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Optimize GetGainLossWithDetailByDateAnd Account GetGainLossWithDetailByDate
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Sean
2026-02-27 16:39:54 -05:00
parent d092be1eb2
commit e633235407
1 changed files with 298 additions and 63 deletions
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MarketDataServer/Controllers/GainLossController.cs
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@@ -125,54 +125,68 @@ namespace MarketDataServer.Controllers
} }
/// <summary> /// <summary>
/// GetGainLossWithDetailByDate - Optimizing calls to DA methods /// GetGainLossWithDetailByDate2 - Refactored: cache primed once before loop.
/// GenerateGainLoss still called per symbol (GainLossCollection is a time series,
/// not keyed by symbol) but cache is already populated so DB fetches are skipped.
/// </summary> /// </summary>
/// <param name="token"></param>
/// <param name="selectedDate"></param>
/// <returns></returns>
[HttpGet] [HttpGet]
public IEnumerable<GainLossSummaryItemDetail> GetGainLossWithDetailByDate(String token,DateTime selectedDate) public IEnumerable<GainLossSummaryItemDetail> GetGainLossWithDetailByDate(String token, DateTime selectedDate)
{ {
Profiler profiler = new Profiler(); Profiler profiler = new Profiler();
try try
{ {
MDTrace.WriteLine(LogLevel.DEBUG,$"Start"); MDTrace.WriteLine(LogLevel.DEBUG, $"Start");
if (!Authorizations.GetInstance().IsAuthorized(token)) return null; if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
GLPriceCache.GetInstance().Refresh();
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades(); PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate); PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
// Prime cache once for all symbols before any calculation begins.
// Guarantees all symbols are cached and open positions have the latest intraday price.
// GenerateGainLoss calls Add(PortfolioTrades) internally per symbol — those calls
// will hit the cache and skip DB fetches since all symbols are already populated.
GLPriceCache.GetInstance().Add(tradesOnOrBefore);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate); GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
List<String> symbols = gainLossSummaryItems.Select(x => x.Symbol).ToList(); List<String> symbols = gainLossSummaryItems.Select(x => x.Symbol).ToList();
Dictionary<String,DateTime> latestDates = PricingDA.GetLatestDates(symbols); Dictionary<String, DateTime> latestDates = PricingDA.GetLatestDates(symbols);
if (null == gainLossGenerator) gainLossGenerator = new ActiveGainLossGenerator();
List<GainLossSummaryItemDetail> gainLossSummaryItemDetailCollection = new List<GainLossSummaryItemDetail>(); List<GainLossSummaryItemDetail> gainLossSummaryItemDetailCollection = new List<GainLossSummaryItemDetail>();
foreach (GainLossSummaryItem gainLossSummaryItem in gainLossSummaryItems) foreach (GainLossSummaryItem gainLossSummaryItem in gainLossSummaryItems)
{ {
GainLossSummaryItemDetail gainLossSummaryItemDetail = new GainLossSummaryItemDetail(gainLossSummaryItem); GainLossSummaryItemDetail gainLossSummaryItemDetail = new GainLossSummaryItemDetail(gainLossSummaryItem);
portfolioTrades = PortfolioDA.GetOpenTradesSymbol(gainLossSummaryItem.Symbol);
double weightAdjustedDividendYield = portfolioTrades.GetWeightAdjustedDividendYield(); PortfolioTrades symbolTrades = PortfolioDA.GetOpenTradesSymbol(gainLossSummaryItem.Symbol);
if (null == symbolTrades || 0 == symbolTrades.Count) continue;
double weightAdjustedDividendYield = symbolTrades.GetWeightAdjustedDividendYield();
DateTime currentDate = latestDates[gainLossSummaryItem.Symbol]; DateTime currentDate = latestDates[gainLossSummaryItem.Symbol];
if (null == portfolioTrades || 0 == portfolioTrades.Count) continue; double shares = symbolTrades.Sum(x => x.Shares);
double shares = (from PortfolioTrade portfolioTrade in portfolioTrades select portfolioTrade.Shares).Sum(); double exposure = symbolTrades.Sum(x => x.Exposure());
