399 lines
16 KiB
C#
Executable File
399 lines
16 KiB
C#
Executable File
using System;
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using System.Collections.Generic;
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using System.Net.Http.Headers;
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using System.Text;
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using MarketData.Utils;
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namespace MarketData.MarketDataModel
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{
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public class Fundamentals : List<Fundamental>
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{
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public Fundamentals()
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{
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}
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}
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public class Fundamental
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{
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private String symbol;
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private DateTime asOf;
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private DateTime nextEarningsDate;
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private double beta;
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private double low52;
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private double high52;
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private Int64 volume;
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private double marketCap;
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private double pe;
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private double eps;
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private double peg;
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private double returnOnAssets;
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private double returnOnEquity;
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private double totalCash;
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private double totalDebt;
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private double sharesOutstanding;
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private double revenue;
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private double revenuePerShare;
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private double qtrlyRevenueGrowth;
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private double grossProfit;
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private double ebitda;
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private double netIncomeAvailableToCommon;
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private double bookValuePerShare;
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private double operatingCashflow;
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private double leveragedFreeCashflow;
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private double equity;
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private double trailingPE;
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private double enterpriseValue;
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private double ebit;
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private double debtToEquity;
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private String source;
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public Fundamental()
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{
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}
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public String Symbol
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{
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get { return symbol; }
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set { symbol = value; }
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}
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public DateTime AsOf
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{
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get { return asOf; }
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set { asOf = value; }
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}
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public String Source
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{
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get { return source; }
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set { source = value; }
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}
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public DateTime NextEarningsDate
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{
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get { return nextEarningsDate; }
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set { nextEarningsDate = value; }
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}
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public double Beta
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{
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get { return beta; }
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set { beta = value; }
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}
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public double Low52
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{
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get { return low52; }
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set { low52 = value; }
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}
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public double High52
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{
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get { return high52; }
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set { high52 = value; }
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}
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public Int64 Volume
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{
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get { return volume; }
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set { volume = value; }
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}
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public double MarketCap
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{
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get { return marketCap; }
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set { marketCap = value; }
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}
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public double PE
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{
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get { return pe; }
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set { pe = value; }
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}
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public double EPS
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{
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get { return eps; }
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set { eps = value; }
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}
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public double PEG
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{
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get { return peg; }
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set { peg = value; }
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}
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public double ReturnOnAssets
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{
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get { return returnOnAssets; }
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set { returnOnAssets = value; }
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}
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public double ReturnOnEquity
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{
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get { return returnOnEquity; }
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set { returnOnEquity = value; }
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}
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public double TotalCash
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{
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get { return totalCash; }
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set { totalCash = value; }
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}
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public double TotalDebt
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{
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get { return totalDebt; }
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set { totalDebt = value; }
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}
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public double SharesOutstanding
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{
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get { return sharesOutstanding; }
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set { sharesOutstanding = value; }
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}
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public double Revenue
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{
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get { return revenue; }
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set { revenue = value; }
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}
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public double RevenuePerShare
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{
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get { return revenuePerShare; }
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set { revenuePerShare = value; }
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}
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public double QtrlyRevenueGrowth
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{
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get { return qtrlyRevenueGrowth; }
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set { qtrlyRevenueGrowth = value; }
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}
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public double GrossProfit
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{
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get { return grossProfit; }
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set { grossProfit=value; }
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}
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public double EBITDA
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{
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get { return ebitda; }
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set { ebitda = value; }
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}
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public double EBIT
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{
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get{return ebit;}
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set{ebit=value;}
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}
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public double EnterpriseValue
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{
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get{return enterpriseValue;}
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set{enterpriseValue=value;}
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}
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public double NetIncomeAvailableToCommon
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{
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get { return netIncomeAvailableToCommon; }
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set { netIncomeAvailableToCommon = value; }
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}
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public double BookValuePerShare
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{
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get { return bookValuePerShare; }
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set { bookValuePerShare = value; }
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}
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public double OperatingCashflow
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{
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get {return operatingCashflow; }
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set { operatingCashflow = value; }
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}
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public double LeveragedFreeCashflow
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{
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get { return leveragedFreeCashflow; }
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set { leveragedFreeCashflow = value; }
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}
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public double Equity // on the fly as record is pulled from database
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{
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get { return equity; }
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set { equity = value; }
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}
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public double TrailingPE
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{
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get { return trailingPE; }
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set { trailingPE = value; }
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}
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public double DebtToEquity
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{
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get{return debtToEquity;}
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set{debtToEquity=value;}
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}
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// If columns are added to this object must ensure that the columns are also added to the MergeFrom, IsZero, and GetLoad() methods so that the consistency checks can still function properly
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// Do not include a comparison of the AsOf date. The prior fundamental will always have an AsOf date that precedes the one that we fetch.
