Initial Commit

2025-03-25 21:42:32 -04:00
parent c266eecfeb
commit 30c33d3cfd
247 changed files with 60107 additions and 0 deletions
--- a/MarketData/MarketDataLib/MarketDataModel/PortfolioTrade.cs
+++ b/MarketData/MarketDataLib/MarketDataModel/PortfolioTrade.cs
@@ -0,0 +1,172 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using MarketData.Utils;
+using MarketData.DataAccess;
+
+namespace MarketData.MarketDataModel
+{
+  public class LotAggregator
+  {
+    private LotAggregator()
+    {
+    }
+// combine multipe trades that share a common date, side, and price
+// This is used specifically for the trade indicators in the Bollinger bands.
+    public static PortfolioTrades CombineLots(List<PortfolioTrade> portfolioTrades)
+    {
+      Dictionary<String,PortfolioTrade> lots=new Dictionary<String,PortfolioTrade>();
+      if (null == portfolioTrades||0==portfolioTrades.Count) return null;
+      for(int index=0;index<portfolioTrades.Count;index++)
+      {
+        PortfolioTrade portfolioTrade=portfolioTrades[index];
+        String key="";
+        if(portfolioTrade.BuySell.Equals("B"))key=portfolioTrade.BuySell+portfolioTrade.TradeDate.Date.ToShortDateString()+"-"+Utility.FormatNumber(portfolioTrade.Price,3);
+        else key=portfolioTrade.BuySell+portfolioTrade.TradeDate.Date.ToShortDateString()+"-"+Utility.FormatNumber(portfolioTrade.SellPrice,3); 
+        if(!lots.ContainsKey(key)){lots.Add(key,portfolioTrade);} 
+        else
+        {
+          PortfolioTrade tradeLot=lots[key];
+          tradeLot.Shares+=portfolioTrade.Shares;
+        }
+      }
+      PortfolioTrades combinedLots=new PortfolioTrades(lots.Values.OrderBy(x=>x.TradeDate).ToList());
+      return combinedLots;
+    }
+  }
+// *********************************************************************************************************************************************************
+  public class PortfolioTrade
+  {
+    private int tradeId=-1;
+    private String symbol;
+    private DateTime tradeDate;
+    private double shares;
+    private double price;
+    private double commission;
+    private String buySell;
+    private String account;
+    private String status;
+    private double sellPrice=double.NaN;
+    private DateTime sellDate=Utility.Epoch;
+
+    public int TradeId
+    {
+      get {return tradeId ;}
+      set { tradeId = value; ;}
+    }
+
+    public String Symbol
+    {
+      get { return symbol; }
+      set { symbol = value; }
+    }
+
+    public DateTime TradeDate
+    {
+      get { return tradeDate; }
+      set { tradeDate = value; }
+    }
+
+    public double Shares
+    {
+      get { return shares; }
+      set { shares = value; }
+    }
+
+    public double Exposure()
+    {
+      return Price*Shares;
+    }
+
+    public String BuySell
+    {
+      get { return buySell; }
+      set { buySell = value; }
+    }
+
+    public String Status
+    {
+      get { return status; }
+      set { status = value; }
+    }
+
+    public bool IsOpen
+    {
+      get { return status.ToUpper().Equals("OPEN"); }
+    }
+
+    public bool IsClosed
+    {
+      get { return !IsOpen; }
+    }
+
+    public String Account
+    {
+      get { return account; }
+      set{account=value;}
+    }
+
+    public DateTime SellDate
+    {
+      get { return sellDate; }
+      set { sellDate = value; }
+    }
+
+    public double SellPrice
+    {
+      get { return sellPrice;}
+      set { sellPrice = value;}
+    }
+
+    public double Price
+    {
+      get { return price; }
+      set { price = value; }
+    }
+
+    public double Commission
+    {
+      get { return commission; }
+      set { commission = value; }
+    }
+
+    public virtual NVPCollection ToNVPCollection()
+    {
+      NVPCollection nvpCollection=new NVPCollection();
+      nvpCollection.Add(new NVP("TradeId",TradeId.ToString()));
+      if(null!=Symbol)nvpCollection.Add(new NVP("Symbol",Symbol.ToString()));
+      nvpCollection.Add(new NVP("TradeDate",TradeDate.ToString()));
+      nvpCollection.Add(new NVP("Shares",Shares.ToString()));
+      nvpCollection.Add(new NVP("Commission",Commission.ToString()));
+      if(null!=BuySell)nvpCollection.Add(new NVP("BuySell",BuySell.ToString()));
+      if(null!=Account)nvpCollection.Add(new NVP("Account",Account.ToString()));
+      if(null!=Status)nvpCollection.Add(new NVP("Status",Status.ToString()));
+      nvpCollection.Add(new NVP("SellPrice",SellPrice.ToString()));
+      nvpCollection.Add(new NVP("SellDate",SellDate.ToString()));
+      nvpCollection.Add(new NVP("Price",Price.ToString()));
+      return nvpCollection;
+    }
+
+    public static PortfolioTrade FromNVPCollection(NVPCollection nvpCollection)
+    {
+      PortfolioTrade portfolioTrade=new PortfolioTrade();
+
+      NVPDictionary nvpDictionary=nvpCollection.ToDictionary();
+      portfolioTrade.TradeId=nvpDictionary["TradeId"].Get<int>();
+      portfolioTrade.Symbol=nvpDictionary["Symbol"].Get<String>();
+      portfolioTrade.TradeDate=nvpDictionary["TradeDate"].Get<DateTime>();
+      portfolioTrade.Shares=nvpDictionary["Shares"].Get<double>();
+      portfolioTrade.Commission=nvpDictionary["Commission"].Get<double>();
+      if(nvpDictionary.ContainsKey("BuySell"))portfolioTrade.BuySell=nvpDictionary["BuySell"].Get<String>();
+      if(nvpDictionary.ContainsKey("Account"))portfolioTrade.Account=nvpDictionary["Account"].Get<String>();
+      if(nvpDictionary.ContainsKey("Status"))portfolioTrade.Status=nvpDictionary["Status"].Get<String>();
+      portfolioTrade.SellPrice=nvpDictionary["SellPrice"].Get<double>();
+      portfolioTrade.SellDate=nvpDictionary["SellDate"].Get<DateTime>();
+      portfolioTrade.Price=nvpDictionary["Price"].Get<double>();
+      return portfolioTrade;
+    }
+
+
+  }
+}