double exposure = portfolioTrades.Sum(x => x.Exposure());
if(null==gainLossGenerator) gainLossGenerator=new ActiveGainLossGenerator(); // GainLossCollection is a date-based time series — must be called per symbol
GainLossCollection gainLoss=gainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions // Cache is already primed so internal Add(PortfolioTrades) skips DB fetches
GainLossCollection gainLoss = gainLossGenerator.GenerateGainLoss(symbolTrades);
GainLossItem gainLossItem = gainLoss.OrderByDescending(x => x.GainLossPercent).FirstOrDefault(); GainLossItem gainLossItem = gainLoss.OrderByDescending(x => x.GainLossPercent).FirstOrDefault();
gainLossSummaryItemDetail.Lots = portfolioTrades.Count;
gainLossSummaryItemDetail.Lots = symbolTrades.Count;
gainLossSummaryItemDetail.Shares = shares; gainLossSummaryItemDetail.Shares = shares;
gainLossSummaryItemDetail.Exposure = exposure; gainLossSummaryItemDetail.Exposure = exposure;
if (!double.IsNaN(weightAdjustedDividendYield)) if (!double.IsNaN(weightAdjustedDividendYield))
{ {
gainLossSummaryItemDetail.DividendYield = weightAdjustedDividendYield; gainLossSummaryItemDetail.DividendYield = weightAdjustedDividendYield;
gainLossSummaryItemDetail.AnnualDividend = exposure * weightAdjustedDividendYield; gainLossSummaryItemDetail.AnnualDividend = exposure * weightAdjustedDividendYield;
} }
Prices prices = GLPriceCache.GetInstance().GetPrices(gainLossSummaryItem.Symbol, currentDate, 3); // cache should be refreshed after GainLossSummaryItemCollection // Cache is already primed — pure memory read
Price p1 = prices.Count>0?prices[0]:default; Prices prices = GLPriceCache.GetInstance().GetPrices(gainLossSummaryItem.Symbol, currentDate, 3);
Price p2 = prices.Count>1?prices[1]:default; Price p1 = prices.Count > 0 ? prices[0] : default;
PortfolioTrades symbolTrades = new PortfolioTrades(portfolioTrades.Where(x=>x.Symbol.Equals(gainLossSummaryItem.Symbol)).ToList()); Price p2 = prices.Count > 1 ? prices[1] : default;
ParityElement parityElement = ParityGenerator.GenerateBreakEven(symbolTrades, p1);
PortfolioTrades tradesForSymbol = new PortfolioTrades(symbolTrades.Where(x => x.Symbol.Equals(gainLossSummaryItem.Symbol)).ToList());
ParityElement parityElement = ParityGenerator.GenerateBreakEven(tradesForSymbol, p1);
gainLossSummaryItemDetail.ParityElement = parityElement; gainLossSummaryItemDetail.ParityElement = parityElement;
if (null != parityElement)
if (null != parityElement && null != gainLossItem)
{ {
gainLossSummaryItemDetail.AllTimeGainLossPercent = gainLossItem.GainLossPercent; gainLossSummaryItemDetail.AllTimeGainLossPercent = gainLossItem.GainLossPercent;
gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent = parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100); gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent = parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100);
@@ -185,11 +199,11 @@ namespace MarketDataServer.Controllers
} }
gainLossSummaryItemDetailCollection.Add(gainLossSummaryItemDetail); gainLossSummaryItemDetailCollection.Add(gainLossSummaryItemDetail);
} }
// **** Add an aggregate entry // **** Add an aggregate entry
GainLossSummaryItemDetail gainLossSummaryTotals = new GainLossSummaryItemDetail(); GainLossSummaryItemDetail gainLossSummaryTotals = new GainLossSummaryItemDetail();
gainLossSummaryTotals.Symbol = ""; gainLossSummaryTotals.Symbol = "";
gainLossSummaryTotals.CompanyName = "Account Summary"; gainLossSummaryTotals.CompanyName = "Account Summary";
if (null != gainLossSummaryItemDetailCollection && gainLossSummaryItemDetailCollection.Count > 0) if (null != gainLossSummaryItemDetailCollection && gainLossSummaryItemDetailCollection.Count > 0)
{ {
gainLossSummaryTotals.Date = gainLossSummaryItemDetailCollection.Min(x => x.Date); gainLossSummaryTotals.Date = gainLossSummaryItemDetailCollection.Min(x => x.Date);
@@ -215,71 +229,195 @@ namespace MarketDataServer.Controllers
