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Sean Kessler
2024-02-23 06:49:44 -05:00
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Controllers/GainLossController.cs Normal file
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using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Web.Http;
using MarketData.MarketDataModel;
using MarketData.DataAccess;
using MarketData.Utils;
using MarketData.Generator.GainLoss;
using MarketData.MarketDataModel.GainLoss;
using MarketDataServer.Authorization;
using MarketData.Cache;
using MarketData.Generator;
namespace MarketDataServer.Controllers
{
public class GainLossController : ApiController
{
private ActiveGainLossGenerator gainLossGenerator=new ActiveGainLossGenerator();
public IEnumerable<GainLossSummaryItem> GetGainLoss(String token, DateTime selectedDate)
{
Console.WriteLine(String.Format("[{0:G}][GainLossController::GetGainLoss](String token, DateTime selectedDate)", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.GetInstance().Refresh();
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
// **** Add an aggregate entry
GainLossSummaryItem gainLossSummaryTotals=new GainLossSummaryItem();
gainLossSummaryTotals.Symbol="";
gainLossSummaryTotals.CompanyName="Account Summary";
if(null!=gainLossSummaryItems&&gainLossSummaryItems.Count>0)
{
gainLossSummaryTotals.Date=gainLossSummaryItems.Min(x => x.Date);
gainLossSummaryTotals.Change=gainLossSummaryItems.Sum(x=>x.Change);
gainLossSummaryTotals.CurrentGainLoss=gainLossSummaryItems.Sum(x => x.CurrentGainLoss);
gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItems.Sum(x => x.PreviousGainLoss);
gainLossSummaryTotals.ChangePercent=((gainLossSummaryTotals.CurrentGainLoss-gainLossSummaryTotals.PreviousGainLoss)/Math.Abs(gainLossSummaryTotals.PreviousGainLoss))*100.00;
}
else
{
gainLossSummaryTotals.Date = selectedDate;
gainLossSummaryTotals.Change = 0.00;
gainLossSummaryTotals.CurrentGainLoss = 0.00;
gainLossSummaryTotals.PreviousGainLoss = 0.00;
gainLossSummaryTotals.ChangePercent = 0.00;
}
gainLossSummaryItems.Insert(0,gainLossSummaryTotals);
// ****
return gainLossSummaryItems;
}
public IEnumerable<GainLossSummaryItem> GetGainLoss(String token, DateTime selectedDate,String account)
{
Console.WriteLine(String.Format("[{0:G}][GainLossController::GetGainLoss](String token, DateTime selectedDate,String account)", DateTime.Now));
LocalPriceCache.GetInstance().Refresh();
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
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);
// **** Add an aggregate entry
GainLossSummaryItem gainLossSummaryTotals = new GainLossSummaryItem();
gainLossSummaryTotals.Symbol = "";
gainLossSummaryTotals.CompanyName="Account Summary";
if (null != gainLossSummaryItems && gainLossSummaryItems.Count > 0)
{
gainLossSummaryTotals.Date = gainLossSummaryItems.Min(x => x.Date);
gainLossSummaryTotals.Change = gainLossSummaryItems.Sum(x => x.Change);
gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItems.Sum(x => x.CurrentGainLoss);
gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItems.Sum(x => x.PreviousGainLoss);
gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
}
else
{
gainLossSummaryTotals.Date = selectedDate;
gainLossSummaryTotals.Change = 0.00;
gainLossSummaryTotals.CurrentGainLoss = 0.00;
gainLossSummaryTotals.PreviousGainLoss = 0.00;
gainLossSummaryTotals.ChangePercent = 0.00;
}
gainLossSummaryItems.Insert(0, gainLossSummaryTotals);
// ****
return gainLossSummaryItems;
}
// *********
public IEnumerable<GainLossSummaryItemDetail> GetGainLossWithDetail(String token, DateTime selectedDate)
{
Console.WriteLine(String.Format("[{0:G}][GainLossController::GetGainLossWithDetail](String token, DateTime selectedDate)", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.GetInstance().Refresh();
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
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 = PricingDA.GetLatestDate(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;
}
ParityElement parityElement = ParityGenerator.GenerateBreakEven(gainLossSummaryItem.Symbol);
gainLossSummaryItemDetail.ParityElement = parityElement;
if (null != parityElement)
{
gainLossSummaryItemDetail.AllTimeGainLossPercent = gainLossItem.GainLossPercent;
gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent = parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100);
}
DateGenerator dateGenerator = new DateGenerator();
DateTime priorDate = dateGenerator.FindPrevBusinessDay(currentDate);
Price p1 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, currentDate);
Price p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
if (null == p2 && null != p1)
{
priorDate = dateGenerator.FindPrevBusinessDay(priorDate);
p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
}
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;
}
public IEnumerable<GainLossSummaryItemDetail> GetGainLossWithDetail(String token, DateTime selectedDate, String account)
{
Console.WriteLine(String.Format("[{0:G}][GainLossController::GetGainLossWithDetail](String token, DateTime selectedDate,String account)", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.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<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 = PricingDA.GetLatestDate(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;
}
ParityElement parityElement = ParityGenerator.GenerateBreakEven(gainLossSummaryItem.Symbol);
gainLossSummaryItemDetail.ParityElement=parityElement;
if (null != parityElement)
{
gainLossSummaryItemDetail.AllTimeGainLossPercent=gainLossItem.GainLossPercent;
gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent=parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100);
}
DateGenerator dateGenerator = new DateGenerator();
DateTime priorDate = dateGenerator.FindPrevBusinessDay(currentDate);
Price p1 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, currentDate);
Price p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
if (null == p2 && null != p1)
{
priorDate = dateGenerator.FindPrevBusinessDay(priorDate);
p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
}
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;
}
public GainLossCompoundModelCollection GetCompoundGainLoss(String token, int selectedDays, bool includeDividends)
{
Console.WriteLine(String.Format("[{0:G}][GainLossController::GetCompundGainLoss](String token, int days)", DateTime.Now));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.GetInstance().Refresh();
DividendPayments dividendPayments = null;
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
GainLossGenerator gainLossGenerator=new GainLossGenerator();
// GainLossGeneratorCum gainLossGeneratorCum=new GainLossGeneratorCum();
if(includeDividends)dividendPayments=DividendPaymentDA.GetDividendPayments();
ActiveGainLossGenerator activeGainLossGenerator=new ActiveGainLossGenerator();
GainLossCollection gainLoss=activeGainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions
TotalGainLossCollection totalGainLoss=null;
if(null!=dividendPayments)totalGainLoss=gainLossGenerator.GenerateTotalGainLossWithDividends(portfolioTrades,dividendPayments);
else totalGainLoss=gainLossGenerator.GenerateTotalGainLoss(portfolioTrades);
GainLossCompoundModelCollection gainLossModelCollection=null;
gainLossModelCollection=new GainLossCompoundModelCollection(gainLoss,totalGainLoss);
if(-1==selectedDays)return gainLossModelCollection;
int skip=gainLossModelCollection.Count-selectedDays;
if(skip<0)return gainLossModelCollection;
return new GainLossCompoundModelCollection(gainLossModelCollection.Skip(skip).ToList());
}
}
}