public List <RiskReturn> GetRiskReturn(int year, string[] symbols)
{
var result = new List <RiskReturn>();
var stocks = new StockModel().GetSP500List();
foreach (string symbol in symbols)
{
var company_name = stocks.Where(t => t.symbol == symbol).First().company_name;
var stock_prices = new StockModel().GetStockPrices(symbol, year);
double last, first, ret = 0, risk = 0, nav = 0;
if (stock_prices.Count() > 0)
{
last = (double)stock_prices.Where(p => p.symbol == symbol).OrderBy(p => p.date).Last().close;
first = (double)stock_prices.Where(p => p.symbol == symbol).OrderBy(p => p.date).First().close;
ret = (last - first) / first;
risk = CalculateRisk(stock_prices.Where(p => p.symbol == symbol).Select(p => (double)p.close).ToList());
nav = (double)stock_prices.Where(p => p.symbol == symbol).OrderBy(p => p.date).Last().volume;
}
result.Add(new RiskReturn()
{
symbol = symbol, company_name = company_name, ret = ret, risk = risk, nav = nav
});
}
return(result);
}
public List <TreeMapElement> GetTreeMap()
{
var treemap = new List <TreeMapElement>();
var stocks = new StockModel().GetSP500List();
//level 0
//add root
treemap.Add(new TreeMapElement()
{
name = "S&P500", parent = null, volume = 0, change = 0
});
//level 1
//add sectors
var sectors = stocks.Select(s => s.sector).Distinct().ToList();
sectors.ForEach(s =>
treemap.Add(new TreeMapElement()
{
name = s, parent = "S&P500", volume = 0, change = 0
}));
//level 2
//add sub industries
var sub_industries = stocks.Select(s => s.sub_industry).Distinct().ToList();
foreach (string sub in sub_industries)
{
var temp = stocks.Where(s => s.sub_industry == sub).FirstOrDefault();
treemap.Add(new TreeMapElement()
{
name = sub,
parent = temp == null ? null : temp.sector,
volume = 0,
change = 0
});
}
//level 3
//add stocks
var stock_prices = new StockModel().GetLatestStockPrices();
var symbols = stock_prices.Select(s => s.symbol).Distinct();
foreach (var s in symbols)
{
var stock_price = stock_prices.Where(p => p.symbol == s).First();
var stock = stocks.Where(t => t.symbol == s).First();
treemap.Add(new TreeMapElement()
{
name = stock.symbol,
parent = stock.sub_industry,
volume = (decimal)(stock_price.volume * stock_price.close),
change = (decimal)stock_price.diff * 100 / stock_price.close,
company_name = stock.company_name
});
}
return(treemap);
}