public void FindByTS_ValuesOnList__ReturnsItemIndex()
{
StockPricesData d = CreateTestObj();
d.FindByTS(TestStartTS).ShouldBe(TESTDATALEN - 1, "last");
d.FindByTS(TestStartTS.AddDays(-1)).ShouldBe(TESTDATALEN - 2, "mid");
d.FindByTS(TestStartTS.AddDays(-2)).ShouldBe(TESTDATALEN - 3, "first");
}
/// <summary>
/// Gets stockpricesdata and index of specified ts. Returns true if index found.
/// </summary>
/// <param name="dataLoader"></param>
/// <param name="stockName"></param>
/// <param name="dataRange"></param>
/// <param name="ts"></param>
/// <param name="spData"></param>
/// <param name="dataIndex"></param>
/// <returns></returns>
public static bool GetWithIndex(this ISystemDataLoader dataLoader, string stockName, StockDataRange dataRange, DateTime ts,
out StockPricesData spData, out int dataIndex)
{
spData = dataLoader.Get(stockName, dataRange, 0, ts, ts);
dataIndex = spData.FindByTS(ts);
return(dataIndex >= 0);
}
private float CalcActive(SystemState system, DateTime ts, ISystemDataLoader dataLoader)
{
return(system.PositionsActive.Sum(p =>
{
StockPricesData prices = dataLoader.Get(p.Stock.FullName, p.DataRange, p.IntradayInterval, ts, ts);
int ix = prices.FindByTS(ts);
return p.DirectionMultiplier() * prices.C[ix] * p.Volume;
}));
}
private void ProcessActivePrositions(DateTime ts, SystemState systemState,
Func<Position, StockPricesData, int, bool> positionSelector,
Func<Position, StockPricesData, int, float> closePriceSelector)
{
int i = 0;
while (i < systemState.PositionsActive.Count)
{
StockPricesData pricesData = GetPricesData(systemState.PositionsActive[i], ts);
int pricesDataIndex = pricesData.FindByTS(ts);
if (positionSelector(systemState.PositionsActive[i], pricesData, pricesDataIndex))
ProcessPosition(ts, systemState, i, closePriceSelector, pricesData, pricesDataIndex);
else
i++;
}
}