281 lines
16 KiB
C#
281 lines
16 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Web.Http;
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using MarketData.MarketDataModel;
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using MarketData.DataAccess;
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using MarketData.Utils;
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using MarketData.Generator.GainLoss;
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using MarketData.MarketDataModel.GainLoss;
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using MarketDataServer.Authorization;
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using MarketData.Cache;
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using MarketData.Generator;
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using MarketData;
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namespace MarketDataServer.Controllers
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{
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public class GainLossController : ApiController
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{
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private ActiveGainLossGenerator gainLossGenerator=new ActiveGainLossGenerator();
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public IEnumerable<GainLossSummaryItem> GetGainLossByDate(String token, DateTime selectedDate)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLoss](String token, DateTime selectedDate)", DateTime.Now));
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if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
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LocalPriceCache.GetInstance().Refresh();
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PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
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PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
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GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
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// **** Add an aggregate entry
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GainLossSummaryItem gainLossSummaryTotals=new GainLossSummaryItem();
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gainLossSummaryTotals.Symbol="";
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gainLossSummaryTotals.CompanyName="Account Summary";
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if(null!=gainLossSummaryItems&&gainLossSummaryItems.Count>0)
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{
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gainLossSummaryTotals.Date=gainLossSummaryItems.Min(x => x.Date);
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gainLossSummaryTotals.Change=gainLossSummaryItems.Sum(x=>x.Change);
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gainLossSummaryTotals.CurrentGainLoss=gainLossSummaryItems.Sum(x => x.CurrentGainLoss);
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gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItems.Sum(x => x.PreviousGainLoss);
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gainLossSummaryTotals.ChangePercent=((gainLossSummaryTotals.CurrentGainLoss-gainLossSummaryTotals.PreviousGainLoss)/Math.Abs(gainLossSummaryTotals.PreviousGainLoss))*100.00;
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}
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else
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{
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gainLossSummaryTotals.Date = selectedDate;
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gainLossSummaryTotals.Change = 0.00;
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gainLossSummaryTotals.CurrentGainLoss = 0.00;
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gainLossSummaryTotals.PreviousGainLoss = 0.00;
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gainLossSummaryTotals.ChangePercent = 0.00;
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}
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gainLossSummaryItems.Insert(0,gainLossSummaryTotals);
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// ****
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return gainLossSummaryItems;
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}
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public IEnumerable<GainLossSummaryItem> GetGainLossByDateAndAccount(String token, DateTime selectedDate,String account)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLoss](String token, DateTime selectedDate,String account)", DateTime.Now));
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LocalPriceCache.GetInstance().Refresh();
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if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
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PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
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portfolioTrades=new PortfolioTrades(portfolioTrades.Where(x=>x.Account.Equals(account)).ToList());
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PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
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GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
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// **** Add an aggregate entry
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GainLossSummaryItem gainLossSummaryTotals = new GainLossSummaryItem();
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gainLossSummaryTotals.Symbol = "";
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gainLossSummaryTotals.CompanyName="Account Summary";
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if (null != gainLossSummaryItems && gainLossSummaryItems.Count > 0)
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{
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gainLossSummaryTotals.Date = gainLossSummaryItems.Min(x => x.Date);
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gainLossSummaryTotals.Change = gainLossSummaryItems.Sum(x => x.Change);
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gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItems.Sum(x => x.CurrentGainLoss);
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gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItems.Sum(x => x.PreviousGainLoss);
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gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
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}
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else
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{
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gainLossSummaryTotals.Date = selectedDate;
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gainLossSummaryTotals.Change = 0.00;
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gainLossSummaryTotals.CurrentGainLoss = 0.00;
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gainLossSummaryTotals.PreviousGainLoss = 0.00;
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gainLossSummaryTotals.ChangePercent = 0.00;
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}
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gainLossSummaryItems.Insert(0, gainLossSummaryTotals);
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// ****
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return gainLossSummaryItems;
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}
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// *********
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public IEnumerable<GainLossSummaryItemDetail> GetGainLossWithDetailByDate(String token, DateTime selectedDate)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLossWithDetail](String token, DateTime selectedDate)", DateTime.Now));
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if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
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LocalPriceCache.GetInstance().Refresh();
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PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
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PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
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GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
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List<GainLossSummaryItemDetail> gainLossSummaryItemDetailCollection = new List<GainLossSummaryItemDetail>();
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foreach (GainLossSummaryItem gainLossSummaryItem in gainLossSummaryItems)
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{
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GainLossSummaryItemDetail gainLossSummaryItemDetail = new GainLossSummaryItemDetail(gainLossSummaryItem);
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portfolioTrades = PortfolioDA.GetOpenTradesSymbol(gainLossSummaryItem.Symbol);