// **** // ****
return gainLossSummaryItemDetailCollection; return gainLossSummaryItemDetailCollection;
} }
catch(Exception exception) catch (Exception exception)
{ {
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}"); MDTrace.WriteLine(LogLevel.DEBUG, $"Exception:{exception.ToString()}");
return null; return null;
} }
finally finally
{ {
MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()} (ms)"); MDTrace.WriteLine(LogLevel.DEBUG, $"Done, total took {profiler.End()} (ms)");
} }
} }
// /// <summary>
// /// GetGainLossWithDetailByDate - Optimizing calls to DA methods
// /// </summary>
// /// <param name="token"></param>
// /// <param name="selectedDate"></param>
// /// <returns></returns>
// [HttpGet]
// public IEnumerable<GainLossSummaryItemDetail> GetGainLossWithDetailByDate1(String token,DateTime selectedDate)
// {
// Profiler profiler = new Profiler();
// try
// {
// MDTrace.WriteLine(LogLevel.DEBUG,$"Start");
// if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
// GLPriceCache.GetInstance().Refresh();
// PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
// PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
// GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
// List<String> symbols = gainLossSummaryItems.Select(x => x.Symbol).ToList();
// Dictionary<String,DateTime> latestDates = PricingDA.GetLatestDates(symbols);
// List<GainLossSummaryItemDetail> gainLossSummaryItemDetailCollection = new List<GainLossSummaryItemDetail>();
// foreach (GainLossSummaryItem gainLossSummaryItem in gainLossSummaryItems)
// {
// GainLossSummaryItemDetail gainLossSummaryItemDetail = new GainLossSummaryItemDetail(gainLossSummaryItem);
// portfolioTrades = PortfolioDA.GetOpenTradesSymbol(gainLossSummaryItem.Symbol);
// double weightAdjustedDividendYield = portfolioTrades.GetWeightAdjustedDividendYield();
// DateTime currentDate = latestDates[gainLossSummaryItem.Symbol];
// if (null == portfolioTrades || 0 == portfolioTrades.Count) continue;
// double shares = (from PortfolioTrade portfolioTrade in portfolioTrades select portfolioTrade.Shares).Sum();
// double exposure = portfolioTrades.Sum(x => x.Exposure());
// if(null==gainLossGenerator) gainLossGenerator=new ActiveGainLossGenerator();
// GainLossCollection gainLoss=gainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions
// GainLossItem gainLossItem = gainLoss.OrderByDescending(x => x.GainLossPercent).FirstOrDefault();
// gainLossSummaryItemDetail.Lots = portfolioTrades.Count;
// gainLossSummaryItemDetail.Shares = shares;
// gainLossSummaryItemDetail.Exposure = exposure;
// if (!double.IsNaN(weightAdjustedDividendYield))
// {
// gainLossSummaryItemDetail.DividendYield = weightAdjustedDividendYield;
// gainLossSummaryItemDetail.AnnualDividend = exposure * weightAdjustedDividendYield;
// }
// Prices prices = GLPriceCache.GetInstance().GetPrices(gainLossSummaryItem.Symbol, currentDate, 3); // cache should be refreshed after GainLossSummaryItemCollection
// Price p1 = prices.Count>0?prices[0]:default;
// Price p2 = prices.Count>1?prices[1]:default;
// PortfolioTrades symbolTrades = new PortfolioTrades(portfolioTrades.Where(x=>x.Symbol.Equals(gainLossSummaryItem.Symbol)).ToList());
// ParityElement parityElement = ParityGenerator.GenerateBreakEven(symbolTrades, p1);
// gainLossSummaryItemDetail.ParityElement = parityElement;
// if (null != parityElement)
// {
// gainLossSummaryItemDetail.AllTimeGainLossPercent = gainLossItem.GainLossPercent;
// gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent = parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100);
// }
// if (null != p1 && null != p2)
// {
// double change = (p1.Close - p2.Close) / p2.Close;
// gainLossSummaryItemDetail.LatestPrice = p1;
// gainLossSummaryItemDetail.PriceChange = change;
// }
// gainLossSummaryItemDetailCollection.Add(gainLossSummaryItemDetail);
// }
// // **** Add an aggregate entry
// GainLossSummaryItemDetail gainLossSummaryTotals = new GainLossSummaryItemDetail();
