output.clj

(defn compute-position
  "returns a map
      key is a vector -[ <settlement index name> <power primitive name>]
      value is a map  - {<Date representing yyyy-MM>  <Double: the positon> }
   
   For non power trades, primitive name will be nil"
  [trade]
    ;;compute postion code)


;;;;;;;;;;;;;;;;;;;;;;;;;;;; Sample Outputs ;;;;;;;;;;;;;

;; sample output for a gas trade 
{["NG NYMEX" nil] {#inst "2014-12" {:long 6000 :short 2000} ;; net long 4000
                   #inst "2015-01" {:long 2500 :short 500} ;; net long 2000
                  ...
                  ...
                  ...}
}

;; sample output for a power trade
{["PJM WH RealTime" "Peak 2x16"]  { #inst "2014-11" {:short 50000}
                                   #inst "2014-12" {:short 20000}
                                   ...
                                   ...
                                   ...
                                   ...}}


;; sample output for trades with multiple indexes
{["NG FP for GDD Malin" nil] {#inst "2014-11" {:long 30000}
                              #inst "2014-12" {:long 250000}
                              ...
                              ...
                              ...
                              }

 ["PJM WH RealTime" "Peak 2x16"] {#inst "2014-11" 50000
                                  #inst "2014-12" 30000
                                  ..
                                  ...
                                  ...}}