public void UpdatePortfolio(Portfolio.Portfolio portfolio, Ranking[] previousRankings, Ranking[] currentRankings)
{
// check whether we should sell the stock
Ranking previousTop = previousRankings.First();
Ranking currentTop = currentRankings.First();
// let's give ourselves some money
portfolio.Cash += portfolio.MonthlyIncrease;
if (String.Equals(previousTop.Stock.Ticker, currentTop.Stock.Ticker, StringComparison.OrdinalIgnoreCase))
{
// same stock so just buy
portfolio.BuyStock(currentTop.Stock, portfolio.MonthlyIncrease);
}
else
{
// have to sell first
// we look for the stock to sell
Stock previousTopRightNow = currentRankings.
First(ranking => String.Equals(ranking.Stock.Ticker, previousTop.Stock.Ticker, StringComparison.OrdinalIgnoreCase))
.Stock;
// sell all of it
portfolio.SellStock(previousTopRightNow, portfolio.GetStockShares(previousTopRightNow));
// time to buy all
portfolio.BuyStock(currentTop.Stock, portfolio.TotalValue);
}
}
/// <summary>
/// Just buy stock that ranks first
/// </summary>
/// <param name="portfolio"></param>
/// <param name="rankings"></param>
public void SetUpPortFolio(Portfolio.Portfolio portfolio, Ranking[] rankings)
{
// top ranked
Ranking topRanked = rankings.First();
// buy the stock that rank first
portfolio.BuyStock(topRanked.Stock, portfolio.Cash);
}
public Portfolio.Portfolio BackTest(Indicator.GenericIndicator indicator, HistoricalDataSet dataSet, Portfolio.Portfolio portfolio)
{
Ranking[][] rankingTable = dataSet.GetRankingTable(indicator);
SetUpPortFolio(portfolio, rankingTable[0]);
for (int i = 1; i < rankingTable.Length; i += 1)
{
UpdatePortfolio(portfolio, rankingTable[i - 1], rankingTable[i]);
}
return(portfolio);
}
