunatity(margin, quantity);
this.Partial += new MarginAndQunatity(partialMargin, partialQuantity);
}
}
internal MarginAndQunatity Add(bool isBuy, BuySellPair margin, BuySellPair quantity)
{
return(isBuy ? new MarginAndQunatity(this.Margin.AddBuy(margin), this.Quantity.AddBuy(quantity)) :
new MarginAndQunatity(this.Margin.AddSell(margin), this.Quantity.AddSell(quantity)));
}
internal void Add(bool isBuy, BuySellPair margin, BuySellPair quantity, BuySellPair partialMargin, BuySellPair partialQuantity)
{
this.Normal = this.Normal.Add(isBuy, margin, quantity);
this.Partial = this.Partial.Add(isBuy, partialMargin, partialQuantity);
}
internal MarginAndQunatity(BuySellPair margin, BuySellPair quantity)
: this()
{
this.Margin = margin;
this.Quantity = quantity;
}
