private static DateTime Aux_GetRoundDate(this DateTime dt, TenorUnit tu)
{
int nb_units = dt.GetNumberOfUnit(tu);
switch (tu)
{
case TenorUnit.Hour:
case TenorUnit.Min:
case TenorUnit.Sec:
break;
case TenorUnit.Month:
case TenorUnit.Day:
nb_units -= 1;
break;
case TenorUnit.Year:
case TenorUnit.None:
nb_units = 0;
break;
}
dt = dt.AddTenor(new Tenor(-nb_units, tu));
TenorUnit tuN = tu.GetLowerUnit(skipWeek: true);
if (tuN == TenorUnit.None)
{
return(dt);
}
else
{
return(dt.Aux_GetRoundDate(tuN));
}
}
public static DateTime AddTenor(this DateTime dt, Tenor tnr, bool isRounded = false)
{
if (!isRounded)
{
return(dt.AddTenor(tnr));
}
else
{
DateTime dt2 = dt.GetRoundDate(tnr.Unit);
return(dt2.AddTenor(tnr));
}
}
public void GetOnGoingPnLs(bool extra = false)
{
DateTime dateBefore = FXMH.LastRealDate_NoLive;
var dataRef = GetAllocationToTable(dateBefore);
double refPnL = dataRef["Total"].TotalPnLWithFees;
this.PublishDebug($"PnL Report - {dateBefore}");
DateTime dateYear = dateBefore.GetRoundDate(TenorUnit.Year);
var dataYear = GetAllocationToTable(dateYear);
this.PublishInfo($"{dateYear} - Ongoing Year PnL: {Math.Round(refPnL - dataYear["Total"].TotalPnLWithFees, 2)} {Fiat.ToFullName()}");
DateTime dateMonth = dateBefore.GetRoundDate(TenorUnit.Month);
var dataMonth = GetAllocationToTable(dateMonth);
this.PublishInfo($"{dateMonth} - Ongoing Month PnL: {Math.Round(refPnL - dataMonth["Total"].TotalPnLWithFees, 2)} {Fiat.ToFullName()}");
DateTime dateWeek = dateBefore.GetRoundDate(TenorUnit.Week);
var dataWeek = GetAllocationToTable(dateWeek);
this.PublishInfo($"{dateWeek} - Ongoing Week PnL: {Math.Round(refPnL - dataWeek["Total"].TotalPnLWithFees, 2)} {Fiat.ToFullName()}");
DateTime dateDay = dateBefore.GetRoundDate(TenorUnit.Day);
var dataDay = GetAllocationToTable(dateDay);
this.PublishInfo($"{dateDay} - Ongoing Day PnL: {Math.Round(refPnL - dataDay["Total"].TotalPnLWithFees, 2)} {Fiat.ToFullName()}");
DateTime date30D = dateBefore.AddTenor(new Tenor("-30D"), isRounded: true);
var data30D = GetAllocationToTable(date30D);
this.PublishInfo($"{date30D} - 30 Days PnL: {Math.Round(refPnL - data30D["Total"].TotalPnLWithFees, 2)} {Fiat.ToFullName()}");
if (extra)
{
for (int i = 1; i < 30; i++)
{
DateTime date_i = dateBefore.AddTenor(new Tenor($"-{i}W"), isRounded: true);
var data_i = GetAllocationToTable(date_i);
this.PublishInfo($"{date_i} - {i} Weeks PnL: {Math.Round(refPnL - data_i["Total"].TotalPnLWithFees, 2)} {Fiat.ToFullName()}");
}
}
}
public static DateTime AddTenor(this DateTime dt, string tnrString, bool isRounded = false)
{
return(dt.AddTenor(new Tenor(tnrString), isRounded));
}