private void trace(string traceString)
{
var trace = DateTime.Now.ToString("mm:ss.fffff ") + traceString;
System.Diagnostics.Debug.WriteLine(trace);
Traced?.Invoke(trace);
}
public void RunExample()
{
Console.WriteLine("Calculating the VWAP of a position from the trade history");
Traced<IEnumerable<ITrade>> tracedTrades = new Traced<IEnumerable<ITrade>>(GetTradeHistory());
var positionContributions = tracedTrades.Bind(new FIFOPositionContributionCalculation());
//We should have predefined Sum operations for this stuff
var totalPosition = positionContributions.Bind<long>(x => x.Sum(y => y.Contribution), "totalPosition");
var totalValue = positionContributions.Bind<decimal>(x => x.Sum(y => y.Contribution * y.Price), "totalValue");
//target syntax here is
//var VWAP = totalValue / totalPrice;
//initially we will make do with
var VWAP = totalValue.Bind<long, decimal>((x, y) => x / y, totalPosition, "VWAP");
//explain your working
Console.WriteLine(VWAP.Explain());
}
public void CanRetrieveValueFromTracedOfInt()
{
Traced<int> OUT = new Traced<int>(12);
Assert.AreEqual(12, OUT.Value);
}
public void CanCreateATracedOfInt()
{
Traced<int> OUT = new Traced<int>(5);
}
public void CanBeCreatedWithAName()
{
Traced<int> OUT = new Traced<int>(12, "Testvalue");
Assert.AreEqual("Testvalue", OUT.Name);
}
public HtmlTag VisualizeTraced(Traced traced)
{
return(new CommentTag(traced.Text));
}
