Git doet lastig..

.gitignore

@@ -131,4 +131,15 @@ $RECYCLE.BIN/
 # Mac desktop service store files
 .DS_Store
 
-_NCrunch*
+_NCrunch*
+/Bots/AleixBot/.vs
+/Bots/ExampleTraderBot/.vs/ExampleTraderBot
+/Source/.vs
+/Build/NasdaqTrader.Bot.Core.dll
+/Build/NasdaqTrader.CLI.dll
+/Build/NasdaqTrader.CLI.exe
+/Build/NasdaqTraderSystem.Core.dll
+/Build/NasdaqTraderSystem.Html.dll
+/Bots/AleixBot.Tests/AleixBot.Tests.csproj
+/Bots/AleixBot.Tests/ListingPickerTests.cs
+/Bots/AleixBot/Properties/launchSettings.json

Bots/AleixBot/AleixBot.cs

@@ -1,18 +1,86 @@
 using NasdaqTrader.Bot.Core;
+using System.Diagnostics;
+using System.Diagnostics.Metrics;
+
 
 namespace AleixBot;
 
 public class AleixBot : ITraderBot
 {
     public string CompanyName => "Beginner Investments";
+    public static ListingPicker _listingPicker = null;
+    private static int _counter = 0;
+    private const int WINDOWSIZE = 3;
 
     public async Task DoTurn(ITraderSystemContext systemContext)
     {
         var listings = systemContext.GetListings();
         var cash = systemContext.GetCurrentCash(this);
         var currentDate = systemContext.CurrentDate;
         var tradesLeft = systemContext.GetTradesLeftForToday(this);
 
-        systemContext.BuyStock(this, listings[0], 1);
+        if (_listingPicker == null)
+        {
+            InitializeListingPicker(listings, WINDOWSIZE);
+        }
+
+        if (_counter % WINDOWSIZE == 0 || _counter == 0)
+        {
+            //TODO implement while loop for trading
+            if (tradesLeft <= 0)
+            {
+                _counter++;
+                return;
+            }
+
+            if (systemContext.GetHoldings(this).Any() && tradesLeft > 0)
+            {
+                tradesLeft = Sell(systemContext, tradesLeft);
+            }                
+
+            cash = systemContext.GetCurrentCash(this);
+
+            if (tradesLeft > 0 && cash > 0)
+            {
+                tradesLeft = Buy(systemContext, cash, currentDate, tradesLeft);
+            }
+        }
+
+        _counter++;
+    }
+
+    private int Buy(ITraderSystemContext systemContext, decimal cash, DateOnly currentDate, int tradesLeft)
+    {
+        var listing = _listingPicker.GetXBestListingForDate(1, currentDate, cash);
+        var pricePoint = listing?.PricePoints.FirstOrDefault(l => l.Date == currentDate);
+
+        if (pricePoint is not null && cash >= pricePoint.Price)
+        {
+            systemContext.BuyStock(this, listing, (int)(cash / pricePoint.Price));
+            tradesLeft--;
+        }
+
+        return tradesLeft;
+    }
+
+    private int Sell(ITraderSystemContext systemContext, int tradesLeft)
+    {
+        var holding = systemContext.GetHoldings(this).OrderByDescending(h => h.Amount).FirstOrDefault();
+        if (holding != null)
+        {
+            systemContext.SellStock(this, holding.Listing, holding.Amount);
+            tradesLeft--;
+        }
+
+        return tradesLeft;
+    }
+
+    private static void InitializeListingPicker(System.Collections.ObjectModel.ReadOnlyCollection<IStockListing> listings, int windowSize)
+    {
+        var sw = new Stopwatch();
+        sw.Start();
+        _listingPicker = new ListingPicker(listings, windowSize);
+        sw.Stop();
+        Debug.WriteLine($"Building ListingPicker took {sw.ElapsedMilliseconds} milliseconds");
     }
 }

Bots/AleixBot/AleixBot.sln

@@ -1,10 +1,13 @@
 
 Microsoft Visual Studio Solution File, Format Version 12.00
 # Visual Studio Version 17
-VisualStudioVersion = 17.12.35527.113 d17.12
+VisualStudioVersion = 17.12.35527.113
 MinimumVisualStudioVersion = 10.0.40219.1
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "AleixBot", "AleixBot.csproj", "{4EED0EB0-3BBC-41E5-A1F1-AB1C2A9DDB36}"
 EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "AleixBot.Tests", "..\AleixBot.Tests\AleixBot.Tests.csproj", "{716FB5B8-EB7F-4FC1-90C7-7FD2FAE3DBA4}"
+EndProject
+
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -15,8 +18,17 @@ Global
 		{4EED0EB0-3BBC-41E5-A1F1-AB1C2A9DDB36}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{4EED0EB0-3BBC-41E5-A1F1-AB1C2A9DDB36}.Release|Any CPU.ActiveCfg = Release|Any CPU
 		{4EED0EB0-3BBC-41E5-A1F1-AB1C2A9DDB36}.Release|Any CPU.Build.0 = Release|Any CPU
+		{716FB5B8-EB7F-4FC1-90C7-7FD2FAE3DBA4}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{716FB5B8-EB7F-4FC1-90C7-7FD2FAE3DBA4}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{716FB5B8-EB7F-4FC1-90C7-7FD2FAE3DBA4}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{716FB5B8-EB7F-4FC1-90C7-7FD2FAE3DBA4}.Release|Any CPU.Build.0 = Release|Any CPU
+
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
 	EndGlobalSection
+
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {C00082EE-EABB-41B9-A550-6A1DEB725E5E}
+	EndGlobalSection
 EndGlobal