// gainLossSummaryTotals.Symbol = "";
// gainLossSummaryTotals.CompanyName = "Account Summary";
// if (null != gainLossSummaryItemDetailCollection && gainLossSummaryItemDetailCollection.Count > 0)
// {
// gainLossSummaryTotals.Date = gainLossSummaryItemDetailCollection.Min(x => x.Date);
// gainLossSummaryTotals.Exposure = gainLossSummaryItemDetailCollection.Sum(x => x.Exposure);
// gainLossSummaryTotals.Change = gainLossSummaryItemDetailCollection.Sum(x => x.Change);
// gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.CurrentGainLoss);
// gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.PreviousGainLoss);
// gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
// gainLossSummaryTotals.LatestPrice = new Price();
// gainLossSummaryTotals.PriceChange = 0;
// }
// else
// {
// gainLossSummaryTotals.Date = selectedDate;
// gainLossSummaryTotals.Change = 0.00;
// gainLossSummaryTotals.CurrentGainLoss = 0.00;
// gainLossSummaryTotals.PreviousGainLoss = 0.00;
// gainLossSummaryTotals.ChangePercent = 0.00;
// gainLossSummaryTotals.LatestPrice = new Price();
// gainLossSummaryTotals.PriceChange = 0;
// }
// gainLossSummaryItemDetailCollection.Insert(0, gainLossSummaryTotals);
// // ****
// return gainLossSummaryItemDetailCollection;
// }
// catch(Exception exception)
// {
// MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
// return null;
// }
// finally
// {
// MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()} (ms)");
// }
// }
[HttpGet] [HttpGet]
public IEnumerable<GainLossSummaryItemDetail> GetGainLossWithDetailByDateAndAccount(String token, DateTime selectedDate, String account) public IEnumerable<GainLossSummaryItemDetail> GetGainLossWithDetailByDateAndAccount(String token, DateTime selectedDate, String account)
{ {
Profiler profiler = new Profiler(); Profiler profiler = new Profiler();
try try
{ {
MDTrace.WriteLine(LogLevel.DEBUG,$"Start"); MDTrace.WriteLine(LogLevel.DEBUG, $"Start");
if (!Authorizations.GetInstance().IsAuthorized(token)) return null; if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
GLPriceCache.GetInstance().Refresh();
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades(); PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
portfolioTrades = new PortfolioTrades(portfolioTrades.Where(x => x.Account.Equals(account)).ToList()); portfolioTrades = new PortfolioTrades(portfolioTrades.Where(x => x.Account.Equals(account)).ToList());
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate); PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
// Prime cache once for all symbols before any calculation begins.
// Guarantees all symbols are cached and open positions have the latest intraday price.
// GenerateGainLoss calls Add(PortfolioTrades) internally per symbol — those calls
// will hit the cache and skip DB fetches since all symbols are already populated.
GLPriceCache.GetInstance().Add(tradesOnOrBefore);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate); GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
List<String> symbols = gainLossSummaryItems.Select(x => x.Symbol).ToList(); List<String> symbols = gainLossSummaryItems.Select(x => x.Symbol).ToList();
Dictionary<String,DateTime> latestDates = PricingDA.GetLatestDates(symbols); Dictionary<String, DateTime> latestDates = PricingDA.GetLatestDates(symbols);
List<GainLossSummaryItemDetail> gainLossSummaryItemDetailCollection=new List<GainLossSummaryItemDetail>(); if (null == gainLossGenerator) gainLossGenerator = new ActiveGainLossGenerator();
foreach(GainLossSummaryItem gainLossSummaryItem in gainLossSummaryItems)
List<GainLossSummaryItemDetail> gainLossSummaryItemDetailCollection = new List<GainLossSummaryItemDetail>();
foreach (GainLossSummaryItem gainLossSummaryItem in gainLossSummaryItems)
{ {
GainLossSummaryItemDetail gainLossSummaryItemDetail = new GainLossSummaryItemDetail(gainLossSummaryItem); GainLossSummaryItemDetail gainLossSummaryItemDetail = new GainLossSummaryItemDetail(gainLossSummaryItem);