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// In contrast, the AsOf date in the financial statements is the statement date and we use the AsOf date as a comparison there.
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// The idea here is to ensure that we do not lose any fidelity of the fundamental data if elements are missing in the current fetch but were present in a previous fetch.
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public void MergeFrom(Fundamental previousFundamental)
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{
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if(null==previousFundamental)return;
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if(!Symbol.Equals(previousFundamental.Symbol))return;
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if(Utility.IsEpoch(NextEarningsDate))NextEarningsDate=previousFundamental.NextEarningsDate;
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if(Utility.IsZeroOrNaN(Beta))Beta=previousFundamental.Beta;
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if(Utility.IsZeroOrNaN(Low52))Low52=previousFundamental.Low52;
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if(Utility.IsZeroOrNaN(High52))High52=previousFundamental.High52;
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if(Int64.MinValue.Equals(Volume)||Int64.MaxValue.Equals(Volume))Volume=previousFundamental.Volume;
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if(Utility.IsZeroOrNaN(MarketCap))MarketCap=previousFundamental.MarketCap;
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if(Utility.IsZeroOrNaN(PE))PE=previousFundamental.PE;
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if(Utility.IsZeroOrNaN(EPS))EPS=previousFundamental.EPS;
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if(Utility.IsZeroOrNaN(PEG))PEG=previousFundamental.PEG;
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if(Utility.IsZeroOrNaN(ReturnOnAssets))ReturnOnAssets=previousFundamental.ReturnOnAssets;
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if(Utility.IsZeroOrNaN(ReturnOnEquity))ReturnOnEquity=previousFundamental.ReturnOnEquity;
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if(Utility.IsZeroOrNaN(TotalCash))TotalCash=previousFundamental.TotalCash;
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if(Utility.IsZeroOrNaN(TotalDebt))TotalDebt=previousFundamental.TotalDebt;
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if(Utility.IsZeroOrNaN(SharesOutstanding))SharesOutstanding=previousFundamental.SharesOutstanding;
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if(Utility.IsZeroOrNaN(Revenue))Revenue=previousFundamental.Revenue;
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if(Utility.IsZeroOrNaN(RevenuePerShare))RevenuePerShare=previousFundamental.RevenuePerShare;
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if(Utility.IsZeroOrNaN(QtrlyRevenueGrowth))QtrlyRevenueGrowth=previousFundamental.QtrlyRevenueGrowth;
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if(Utility.IsZeroOrNaN(GrossProfit))GrossProfit=previousFundamental.GrossProfit;
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if(Utility.IsZeroOrNaN(EBITDA))EBITDA=previousFundamental.EBITDA;
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if(Utility.IsZeroOrNaN(EBIT))EBIT=previousFundamental.EBIT;
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if(Utility.IsZeroOrNaN(EnterpriseValue))EnterpriseValue=previousFundamental.EnterpriseValue;
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if(Utility.IsZeroOrNaN(NetIncomeAvailableToCommon))NetIncomeAvailableToCommon=previousFundamental.NetIncomeAvailableToCommon;
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if(Utility.IsZeroOrNaN(BookValuePerShare))BookValuePerShare=previousFundamental.BookValuePerShare;
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if(Utility.IsZeroOrNaN(OperatingCashflow))OperatingCashflow=previousFundamental.OperatingCashflow;
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if(Utility.IsZeroOrNaN(LeveragedFreeCashflow))LeveragedFreeCashflow=previousFundamental.LeveragedFreeCashflow;
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if(Utility.IsZeroOrNaN(Equity))Equity=previousFundamental.Equity;
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if(Utility.IsZeroOrNaN(TrailingPE))TrailingPE=previousFundamental.TrailingPE;
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if(Utility.IsZeroOrNaN(DebtToEquity))DebtToEquity=previousFundamental.DebtToEquity;
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}
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public bool IsZero()
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{
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double missingItemCount=0.00;
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double totalItems=29.00;
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double percentMissing=0.00;
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if(Utility.IsZeroOrNaN(Beta))missingItemCount++;
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if(Utility.IsZeroOrNaN(Low52))missingItemCount++;
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if(Utility.IsZeroOrNaN(High52))missingItemCount++;
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if(Utility.IsZeroOrNaN((double)Volume))missingItemCount++;
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if(Utility.IsZeroOrNaN(MarketCap))missingItemCount++;
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if(Utility.IsZeroOrNaN(PE))missingItemCount++;
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if(Utility.IsZeroOrNaN(EPS))missingItemCount++;
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if(Utility.IsZeroOrNaN(PEG))missingItemCount++;
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if(Utility.IsZeroOrNaN(ReturnOnAssets))missingItemCount++;
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if(Utility.IsZeroOrNaN(ReturnOnEquity))missingItemCount++;
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if(Utility.IsZeroOrNaN(TotalCash))missingItemCount++;
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if(Utility.IsZeroOrNaN(TotalDebt))missingItemCount++;
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if(Utility.IsZeroOrNaN(SharesOutstanding))missingItemCount++;
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if(Utility.IsZeroOrNaN(Revenue))missingItemCount++;
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if(Utility.IsZeroOrNaN(SharesOutstanding))missingItemCount++;
