Initial Commit

2025-03-25 21:42:32 -04:00
parent c266eecfeb
commit 30c33d3cfd
247 changed files with 60107 additions and 0 deletions
--- a/MarketData/MarketDataLib/MarketDataModel/Portfolio.cs
+++ b/MarketData/MarketDataLib/MarketDataModel/Portfolio.cs
@@ -0,0 +1,107 @@
+using System;
+using System.Collections.Generic;
+using MarketData.DataAccess;
+
+namespace MarketData.MarketDataModel
+{
+  public class Portfolio
+  {
+    private List<ModelTrade> trades = new List<ModelTrade>();
+    private bool openPosition = false;
+    private double availableCash;
+    private double initialCash;
+
+    public Portfolio(double initialCash)
+    {
+      this.initialCash = this.availableCash = initialCash;
+    }
+    public List<ModelTrade> Trades
+    {
+      get { return trades; }
+      set { trades = value; }
+    }
+    public double AvailableCash
+    {
+      get { return availableCash; }
+      set { availableCash = value; }
+    }
+    public double GetPortfolioReturn(Price priceOpenPosition)
+    {
+      return (GetPortfolioValue(priceOpenPosition)-initialCash)/initialCash;
+    }
+  // pass in latest price so we can price any open position
+    public double GetPortfolioValue(Price priceOpenPosition)
+    {
+        double cashValue = AvailableCash;
+        if (0 != trades.Count)
+        {
+          ModelTrade lastTrade = trades[trades.Count - 1];
+          if (lastTrade.Type.Equals(ModelTrade.TradeType.Buy)) cashValue += (lastTrade.Shares * priceOpenPosition.Close);
+        }
+        return cashValue;
+    }
+    public void Add(ModelTrade trade)
+    {
+      trades.Add(trade);
+    }
+    public ModelTrade GetLastTrade()
+    {
+      return trades[trades.Count - 1];
+    }
+    public bool HasOpenPosition
+    {
+      get { return openPosition; }
+      set { openPosition = value; }
+    }
+    public int GetTradeCount()
+    {
+      return trades.Count;
+    }
+    public double GetAverageGainLoss()
+    {
+      double totalGainLoss = 0;
+      for (int index = 0; index < trades.Count; index++)
+      {
+        totalGainLoss += trades[index].GainLoss;
+      }
+      return totalGainLoss / trades.Count;
+    }
+    public int GetAverageHoldingDays()
+    {
+      int totalHoldingDays = 0;
+      int numberOfSellTrades = 0;
+      for (int index = 0; index < trades.Count; index++)
+      {
+        ModelTrade trade = trades[index];
+        if (trade.Type == ModelTrade.TradeType.Sell)
+        {
+          totalHoldingDays += trades[index].DaysHeld;
+          numberOfSellTrades++;
+        }
+      }
+      return (numberOfSellTrades>0?totalHoldingDays / numberOfSellTrades:0);
+    }
+    public int GetMinHoldingDays()
+    {
+      int minHoldingDays = Int16.MaxValue;
+      for (int index = 0; index < trades.Count; index++)
+      {
+        ModelTrade trade = trades[index];
+        int holdingDays = trade.DaysHeld;
+        if (trade.Type == ModelTrade.TradeType.Sell && holdingDays < minHoldingDays) minHoldingDays = holdingDays;
+      }
+      return minHoldingDays;
+    }
+    public int GetMaxHoldingDays()
+    {
+      int maxHoldingDays =0;
+      for (int index = 0; index < trades.Count; index++)
+      {
+        ModelTrade trade = trades[index];
+        int holdingDays = trade.DaysHeld;
+        if (trade.Type==ModelTrade.TradeType.Sell && holdingDays > maxHoldingDays) maxHoldingDays = holdingDays;
+      }
+      return maxHoldingDays;
+    }
+  }
+}