Bots/AleixBot/ListingPicker.cs

@@ -0,0 +1,89 @@
+using AleixBot.Models;
+using NasdaqTrader.Bot.Core;
+using System.Collections.ObjectModel;
+
+namespace AleixBot;
+
+public class ListingPicker
+{
+    public ReadOnlyCollection<IStockListing> Listings { get; }
+    public int WindowSize { get; }
+    public Collection<IntermediateListing> IntermediateListings { get; } = [];
+    public List<WindowedSumPerListingPerDate> WindowedListingSumPerDate = [];
+
+    private List<Period> _periods = [];
+
+    public ListingPicker(ReadOnlyCollection<IStockListing> listings, int windowSize)
+    {
+        Listings = listings;
+        WindowSize = windowSize;
+        ConstructIntermediateDictionary();
+    }
+
+    public void ConstructIntermediateDictionary()
+    {
+
+        foreach (var listing in Listings)
+        {
+            for (int i = 0; i < listing.PricePoints.Length - 2; i++)
+            {
+                var date = listing.PricePoints[i].Date;
+                var priceDifference = listing.PricePoints[i + 1].Price - listing.PricePoints[i].Price;
+                IntermediateListings.Add(new IntermediateListing(listing.Name, date, priceDifference, listing.PricePoints[i].Price));
+            }
+        }
+
+        var allDates = IntermediateListings.Select(il => il.Date);
+        if (!allDates.Any()) return;
+
+        DateOnly begindate = allDates.Min();
+        DateOnly endDate = allDates.Max();
+
+        var groupedIntermediateListings = IntermediateListings
+            .GroupBy(il => il.Name)
+            .ToDictionary(g => g.Key, g => g.ToList());
+
+        DateOnly j = begindate;
+        while (j.AddDays(WindowSize) < endDate)
+        {
+            _periods.Add(new Period(j, j.AddDays(WindowSize)));
+            j = j.AddDays(WindowSize);
+        }
+
+        foreach (var (name, listings) in groupedIntermediateListings)
+        {
+            foreach (var period in _periods)
+            {
+                // Filter once per group and period
+                var windowSum = listings
+                    .Where(il => il.Date >= period.Start && il.Date <= period.End)
+                    .Sum(s => s.PriceDifference);
+
+                var priceOnStartDate = listings
+                    .Where(il => il.Date == period.Start)
+                    .Select(il => il.Price)
+                    .FirstOrDefault();
+
+                WindowedListingSumPerDate.Add(new WindowedSumPerListingPerDate(period.Start, name, windowSum, priceOnStartDate));
+            }
+        }
+    }
+
+    public IStockListing? GetXBestListingForDate(int number, DateOnly date, decimal cash)
+    {
+        var periodForDate = _periods.Where(p => p.Start <= date && p.End >= date).FirstOrDefault();
+
+        if (periodForDate == null)
+        {
+            return null;
+        }
+
+        var bestListingName = WindowedListingSumPerDate
+                                        .Where(wl => wl.Date == periodForDate.Start && wl.PriceOnStartDate < cash)
+                                        .OrderByDescending(wl => wl.Sum)
+                                        .Select(wl => wl.Name)
+                                        .FirstOrDefault();
+
+        return Listings.FirstOrDefault(l => l.Name.Equals(bestListingName));
+    }
+}

Bots/AleixBot/Models/IntermediateListing.cs

@@ -0,0 +1,5 @@
+using NasdaqTrader.Bot.Core;
+
+namespace AleixBot.Models;
+
+public record IntermediateListing(string Name, DateOnly Date, decimal PriceDifference, decimal Price);

Bots/AleixBot/Models/Period.cs

@@ -0,0 +1,3 @@
+namespace AleixBot.Models;
+
+internal record Period(DateOnly Start, DateOnly End);

Bots/AleixBot/Models/WindowedSumPerListingPerDate.cs

@@ -0,0 +1,3 @@
+namespace AleixBot.Models;
+
+public record WindowedSumPerListingPerDate(DateOnly Date, string Name, decimal Sum, decimal PriceOnStartDate);