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if(Utility.IsZeroOrNaN(Revenue))missingItemCount++;
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if(Utility.IsZeroOrNaN(RevenuePerShare))missingItemCount++;
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if(Utility.IsZeroOrNaN(QtrlyRevenueGrowth))missingItemCount++;
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if(Utility.IsZeroOrNaN(GrossProfit))missingItemCount++;
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if(Utility.IsZeroOrNaN(EBITDA))missingItemCount++;
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if(Utility.IsZeroOrNaN(NetIncomeAvailableToCommon))missingItemCount++;
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if(Utility.IsZeroOrNaN(BookValuePerShare))missingItemCount++;
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if(Utility.IsZeroOrNaN(OperatingCashflow))missingItemCount++;
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if(Utility.IsZeroOrNaN(LeveragedFreeCashflow))missingItemCount++;
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if(Utility.IsZeroOrNaN(Equity))missingItemCount++;
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if(Utility.IsZeroOrNaN(TrailingPE))missingItemCount++;
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if(Utility.IsZeroOrNaN(EnterpriseValue))missingItemCount++;
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if(Utility.IsZeroOrNaN(EBIT))missingItemCount++;
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if(Utility.IsZeroOrNaN(DebtToEquity))missingItemCount++;
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percentMissing=(missingItemCount/totalItems)*100.00;
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Fundamental load for {0} is {1}%",symbol,100.00-percentMissing));
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if(percentMissing>85.00)return true;
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return false;
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}
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public double GetLoad()
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{
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double missingItemCount=0.00;
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double totalItems=29.00;
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double percentMissing=0.00;
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if(Utility.IsZeroOrNaN(Beta))missingItemCount++;
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if(Utility.IsZeroOrNaN(Low52))missingItemCount++;
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if(Utility.IsZeroOrNaN(High52))missingItemCount++;
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if(Utility.IsZeroOrNaN((double)Volume))missingItemCount++;
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if(Utility.IsZeroOrNaN(MarketCap))missingItemCount++;
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if(Utility.IsZeroOrNaN(PE))missingItemCount++;
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if(Utility.IsZeroOrNaN(EPS))missingItemCount++;
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if(Utility.IsZeroOrNaN(PEG))missingItemCount++;
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if(Utility.IsZeroOrNaN(ReturnOnAssets))missingItemCount++;
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if(Utility.IsZeroOrNaN(ReturnOnEquity))missingItemCount++;
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if(Utility.IsZeroOrNaN(TotalCash))missingItemCount++;
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if(Utility.IsZeroOrNaN(TotalDebt))missingItemCount++;
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if(Utility.IsZeroOrNaN(SharesOutstanding))missingItemCount++;
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if(Utility.IsZeroOrNaN(Revenue))missingItemCount++;
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if(Utility.IsZeroOrNaN(SharesOutstanding))missingItemCount++;
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if(Utility.IsZeroOrNaN(Revenue))missingItemCount++;
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if(Utility.IsZeroOrNaN(RevenuePerShare))missingItemCount++;
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if(Utility.IsZeroOrNaN(QtrlyRevenueGrowth))missingItemCount++;
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if(Utility.IsZeroOrNaN(GrossProfit))missingItemCount++;
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if(Utility.IsZeroOrNaN(EBITDA))missingItemCount++;
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if(Utility.IsZeroOrNaN(NetIncomeAvailableToCommon))missingItemCount++;
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if(Utility.IsZeroOrNaN(BookValuePerShare))missingItemCount++;
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if(Utility.IsZeroOrNaN(OperatingCashflow))missingItemCount++;
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if(Utility.IsZeroOrNaN(LeveragedFreeCashflow))missingItemCount++;
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if(Utility.IsZeroOrNaN(Equity))missingItemCount++;
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if(Utility.IsZeroOrNaN(TrailingPE))missingItemCount++;
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if(Utility.IsZeroOrNaN(EnterpriseValue))missingItemCount++;
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if(Utility.IsZeroOrNaN(EBIT))missingItemCount++;
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if(Utility.IsZeroOrNaN(DebtToEquity))missingItemCount++;
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percentMissing=(missingItemCount/totalItems)*100.00;
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return 100.00-percentMissing;
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}
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public static String Header
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{
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get
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{
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StringBuilder sb=new StringBuilder();
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sb.Append("Symbol").Append(",");
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sb.Append("AsOf").Append(",");
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sb.Append("Source,");
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sb.Append("NextEarningsDate").Append(",");
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sb.Append("Beta").Append(",");
