public static AssetSize GetAssetWithSmallestReminder(
this AssetAllocation allocation,
Money portfolioCost,
Dictionary <string, Money> prices)
{
AssetSize size = null;
decimal bestReminder = decimal.MaxValue;
foreach (var portion in allocation.Portions)
{
var ticker = portion.Ticker;
var targetCost = portfolioCost * portion.Portion;
var targetNumber = Math.Floor(targetCost / prices[ticker]);
var rest = (targetCost - targetNumber * prices[ticker]).As(Currency.Rubles).Value;
if (bestReminder > rest)
{
bestReminder = rest;
size = new AssetSize(portion.Ticker, Convert.ToInt32(targetNumber));
}
}
return(size);
}
public IReadOnlyList <Action> GetActions(
Portfolio portfolio,
AssetAllocation allocation,
IReadOnlyList <AssetPrice> prices)
{
var pricesMap = prices.ToDictionary(p => p.Ticker, p => p.Value);
ValidateThatProcesForAllTickersAreAvailable(portfolio, allocation, pricesMap);
var targetAssetSizes = CalculateTargetAssetSizes(portfolio, allocation, pricesMap);
var actions = GetActions(portfolio, targetAssetSizes).OrderBy(a => a.Type).ToArray();
ValidateActions(portfolio, actions, pricesMap);
return(actions);
}
private static Dictionary <string, int> CalculateTargetAssetSizes(Portfolio portfolio, AssetAllocation allocation,
Dictionary <string, Money> pricesMap)
{
var portfolioCost = portfolio.Cost(pricesMap);
var targetAssetSizes = new Dictionary <string, int>();
while (allocation.Portions.Count > 0)
{
var assetSize = allocation.GetAssetWithSmallestReminder(portfolioCost, pricesMap);
allocation = allocation.Remove(assetSize.Ticker);
targetAssetSizes[assetSize.Ticker] = assetSize.Size;
portfolioCost = portfolioCost - assetSize.Size * pricesMap[assetSize.Ticker];
}
return(targetAssetSizes);
}
private static void ValidateThatProcesForAllTickersAreAvailable(Portfolio portfolio, AssetAllocation allocation,
Dictionary <string, Money> pricesMap)
{
foreach (var ticker in portfolio.Assets.Select(a => a.Ticker))
{
if (!pricesMap.ContainsKey(ticker))
{
throw new ArgumentException($"There is no price for ticker '{ticker}' in portfolio.");
}
}
foreach (var ticker in allocation.Portions.Select(p => p.Ticker))
{
if (!pricesMap.ContainsKey(ticker))
{
throw new ArgumentException($"There is no price for ticker '{ticker}' in asset allocation.");
}
}
}
