public void calculatePortfolioTotalsTest()
{
Calculator calculator = new Calculator();
Portfolio portfolio = new Portfolio();
List<Position> positions = new List<Position>();
Position position1 = new Position();
position1.SecLastPrice = 102;
position1.SecPrevClosePrice = 100;
position1.ExecPrice = 100;
position1.Quantity = 10;
position1.DailyPnL = 20;
position1.TotalPnL = 120;
Position position2 = new Position();
position2.SecLastPrice = 102;
position2.SecPrevClosePrice = 100;
position2.ExecPrice = 100;
position2.Quantity = 10;
position2.DailyPnL = 10;
position2.TotalPnL = 240;
positions.Add(position1);
positions.Add(position2);
portfolio.positions = positions;
portfolio = calculator.calculatePortfolioTotals(portfolio);
Assert.AreEqual(portfolio.portfolioTotalPnL, 360);
Assert.AreEqual(portfolio.portfolioDailyPnL, 30);
}
public void calculateDailyPnLTest()
{
Calculator calculator = new Calculator();
Position position = new Position();
position.SecLastPrice = 102;
position.SecPrevClosePrice = 100;
position= calculator.calculateDailyPnL(position);
Assert.AreEqual(position.DailyPnL ,2);
}
public void calculateTotalPnLTest()
{
Calculator calculator = new Calculator();
Position position = new Position();
position.SecLastPrice = 102;
position.SecPrevClosePrice = 100;
position.ExecPrice = 100;
position.Quantity = 10;
position.SecLastPrice = 120;
position = calculator.calculateTotalPnL(position);
Assert.AreEqual(position.TotalPnL, 200);
}
static void Main()
{
Console.WriteLine("Portfolio Viewer is launching, please wait...");
Console.WriteLine("Approximate wait time of 8 seconds.");
// Load data from the XML datastore
Portfolio portfolio = new Portfolio();
Calculator calculator = new Calculator();
String startupPath = Application.StartupPath + "\\Portfolio.xml";
// TODO Make this a relative path instead of an absolute path
//C:\\developer\\code\\c#\\PerformanceCalculator\\PerformanceCalculator\\Portfolio.xml
portfolio = portfolio.ReadPortfolio(startupPath);
// Iterate over the tickers to construct the URL
List<Position> positions = portfolio.positions;
String concatenatedTicker = "";
if (positions != null)
{
foreach (Position position in positions)
{
concatenatedTicker = concatenatedTicker + position.Ticker + yahooConcatenator;
}
// Removing the last "+" sign
concatenatedTicker = concatenatedTicker.Substring(0, concatenatedTicker.LastIndexOf(yahooConcatenator));
}
// Construct final URL
String yahooURL = baseYahooUrl + concatenatedTicker + baseYahooelements;
// Call Yahoo
string csvData;
using (WebClient web = new WebClient())
{
csvData = web.DownloadString(yahooURL);
}
// Parse prices coming back
List<Price> prices = YahooFinance.Parse(csvData);
// Map prices to portfolios
foreach (Price price in prices)
{
if (positions != null)
{
foreach (Position position in positions)
{
String simpleSymbol = price.Symbol.Replace("\"", "");
if (position.Ticker.Equals(simpleSymbol))
{
position.SecName = price.Name.Replace("\"", "");
position.SecLastPrice = price.Last;
position.SecOpenPrice = price.Open;
position.SecPrevClosePrice = price.PreviousClose;
// Also calculate PnLs
calculator.calculateDailyPnL(position);
calculator.calculateTotalPnL(position);
}
// Console.WriteLine(string.Format("{0} ({1}) Last:{2} Open: {3} PreviousClose:{4}", price.Name, price.Symbol, price.Last, price.Open, price.PreviousClose));
}
}
}
// Calculate absolute values PnL values at the portfolio level
portfolio = calculator.calculatePortfolioTotals(portfolio);
portfolio = calculator.calculatePortfolioTotalPercent(portfolio);
portfolio.printToConsole();
// Add to the final list for display
Application.EnableVisualStyles();
Application.SetCompatibleTextRenderingDefault(false);
Application.Run(new Form1(portfolio));
}