public static double GetLossOfInstrumentByTimelineId(int timelineId, List <TradeRecord> trades, string instrumentName)
{
if (trades.Count > 0)
{
var startDate = new DateTime();
var endDate = new DateTime();
if (timelineId == (int)TimeLineEnum.Overall) //timelineid= 45
{
startDate = Dates.SecondsToDate(trades[0].OpenTime).Date;
}
else
{
startDate = Dates.GetStartDateByTimeLineID(timelineId, DateTime.Today.AddDays(-1).Date);
}
if (Timelines.timelinesTillToday.Contains(timelineId))
{
endDate = DateTime.Today.AddDays(-1).Date;
}
else
{
endDate = Dates.GetEndDateByTimeLineID(timelineId, startDate);
}
var startSeconds = (uint)(Int32)(startDate.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
var endSeconds = (uint)(Int32)(endDate.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
var loss = trades.Where(x => x.OpenTime >= startSeconds && x.OpenTime < endSeconds && (x.Cmd == TradeCommand.Buy || x.Cmd == TradeCommand.Sell) &&
x.Symbol == instrumentName && x.Profit < 0).Sum(x => x.Profit);
return(loss);
}
else
{
return(0);
}
}
public static double GetWithdrawnByTimeline(int timelineId, DailyEquity dailyEquity, List <TradeRecord> trades)
{
if (trades.Count > 0)
{
var startDate = new DateTime();
var endDate = new DateTime();
if (timelineId == (int)TimeLineEnum.Overall) //timelineid= 45
{
startDate = Dates.SecondsToDate(trades[0].OpenTime).Date;
}
else
{
startDate = Dates.GetStartDateByTimeLineID(timelineId, DateTime.Today.AddDays(-1).Date);
}
if (Timelines.timelinesTillToday.Contains(timelineId))
{
endDate = DateTime.Today.AddDays(-1).Date;
}
else
{
endDate = Dates.GetEndDateByTimeLineID(timelineId, startDate);
}
var startSeconds = (uint)(Int32)(startDate.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
var endSeconds = (uint)(Int32)(endDate.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
var withdrawn = trades.Where(x => (x.OpenTime >= startSeconds && x.OpenTime < endSeconds) && (x.Cmd == TradeCommand.Balance || x.Cmd == TradeCommand.Credit) && x.Profit < 0).Sum(x => x.Profit);
return(withdrawn);
}
else
{
return(0);
}
}
public static string CalculateWorstPLForTimeline(int timelineId, List <TradeRecord> trades)
{
if (trades.Count > 0)
{
var startDate = new DateTime();
var endDate = new DateTime();
if (timelineId == (int)TimeLineEnum.Overall) //timelineid= 45
{
startDate = Dates.SecondsToDate(trades[0].OpenTime).Date;
}
else
{
startDate = Dates.GetStartDateByTimeLineID(timelineId, DateTime.Today.AddDays(-1).Date);
}
if (Timelines.timelinesTillToday.Contains(timelineId))
{
endDate = DateTime.Today.AddDays(-1).Date;
}
else
{
endDate = Dates.GetEndDateByTimeLineID(timelineId, startDate);
}
var startSeconds = (uint)(Int32)(startDate.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
var endSeconds = (uint)(Int32)(endDate.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
var worstBuyTrades = trades.Where(x => (x.OpenTime >= startSeconds && x.OpenTime < endSeconds) && x.Cmd == TradeCommand.Buy).OrderBy(x => x.Profit).FirstOrDefault();
var worstSellTrades = trades.Where(x => (x.OpenTime >= startSeconds && x.OpenTime < endSeconds) && x.Cmd == TradeCommand.Sell).OrderBy(x => x.Profit).FirstOrDefault();
if (worstBuyTrades == null && worstSellTrades == null)
{
return("0");
}
else if (worstBuyTrades == null && worstSellTrades != null)
{
return(Math.Round(worstSellTrades.Profit, 2).ToString());
}
else if (worstBuyTrades != null && worstSellTrades == null)
{
return(Math.Round(worstBuyTrades.Profit, 2).ToString());
}
else
{
