static void Main(string[] args)
{
using (var db = new PortfolioContext())
{
//CreateAndPopulateTables(db);
//UpdateMinuteReturnTables(db);
//UpdateHourlyReturnTables(db);
//UpdateDailyReturnTables(db);
//UpdatePortfolioPriceRecords(db);
//UpdatePortfolioMinuteReturnTables(db);
//UpdatePortfolioHourlyReturnTables(db);
//UpdatePortfolioDailyReturnTables(db);
}
}
static void UpdateMinuteReturnTables(PortfolioContext db)
{
foreach (var stock in db.Stocks)
{
List <StockPriceRecord> priceRecords = db.PriceRecords.Where(pr => pr.StockId == stock.StockId).OrderBy(pr => pr.Datetime).ToList();
IEnumerable <StockMinuteReturn> mr =
priceRecords.Select((pr, index) => new StockMinuteReturn()
{
DateTime = pr.Datetime,
StockId = pr.StockId,
Return = index > 0 ? pr.Price - priceRecords[index - 1].Price : 0
});
db.MinuteReturns.AddRange(mr);
}
db.SaveChanges();
}
static void UpdatePortfolioMinuteReturnTables(PortfolioContext db)
{
foreach (var portfolio in db.Portfolios)
{
List <PortfolioPriceRecord> priceRecords = db.PortfolioPriceRecords
.Where(pr => pr.PortfolioId == portfolio.PortfolioId)
.OrderBy(pr => pr.Datetime).ToList();
IEnumerable <PortfolioMinuteReturn> mr =
priceRecords.Select((pr, index) => new PortfolioMinuteReturn()
{
DateTime = pr.Datetime,
PortfolioId = pr.PortfolioId,
Return = index > 0 ? pr.Price - priceRecords[index - 1].Price : 0
});
db.PortfolioMinuteReturns.AddRange(mr);
}
db.SaveChanges();
}
static void UpdatePortfolioPriceRecords(PortfolioContext db)
{
//Dictionary by StockId and Datetime to price
var priceRecords = db.PriceRecords.ToLookup(pr => new Tuple <int, DateTime>(pr.StockId, pr.Datetime), pr => pr.Price);
List <DateTime> pricingDates = db.PriceRecords.Select(pr => pr.Datetime).Distinct().ToList();
foreach (var portfolio in db.Portfolios)
{
Dictionary <int, int> portfolioAllocations =
db.PortfolioAllocations
.Where(pa => pa.PortfolioId == portfolio.PortfolioId)
.ToDictionary(pa => pa.StockId, pa => pa.Qty);
List <PortfolioPriceRecord> prdb = new List <PortfolioPriceRecord>();
foreach (var date in pricingDates)
{
double pricingSum = 0;
foreach (var stockid in portfolioAllocations.Keys)
{
pricingSum +=
portfolioAllocations[stockid]
* priceRecords[new Tuple <int, DateTime>(stockid, date)].FirstOrDefault();
}
prdb.Add(new PortfolioPriceRecord()
{
Datetime = date,
PortfolioId = portfolio.PortfolioId,
Price = pricingSum
});
}
db.PortfolioPriceRecords.AddRange(prdb);
}
db.SaveChanges();
}
private static void CreateAndPopulateTables(PortfolioContext db)
{
//initialize stock
Stock aaplStock = new Stock
{
StockId = 1,
Name = "AAPL",
LatestPrice = 209.0600d
};
Stock amznStock = new Stock
{
StockId = 2,
Name = "AMZN",
LatestPrice = 1847.6801d
};
Stock cmcsaStock = new Stock
{
StockId = 3,
Name = "CMCSA",
LatestPrice = 35.3100d
};
Stock cscoStock = new Stock
