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Sean Kessler
2024-02-23 06:53:16 -05:00
commit dbdccce727
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35
MarketDataLib/MarketDataModel/GainLoss/DMAValue.cs Normal file
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using System;
namespace MarketData.MarketDataModel.GainLoss
{
public class DMAValue
{
private DateTime date;
private double value;
private double maValue;
public DMAValue()
{
}
public DMAValue(DateTime date, double value)
{
this.date = date;
this.value = value;
}
public DateTime Date
{
get { return date; }
set { date = value; }
}
public double Value
{
get { return value; }
set { this.value = value; }
}
public double MAValue
{
get { return maValue; }
set { this.maValue = value; }
}
}
}

21
MarketDataLib/MarketDataModel/GainLoss/DMAValues.cs Normal file
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using System.Collections.Generic;
namespace MarketData.MarketDataModel.GainLoss
{
public class DMAValues : List<DMAValue>
{
public DMAValues()
{
}
public float[] GetValues(int startIndex, int count)
{
if (startIndex + count > Count) return null;
float[] valuesArray = new float[count];
for (int index = startIndex, arrayIndex = 0; index < startIndex + count; index++, arrayIndex++)
{
valuesArray[arrayIndex] = (float)this[index].Value;
}
return valuesArray;
}
}
}

19
MarketDataLib/MarketDataModel/GainLoss/GainLossCompoundModel.cs Normal file
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using System;
namespace MarketData.MarketDataModel.GainLoss
{
// **************************************************************************************************************************************************************
// *********************************************** G A I N / L O S S C O M P O U N D M O D E L ****************************************
// **************************************************************************************************************************************************************
// This GainLossModel will be used to model the GainLossView in terms of surfacing the Active Gain/Loss, Active Exposure, Active Gain/Loss%, Total Gain/Loss, Total Gain/Loss % data
public class GainLossCompoundModel
{
public DateTime Date{get;set;}
public double ActiveExposure{get;set;}
public double ActiveGainLoss{get;set;}
public double ActiveGainLossPercent{get;set;}
public double TotalGainLoss{get;set;}
public double TotalGainLossPercent{get;set;}
public double TotalDividendsPaid{get;set;}
}
}

