Initial Commit

MarketData/MarketDataLib/MarketDataModel/GainLoss/GainLossCompoundModelCollection.cs

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+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.IO;
+using MarketData.Utils;
+using System.Collections.ObjectModel;
+using MarketData.Generator.GainLoss;
+using MarketData.DataAccess;
+
+namespace MarketData.MarketDataModel.GainLoss
+{
+// The GainLossCompoundModelCollection contains both the active gain loss and the total gain loss time series data
+  public class GainLossCompoundModelCollection : List<GainLossCompoundModel>
+  {
+    public GainLossCompoundModelCollection()
+    {
+    }
+    public GainLossCompoundModelCollection(List<GainLossCompoundModel> items)
+    {
+      foreach(GainLossCompoundModel item in items)Add(item);
+    } 
+    public GainLossCompoundModelCollection(GainLossCollection activeGainLossCollection,TotalGainLossCollection totalGainLossCollection)
+    {
+      if(null==activeGainLossCollection||null==totalGainLossCollection)return;
+      Dictionary<DateTime,GainLossItem> activeGainLossCollectionByDate=new Dictionary<DateTime,GainLossItem>();
+      Dictionary<DateTime,TotalGainLossItem> totalGainLossCollectionByDate=new Dictionary<DateTime,TotalGainLossItem>();
+      foreach(GainLossItem gainLossItem in activeGainLossCollection)if(!activeGainLossCollectionByDate.ContainsKey(gainLossItem.Date))activeGainLossCollectionByDate.Add(gainLossItem.Date,gainLossItem);
+      foreach(TotalGainLossItem gainLossItem in totalGainLossCollection)if(!totalGainLossCollectionByDate.ContainsKey(gainLossItem.Date))totalGainLossCollectionByDate.Add(gainLossItem.Date,gainLossItem);
+      List<DateTime> dates=new List<DateTime>(activeGainLossCollectionByDate.Keys);
+      dates.Sort();
+      foreach(DateTime date in dates)
+      {
+        GainLossItem activeGainLossItem=activeGainLossCollectionByDate[date];
+        if(!totalGainLossCollectionByDate.ContainsKey(date))continue;
+        TotalGainLossItem totalGainLossItem=totalGainLossCollectionByDate[date];
+        GainLossCompoundModel gainLossModel=new GainLossCompoundModel();
+        gainLossModel.Date=activeGainLossItem.Date;
+        gainLossModel.ActiveExposure=activeGainLossItem.Exposure;
+        gainLossModel.ActiveGainLoss=activeGainLossItem.GainLoss;
+        gainLossModel.ActiveGainLossPercent=activeGainLossItem.GainLossPercent;
+        gainLossModel.TotalGainLoss=totalGainLossItem.TotalGainLoss;
+        gainLossModel.TotalGainLossPercent=totalGainLossItem.TotalGainLossPercent;
+        gainLossModel.TotalDividendsPaid=totalGainLossItem.TotalDividendsPaid;
+        Add(gainLossModel);
+      }
+    }
+    public DMAValues DMAValuesActiveGainLoss
+    {
+      get
+      {
+        DMAValues dmaValues = new DMAValues();
+        foreach (GainLossCompoundModel gainLoss in this)
+        {
+          dmaValues.Add(new DMAValue(gainLoss.Date,gainLoss.ActiveGainLoss));
+        }
+        return dmaValues;
+      }
+    }
+    public DMAValues DMAValuesTotalGainLoss
+    {
+      get
+      {
+        DMAValues dmaValues = new DMAValues();
+        foreach (GainLossCompoundModel gainLoss in this)
+        {
+          dmaValues.Add(new DMAValue(gainLoss.Date,gainLoss.TotalGainLoss));
+        }
+        return dmaValues;
+      }
+    }
+    public DMAValues DMAValuesActiveGainLossPercent
+    {
+      get
+      {
+        DMAValues dmaValues = new DMAValues();
+        foreach (GainLossCompoundModel gainLoss in this)
+        {
+          dmaValues.Add(new DMAValue(gainLoss.Date,gainLoss.ActiveGainLossPercent));
+        }
+        return dmaValues;
+      }
+    }
+    public DMAValues DMAValuesTotalGainLossPercent
+    {
+      get
+      {
+        DMAValues dmaValues = new DMAValues();
+        foreach (GainLossCompoundModel gainLoss in this)
+        {
+          dmaValues.Add(new DMAValue(gainLoss.Date,gainLoss.TotalGainLossPercent));
+        }
+        return dmaValues;
+      }
+    }
+  }
+}