/// <summary>
/// Validates the power trades for a day. Invalid trades cause an exception to be thrown.
/// </summary>
/// <param name="trades">The power trades for a day.</param>
/// <returns>The power trades for a day.</returns>
public static PowerTrades ValidateTrades(PowerTrades trades)
{
var settlementDay = Helpers.SettlementDay(trades.Day);
if (trades.Trades.Any(t => t.Periods.Length != settlementDay.NumberOfPeriods))
{
throw new ArgumentException(string.Format("expected all power trades for {0} to have {1} periods", trades.Day, settlementDay.NumberOfPeriods), "trades");
}
return(trades);
}
/// <summary>
/// Aggregates the power trades for a day into the position.
/// </summary>
/// <param name="trades">The power trades for a day.</param>
/// <returns>The position.</returns>
public static Position BuildPosition(PowerTrades trades)
{
var settlementDay = Helpers.SettlementDay(trades.Day);
var seed = PowerTrade.Create(trades.Day.DateTime, settlementDay.NumberOfPeriods);
var periods =
trades.Trades.Select(t => t.Periods)
.Aggregate(seed.Periods,
(periods1, periods2) =>
periods1.Zip(periods2,
(period1, period2) => new PowerPeriod {
Period = period1.Period, Volume = period1.Volume + period2.Volume
})
.ToArray());
return(new Position {
Day = trades.Day, Periods = periods
});
}
