public static AllocationHistory GetAllocationHistory(FXMarketHistory fxmh, bool addCryptoWD = false, Currency Fiat = Currency.USD)
{
AllocationHistory AH = new AllocationHistory();
AH.AddTransactions(Fiat, GetTransactionList(addCryptoWD), fxmh);
return(AH);
}
public void AllocationHistory_Init()
{
FXMarketHistory fxmh = MarketTestTools.CreateMktHistory();
AllocationHistory allocH = AllocationsTools.GetAllocationHistory(fxmh);
Allocation alloc = allocH.GetAllocation(MarketTestTools.date1);
Allocation allocTest = AllocationsTools.GetAllocation();
allocTest.Update(MarketTestTools.CreateMarket());
Assert.IsTrue(alloc.Total.Equals(allocTest.Total));
}
public void AllocationHistory_Update()
{
FXMarketHistory fxmh = MarketTestTools.CreateMktHistory();
AllocationHistory allocH = AllocationsTools.GetAllocationHistory(fxmh, Fiat: Currency.EUR);
CurrencyPair testCP = new CurrencyPair(Currency.EUR, Currency.USD);
//fxmh.ConstructQuotes(testCP);
allocH.UpdateHistory(Currency.EUR, fxmh);
Price total = allocH.GetLastAllocation().Total;
Assert.IsTrue(total
.Equals(new Price(932.687, Currency.EUR), precision: 2));
}
public TimeSeriesManager(Currency fiat, Frequency freq = Frequency.Hour4,
bool useKraken = false, bool useInternet = true,
string path = null, IView view = null)
{
if (view != null)
{
AddLoggingLink(view.PublishLogMessage);
}
Fiat = fiat;
if (path != null)
{
BasePath = path;
}
DataProvider = new DataProvider(BasePath, view, useInternet: useInternet);
SortedList <DateTime, Transaction> txList = DataProvider.GetTransactionList(useKraken: useKraken);
StartDate = txList.First().Key;
FXMH = DataProvider.GetFXMarketHistory(Fiat, DataProvider.GetCurrencyPairs(txList), StartDate, freq);
AH = new AllocationHistory(view);
APnL = new AggregatedPnL(fiat);
APnL.AddTransactions(txList, FXMH);
}