{
StockId = 4,
Name = "CSCO",
LatestPrice = 43.2900d
};
Stock intcStock = new Stock
{
StockId = 5,
Name = "INTC",
LatestPrice = 49.2900d
};
Stock msftStock = new Stock
{
StockId = 6,
Name = "MSFT",
LatestPrice = 108.1300d
};
Stock nvdaStock = new Stock
{
StockId = 7,
Name = "NVDA",
LatestPrice = 254.0900d
};
Stock shpgStock = new Stock
{
StockId = 8,
Name = "SHPG",
LatestPrice = 173.3000d
};
db.Stocks.AddRange(
aaplStock,
amznStock,
cmcsaStock,
cscoStock,
intcStock,
msftStock,
nvdaStock,
shpgStock);
//initialize portfolio
Portfolio pchangPortfolio = new Portfolio
{
PortfolioId = 1,
Owner = "pchang"
};
Portfolio demoPortfolio = new Portfolio
{
PortfolioId = 2,
Owner = "demo"
};
db.Portfolios.AddRange(pchangPortfolio,
demoPortfolio
);
//initialize portfolio allocation
//initialize pchang portfolio
PortfolioAllocation pchangAapl = new PortfolioAllocation
{
Id = 1,
PortfolioId = 1,
StockId = 1,
Qty = 1
};
PortfolioAllocation pchangAmzn = new PortfolioAllocation
{
Id = 2,
PortfolioId = 1,
StockId = 2,
Qty = 1
};
PortfolioAllocation pchangCmcsa = new PortfolioAllocation
{
Id = 3,
PortfolioId = 1,
StockId = 3,
Qty = 1
};
PortfolioAllocation pchangCsco = new PortfolioAllocation
{
Id = 4,
PortfolioId = 1,
StockId = 4,
Qty = 1
};
//initialize demo portfolio
PortfolioAllocation demoIntc = new PortfolioAllocation
{
Id = 5,
PortfolioId = 2,
StockId = 5,
Qty = 1
};
PortfolioAllocation demoMsft = new PortfolioAllocation
{
Id = 6,
PortfolioId = 2,
StockId = 6,
Qty = 1
};
PortfolioAllocation demoNvda = new PortfolioAllocation
{
Id = 7,
PortfolioId = 2,
StockId = 7,
Qty = 1
};
PortfolioAllocation demoShpg = new PortfolioAllocation
{
Id = 8,
PortfolioId = 2,
StockId = 8,
Qty = 1
};
db.PortfolioAllocations.AddRange(
pchangAapl,
pchangAmzn,
pchangCmcsa,
pchangCsco,
demoIntc,
demoMsft,
demoNvda,
demoShpg
);
//initialize aapl price records
StockPriceRecord aaplRecord1 = new StockPriceRecord
{
Id = 1,
StockId = 1,
Datetime = new DateTime(2018, 08, 04, 16, 0, 0),
Price = 209.06
};
StockPriceRecord aaplRecord2 = new StockPriceRecord
{
Id = 2,
StockId = 1,
Datetime = new DateTime(2018, 08, 04, 15, 55, 0),
Price = 209.06
};
StockPriceRecord aaplRecord3 = new StockPriceRecord
{
Id = 3,
StockId = 1,
Datetime = new DateTime(2018, 08, 04, 15, 50, 0),
Price = 209.06
};
StockPriceRecord aaplRecord4 = new StockPriceRecord
{
Id = 4,
StockId = 1,
Datetime = new DateTime(2018, 08, 04, 15, 45, 0),
Price = 209.06
};
StockPriceRecord aaplRecord5 = new StockPriceRecord
{
Id = 5,
StockId = 1,
Datetime = new DateTime(2018, 08, 04, 15, 40, 0),
Price = 209.06
};
//initialize amzn price records
StockPriceRecord amznRecord1 = new StockPriceRecord
{
Id = 6,
StockId = 2,
Datetime = new DateTime(2018, 08, 04, 16, 0, 0),
Price = 1847.6801
};
StockPriceRecord amznRecord2 = new StockPriceRecord