return(worstBuyTrades.Profit > worstSellTrades.Profit ? Math.Round(worstSellTrades.Profit, 2).ToString() : Math.Round(worstBuyTrades.Profit, 2).ToString());
}
}
else
{
return("0");
}
}
public static double CalculateWINForTimeline(int timelineId, List <TradeRecord> trades)
{
if (trades.Count > 0)
{
var startDate = new DateTime();
var endDate = new DateTime();
if (timelineId == (int)TimeLineEnum.Overall) //timelineid= 45
{
startDate = Dates.SecondsToDate(trades[0].OpenTime).Date;
}
else
{
startDate = Dates.GetStartDateByTimeLineID(timelineId, DateTime.Today.AddDays(-1).Date);
}
if (Timelines.timelinesTillToday.Contains(timelineId))
{
endDate = DateTime.Today.AddDays(-1).Date;
}
else
{
endDate = Dates.GetEndDateByTimeLineID(timelineId, startDate);
}
var startSeconds = (uint)(Int32)(startDate.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
var endSeconds = (uint)(Int32)(endDate.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
var buyTrades = trades.Where(x => (x.OpenTime >= startSeconds && x.OpenTime < endSeconds) && x.Cmd == TradeCommand.Buy).Count();
var sellTrades = trades.Where(x => (x.OpenTime >= startSeconds && x.OpenTime < endSeconds) && x.Cmd == TradeCommand.Sell).Count();
var positiveBuyTrades = trades.Where(x => (x.OpenTime >= startSeconds && x.OpenTime < endSeconds) && x.Cmd == TradeCommand.Buy && x.Profit > 0).Count();
var positiveSellTrades = trades.Where(x => (x.OpenTime >= startSeconds && x.OpenTime < endSeconds) && x.Cmd == TradeCommand.Sell && x.Profit > 0).Count();
var winRate = new double();
if (buyTrades == 0 && sellTrades == 0)
{
winRate = 0;
}
else
{
winRate = Math.Round((Convert.ToDouble(positiveSellTrades + positiveBuyTrades) / Convert.ToDouble(buyTrades + sellTrades)) * 100, 2);
}
return(winRate);
}
else
{
return(0);
}
}
public static double CalculateAvgTradesForTimeline(int timelineId, List <TradeRecord> trades)
{
if (trades.Count > 0)
{
var startDate = new DateTime();
var endDate = new DateTime();
if (timelineId == (int)TimeLineEnum.Overall) //timelineid= 45
{
startDate = Dates.SecondsToDate(trades[0].OpenTime).Date;
}
else
{
startDate = Dates.GetStartDateByTimeLineID(timelineId, DateTime.Today.AddDays(-1).Date);
}
if (Timelines.timelinesTillToday.Contains(timelineId))
{
endDate = DateTime.Today.AddDays(-1).Date;
}
else
{
endDate = Dates.GetEndDateByTimeLineID(timelineId, startDate);
}
var startSeconds = (uint)(Int32)(startDate.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
var endSeconds = (uint)(Int32)(endDate.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
var buyTrades = trades.Where(x => (x.OpenTime >= startSeconds && x.OpenTime < endSeconds) && x.Cmd == TradeCommand.Buy).Count();
var sellTrades = trades.Where(x => (x.OpenTime >= startSeconds && x.OpenTime < endSeconds) && x.Cmd == TradeCommand.Sell).Count();
var numberOfDays = (endDate - startDate).TotalDays;
var avgTrades = Math.Round(((buyTrades + sellTrades) / numberOfDays), 2);
return(avgTrades);
}
else
{
return(0);
}
}
public static double GetStartingBalanceByTimeline(int timelineId, DailyEquity dailyEquity, List <TradeRecord> trades)
{
if (dailyEquity != null && dailyEquity.EquityByDate.Count > 0)
{
var startDate = new DateTime();
var endDate = new DateTime();
if (timelineId == (int)TimeLineEnum.Overall) //timelineid= 45
{
startDate = Dates.SecondsToDate(trades[0].OpenTime).Date;
}
else
{
startDate = Dates.GetStartDateByTimeLineID(timelineId, DateTime.Today.AddDays(-1).Date);
}
var startingBalance = dailyEquity.EquityByDate.Where(x => x.date == startDate.ToString()).Select(x => x.Equity).FirstOrDefault();
return(startingBalance);
}
else
{
return(0);
}
}