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Fix dictionary access.

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Sean
2025-02-07 15:57:21 -05:00
parent b386e4e5b7
commit d882b10ec0
1 changed files with 37 additions and 19 deletions
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56
MarketDataLib/Generator/Momentum/ActivePositions.cs
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@@ -1,12 +1,7 @@
using MarketData.DataAccess;
using MarketData.MarketDataModel;
using MarketData.Utils;
using MarketData.Utils;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Runtime.Serialization;
using System.Text;
using System.Threading.Tasks;
namespace MarketData.Generator.Momentum
{
@@ -17,11 +12,11 @@ namespace MarketData.Generator.Momentum
}
public double GetExposure()
{
int count=Count;
double exposure=0.00;
for(int slotIndex=0;slotIndex<count;slotIndex++)
List<int> keys = new List<int>(Keys);
for(int index=0;index<keys.Count;index++)
{
List<Position> positions=this[slotIndex];
List<Position> positions=this[keys[index]];
if(null==positions||0==positions.Count)continue;
exposure+=(from Position position in positions select position.Exposure).Sum();
}
@@ -62,6 +57,25 @@ namespace MarketData.Generator.Momentum
}
return -1;
}
public bool Remove(Position searchPosition)
{
List<int> keys = new List<int>(this.Keys);
for (int index = 0; index < keys.Count; index++)
{
Positions positions = this[keys[index]];
foreach (Position slotPosition in positions)
{
if (slotPosition == searchPosition)
{
positions.Remove(searchPosition);
return true;
}
}
}
return false;
}
public Positions GetPositions()
{
Positions positionsCollection=new Positions();
@@ -95,9 +109,10 @@ namespace MarketData.Generator.Momentum
{
int count=Count;
double marketValue=0.00;
for(int slotIndex=0;slotIndex<count;slotIndex++)
List<int> keys=new List<int>(this.Keys);
for(int index=0;index<keys.Count;index++)
{
List<Position> positions=this[slotIndex];
List<Position> positions=this[keys[index]];
if(null==positions||0==positions.Count)continue;
marketValue+=(from Position position in positions select position.MarketValue).Sum();
}
@@ -108,9 +123,11 @@ namespace MarketData.Generator.Momentum
int count=Count;
double marketValue=0.00;
double exposure=0.00;
for(int slotIndex=0;slotIndex<count;slotIndex++)
List<int> keys = new List<int>(this.Keys);
for(int index=0;index<keys.Count;index++)
{
List<Position> positions=this[slotIndex];
List<Position> positions=this[keys[index]];
if(null==positions||0==positions.Count)continue;
exposure+=(from Position position in positions select position.Exposure).Sum();
marketValue+=(from Position position in positions select position.MarketValue).Sum();
@@ -126,9 +143,10 @@ namespace MarketData.Generator.Momentum
}
public void Display()
{
for(int slotIndex=0;slotIndex<Count;slotIndex++)
List<int> keys = new List<int>(this.Keys);
for(int index=0;index<keys.Count;index++)
{
Positions positions=this[slotIndex];
Positions positions=this[keys[index]];
DateTime purchaseDate=(from Position position in positions select position.PurchaseDate).Distinct().FirstOrDefault();
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("******************* B U Y S F O R {0} *****************",Utility.DateTimeToStringMMHDDHYYYY(purchaseDate)));
positions.Display();
@@ -145,12 +163,12 @@ namespace MarketData.Generator.Momentum
}
public List<NVPCollections> ToNVPCollections()
{
List<int> slots=new List<int>(Keys);
List<int> keys=new List<int>(Keys);
List<NVPCollections> nvpCollectionsList=new List<NVPCollections>();
foreach(int slot in slots)
for(int index=0;index<keys.Count;index++)
{
Positions positions=this[slot];
SlotPositions slotPositions=new SlotPositions(slot,positions);
Positions positions=this[keys[index]];
SlotPositions slotPositions=new SlotPositions(keys[index],positions);
NVPCollections nvpCollections=slotPositions.ToNVPCollections();
nvpCollectionsList.Add(nvpCollections);
}