public AnalyticsViewModel()
{
Factory = new SourceInstrumentDataFactory();
Mediator.Instance.PortfolioChanged += (s, e) =>
{
UpdateCurrentPortfolio(e.Portfolio);
Positions = RepositoryReader.LoadPositions(e.Portfolio);
UpdateCurrentPortfolioPrices(e.Portfolio);
PortfolioProfit = PortfolioAnalytics.CalculatePortFolioProfit(Positions);
PortfolioReturn = PortfolioAnalytics.CalculatePortfolioReturn(Positions);
s = this;
e.AnalyticList = HistoricalReturnSeries;
};
Mediator.Instance.AddPosition += (s, e) =>
{
Positions.Add(e.Position);
PortfolioProfit = PortfolioAnalytics.CalculatePortFolioProfit(Positions);
PortfolioReturn = PortfolioAnalytics.CalculatePortfolioReturn(Positions);
s = this;
e.AnalyticList = HistoricalReturnSeries;
};
}
private Position UpdatePositionCurrentPrice(Position position)
{
InstrumentHistoricalData = Factory.OutPutSourceInstrumentData(position.InstrumentRepositoryPath, position.Ticker, 2, position.InstrumentFileType);
position.CurrentPrice = InstrumentHistoricalData.Last().Close;
position.CurrentOpenPositionValue = PortfolioAnalytics.CalculateCurrentOpenPositionValue(position);
position.Profit = PortfolioAnalytics.CalculatePositionProfit(position);
position.ReturnRate = PortfolioAnalytics.CalculatePositionReturn(position);
return(position);
}
private Position UpdatePositionInstrumentData(Position position)
{
InstrumentHistoricalData = new List <SourceInstrumentQuote>();
decimal positionDuration = PortfolioAnalytics.CalculatePositionDuration(position.EntryDate);
InstrumentHistoricalData = Factory.OutPutSourceInstrumentData(position.InstrumentRepositoryPath, position.Ticker, Convert.ToInt32(positionDuration), position.InstrumentFileType);
position.CurrentPrice = InstrumentHistoricalData.Last().Close;
position.CurrentOpenPositionValue = PortfolioAnalytics.CalculateCurrentOpenPositionValue(position);
position.Profit = PortfolioAnalytics.CalculatePositionProfit(position);
position.ReturnRate = PortfolioAnalytics.CalculatePositionReturn(position);
return(position);
}
/// <summary>
/// Updates the instrument data for the portfolio and populates a collection of daily returns
/// </summary>
/// <param name="portfolio"></param>
private void UpdateCurrentPortfolioPrices(Portfolio portfolio)
{
HistoricalReturnSeries = new List <Analytic>();
if (Positions.Count() > 0)
{
foreach (Position position in Positions)
{
UpdatePositionInstrumentData(position);
CalculateHistoricalReturn(position);
}
HistoricalReturnSeries = PortfolioAnalytics.CombineAnalyticsInParallel(CombinedAnalytic).ToList();
}
else
{
HistoricalReturnSeries.Clear();
}
}