Initial Commit

MarketData/MarketDataLib/MarketDataModel/EarningsAnnouncementModel.cs

@@ -0,0 +1,51 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using MarketData.MarketDataModel;
+using MarketData.Utils;
+
+namespace MarketData.MarketDataModel
+{
+  public class EarningsAnnouncementModel : IComparable
+  {
+    public EarningsAnnouncementModel()
+    {
+    }
+    public EarningsAnnouncementModel(String symbol,DateTime nextEarningsDate)
+    {
+      Symbol = symbol;
+      NextEarningsDate = nextEarningsDate;
+    }
+    public int CompareTo(object other)
+    {
+      if (other.GetType() != typeof(EarningsAnnouncementModel)) throw new Exception("Expected typeof " + this.GetType().Name);
+      EarningsAnnouncementModel otherModel = (EarningsAnnouncementModel)other;
+      return NextEarningsDate.CompareTo(otherModel.NextEarningsDate);
+    }
+    public String Symbol { get; set; }
+    public String CompanyName { get; set; }
+    public DateTime NextEarningsDate { get; set; }
+    public int DaysFromToday { get; set; }
+    public double LastPrice { get; set; }
+    public double Upside { get; set; }
+    public double Downside { get; set; }
+    public double UpsidePcnt { get; set; }
+    public double DownsidePcnt { get; set; }
+    public DateTime PricingDate { get; set; }
+    public double PE { get; set; }
+    public double PEG { get; set; }
+    public double AnticipatedEarningsGrowth { get; set; }
+    public String AnticipatedEarningsGrowthStr
+    {
+      get
+      {
+        if (double.IsInfinity(AnticipatedEarningsGrowth) || double.NaN.Equals(AnticipatedEarningsGrowth)) return Constants.CONST_DASHES;;
+        return Utility.FormatPercent(AnticipatedEarningsGrowth);
+      }
+    }
+    public String PEGValuation { get; set; }
+    public DateTime FundamentalDate { get; set; }     // fundamental date
+    public DateTime PriceTargetDate{get;set;}
+  }
+}