static void Main(string[] args)
{
var history = new FundHistory();
history.LoadFund(@"C:\work\Perso\git\Historical_data\FR0010298596.csv");
history.LoadFund(@"C:\work\Perso\git\Historical_data\FR0010838284.csv");
var Investors = new List <FundInvestor>();
var Investor1 = new FundInvestor(history.Funds.First(), new DateTime(2010, 1, 1));
var Investor2 = new FundInvestor(history.Funds.Last(), new DateTime(2010, 1, 1));
Investors.Add(Investor1);
Investors.Add(Investor2);
var portofolio = new Portofolio();
var totalOrder = 0;
foreach (var investor in Investors)
{
while (investor.CurrentDate != new DateTime(2019, 2, 25))
{
var actions = investor.Next();
foreach (var action in actions)
{
if (action.OrderToDo == OrderType.Buy)
{
var historicalValue = history.ValueAtTime(action.ISIN, action.Date);
portofolio.AddAction(action, historicalValue);
Console.WriteLine("ISIN: " + action.ISIN + "-> " + action.OrderToDo + " in: " + action.Date + " €: " + historicalValue);
totalOrder++;
}
}
}
}
Console.WriteLine("Number of order summit: " + totalOrder);
Console.WriteLine("Portofolio value : " + portofolio.PortofolioValue(history, new DateTime(2019, 1, 1)));
//Console.Write(loader.Funds.Last().ToString());
Console.ReadLine();
}
public double PortofolioValue(FundHistory history, DateTime dateToEvaluated)
{
double value = 0.0;
foreach (var order in Orders)
{
var ticketHistory = history.Funds.Where(x => x.ISIN == order.ISIN).FirstOrDefault();
if (order.OrderType == OrderType.Buy)
{
value += order.Quantity * ticketHistory.ClosedTickFromDate(dateToEvaluated).Value;
}
if (order.OrderType == OrderType.Sell)
{
value -= order.Quantity * ticketHistory.ClosedTickFromDate(dateToEvaluated).Value;
}
}
return(value);
}