portfolioTrades = PortfolioDA.GetOpenTradesSymbol(gainLossSummaryItem.Symbol);
double weightAdjustedDividendYield = portfolioTrades.GetWeightAdjustedDividendYield(); PortfolioTrades symbolTrades = PortfolioDA.GetOpenTradesSymbol(gainLossSummaryItem.Symbol);
if (null == symbolTrades || 0 == symbolTrades.Count) continue;
double weightAdjustedDividendYield = symbolTrades.GetWeightAdjustedDividendYield();
DateTime currentDate = latestDates[gainLossSummaryItem.Symbol]; DateTime currentDate = latestDates[gainLossSummaryItem.Symbol];
if(null==portfolioTrades||0==portfolioTrades.Count)continue; double shares = symbolTrades.Sum(x => x.Shares);
double shares = (from PortfolioTrade portfolioTrade in portfolioTrades select portfolioTrade.Shares).Sum(); double exposure = symbolTrades.Sum(x => x.Exposure());
double exposure = portfolioTrades.Sum(x => x.Exposure());
if(null==gainLossGenerator) gainLossGenerator=new ActiveGainLossGenerator(); // GainLossCollection is a date-based time series — must be called per symbol
GainLossCollection gainLoss = gainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions // Cache is already primed so internal Add(PortfolioTrades) skips DB fetches
GainLossCollection gainLoss = gainLossGenerator.GenerateGainLoss(symbolTrades);
GainLossItem gainLossItem = gainLoss.OrderByDescending(x => x.GainLossPercent).FirstOrDefault(); GainLossItem gainLossItem = gainLoss.OrderByDescending(x => x.GainLossPercent).FirstOrDefault();
gainLossSummaryItemDetail.Lots=portfolioTrades.Count;
gainLossSummaryItemDetail.Shares=shares; gainLossSummaryItemDetail.Lots = symbolTrades.Count;
gainLossSummaryItemDetail.Exposure=exposure; gainLossSummaryItemDetail.Shares = shares;
gainLossSummaryItemDetail.Exposure = exposure;
if (!double.IsNaN(weightAdjustedDividendYield)) if (!double.IsNaN(weightAdjustedDividendYield))
{ {
gainLossSummaryItemDetail.DividendYield=weightAdjustedDividendYield; gainLossSummaryItemDetail.DividendYield = weightAdjustedDividendYield;
gainLossSummaryItemDetail.AnnualDividend=exposure * weightAdjustedDividendYield; gainLossSummaryItemDetail.AnnualDividend = exposure * weightAdjustedDividendYield;
} }
Prices prices = GLPriceCache.GetInstance().GetPrices(gainLossSummaryItem.Symbol, currentDate, 3); // cache should be refreshed after GainLossSummaryItemCollection
Price p1 = prices.Count>0?prices[0]:default; // Cache is already primed — pure memory read
Price p2 = prices.Count>1?prices[1]:default; Prices prices = GLPriceCache.GetInstance().GetPrices(gainLossSummaryItem.Symbol, currentDate, 3);
PortfolioTrades symbolTrades = new PortfolioTrades(portfolioTrades.Where(x=>x.Symbol.Equals(gainLossSummaryItem.Symbol)).ToList()); Price p1 = prices.Count > 0 ? prices[0] : default;
ParityElement parityElement = ParityGenerator.GenerateBreakEven(symbolTrades, p1); Price p2 = prices.Count > 1 ? prices[1] : default;
gainLossSummaryItemDetail.ParityElement=parityElement;
if (null != parityElement) PortfolioTrades tradesForSymbol = new PortfolioTrades(symbolTrades.Where(x => x.Symbol.Equals(gainLossSummaryItem.Symbol)).ToList());
ParityElement parityElement = ParityGenerator.GenerateBreakEven(tradesForSymbol, p1);
gainLossSummaryItemDetail.ParityElement = parityElement;
if (null != parityElement && null != gainLossItem)
{ {
gainLossSummaryItemDetail.AllTimeGainLossPercent=gainLossItem.GainLossPercent; gainLossSummaryItemDetail.AllTimeGainLossPercent = gainLossItem.GainLossPercent;
gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent=parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100); gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent = parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100);
} }
if(null!=p1 && null!=p2)
if (null != p1 && null != p2)
{ {
double change = (p1.Close - p2.Close) / p2.Close; double change = (p1.Close - p2.Close) / p2.Close;
gainLossSummaryItemDetail.LatestPrice=p1; gainLossSummaryItemDetail.LatestPrice = p1;