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sb.Append("Low52").Append(",");
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sb.Append("High52").Append(",");
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sb.Append("Volume").Append(",");
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sb.Append("MarketCap").Append(",");
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sb.Append("PE").Append(",");
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sb.Append("EPS").Append(",");
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sb.Append("PEG").Append(",");
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sb.Append("Return On Assets").Append(",");
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sb.Append("Return On Equity").Append(",");
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sb.Append("Total Cash").Append(",");
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sb.Append("Total Debt").Append(",");
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sb.Append("Shares Outstanding").Append(",");
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sb.Append("Revenue").Append(",");
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sb.Append("RevenuePerShare").Append(",");
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sb.Append("QtrlyRevenueGrowth").Append(",");
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sb.Append("GrossProfit").Append(",");
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sb.Append("EBITDA").Append(",");
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sb.Append("NetIncomeAvailableToCommon").Append(",");
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sb.Append("BookValuePerShare").Append(",");
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sb.Append("OperatingCashflow").Append(",");
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sb.Append("LeveragedFreeCashflow").Append(",");
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sb.Append("Equity").Append(",");
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sb.Append("Trailing PE,");
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sb.Append("EBIT,");
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sb.Append("EnterpriseValue,");
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sb.Append("DebtToEquity");
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return sb.ToString();
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}
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}
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public override String ToString()
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{
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StringBuilder sb = new StringBuilder();
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sb.Append(Symbol).Append(",");
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sb.Append(Utility.DateTimeToStringMMSDDSYYYY(AsOf)).Append(",");
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sb.Append(null == Source ? "" : Source).Append(",");
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sb.Append(Utility.DateTimeToStringMMSDDSYYYY(NextEarningsDate)).Append(",");
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sb.Append(String.Format("{0:0.00}",Beta )).Append(",");
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sb.Append(String.Format("{0:0.00}",Low52)).Append(",");
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sb.Append(String.Format("{0:0.00}",High52)).Append(",");
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sb.Append(String.Format("{0:0.00}", Volume)).Append(",");
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sb.Append(String.Format("{0:0.00}", MarketCap)).Append(",");
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sb.Append(String.Format("{0:0.00}", PE)).Append(",");
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sb.Append(String.Format("{0:0.00}", EPS)).Append(",");
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sb.Append(String.Format("{0:0.00}", PEG)).Append(",");
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sb.Append(String.Format("{0:0.00}", ReturnOnAssets)).Append(",");
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sb.Append(String.Format("{0:0.00}", ReturnOnEquity)).Append(",");
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sb.Append(String.Format("{0:0.00}", TotalCash)).Append(",");
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sb.Append(String.Format("{0:0.00}", TotalDebt)).Append(",");
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sb.Append(String.Format("{0:0.00}", SharesOutstanding)).Append(",");
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sb.Append(String.Format("{0:0.00}", Revenue)).Append(",");
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sb.Append(String.Format("{0:0.00}", RevenuePerShare)).Append(",");
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sb.Append(String.Format("{0:0.00}", QtrlyRevenueGrowth)).Append(",");
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sb.Append(String.Format("{0:0.00}", GrossProfit)).Append(",");
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sb.Append(String.Format("{0:0.00}", EBITDA)).Append(",");
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sb.Append(String.Format("{0:0.00}", NetIncomeAvailableToCommon)).Append(",");
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sb.Append(String.Format("{0:0.00}", BookValuePerShare)).Append(",");
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sb.Append(String.Format("{0:0.00}", OperatingCashflow)).Append(",");
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sb.Append(String.Format("{0:0.00}", LeveragedFreeCashflow)).Append(",");
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sb.Append(String.Format("{0:0.00}", Equity)).Append(",");
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sb.Append(String.Format("{0:0.00}", TrailingPE)).Append(",");
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sb.Append(String.Format("{0:0.00}", EBIT)).Append(",");
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sb.Append(String.Format("{0}", EnterpriseValue)).Append(",");
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sb.Append(String.Format("{0:0.00}", DebtToEquity));
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return sb.ToString();
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}
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}
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}
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