public BackTestingStockReport( TradingResult tradingResult )
: base(tradingResult.Stock.Isin, "BackTestingDetails", "BackTesting details")
{
Sections.Add( CreateOverviewSection( tradingResult ) );
Sections.Add( CreateChartSection( tradingResult ) );
Sections.Add( CreateTableSection( tradingResult ) );
}
public BackTestingStockReport(TradingResult tradingResult)
: base(tradingResult.Stock.Isin, "BackTestingDetails", "BackTesting details")
{
Sections.Add(CreateOverviewSection(tradingResult));
Sections.Add(CreateChartSection(tradingResult));
Sections.Add(CreateTableSection(tradingResult));
}
public void AddResult( TradingResult result )
{
var row = new TableRow( myTestResultSection );
row[ "Stock" ] = result.Stock;
row[ "Gain" ] = new ValueWithDetails( result.GainPerAnno, new BackTestingStockReport( result ) );
myTestResultSection.Rows.Add( row );
}
public void AddResult(TradingResult result)
{
var row = new TableRow(myTestResultSection);
row["Stock"] = result.Stock;
row["Gain"] = new ValueWithDetails(result.GainPerAnno, new BackTestingStockReport(result));
myTestResultSection.Rows.Add(row);
}
private AbstractSection CreateOverviewSection( TradingResult tradingResult )
{
var section = new KeyValueSection( "Overview" );
section.Entries[ "Stock" ] = tradingResult.Stock;
section.Entries[ "Inital cash" ] = tradingResult.InitialCash;
section.Entries[ "Portfolio value" ] = tradingResult.PortfolioValue;
section.Entries[ "Gain per anno" ] = tradingResult.GainPerAnno;
return section;
}
private AbstractSection CreateOverviewSection(TradingResult tradingResult)
{
var section = new KeyValueSection("Overview");
section.Entries["Stock"] = tradingResult.Stock;
section.Entries["Inital cash"] = tradingResult.InitialCash;
section.Entries["Portfolio value"] = tradingResult.PortfolioValue;
section.Entries["Gain per anno"] = tradingResult.GainPerAnno;
return(section);
}
private AbstractSection CreateTableSection(TradingResult tradingResult)
{
var header = new TableHeader("Date", "Action", "Price", "Quantity", "Value");
var section = new TableSection("Orders", header);
foreach (var order in tradingResult.TradingLog.Orders)
{
var row = section.NewRow(order.Timestamp, order.Type, order.Price, order.Quantity, order.NettoValue);
section.Rows.Add(row);
}
return(section);
}
private AbstractSection CreateTableSection( TradingResult tradingResult )
{
var header = new TableHeader( "Date", "Action", "Price", "Quantity", "Value" );
var section = new TableSection( "Orders", header );
foreach ( var order in tradingResult.TradingLog.Orders )
{
var row = section.NewRow( order.Timestamp, order.Type, order.Price, order.Quantity, order.NettoValue );
section.Rows.Add( row );
}
return section;
}
private GenericChartSection CreateChartSection( TradingResult tradingResult )
{
var chart = new StockPriceChart( "TradingProtocol", tradingResult.Stock, tradingResult.Prices );
var trades = tradingResult.TradingLog.Orders
.Select( o => o.Timestamp )
.ToList();
var signals = tradingResult.SystemSignals
.Where( s => trades.Contains( s.Time ) );
chart.Signals = new SignalSeries( tradingResult.Prices, new SeriesIdentifier( new StockObjectIdentifier( tradingResult.Stock ), new ObjectDescriptor( "Trading" ) ), signals );
AddIndicators( chart, tradingResult.SystemReport );
var section = new GenericChartSection( "Chart", chart );
return section;
}
private GenericChartSection CreateChartSection(TradingResult tradingResult)
{
var chart = new StockPriceChart("TradingProtocol", tradingResult.Stock, tradingResult.Prices);
var trades = tradingResult.TradingLog.Orders
.Select(o => o.Timestamp)
.ToList();
var signals = tradingResult.SystemSignals
.Where(s => trades.Contains(s.Time));
chart.Signals = new SignalSeries(tradingResult.Prices, new SeriesIdentifier(new StockObjectIdentifier(tradingResult.Stock), new ObjectDescriptor("Trading")), signals);
AddIndicators(chart, tradingResult.SystemReport);
var section = new GenericChartSection("Chart", chart);
return(section);
}
public ResultAdapter(TradingResult result)
{
myResult = result;
}
public ResultAdapter( TradingResult result )
{
myResult = result;
}