gainLossSummaryItemDetail.PriceChange=change; gainLossSummaryItemDetail.PriceChange = change;
} }
gainLossSummaryItemDetailCollection.Add(gainLossSummaryItemDetail); gainLossSummaryItemDetailCollection.Add(gainLossSummaryItemDetail);
} }
@@ -287,16 +425,17 @@ namespace MarketDataServer.Controllers
GainLossSummaryItemDetail gainLossSummaryTotals = new GainLossSummaryItemDetail(); GainLossSummaryItemDetail gainLossSummaryTotals = new GainLossSummaryItemDetail();
gainLossSummaryTotals.Symbol = ""; gainLossSummaryTotals.Symbol = "";
gainLossSummaryTotals.CompanyName = "Account Summary"; gainLossSummaryTotals.CompanyName = "Account Summary";
if (null != gainLossSummaryItemDetailCollection && gainLossSummaryItemDetailCollection.Count > 0) if (null != gainLossSummaryItemDetailCollection && gainLossSummaryItemDetailCollection.Count > 0)
{ {
gainLossSummaryTotals.Date = gainLossSummaryItemDetailCollection.Min(x => x.Date); gainLossSummaryTotals.Date = gainLossSummaryItemDetailCollection.Min(x => x.Date);
gainLossSummaryTotals.Exposure=gainLossSummaryItemDetailCollection.Sum(x=>x.Exposure); gainLossSummaryTotals.Exposure = gainLossSummaryItemDetailCollection.Sum(x => x.Exposure);
gainLossSummaryTotals.Change = gainLossSummaryItemDetailCollection.Sum(x => x.Change); gainLossSummaryTotals.Change = gainLossSummaryItemDetailCollection.Sum(x => x.Change);
gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.CurrentGainLoss); gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.CurrentGainLoss);
gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.PreviousGainLoss); gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.PreviousGainLoss);
gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00; gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
gainLossSummaryTotals.LatestPrice=new Price(); gainLossSummaryTotals.LatestPrice = new Price();
gainLossSummaryTotals.PriceChange=0; gainLossSummaryTotals.PriceChange = 0;
} }
else else
{ {
@@ -309,20 +448,116 @@ namespace MarketDataServer.Controllers
gainLossSummaryTotals.PriceChange = 0; gainLossSummaryTotals.PriceChange = 0;
} }
gainLossSummaryItemDetailCollection.Insert(0, gainLossSummaryTotals); gainLossSummaryItemDetailCollection.Insert(0, gainLossSummaryTotals);
// ****
return gainLossSummaryItemDetailCollection; return gainLossSummaryItemDetailCollection;
} }
catch(Exception exception) catch (Exception exception)
{ {
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}"); MDTrace.WriteLine(LogLevel.DEBUG, $"Exception:{exception.ToString()}");
return null; return null;
} }
finally finally
{ {
MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()} (ms)"); MDTrace.WriteLine(LogLevel.DEBUG, $"Done, total took {profiler.End()} (ms)");
} }
} }
// [HttpGet]
// public IEnumerable<GainLossSummaryItemDetail> GetGainLossWithDetailByDateAndAccount(String token, DateTime selectedDate, String account)
// {
// Profiler profiler = new Profiler();
// try
// {
// MDTrace.WriteLine(LogLevel.DEBUG,$"Start");
// if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
// GLPriceCache.GetInstance().Refresh();
// PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
// portfolioTrades = new PortfolioTrades(portfolioTrades.Where(x => x.Account.Equals(account)).ToList());
// PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
// GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
// List<String> symbols = gainLossSummaryItems.Select(x => x.Symbol).ToList();
// Dictionary<String,DateTime> latestDates = PricingDA.GetLatestDates(symbols);
// List<GainLossSummaryItemDetail> gainLossSummaryItemDetailCollection=new List<GainLossSummaryItemDetail>();
// foreach(GainLossSummaryItem gainLossSummaryItem in gainLossSummaryItems)
// {
// GainLossSummaryItemDetail gainLossSummaryItemDetail = new GainLossSummaryItemDetail(gainLossSummaryItem);
// portfolioTrades = PortfolioDA.GetOpenTradesSymbol(gainLossSummaryItem.Symbol);
