private static void HandleSellSignals(SimulationDto simulationDto, IList <CompanyPricesDto> allPrices, SignalEvent signalEvent,
SimulationResultDto simulationResult)
{
var prices = ConvertPrices(allPrices, signalEvent.CompaniesToSell, signalEvent.Date);
foreach (var price in prices)
{
if (!simulationResult.CurrentCompanyQuantity.ContainsKey(price.Key))
{
continue;
}
var transaction = new SimulationTransactionDto
{
Date = signalEvent.Date,
CompanyId = price.Key,
Price = price.Value,
Action = SignalAction.Sell,
Quantity = simulationResult.CurrentCompanyQuantity[price.Key],
BudgetAfter =
simulationDto.Budget + simulationResult.CurrentCompanyQuantity[price.Key] * price.Value
};
simulationResult.TransactionsLog.Add(transaction);
simulationDto.Budget = transaction.BudgetAfter;
simulationResult.CurrentCompanyQuantity.Remove(price.Key);
}
}
private static void UpdateQuantities(Dictionary <int, int> quantities, SimulationTransactionDto transaction)
{
if (transaction.Action == SignalAction.Buy)
{
quantities[transaction.CompanyId] += transaction.Quantity;
}
else if (transaction.Action == SignalAction.Sell)
{
quantities[transaction.CompanyId] -= transaction.Quantity;
}
}
private static void HandleBuySignals(SimulationDto simulationDto, IList <CompanyPricesDto> allPrices, SignalEvent signalEvent,
SimulationResultDto simulationResult)
{
var prices = ConvertPrices(allPrices, signalEvent.CompaniesToBuy, signalEvent.Date);
//.OrderByDescending(item => item.Value);
foreach (var price in prices)
{
var value = simulationDto.Budget;
if (simulationDto.HasMaximalTransactionLimit)
{
value = Math.Min(value, simulationDto.MaximalBudgetPerTransaction);
}
if (simulationDto.HasMinimalTransactionLimit)
{
if (value < simulationDto.MinimalBudgetPerTransaction)
{
continue; // not enough money
}
value = Math.Max(value, simulationDto.MinimalBudgetPerTransaction);
}
if (value < price.Value)
{
continue;
}
int quantity = (int)Math.Floor(value / price.Value);
var transaction = new SimulationTransactionDto
{
Date = signalEvent.Date,
CompanyId = price.Key,
Price = price.Value,
Action = SignalAction.Buy,
Quantity = quantity,
BudgetAfter =
simulationDto.Budget - quantity * price.Value
};
simulationResult.TransactionsLog.Add(transaction);
if (simulationResult.CurrentCompanyQuantity.ContainsKey(price.Key))
{
simulationResult.CurrentCompanyQuantity[price.Key] += quantity;
}
else
{
simulationResult.CurrentCompanyQuantity.Add(price.Key, quantity);
}
simulationDto.Budget = transaction.BudgetAfter;
}
}
