Sean/TradeBlotter
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Check for null price.

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Sean
2024-05-16 20:57:05 -04:00
parent d29d8603ca
commit d302e28c2b
1 changed files with 17 additions and 1 deletions
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18
Model/ModelPerformanceAggregator.cs
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@@ -1,4 +1,5 @@
using MarketData.Cache;
using MarketData;
using MarketData.Cache;
using MarketData.DataAccess;
using MarketData.MarketDataModel;
using MarketData.Utils;
@@ -78,6 +79,11 @@ namespace TradeBlotter.Model
LocalPriceCache.GetInstance().Add(prices);
}
Price price=LocalPriceCache.GetInstance().GetPrice(openPosition.Symbol,currentDate);
if(null==price)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("GetModelPerformance: No price for {0} on {1}",openPosition.Symbol,currentDate.ToShortDateString()));
continue;
}
gainLoss+=((price.Close*openPosition.Shares)-(openPosition.PurchasePrice*openPosition.Shares));
marketValue+=(price.Close*openPosition.Shares);
}
@@ -311,6 +317,11 @@ namespace TradeBlotter.Model
LocalPriceCache.GetInstance().Add(prices);
}
Price price=LocalPriceCache.GetInstance().GetPrice(openPosition.Symbol,currentDate);
if(null==price)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("GetModelPerformance: No price for {0} on {1}",openPosition.Symbol,currentDate.ToShortDateString()));
continue;
}
gainLoss+=((price.Close*openPosition.Shares)-(openPosition.PurchasePrice*openPosition.Shares));
marketValue+=(price.Close*openPosition.Shares);
}
@@ -420,6 +431,11 @@ namespace TradeBlotter.Model
LocalPriceCache.GetInstance().Add(prices);
}
Price price=LocalPriceCache.GetInstance().GetPrice(openPosition.Symbol,currentDate);
if(null==price)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("GetModelPerformance: No price for {0} on {1}",openPosition.Symbol,currentDate.ToShortDateString()));
continue;
}
gainLoss+=((price.Close*openPosition.Shares)-(openPosition.PurchasePrice*openPosition.Shares));
marketValue+=(price.Close*openPosition.Shares);
}