static void Main(string[] args)
{
StockPrices stockPrices = new StockPrices(API_KEY);
stockPrices.ChangeSymbol("MSLT");
stockPrices.GetPrices();
}
public FinancialChartViewModel()
{
StockPrices = StockData.GetStockPrices();
visualRange = new DateTimeRange()
{
VisualMin = new System.DateTime(2016, 05, 16), VisualMax = new System.DateTime(2016, 08, 7)
};
}
/// <summary>
/// Suspends the data updates while a given action occurs.
/// </summary>
/// <param name="action">The action.</param>
private void SuspendDataUpdatesWhile(Action action)
{
StockPrices.BeginUpdate();
try {
action();
}
finally {
StockPrices.EndUpdate();
}
}
public void TestFIndMaxStockPrices()
{
double[] array = new double[20];
for (int i = 0; i < array.Length; i++)
{
array[i] = i;
}
array[18] = 21;
StockPrices.FindMaxStockPrices(array);
}
public MainViewModel(ChartView chart)
{
StockPrices stockPrices = StockData.GetStockPrices();
calculatedSeriesData = new CalculatedSeriesData(chart);
stockSeriesData = new XYSeriesData(stockPrices, DevExpress.XamarinForms.Charts.SeriesDataType.Financial);
volumeSeriesData = new XYSeriesData(stockPrices, DevExpress.XamarinForms.Charts.SeriesDataType.DateTime);
visualRange = new DateTimeRange()
{
VisualMin = new System.DateTime(2016, 7, 29), VisualMax = new System.DateTime(2016, 10, 15)
};
}
private void UpdateStockItem(StockPrice stock)
{
var addedStock = StockPrices.FirstOrDefault(item => item.Symbol == stock.Symbol);
if (addedStock != null)
{
addedStock.Ask = stock.Ask;
addedStock.Bid = stock.Bid;
addedStock.LastTradedPrice = stock.LastTradedPrice;
addedStock.TradedVolume = stock.TradedVolume;
addedStock.OpenPrice = stock.OpenPrice;
}
}
//update stock item if exists
private void UpdateStockItem(StockPrice stock)
{
var addedStock = StockPrices.FirstOrDefault(item => item.Symbol == stock.Symbol);
if (addedStock != null)
{
int index = StockPrices.IndexOf(addedStock);
StockPrices[index].Ask = stock.Ask;
StockPrices[index].Bid = stock.Bid;
StockPrices[index].LastTradedPrice = stock.LastTradedPrice;
StockPrices[index].TradedVolume = stock.TradedVolume;
StockPrices[index].OpenPrice = stock.OpenPrice;
StockPrices[index].TimeStamp = DateTime.Now;
}
}
//Add stock to collection if exists else update the collection
private void AddOrUpdateStockPriceCollection(List <StockPrice> stockPriceList)
{
if (stockPriceList.Any())
{
foreach (var stock in stockPriceList)
{
if (StockPrices.Any(item => item.Symbol == stock.Symbol))
{
UpdateStockItem(stock);
}
else
{
StockPrices.Add(stock);
}
}
}
}
public void BuildPortfolio_MissingPriceForTargetSymbol_ThrowsArgumentException()
{
var prices = new StockPrices
{
{ "TLV", 10 }, { "FP", 20 }, { "EL", 30 }
};
var targetWeights = new StockWeights
{
{ "TLV", 0.21m }, { "FP", 0.3m }
};
var builder = new PortfolioBuilder()
.UsePrices(prices)
.UseTargetWeights(targetWeights)
.UseToBuyAmount(100);
Assert.Throws <ArgumentException>(() => builder.Build());
}
public void BuildPortfolio_SumOfTargetWeightApproxEqualWithOneHundredPercent_DoesNotThrow()
{
var prices = new StockPrices
{
{ "TLV", 10 }, { "FP", 20 }, { "EL", 30 }
};
var targetWeights = new StockWeights
{
{ "TLV", 0.21m }, { "FP", 0.3m }, { "EL", 0.5m }
};
var builder = new PortfolioBuilder()
.UsePrices(prices)
.UseTargetWeights(targetWeights)
.UseToBuyAmount(100);
Assert.DoesNotThrow(() => builder.Build());
}
public void BuildPortfolio_AtLeastOneTargetWeightAboveAboveOneHundredPercent_ThrowsArgumentException()
{
var prices = new StockPrices
{
{ "TLV", 10 }, { "FP", 20 }, { "EL", 30 }
};
var targetWeights = new StockWeights
{
{ "TLV", 1.2m }, { "FP", 0.3m }, { "EL", 0.5m }
};
var builder = new PortfolioBuilder()
.UsePrices(prices)
.UseTargetWeights(targetWeights)
.UseToBuyAmount(100);
Assert.Throws <ArgumentException>(() => builder.Build());
}
public void BuildPortfolio_InitialStocks_EnoughAvailableAmount_NewStocksAreAdded()
{
var prices = new StockPrices
{
{ "TLV", 10 }, { "FP", 20 }, { "EL", 30 }
};
var stocks = new[]
{
new Stock("TLV")
{
Count = 2, Price = 10, Weight = 0.2m
}, // should add 2
new Stock("FP")
{
Count = 1, Price = 20, Weight = 0.2m
}, // should add 3
new Stock("EL")
{
Count = 2, Price = 30, Weight = 0.6m
} // should add 2
};
var targetWeights = new StockWeights
{
{ "TLV", 0.2m }, { "FP", 0.3m }, { "EL", 0.5m }
}; // target stock 4 * TLV + 4 * FP + 4 * EL = 240
var portfolio = new PortfolioBuilder()
.UsePrices(prices)
.UseStocks(stocks)
.UseWeightAdjustmentStrategy(new FollowTargetAdjustmentStrategy())
.UseTargetWeights(targetWeights)
.UseToBuyAmount(140)
.Build();
Assert.AreEqual(4, portfolio["EL"].Count);
Assert.AreEqual(4, portfolio["FP"].Count);
Assert.AreEqual(4, portfolio["TLV"].Count);
Assert.AreEqual(240, portfolio.TotalValue);
}
public void BuildPortfolio_NotEnoughForAny_PortfolioValueIsZero()
{
var prices = new StockPrices
{
{ "TLV", 10 }, { "FP", 20 }
};
var targetWeights = new StockWeights
{
{ "TLV", 0.5m }, { "FP", 0.5m }
};
var portfolio = new PortfolioBuilder()
.UsePrices(prices)
.UseTargetWeights(targetWeights)
.UseToBuyAmount(9)
.Build();
Assert.Zero(portfolio.TotalValue);
}
/// <summary>
/// Updates the live data.
