double ShortPosition::factor( const boost::gregorian::date_period& dp, EODDB::PriceType pt ) const throw(PositionException)
{
// Verify that input period is contained within position holding period
if( ! hold_period().contains(dp) )
throw PositionException("Requested factor period is out of Position range");
return Price::get(_symbol, dp.begin(), pt) / Price::get(_symbol, dp.end(), pt);
}
SeriesFactorSet ShortPosition::factors( const boost::gregorian::date_period& dp, EODDB::PriceType pt /*= EODDB::PriceType::ADJCLOSE*/ ) const throw(PositionException)
{
SeriesFactorSet sfs(_id);
#ifdef DEBUG
cout << "Extracting daily factors for short position " << _id << " (" << _symbol << ") from " << dp.begin() << " to " << dp.last() << endl;
#endif
if( ! hold_period().contains(dp) )
throw PositionException("Requested period is out of range");
const EODSeries& series = EODDB::instance().get(_symbol);
EODSeries::const_iterator citer = series.after(dp.begin(), 0);
if( citer == series.end() )
throw PositionException("Can't find begin of period in series");
date prev_date = citer->first;
for( EODSeries::const_iterator citer = series.after(dp.begin()); citer != series.end(); ++citer ) {
// If we're over the end of requested period or if the position is closed and we're over the last execution date, then we're done
if( (*citer).first > dp.last() || (closed() && (*citer).first > last_exec()->dt()) )
break;
double f = factor(date_period(prev_date, citer->first), pt);
sfs.insert(SeriesFactor(prev_date, citer->first, f));
#ifdef DEBUG
cout << "Previous date: " << prev_date << ", current date: " << citer->first << ", factor: " << f << endl;
#endif
prev_date = citer->first;
}
return sfs;
}
string ToString() { return CombineString(Currency.ToString(), DespoitType.ToString(),
date::to_iso_string(Period.begin()), date::to_iso_string(Period.end()),
date::to_iso_string(LastUpdateDate));
}
