public OptionPortfolio(OptionPortfolio original)
{
Cash = original.Cash;
CopyPositions(original);
Fee = original.Fee;
Slippage = original.Slippage;
TradeMade = original.TradeMade;
}
public void Start(double cash, DateTime startDate, Stock stock)
{
_simDate = startDate;
ChangeStock(stock);
_portfolio = new OptionPortfolio(cash, 1.1, 0.04);
_portfolio.TradeMade += new EventHandler(FireTradeMade);
_portofolioHistory = new List <OptionPortfolio>();
}
private void CopyPositions(OptionPortfolio original)
{
Positions = new List <OptionPosition>();
foreach (OptionPosition pos in original.Positions)
{
OptionPosition newPos = new OptionPosition()
{
Amount = pos.Amount,
Spread = pos.Spread,
EntryDate = pos.EntryDate
};
Positions.Add(newPos);
}
}
public async void RollBackOneDay()
{
if (_portofolioHistory.Count > 0)
{
_dataIndex--;
TimeSpan updateSpan = DateTime.UtcNow - _simDate;
StockData stockData = await StockDataBase.Get(Stock, Api.Interval.Daily, updateSpan);
if (_dataIndex >= 0)
{
_simDate = stockData.TimeSeries.DataPoints[_dataIndex].DateTime;
ChangeStock(Stock);
_portfolio = new OptionPortfolio(_portofolioHistory[_portofolioHistory.Count - 1]);
_portofolioHistory.RemoveAt(_portofolioHistory.Count - 1);
NextDaySimulated?.Invoke(this, new EventArgs());
}
}
}
public async void Run(OptionTradeList tradeList)
{
if (tradeList != null && tradeList.Trades.Count > 0)
{
//find DataRange
StockData firstData = await StockDataBase.Get(tradeList.Stock, 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
OptionPortfolio portfolio = new OptionPortfolio(_startBalance, _fee, _slippage);
_balanceChart = new GraphData(_name + " Balance");
for (int i = startIndex; i <= stopIndex; i++)
{
foreach (OptionTrade trade in tradeList.Trades)
{
int dateIndex = firstData.FindDateIndex(trade.TradeDate);
if (dateIndex == i)
{
portfolio.MakeTrade(trade, tradeList.Interval);
}
}
DateTime date = firstData.TimeSeries.DataPoints[i].DateTime;
GraphDataPoint balanceGraphDataPoint = new GraphDataPoint(date, await portfolio.TotalBalance(date, tradeList.Interval));
_balanceChart.DataPoints.Add(balanceGraphDataPoint);
}
}
}
