public SimulationResultQuote(
IReadOnlyList<double> tickerQuantity,
double cash,
Observation observation)
{
this.TickerQuantity = tickerQuantity;
this.Cash = cash;
this.Observation = observation;
}
private Observation NextValidObservation(Observation observation)
{
DateTime nextObservationDate;
if (observation == null)
{
observation = new Observation(new int[tickers.Count].AsReadOnlyList(), from);
nextObservationDate = from;
}
else
nextObservationDate = Min(observation.Date + stepSpan, to);
int[] nextQuoteCount = UpToDate(nextObservationDate, observation.CurrentQuoteCount);
if (nextQuoteCount.SequenceEqual(observation.CurrentQuoteCount))
{
var nextDates =
nextQuoteCount
.Select((iQCount, iT) => iQCount < tickers[iT].Count ? (DateTime?)tickers[iT][iQCount].Date : null)
.Where(d => d != null)
.ToArray();
if (nextDates.Length == 0 || (nextObservationDate = nextDates.Min().Value) > to)
return null;
nextQuoteCount = UpToDate(nextObservationDate, observation.CurrentQuoteCount);
}
return new Observation(nextQuoteCount.AsReadOnlyList(), nextObservationDate);
}