{
Id = 7,
StockId = 2,
Datetime = new DateTime(2018, 08, 04, 15, 55, 0),
Price = 1845.87
};
StockPriceRecord amznRecord3 = new StockPriceRecord
{
Id = 8,
StockId = 2,
Datetime = new DateTime(2018, 08, 04, 15, 50, 0),
Price = 1845.65
};
StockPriceRecord amznRecord4 = new StockPriceRecord
{
Id = 9,
StockId = 2,
Datetime = new DateTime(2018, 08, 04, 15, 45, 0),
Price = 1846.17
};
StockPriceRecord amznRecord5 = new StockPriceRecord
{
Id = 10,
StockId = 2,
Datetime = new DateTime(2018, 08, 04, 15, 40, 0),
Price = 1845.46
};
//initialize cmcsa price records
StockPriceRecord cmcsaRecord1 = new StockPriceRecord
{
Id = 11,
StockId = 3,
Datetime = new DateTime(2018, 08, 04, 16, 0, 0),
Price = 35.31
};
StockPriceRecord cmcsaRecord2 = new StockPriceRecord
{
Id = 12,
StockId = 3,
Datetime = new DateTime(2018, 08, 04, 15, 55, 0),
Price = 35.3
};
StockPriceRecord cmcsaRecord3 = new StockPriceRecord
{
Id = 13,
StockId = 3,
Datetime = new DateTime(2018, 08, 04, 15, 50, 0),
Price = 35.34
};
StockPriceRecord cmcsaRecord4 = new StockPriceRecord
{
Id = 14,
StockId = 3,
Datetime = new DateTime(2018, 08, 04, 15, 45, 0),
Price = 35.365
};
StockPriceRecord cmcsaRecord5 = new StockPriceRecord
{
Id = 15,
StockId = 3,
Datetime = new DateTime(2018, 08, 04, 15, 40, 0),
Price = 35.355
};
//initialize csco price records
StockPriceRecord cscoRecord1 = new StockPriceRecord
{
Id = 16,
StockId = 4,
Datetime = new DateTime(2018, 08, 04, 16, 0, 0),
Price = 43.29
};
StockPriceRecord cscoRecord2 = new StockPriceRecord
{
Id = 17,
StockId = 4,
Datetime = new DateTime(2018, 08, 04, 15, 55, 0),
Price = 43.27
};
StockPriceRecord cscoRecord3 = new StockPriceRecord
{
Id = 18,
StockId = 4,
Datetime = new DateTime(2018, 08, 04, 15, 50, 0),
Price = 43.305
};
StockPriceRecord cscoRecord4 = new StockPriceRecord
{
Id = 19,
StockId = 4,
Datetime = new DateTime(2018, 08, 04, 15, 45, 0),
Price = 43.3213
};
StockPriceRecord cscoRecord5 = new StockPriceRecord
{
Id = 20,
StockId = 4,
Datetime = new DateTime(2018, 08, 04, 15, 40, 0),
Price = 43.365
};
//initialize intc price records
StockPriceRecord intcRecord1 = new StockPriceRecord
{
Id = 21,
StockId = 5,
Datetime = new DateTime(2018, 08, 04, 16, 0, 0),
Price = 49.29
};
StockPriceRecord intcRecord2 = new StockPriceRecord
{
Id = 22,
StockId = 5,
Datetime = new DateTime(2018, 08, 04, 15, 55, 0),
Price = 49.24
};
StockPriceRecord intcRecord3 = new StockPriceRecord
{
Id = 23,
StockId = 5,
Datetime = new DateTime(2018, 08, 04, 15, 50, 0),
Price = 49.22
};
StockPriceRecord intcRecord4 = new StockPriceRecord
{
Id = 24,
StockId = 5,
Datetime = new DateTime(2018, 08, 04, 15, 45, 0),
Price = 49.22
};
StockPriceRecord intcRecord5 = new StockPriceRecord
{
Id = 25,
StockId = 5,
Datetime = new DateTime(2018, 08, 04, 15, 40, 0),
Price = 49.2123
};
//initialize msft price records