90
MarketDataLib/MarketDataModel/GainLoss/GainLossCompoundModelCollection.cs Normal file
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using System;
using System.Collections.Generic;
namespace MarketData.MarketDataModel.GainLoss
{
// The GainLossCompoundModelCollection contains both the active gain loss and the total gain loss time series data
public class GainLossCompoundModelCollection : List<GainLossCompoundModel>
{
public GainLossCompoundModelCollection()
{
}
public GainLossCompoundModelCollection(List<GainLossCompoundModel> items)
{
foreach(GainLossCompoundModel item in items)Add(item);
}
public GainLossCompoundModelCollection(GainLossCollection activeGainLossCollection,TotalGainLossCollection totalGainLossCollection)
{
if(null==activeGainLossCollection||null==totalGainLossCollection)return;
Dictionary<DateTime,GainLossItem> activeGainLossCollectionByDate=new Dictionary<DateTime,GainLossItem>();
Dictionary<DateTime,TotalGainLossItem> totalGainLossCollectionByDate=new Dictionary<DateTime,TotalGainLossItem>();
foreach(GainLossItem gainLossItem in activeGainLossCollection)if(!activeGainLossCollectionByDate.ContainsKey(gainLossItem.Date))activeGainLossCollectionByDate.Add(gainLossItem.Date,gainLossItem);
foreach(TotalGainLossItem gainLossItem in totalGainLossCollection)if(!totalGainLossCollectionByDate.ContainsKey(gainLossItem.Date))totalGainLossCollectionByDate.Add(gainLossItem.Date,gainLossItem);
List<DateTime> dates=new List<DateTime>(activeGainLossCollectionByDate.Keys);
dates.Sort();
foreach(DateTime date in dates)
{
GainLossItem activeGainLossItem=activeGainLossCollectionByDate[date];
if(!totalGainLossCollectionByDate.ContainsKey(date))continue;
TotalGainLossItem totalGainLossItem=totalGainLossCollectionByDate[date];
GainLossCompoundModel gainLossModel=new GainLossCompoundModel();
gainLossModel.Date=activeGainLossItem.Date;
gainLossModel.ActiveExposure=activeGainLossItem.Exposure;
gainLossModel.ActiveGainLoss=activeGainLossItem.GainLoss;
gainLossModel.ActiveGainLossPercent=activeGainLossItem.GainLossPercent;
gainLossModel.TotalGainLoss=totalGainLossItem.TotalGainLoss;
gainLossModel.TotalGainLossPercent=totalGainLossItem.TotalGainLossPercent;
gainLossModel.TotalDividendsPaid=totalGainLossItem.TotalDividendsPaid;
Add(gainLossModel);
}
}
public DMAValues DMAValuesActiveGainLoss
{
get
{
DMAValues dmaValues = new DMAValues();
foreach (GainLossCompoundModel gainLoss in this)
{
dmaValues.Add(new DMAValue(gainLoss.Date,gainLoss.ActiveGainLoss));
}
return dmaValues;
}
}
public DMAValues DMAValuesTotalGainLoss
{
get
{
DMAValues dmaValues = new DMAValues();
foreach (GainLossCompoundModel gainLoss in this)
{
dmaValues.Add(new DMAValue(gainLoss.Date,gainLoss.TotalGainLoss));
}
return dmaValues;
}
}
public DMAValues DMAValuesActiveGainLossPercent
{
get
{
DMAValues dmaValues = new DMAValues();
foreach (GainLossCompoundModel gainLoss in this)
{
dmaValues.Add(new DMAValue(gainLoss.Date,gainLoss.ActiveGainLossPercent));
}
return dmaValues;
}
}
public DMAValues DMAValuesTotalGainLossPercent
{
get
{
DMAValues dmaValues = new DMAValues();
foreach (GainLossCompoundModel gainLoss in this)
{
dmaValues.Add(new DMAValue(gainLoss.Date,gainLoss.TotalGainLossPercent));
}
return dmaValues;
}
}
}
}

114
MarketDataLib/MarketDataModel/GainLoss/GainLossItem.cs Normal file
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using System;
using System.Collections.Generic;
using MarketData.Utils;
namespace MarketData.MarketDataModel.GainLoss
{
// *********************************************************************************************************************************************************************
// ************************************************************************ G A I N L O S S **************************************************************************
// *********************************************************************************************************************************************************************
// This gain loss provides a picture of the Active Gain/Loss. The gain loss on open positions
public class GainLossItem : IComparable
{
private DateTime date;
private double gainLoss;
private double gainLossPercent;
private double exposure;
private double dividends;
private bool valueIsPercent;
public GainLossItem()
{
}
public GainLossItem(DateTime date, double gainLoss,double exposure,bool valueIsPercent)
{
this.date = date;
this.gainLoss = gainLoss;
this.exposure = exposure;
this.valueIsPercent = valueIsPercent;
}
public GainLossItem(DateTime date, double gainLoss,double gainLossPercent,double exposure,bool valueIsPercent)
{
this.date = date;
this.gainLoss = gainLoss;
this.gainLossPercent=gainLossPercent;
this.exposure = exposure;
this.valueIsPercent = valueIsPercent;
}
public GainLossItem(DateTime date, double gainLoss,double gainLossPercent,double exposure,double dividends,bool valueIsPercent)
{
this.date = date;
this.gainLoss = gainLoss;
this.gainLossPercent=gainLossPercent;
this.exposure = exposure;
this.dividends=dividends;
this.valueIsPercent = valueIsPercent;
}
public DateTime Date
{
get { return date; }
}
public double Exposure
{
get
{
return exposure;
}
}
public double GainLoss
{
get { return gainLoss; }
}
public double Dividends
{
get{return dividends;}
}
public double GainLossPercent
{
get { return gainLossPercent; }
}
public bool ValueIsPercent
{
get
{
return valueIsPercent;
}
set
{
valueIsPercent = value;
}
}
public String FormattedGainLoss
{
get
{
if (valueIsPercent) return Utility.FormatNumber(gainLoss);
return Utility.FormatCurrency(gainLoss);
}
}
public int CompareTo(Object obj)
{
if (!obj.GetType().IsInstanceOfType(this)) throw new Exception("Expected GainLoss");
GainLossItem that = (GainLossItem)obj;
return date.CompareTo(that.Date);
}
}
public class GainLossCollection : List<GainLossItem>
{
public GainLossCollection(ICollection<GainLossItem> gainLoss)
: base(gainLoss)
{
}
public DMAValues DMAValues
{
get
{
DMAValues dmaValues = new DMAValues();
foreach (GainLossItem gainLoss in this)
{
dmaValues.Add(new DMAValue(gainLoss.Date,gainLoss.GainLoss));
}
return dmaValues;
}
}
}
}