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double weightAdjustedDividendYield = portfolioTrades.GetWeightAdjustedDividendYield();
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DateTime currentDate = PricingDA.GetLatestDate(gainLossSummaryItem.Symbol);
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if (null == portfolioTrades || 0 == portfolioTrades.Count) continue;
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double shares = (from PortfolioTrade portfolioTrade in portfolioTrades select portfolioTrade.Shares).Sum();
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double exposure = portfolioTrades.Sum(x => x.Exposure());
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if(null==gainLossGenerator) gainLossGenerator=new ActiveGainLossGenerator();
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GainLossCollection gainLoss=gainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions
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GainLossItem gainLossItem = gainLoss.OrderByDescending(x => x.GainLossPercent).FirstOrDefault();
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gainLossSummaryItemDetail.Lots = portfolioTrades.Count;
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gainLossSummaryItemDetail.Shares = shares;
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gainLossSummaryItemDetail.Exposure = exposure;
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if (!double.IsNaN(weightAdjustedDividendYield))
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{
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gainLossSummaryItemDetail.DividendYield = weightAdjustedDividendYield;
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gainLossSummaryItemDetail.AnnualDividend = exposure * weightAdjustedDividendYield;
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}
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ParityElement parityElement = ParityGenerator.GenerateBreakEven(gainLossSummaryItem.Symbol);
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gainLossSummaryItemDetail.ParityElement = parityElement;
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if (null != parityElement)
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{
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gainLossSummaryItemDetail.AllTimeGainLossPercent = gainLossItem.GainLossPercent;
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gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent = parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100);
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}
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DateGenerator dateGenerator = new DateGenerator();
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DateTime priorDate = dateGenerator.FindPrevBusinessDay(currentDate);
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Price p1 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, currentDate);
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Price p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
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if (null == p2 && null != p1)
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{
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priorDate = dateGenerator.FindPrevBusinessDay(priorDate);
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p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
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}
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if (null != p1 && null != p2)
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{
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double change = (p1.Close - p2.Close) / p2.Close;
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gainLossSummaryItemDetail.LatestPrice = p1;
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gainLossSummaryItemDetail.PriceChange = change;
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}
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gainLossSummaryItemDetailCollection.Add(gainLossSummaryItemDetail);
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}
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// **** Add an aggregate entry
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GainLossSummaryItemDetail gainLossSummaryTotals = new GainLossSummaryItemDetail();
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gainLossSummaryTotals.Symbol = "";
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gainLossSummaryTotals.CompanyName = "Account Summary";
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if (null != gainLossSummaryItemDetailCollection && gainLossSummaryItemDetailCollection.Count > 0)
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{
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gainLossSummaryTotals.Date = gainLossSummaryItemDetailCollection.Min(x => x.Date);
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gainLossSummaryTotals.Exposure = gainLossSummaryItemDetailCollection.Sum(x => x.Exposure);
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gainLossSummaryTotals.Change = gainLossSummaryItemDetailCollection.Sum(x => x.Change);
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gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.CurrentGainLoss);
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gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.PreviousGainLoss);
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gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
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gainLossSummaryTotals.LatestPrice = new Price();
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gainLossSummaryTotals.PriceChange = 0;
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}
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else
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{
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gainLossSummaryTotals.Date = selectedDate;
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gainLossSummaryTotals.Change = 0.00;
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gainLossSummaryTotals.CurrentGainLoss = 0.00;
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gainLossSummaryTotals.PreviousGainLoss = 0.00;
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gainLossSummaryTotals.ChangePercent = 0.00;
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gainLossSummaryTotals.LatestPrice = new Price();
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gainLossSummaryTotals.PriceChange = 0;
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}
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gainLossSummaryItemDetailCollection.Insert(0, gainLossSummaryTotals);
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// ****
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return gainLossSummaryItemDetailCollection;
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}
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public IEnumerable<GainLossSummaryItemDetail> GetGainLossWithDetailByDateAndAccount(String token, DateTime selectedDate, String account)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLossWithDetail](String token, DateTime selectedDate,String account)", DateTime.Now));
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if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
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LocalPriceCache.GetInstance().Refresh();
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PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
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portfolioTrades = new PortfolioTrades(portfolioTrades.Where(x => x.Account.Equals(account)).ToList());
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PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
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GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
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List<GainLossSummaryItemDetail> gainLossSummaryItemDetailCollection=new List<GainLossSummaryItemDetail>();
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foreach(GainLossSummaryItem gainLossSummaryItem in gainLossSummaryItems)
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{
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GainLossSummaryItemDetail gainLossSummaryItemDetail = new GainLossSummaryItemDetail(gainLossSummaryItem);
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portfolioTrades = PortfolioDA.GetOpenTradesSymbol(gainLossSummaryItem.Symbol);
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double weightAdjustedDividendYield = portfolioTrades.GetWeightAdjustedDividendYield();
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DateTime currentDate = PricingDA.GetLatestDate(gainLossSummaryItem.Symbol);
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if(null==portfolioTrades||0==portfolioTrades.Count)continue;
