public List <Outcome> Run(IEnumerable <ReturnData> list, InputData input, List <IPortfolioAdjustments> ajustmentStrategies)
{
var portfolio = input.Portfolio;
var outcomes = new List <Outcome>();
int monthCount = 1;
foreach (var month in list)
{
var work = new PortfolioWork()
{
Portfolio = portfolio,
MonthProcessed = monthCount++,
ReturnData = month,
Adjustments = ajustmentStrategies,
Input = input
};
var outcome = new PortfolioCalculator().CalculateMonthReturn(work);
outcomes.Add(outcome);
//Clone first to make sure the copy is a deep clone... then clear out the temp adjustments.
portfolio = outcome.NewPortfolio.GetClone();
portfolio.TemporaryInvestmentAdjustments.Clear();
}
outcomes.TrimExcess();
return(outcomes);
}
public PortfolioWork UpdatePortfolio(PortfolioWork portfolio)
{
foreach (var item in portfolio.Adjustments)
{
item.Init(portfolio);
portfolio = item.Adjust(portfolio);
}
return(portfolio);
}
public override bool ShouldOffset(PortfolioWork portfolio)
{
if (StartMonth > portfolio.MonthProcessed)
{
return(false);
}
if (EndMonth != null && EndMonth < portfolio.MonthProcessed)
{
return(false);
}
return(true);
}
public PortfolioWork Adjust(PortfolioWork portfolio)
{
var cash = portfolio.Portfolio.ComputedInvestments()[from];
if (cash <= 0)
{
return(portfolio); //no cash to remove...
}
var equity = portfolio.Portfolio.ComputedInvestments()[to];
var glide = glidePerDataRow;
//Never glide to a negative number.
if (cash <= glide)
{
glide = cash;
}
equity = equity + glide;
cash = cash - glide;
portfolio.Portfolio.Investments[from] = cash;
portfolio.Portfolio.Investments[to] = equity;
return(portfolio);
}
public abstract bool ShouldOffset(PortfolioWork portfolio);
public virtual void Offset(PortfolioWork portfolio)
{
portfolio.Portfolio.InvestmentAmount += OffsetAmount;
}
public void Init(PortfolioWork portfolio)
{
}
