static void Main(string[] args)
{
String flexFileDirectory = @"C:\Users\David\Source\Repos\ibflexreporter\";
String[] files = Directory.GetFiles(flexFileDirectory, "*.xml");
List <Trade> allTrades = new List <Trade>();
foreach (String file in files)
{
XmlSerializer serializer = new XmlSerializer(typeof(FlexQueryResponse));
StringReader reader = new StringReader(File.ReadAllText(file));
FlexQueryResponse response = (FlexQueryResponse)serializer.Deserialize(reader);
allTrades.AddRange(response.FlexStatements.FlexStatement.Trades);
}
foreach (Trade trade in allTrades)
{
TradeUtils.sanatizeSymbol(trade);
}
Console.WriteLine("Commision By Symbol");
TradeTracker t = new TradeTracker(allTrades.ToArray());
foreach (string symbol in t.getSymbols())
{
Console.WriteLine(symbol + " " + t.getCommisionBySymbol(symbol));
}
foreach (string symbol in t.getOptionSymbols())
{
Console.WriteLine("Option " + symbol + " " + t.getCommisionByOptionSymbol(symbol));
}
Console.WriteLine("Stock Trade Log");
StockTradeLog log = new StockTradeLog(allTrades.ToArray());
Console.WriteLine(log.ToString());
Console.WriteLine("Stock Position Report");
Console.WriteLine("Option Trade Log");
OptionTradeLog optLog = new OptionTradeLog(allTrades.ToArray());
Console.WriteLine(optLog.ToString());
Console.WriteLine("Option Position Report");
OptionReport optReport = new OptionReport(optLog);
Console.WriteLine(optReport.ToString());
}
public OptionReport(OptionTradeLog log)
{
contractItems = new Dictionary <string, OptionReportItem>();
underlyingItems = new Dictionary <string, OptionReportItem>();
foreach (OptionTradeLog.OptionTradeItem trade in log)
{
OptionReportItem contractItem;
OptionReportItem underlyingItem;
if (contractItems.ContainsKey(trade.contract))
{
contractItem = contractItems[trade.contract];
}
else
{
contractItem = new OptionReportItem();
contractItem.contractsOutstanding = 0;
contractItem.commision = 0;
contractItem.realized = 0;
}
contractItem.contractsOutstanding += trade.contractCount;
contractItem.commision += trade.commision;
contractItem.realized += trade.price * trade.contractCount * 100 * -1;
contractItems[trade.contract] = contractItem;
if (underlyingItems.ContainsKey(trade.symbol))
{
underlyingItem = underlyingItems[trade.symbol];
underlyingItem.contractsOutstanding += trade.contractCount;
underlyingItem.commision += trade.commision;
underlyingItem.realized += trade.price * trade.contractCount * 100 * -1;
}
else
{
underlyingItem = contractItem;
}
underlyingItems[trade.symbol] = underlyingItem;
}
}