/// <summary>
/// Initializes a new instance of the <see cref="PositionGroup"/> class
/// </summary>
/// <param name="key">The deterministic key for this group</param>
/// <param name="positions">The positions comprising this group</param>
public PositionGroup(PositionGroupKey key, Dictionary <Symbol, IPosition> positions)
{
Key = key;
_positions = positions;
var firstPosition = positions.First();
Quantity = firstPosition.Value.Quantity / firstPosition.Value.UnitQuantity;
}
/// <summary>
/// Gets the <see cref="IPositionGroup"/> matching the specified key. If one does not exist, then an empty
/// group is returned matching the unit quantities defined in the <paramref name="key"/>
/// </summary>
/// <param name="key">The position group key to search for</param>
/// <returns>The position group matching the specified key, or a new empty group if no matching group is found.</returns>
public IPositionGroup this[PositionGroupKey key]
{
get
{
IPositionGroup group;
if (!TryGetGroup(key, out group))
{
return(new PositionGroup(key, key.CreateEmptyPositions()));
}
return(group);
}
}
/// <summary>
/// Attempts to group the specified positions into a new <see cref="IPositionGroup"/> using an
/// appropriate <see cref="IPositionGroupBuyingPowerModel"/> for position groups created via this
/// resolver.
/// </summary>
/// <param name="newPositions">The positions to be grouped</param>
/// <param name="currentPositions">The currently grouped positions</param>
/// <param name="group">The grouped positions when this resolver is able to, otherwise null</param>
/// <returns>True if this resolver can group the specified positions, otherwise false</returns>
public bool TryGroup(IReadOnlyCollection <IPosition> newPositions, PositionGroupCollection currentPositions, out IPositionGroup group)
{
// we can only create default groupings containing a single security
if (newPositions.Count != 1)
{
group = null;
return(false);
}
var key = new PositionGroupKey(_buyingPowerModel, newPositions);
group = new PositionGroup(key, newPositions.ToDictionary(p => p.Symbol));
return(true);
}
/// <summary>
/// Initializes a new instance of the <see cref="PositionGroup"/> class
/// </summary>
/// <param name="key">The deterministic key for this group</param>
/// <param name="positions">The positions comprising this group</param>
public PositionGroup(PositionGroupKey key, Dictionary <Symbol, IPosition> positions)
{
Key = key;
_positions = positions;
var firstPosition = positions.First();
var quantity = firstPosition.Value.Quantity / firstPosition.Value.UnitQuantity;
#if DEBUG
if (quantity != Math.Truncate(quantity))
{
throw new InvalidOperationException("PositionGroup.Quantity must be a whole number.");
}
#endif
Quantity = quantity;
}
/// <summary> /// Gets the <see cref="IPositionGroup"/> matching the specified <paramref name="key"/>. If one is not found, /// then a new empty position group is returned. /// </summary> public IPositionGroup this[PositionGroupKey key] => Groups[key];
/// <summary>
/// Attempts to retrieve the group with the specified key
/// </summary>
/// <param name="key">The group key to search for</param>
/// <param name="group">The position group</param>
/// <returns>True if group with key found, otherwise false</returns>
public bool TryGetGroup(PositionGroupKey key, out IPositionGroup group)
{
return(_groups.TryGetValue(key, out group));
}
/// <summary>
/// Determines whether or not a group with the specified key exists in this collection
/// </summary>
/// <param name="key">The group key to search for</param>
/// <returns>True if a group with the specified key was found, false otherwise</returns>
public bool Contains(PositionGroupKey key)
{
return(_groups.ContainsKey(key));
}
/// <summary>
/// Initializes a new instance of the <see cref="PositionGroup"/> class
/// </summary>
/// <param name="key">The deterministic key for this group</param>
/// <param name="positions">The positions comprising this group</param>
public PositionGroup(PositionGroupKey key, params IPosition[] positions)
: this(key, positions.ToDictionary(p => p.Symbol))
{
}
