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MarketDataLib/MarketDataModel/PortfolioTrade.cs

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+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using MarketData.Utils;
+using MarketData.DataAccess;
+
+namespace MarketData.MarketDataModel
+{
+  public class LotAggregator
+  {
+    private LotAggregator()
+    {
+    }
+// combine multipe trades that share a common date, side, and price
+// This is used specifically for the trade indicators in the Bollinger bands.
+    public static PortfolioTrades CombineLots(List<PortfolioTrade> portfolioTrades)
+    {
+      Dictionary<String,PortfolioTrade> lots=new Dictionary<String,PortfolioTrade>();
+      if (null == portfolioTrades||0==portfolioTrades.Count) return null;
+      for(int index=0;index<portfolioTrades.Count;index++)
+      {
+        PortfolioTrade portfolioTrade=portfolioTrades[index];
+        String key="";
+        if(portfolioTrade.BuySell.Equals("B"))key=portfolioTrade.BuySell+portfolioTrade.TradeDate.Date.ToShortDateString()+"-"+Utility.FormatNumber(portfolioTrade.Price,3);
+        else key=portfolioTrade.BuySell+portfolioTrade.TradeDate.Date.ToShortDateString()+"-"+Utility.FormatNumber(portfolioTrade.SellPrice,3); 
+        if(!lots.ContainsKey(key)){lots.Add(key,portfolioTrade);} 
+        else
+        {
+          PortfolioTrade tradeLot=lots[key];
+          tradeLot.Shares+=portfolioTrade.Shares;
+        }
+      }
+      PortfolioTrades combinedLots=new PortfolioTrades(lots.Values.OrderBy(x=>x.TradeDate).ToList());
+      return combinedLots;
+    }
+  }
+// *********************************************************************************************************************************************************
+  public class PortfolioTrade
+  {
+    private int tradeId=-1;
+    private String symbol;
+    private DateTime tradeDate;
+    private double shares;
+    private double price;
+    private double commission;
+    private String buySell;
+    private String account;
+    private String status;
+    private double sellPrice=double.NaN;
+    private DateTime sellDate=Utility.Epoch;
+
+    public int TradeId
+    {
+      get {return tradeId ;}
+      set { tradeId = value; ;}
+    }
+    public String Symbol
+    {
+      get { return symbol; }
+      set { symbol = value; }
+    }
+    public DateTime TradeDate
+    {
+      get { return tradeDate; }
+      set { tradeDate = value; }
+    }
+    public double Shares
+    {
+      get { return shares; }
+      set { shares = value; }
+    }
+    public double Exposure()
+    {
+      return Price*Shares;
+    }
+    public String BuySell
+    {
+      get { return buySell; }
+      set { buySell = value; }
+    }
+    public String Status
+    {
+      get { return status; }
+      set { status = value; }
+    }
+    public bool IsOpen
+    {
+      get { return status.ToUpper().Equals("OPEN"); }
+    }
+    public bool IsClosed
+    {
+      get { return !IsOpen; }
+    }
+    public String Account
+    {
+      get { return account; }
+      set{account=value;}
+    }
+    public DateTime SellDate
+    {
+      get { return sellDate; }
+      set { sellDate = value; }
+    }
+    public double SellPrice
+    {
+      get { return sellPrice;}
+      set { sellPrice = value;}
+    }
+    public double Price
+    {
+      get { return price; }
+      set { price = value; }
+    }
+    public double Commission
+    {
+      get { return commission; }
+      set { commission = value; }
+    }
+  }
+}