StockPriceRecord msftRecord1 = new StockPriceRecord
{
Id = 26,
StockId = 6,
Datetime = new DateTime(2018, 08, 04, 16, 0, 0),
Price = 108.13
};
StockPriceRecord msftRecord2 = new StockPriceRecord
{
Id = 27,
StockId = 6,
Datetime = new DateTime(2018, 08, 04, 15, 55, 0),
Price = 108.05
};
StockPriceRecord msftRecord3 = new StockPriceRecord
{
Id = 28,
StockId = 6,
Datetime = new DateTime(2018, 08, 04, 15, 50, 0),
Price = 108.09
};
StockPriceRecord msftRecord4 = new StockPriceRecord
{
Id = 29,
StockId = 6,
Datetime = new DateTime(2018, 08, 04, 15, 45, 0),
Price = 108.095
};
StockPriceRecord msftRecord5 = new StockPriceRecord
{
Id = 30,
StockId = 6,
Datetime = new DateTime(2018, 08, 04, 15, 40, 0),
Price = 108.05
};
//initialize nvda price records
StockPriceRecord nvdaRecord1 = new StockPriceRecord
{
Id = 31,
StockId = 7,
Datetime = new DateTime(2018, 08, 04, 16, 0, 0),
Price = 254.09
};
StockPriceRecord nvdaRecord2 = new StockPriceRecord
{
Id = 32,
StockId = 7,
Datetime = new DateTime(2018, 08, 04, 15, 55, 0),
Price = 253.99
};
StockPriceRecord nvdaRecord3 = new StockPriceRecord
{
Id = 33,
StockId = 7,
Datetime = new DateTime(2018, 08, 04, 15, 50, 0),
Price = 253.83
};
StockPriceRecord nvdaRecord4 = new StockPriceRecord
{
Id = 34,
StockId = 7,
Datetime = new DateTime(2018, 08, 04, 15, 45, 0),
Price = 253.82
};
StockPriceRecord nvdaRecord5 = new StockPriceRecord
{
Id = 35,
StockId = 7,
Datetime = new DateTime(2018, 08, 04, 15, 40, 0),
Price = 254
};
//initialize shpg price records
StockPriceRecord shpgRecord1 = new StockPriceRecord
{
Id = 36,
StockId = 8,
Datetime = new DateTime(2018, 08, 04, 16, 0, 0),
Price = 173.3
};
StockPriceRecord shpgRecord2 = new StockPriceRecord
{
Id = 37,
StockId = 8,
Datetime = new DateTime(2018, 08, 04, 15, 55, 0),
Price = 173.16
};
StockPriceRecord shpgRecord3 = new StockPriceRecord
{
Id = 38,
StockId = 8,
Datetime = new DateTime(2018, 08, 04, 15, 50, 0),
Price = 173.055
};
StockPriceRecord shpgRecord4 = new StockPriceRecord
{
Id = 39,
StockId = 8,
Datetime = new DateTime(2018, 08, 04, 15, 45, 0),
Price = 173.03
};
StockPriceRecord shpgRecord5 = new StockPriceRecord
{
Id = 40,
StockId = 8,
Datetime = new DateTime(2018, 08, 04, 15, 40, 0),
Price = 172.96
};
db.PriceRecords.AddRange(
aaplRecord1,
aaplRecord2,
aaplRecord3,
aaplRecord4,
aaplRecord5,
amznRecord1,
amznRecord2,
amznRecord3,
amznRecord4,
amznRecord5,
cmcsaRecord1,
cmcsaRecord2,
cmcsaRecord3,
cmcsaRecord4,
cmcsaRecord5,
cscoRecord1,
cscoRecord2,
cscoRecord3,
cscoRecord4,
cscoRecord5,
intcRecord1,
intcRecord2,
intcRecord3,
intcRecord4,
intcRecord5,
msftRecord1,
msftRecord2,
msftRecord3,
msftRecord4,
msftRecord5,
nvdaRecord1,
nvdaRecord2,
nvdaRecord3,
nvdaRecord4,
nvdaRecord5,
shpgRecord1,
shpgRecord2,
shpgRecord3,
shpgRecord4,
shpgRecord5
);
db.SaveChanges();
}