// double weightAdjustedDividendYield = portfolioTrades.GetWeightAdjustedDividendYield();
// DateTime currentDate = latestDates[gainLossSummaryItem.Symbol];
// if(null==portfolioTrades||0==portfolioTrades.Count)continue;
// double shares = (from PortfolioTrade portfolioTrade in portfolioTrades select portfolioTrade.Shares).Sum();
// double exposure = portfolioTrades.Sum(x => x.Exposure());
// if(null==gainLossGenerator) gainLossGenerator=new ActiveGainLossGenerator();
// GainLossCollection gainLoss = gainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions
// GainLossItem gainLossItem = gainLoss.OrderByDescending(x => x.GainLossPercent).FirstOrDefault();
// gainLossSummaryItemDetail.Lots=portfolioTrades.Count;
// gainLossSummaryItemDetail.Shares=shares;
// gainLossSummaryItemDetail.Exposure=exposure;
// if (!double.IsNaN(weightAdjustedDividendYield))
// {
// gainLossSummaryItemDetail.DividendYield=weightAdjustedDividendYield;
// gainLossSummaryItemDetail.AnnualDividend=exposure * weightAdjustedDividendYield;
// }
// Prices prices = GLPriceCache.GetInstance().GetPrices(gainLossSummaryItem.Symbol, currentDate, 3); // cache should be refreshed after GainLossSummaryItemCollection
// Price p1 = prices.Count>0?prices[0]:default;
// Price p2 = prices.Count>1?prices[1]:default;
// PortfolioTrades symbolTrades = new PortfolioTrades(portfolioTrades.Where(x=>x.Symbol.Equals(gainLossSummaryItem.Symbol)).ToList());
// ParityElement parityElement = ParityGenerator.GenerateBreakEven(symbolTrades, p1);
// gainLossSummaryItemDetail.ParityElement=parityElement;
// if (null != parityElement)
// {
// gainLossSummaryItemDetail.AllTimeGainLossPercent=gainLossItem.GainLossPercent;
// gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent=parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100);
// }
// if(null!=p1 && null!=p2)
// {
// double change = (p1.Close - p2.Close) / p2.Close;
// gainLossSummaryItemDetail.LatestPrice=p1;
// gainLossSummaryItemDetail.PriceChange=change;
// }
// gainLossSummaryItemDetailCollection.Add(gainLossSummaryItemDetail);
// }
// // **** Add an aggregate entry
// GainLossSummaryItemDetail gainLossSummaryTotals = new GainLossSummaryItemDetail();
// gainLossSummaryTotals.Symbol = "";
// gainLossSummaryTotals.CompanyName = "Account Summary";
// if (null != gainLossSummaryItemDetailCollection && gainLossSummaryItemDetailCollection.Count > 0)
// {
// gainLossSummaryTotals.Date = gainLossSummaryItemDetailCollection.Min(x => x.Date);
// gainLossSummaryTotals.Exposure=gainLossSummaryItemDetailCollection.Sum(x=>x.Exposure);
// gainLossSummaryTotals.Change = gainLossSummaryItemDetailCollection.Sum(x => x.Change);
// gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.CurrentGainLoss);
// gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.PreviousGainLoss);
// gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
// gainLossSummaryTotals.LatestPrice=new Price();
// gainLossSummaryTotals.PriceChange=0;
// }
// else
// {
// gainLossSummaryTotals.Date = selectedDate;
// gainLossSummaryTotals.Change = 0.00;
// gainLossSummaryTotals.CurrentGainLoss = 0.00;
// gainLossSummaryTotals.PreviousGainLoss = 0.00;
// gainLossSummaryTotals.ChangePercent = 0.00;
// gainLossSummaryTotals.LatestPrice = new Price();
// gainLossSummaryTotals.PriceChange = 0;
// }
// gainLossSummaryItemDetailCollection.Insert(0, gainLossSummaryTotals);
// // ****
// return gainLossSummaryItemDetailCollection;
// }
// catch(Exception exception)
// {
// MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
// return null;
// }
// finally
// {
// MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()} (ms)");
// }
// }
[HttpGet(Name = "GetCompoundGainLoss")] [HttpGet(Name = "GetCompoundGainLoss")]
public GainLossCompoundModelCollection GetCompoundGainLoss(String token, int selectedDays, bool includeDividends) public GainLossCompoundModelCollection GetCompoundGainLoss(String token, int selectedDays, bool includeDividends)
{ {