Excel VBA-使用字典并遍历日期

Question

I have created an excel that looks at historical daily data for a number of stocks and if they meet various requirements, the spreadsheet creates a signal of when to buy and sell the stock. I have this working and a small example of the output looks like the below (1 is a buy, -1 is a sell):

           AAPL   ABBV   ABMD   GOOG    AMZN
11/07/2015            1     1       
12/07/2015    1                            1
13/07/2015           -1            1      -1
14/07/2015   -1            -1     -1    

I now want to work out a way of allocating money to each of the trades with each stock allocation not being larger than $3 and the total portfolio not being larger than $9, so the allocation to each stock would be "=min(3, 9/n)" where n is the number of stocks in the portfolio.

For example, in the above on 11/07 would allocate $3 to each of ABBV and ABMD. Then on 12/07 there are now four stocks in the portfolio so would add $2.25 (=9/4) to each AAPL and AMZN and would need to sell $0.75 of each ABBV and ABMD so the total amount in the portfolio is $9. On 13/07 would now have two stocks in the portfolio, sell the $2.25 of ABBV and AMZN in the portfolio and buy $3 of GOOG.

The number of stocks in the top row will vary. I have been researching the best way of approaching this and think using dictionaries may be best, where I assign the stock names as keys. The values of the keys would then be the money allocated to that stock. I could then loop through each date to check if a trade needed to be made. I am new to using dictionaries and have only used more basic vba in the past, so just wanted to check if this approach makes sense or if there would be a more simple of way of approaching it?

Hopefully it is clear what I am trying to achieve. Many thanks!

Answer 1

I absolutely love dictionaries but they may not be best for you here. Disadvantages: (i) you'd need a new dictionary for each row. (ii) how will you persist the data?

I'd run with the table of data as you have it. Sure, use a dictionary to store the column position for each stock so that you do not hard code GOOG as being in column E. Then you can as persist the simulation to disk simply by saving the workbook.