/// </summary>
private void UpdateLiveData()
{
SuspendDataUpdatesWhile(() => {
for (int i = 0; i < 6; i++)
{
StockPrices.RemoveAt(0);
}
PriceData lastStockData;
for (int i = 0; i < 6; i++)
{
lastStockData = StockPrices.Last();
DateTime stockDate = lastStockData.Date.Add(StockUpdateTimeSpan);
decimal stockPrice = GetRandomStockPriceNear(lastStockData.Price);
StockPrices.Add(new PriceData(stockPrice, stockDate));
}
CurrentPrice = StockPrices.Last();
});
}
public void BuildPortfolio_NotEnoughForAll_PortfolioValueIsCorrect()
{
var prices = new StockPrices
{
{ "TLV", 10 }, { "FP", 20 }
};
var targetWeights = new StockWeights
{
{ "TLV", 0.5m }, { "FP", 0.5m }
};
var portfolio = new PortfolioBuilder()
.UsePrices(prices)
.UseTargetWeights(targetWeights)
.UseToBuyAmount(20)
.Build();
Assert.AreEqual(10, portfolio.TotalValue);
}
public void BuildPortfolio_MinOrderValueIsSet_StockTotalValueLessThanMinimal_StockIsNotAddedToPortfolio()
{
var prices = new StockPrices
{
{ "TLV", 10 }, { "FP", 20 }, { "EL", 30 }
};
var targetWeights = new StockWeights
{
{ "TLV", 0.2m }, { "FP", 0.3m }, { "EL", 0.5m }
};
var portfolio = new PortfolioBuilder()
.UsePrices(prices)
.UseTargetWeights(targetWeights)
.UseToBuyAmount(140)
.UseMinOrderValue(31)
.Build();
Assert.IsFalse(portfolio.Any(s => s.Symbol == "TLV"));
}
/// <summary>
/// Initializes the sample data.
/// </summary>
protected void InitializeSampleData()
{
StockPrices.Clear();
DateTime now = DateTime.Now;
now = now.AddMinutes(-(now.Minute % 30));
DateTime lastStockDate = now;
decimal lastStockValue = GetRandomStockPrice();
var lastStockData = new PriceData(lastStockValue, lastStockDate);
for (int i = 0; i < 61; i++)
{
StockPrices.Insert(0, lastStockData);
lastStockDate = lastStockDate.Subtract(StockUpdateTimeSpan);
lastStockValue = GetRandomStockPriceNear(lastStockValue);
lastStockData = new PriceData(lastStockValue, lastStockDate);
}
YesterdayPrice = StockPrices.First();
CurrentPrice = StockPrices.Last();
CalculateChange();
}
public void BuildPortfolio_AlmostEnoughForAll_SmallestEligibleStockIsDecreased()
{
var prices = new StockPrices
{
{ "TLV", 10 }, { "FP", 20 }, { "EL", 30 }
};
var targetWeights = new StockWeights
{
{ "TLV", 0.2m }, { "FP", 0.3m }, { "EL", 0.5m }
};
var portfolio = new PortfolioBuilder()
.UsePrices(prices)
.UseTargetWeights(targetWeights)
.UseToBuyAmount(119)
.Build();
Assert.AreEqual(2, portfolio["EL"].Count);
Assert.AreEqual(2, portfolio["FP"].Count);
Assert.AreEqual(1, portfolio["TLV"].Count);
Assert.AreEqual(110, portfolio.TotalValue);
}
public GetStockPriceForAsync_StateMachine(StockPrices @this, string companyId)
{
this.@this = @this;
_companyId = companyId;
}
public XYSeriesData(StockPrices stockPrices, SeriesDataType seriesDataType)
{
this.stockPrices = stockPrices;
this.seriesDataType = seriesDataType;
}