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double shares = (from PortfolioTrade portfolioTrade in portfolioTrades select portfolioTrade.Shares).Sum();
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double exposure = portfolioTrades.Sum(x => x.Exposure());
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if(null==gainLossGenerator) gainLossGenerator=new ActiveGainLossGenerator();
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GainLossCollection gainLoss = gainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions
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GainLossItem gainLossItem = gainLoss.OrderByDescending(x => x.GainLossPercent).FirstOrDefault();
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gainLossSummaryItemDetail.Lots=portfolioTrades.Count;
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gainLossSummaryItemDetail.Shares=shares;
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gainLossSummaryItemDetail.Exposure=exposure;
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if (!double.IsNaN(weightAdjustedDividendYield))
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{
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gainLossSummaryItemDetail.DividendYield=weightAdjustedDividendYield;
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gainLossSummaryItemDetail.AnnualDividend=exposure * weightAdjustedDividendYield;
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}
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ParityElement parityElement = ParityGenerator.GenerateBreakEven(gainLossSummaryItem.Symbol);
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gainLossSummaryItemDetail.ParityElement=parityElement;
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if (null != parityElement)
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{
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gainLossSummaryItemDetail.AllTimeGainLossPercent=gainLossItem.GainLossPercent;
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gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent=parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100);
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}
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DateGenerator dateGenerator = new DateGenerator();
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DateTime priorDate = dateGenerator.FindPrevBusinessDay(currentDate);
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Price p1 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, currentDate);
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Price p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
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if (null == p2 && null != p1)
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{
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priorDate = dateGenerator.FindPrevBusinessDay(priorDate);
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p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
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}
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if(null!=p1&&null!=p2)
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{
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double change = (p1.Close - p2.Close) / p2.Close;
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gainLossSummaryItemDetail.LatestPrice=p1;
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gainLossSummaryItemDetail.PriceChange=change;
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}
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gainLossSummaryItemDetailCollection.Add(gainLossSummaryItemDetail);
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}
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// **** Add an aggregate entry
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GainLossSummaryItemDetail gainLossSummaryTotals = new GainLossSummaryItemDetail();
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gainLossSummaryTotals.Symbol = "";
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gainLossSummaryTotals.CompanyName = "Account Summary";
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if (null != gainLossSummaryItemDetailCollection && gainLossSummaryItemDetailCollection.Count > 0)
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{
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gainLossSummaryTotals.Date = gainLossSummaryItemDetailCollection.Min(x => x.Date);
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gainLossSummaryTotals.Exposure=gainLossSummaryItemDetailCollection.Sum(x=>x.Exposure);
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gainLossSummaryTotals.Change = gainLossSummaryItemDetailCollection.Sum(x => x.Change);
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gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.CurrentGainLoss);
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gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.PreviousGainLoss);
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gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
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gainLossSummaryTotals.LatestPrice=new Price();
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gainLossSummaryTotals.PriceChange=0;
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}
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else
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{
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gainLossSummaryTotals.Date = selectedDate;
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gainLossSummaryTotals.Change = 0.00;
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gainLossSummaryTotals.CurrentGainLoss = 0.00;
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gainLossSummaryTotals.PreviousGainLoss = 0.00;
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gainLossSummaryTotals.ChangePercent = 0.00;
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gainLossSummaryTotals.LatestPrice = new Price();
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gainLossSummaryTotals.PriceChange = 0;
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}
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gainLossSummaryItemDetailCollection.Insert(0, gainLossSummaryTotals);
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// ****
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return gainLossSummaryItemDetailCollection;
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}
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public GainLossCompoundModelCollection GetCompoundGainLoss(String token, int selectedDays, bool includeDividends)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetCompundGainLoss](String token, int days)", DateTime.Now));
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if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
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LocalPriceCache.GetInstance().Refresh();
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DividendPayments dividendPayments = null;
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PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
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GainLossGenerator gainLossGenerator=new GainLossGenerator();
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if(includeDividends)dividendPayments=DividendPaymentDA.GetDividendPayments();
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ActiveGainLossGenerator activeGainLossGenerator=new ActiveGainLossGenerator();
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GainLossCollection gainLoss=activeGainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions
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TotalGainLossCollection totalGainLoss=null;
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if(null!=dividendPayments)totalGainLoss=gainLossGenerator.GenerateTotalGainLossWithDividends(portfolioTrades,dividendPayments);
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else totalGainLoss=gainLossGenerator.GenerateTotalGainLoss(portfolioTrades);
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GainLossCompoundModelCollection gainLossModelCollection=null;
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gainLossModelCollection=new GainLossCompoundModelCollection(gainLoss,totalGainLoss);
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if(-1==selectedDays)return gainLossModelCollection;
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int skip=gainLossModelCollection.Count-selectedDays;
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if(skip<0)return gainLossModelCollection;
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return new GainLossCompoundModelCollection(gainLossModelCollection.Skip(skip).ToList());
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}
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}
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}
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