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