108 lines
3.1 KiB
C#
Executable File
108 lines
3.1 KiB
C#
Executable File
using System;
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using System.Collections.Generic;
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//using MarketData.DataAccess;
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namespace MarketData.MarketDataModel
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{
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public class Portfolio
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{
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private List<ModelTrade> trades = new List<ModelTrade>();
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private bool openPosition = false;
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private double availableCash;
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private double initialCash;
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public Portfolio(double initialCash)
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{
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this.initialCash = this.availableCash = initialCash;
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}
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public List<ModelTrade> Trades
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{
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get { return trades; }
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set { trades = value; }
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}
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public double AvailableCash
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{
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get { return availableCash; }
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set { availableCash = value; }
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}
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public double GetPortfolioReturn(Price priceOpenPosition)
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{
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return (GetPortfolioValue(priceOpenPosition)-initialCash)/initialCash;
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}
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// pass in latest price so we can price any open position
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public double GetPortfolioValue(Price priceOpenPosition)
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{
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double cashValue = AvailableCash;
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if (0 != trades.Count)
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{
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ModelTrade lastTrade = trades[trades.Count - 1];
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if (lastTrade.Type.Equals(ModelTrade.TradeType.Buy)) cashValue += (lastTrade.Shares * priceOpenPosition.Close);
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}
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return cashValue;
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}
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public void Add(ModelTrade trade)
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{
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trades.Add(trade);
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}
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public ModelTrade GetLastTrade()
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{
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return trades[trades.Count - 1];
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}
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public bool HasOpenPosition
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{
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get { return openPosition; }
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set { openPosition = value; }
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}
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public int GetTradeCount()
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{
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return trades.Count;
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}
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public double GetAverageGainLoss()
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{
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double totalGainLoss = 0;
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for (int index = 0; index < trades.Count; index++)
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{
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totalGainLoss += trades[index].GainLoss;
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}
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return totalGainLoss / trades.Count;
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}
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public int GetAverageHoldingDays()
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{
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int totalHoldingDays = 0;
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int numberOfSellTrades = 0;
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for (int index = 0; index < trades.Count; index++)
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{
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ModelTrade trade = trades[index];
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if (trade.Type == ModelTrade.TradeType.Sell)
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{
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totalHoldingDays += trades[index].DaysHeld;
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numberOfSellTrades++;
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}
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}
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return (numberOfSellTrades>0?totalHoldingDays / numberOfSellTrades:0);
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}
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public int GetMinHoldingDays()
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{
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int minHoldingDays = Int16.MaxValue;
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for (int index = 0; index < trades.Count; index++)
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{
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ModelTrade trade = trades[index];
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int holdingDays = trade.DaysHeld;
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if (trade.Type == ModelTrade.TradeType.Sell && holdingDays < minHoldingDays) minHoldingDays = holdingDays;
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}
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return minHoldingDays;
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}
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public int GetMaxHoldingDays()
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{
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int maxHoldingDays =0;
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for (int index = 0; index < trades.Count; index++)
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{
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ModelTrade trade = trades[index];
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int holdingDays = trade.DaysHeld;
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if (trade.Type==ModelTrade.TradeType.Sell && holdingDays > maxHoldingDays) maxHoldingDays = holdingDays;
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}
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return maxHoldingDays;
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}
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}
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}
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