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MarketDataLib/MarketDataModel/GainLoss/TotalGainLossCollection.cs Normal file
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using System.Collections.Generic;
namespace MarketData.MarketDataModel.GainLoss
{
// ****************************************************************************************************************************************************
// ********************************************************************** T O T A L G A I N L O S S *************************************************
// ****************************************************************************************************************************************************
// This Gain/Loss provides a picture of the total Gain/Loss. This is Gain/Loss generated by all trades
public class TotalGainLossCollection : List<TotalGainLossItem>
{
public TotalGainLossCollection(ICollection<TotalGainLossItem> gainLoss)
: base(gainLoss)
{
}
}
}

49
MarketDataLib/MarketDataModel/GainLoss/TotalGainLossItem.cs Normal file
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using System;
//using System.Collections.Generic;
//using System.Linq;
//using System.Text;
//using System.IO;
//using MarketData.Utils;
//using System.Collections.ObjectModel;
//using MarketData.Generator.GainLoss;
//using MarketData.DataAccess;
namespace MarketData.MarketDataModel.GainLoss
{
// ****************************************************************************************************************************************************
// ********************************************************************** T O T A L G A I N L O S S *************************************************
// ****************************************************************************************************************************************************
// This Gain/Loss provides a picture of the total Gain/Loss. This is Gain/Loss generated by all trades
public class TotalGainLossItem : IComparable
{
public TotalGainLossItem(DateTime date,double totalGainLoss,double totalGainLossPercent,double totalExposure,double totalMarketValue)
{
Date=date;
TotalGainLoss=totalGainLoss;
TotalExposure=totalExposure;
TotalMarketValue=totalMarketValue;
TotalGainLossPercent=totalGainLossPercent;
}
public TotalGainLossItem(DateTime date,double totalGainLoss,double totalGainLossPercent,double totalExposure,double totalMarketValue,double totalDividendsPaid)
{
Date=date;
TotalGainLoss=totalGainLoss;
TotalExposure=totalExposure;
TotalMarketValue=totalMarketValue;
TotalGainLossPercent=totalGainLossPercent;
TotalDividendsPaid=totalDividendsPaid;
}
public DateTime Date{get;private set;}
public double TotalGainLoss{get;private set;}
public double TotalGainLossPercent{get;private set;}
public double TotalExposure{get;private set;}
public double TotalMarketValue{get;private set;}
public double TotalDividendsPaid{get;private set;}
public int CompareTo(Object obj)
{
if (!obj.GetType().IsInstanceOfType(this)) throw new Exception("Expected GainLoss");
TotalGainLossItem that = (TotalGainLossItem)obj;
return Date.CompareTo(that.Date);
}
}
}