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);
}
}
}
public async Task <double> TotalBalance()
{
return(await _portfolio.TotalBalance(_simDate));
}
