public JsonResult GetMonthBase([FromBody] Params param)
{
//Get History,Account
var account = _context.FrxAccount.SingleOrDefault(x => x.AccountId == param.AccountId);
var positions = Position.GetPositions(param.ApiUrl, param.AccountId.ToString(), param.AccessToken);
var histories = _context.FrxHistory.Where(x => x.AccountId == param.AccountId).OrderByDescending(x => x.ClosingTimestamp).ToList();
var cashflow = _context.FrxCashflow.Where(x => x.AccountId == param.AccountId);
#region Get MonthBaseData
//Get XData
var lastHistory = histories[0];
var lastHisTimestamp = lastHistory.ClosingTimestamp;
var lastHisTime = ConvertJson.StampToDateTime(lastHistory.ClosingTimestamp);
var lastHisTimeYear = lastHisTime.Year;
var lastHisTimeMonth = lastHisTime.Month;
List <XData> xDatas = new List <XData>();
var xTime = new DateTime(lastHisTimeYear, lastHisTimeMonth, 1);
//Add Months
for (int i = 0; i < 12; i++)
{
var xt = xTime.AddMonths(i - 11);
var xn = xt.Month.ToString() + "月份";
XData xData = new XData(xn, xt);
xDatas.Add(xData);
}
//Add Year,Total
var yearBeginTime = new DateTime(lastHisTimeYear, 1, 1);
var totalBeginTime = ConvertJson.StampToDateTime(account.TraderRegistrationTimestamp);
var yearXData = new XData("全年", yearBeginTime);
var totalXData = new XData("总计", totalBeginTime);
xDatas.Add(yearXData);
xDatas.Add(totalXData);
//Get MonthBaseData
List <MonthBaseData> monthBaseData = new List <MonthBaseData>();
for (int i = 0; i < 14; i++)
{
MonthBaseData mdata = new MonthBaseData();
var tempHis = new List <FrxHistory>();
long endTimestamp;
mdata.XData = xDatas[i];
if (i < 12)
{
endTimestamp = ConvertJson.DateTimeToStamp(mdata.XData.XTime.AddMonths(1));
}
else
{
endTimestamp = lastHisTimestamp + 86400000;
}
tempHis = histories.Where(x => x.ClosingTimestamp > ConvertJson.DateTimeToStamp(mdata.XData.XTime) && x.ClosingTimestamp < endTimestamp).OrderBy(y => y.ClosingTimestamp).ToList();
if (tempHis.Count() != 0)
{
var list_bsData = tempHis.GroupBy(g => new
{
g.SymbolCode
}).Select(s => new BuySellData
{
SymbolCode = s.Key.SymbolCode,
Count = s.Count(),
Lots = s.Sum(a => a.Lot),
Pips = s.Sum(a => a.Pips * a.Lot) / s.Sum(a => a.Lot),
Profit = s.Sum(a => a.NetProfit),
BuyCount = s.Where(a => a.TradeType == TradeType.Buy).Count(),
BuyLots = s.Where(a => a.TradeType == TradeType.Buy).Sum(a => a.Lot),
BuyPips = s.Where(a => a.TradeType == TradeType.Buy).Sum(a => a.Pips * a.Lot) / s.Where(a => a.TradeType == TradeType.Buy).Sum(a => a.Lot),
BuyProfit = s.Where(a => a.TradeType == TradeType.Buy).Sum(a => a.NetProfit),
BuyRate = s.Where(t => t.TradeType == TradeType.Buy).Count() == 0 ? 0
: (s.Where(t => t.TradeType == TradeType.Sell).Count() == 0 ? 1
: Math.Round(s.Where(t => t.TradeType == TradeType.Buy).Sum(a => a.Lot) / s.Sum(b => b.Lot), 4)),
SellCount = s.Where(a => a.TradeType == TradeType.Sell).Count(),
SellLots = s.Where(a => a.TradeType == TradeType.Sell).Sum(a => a.Lot),
SellPips = s.Where(a => a.TradeType == TradeType.Sell).Sum(a => a.Pips * a.Lot) / s.Where(a => a.TradeType == TradeType.Sell).Sum(a => a.Lot),
SellProfit = s.Where(a => a.TradeType == TradeType.Sell).Sum(a => a.NetProfit),
SellRate = s.Where(t => t.TradeType == TradeType.Buy).Count() == 0 ? 1
: (s.Where(t => t.TradeType == TradeType.Sell).Count() == 0 ? 0
: (1 - Math.Round(s.Where(t => t.TradeType == TradeType.Buy).Sum(a => a.Lot) / s.Sum(b => b.Lot), 4))),
WinCount = s.Where(a => a.NetProfit > 0).Count(),
WinRate = s.Where(a => a.NetProfit > 0).Count() == 0 ? 0
: (s.Where(a => a.NetProfit <= 0).Count() == 0 ? 1
: Math.Round((double)s.Where(a => a.NetProfit > 0).Count() / (double)s.Count(), 4)),
LossCount = s.Where(a => a.NetProfit <= 0).Count(),
LossRate = s.Where(a => a.NetProfit > 0).Count() == 0 ? 1
: (s.Where(a => a.NetProfit <= 0).Count() == 0 ? 0
: (1 - Math.Round((double)s.Where(a => a.NetProfit > 0).Count() / (double)s.Count(), 4))),
}).ToList();
var initBalance = tempHis.ToList()[0].Balance - tempHis.ToList()[0].NetProfit;
var net = tempHis.Select(x => x.NetProfit).Sum();
var gain = net / initBalance;
var swap = tempHis.Select(x => x.Swap).Sum();
var pips = tempHis.Select(x => x.Pips).Sum();
var lots = tempHis.Select(x => x.Lot).Sum();
mdata.BuySellData = list_bsData;
mdata.Net = Math.Round(net, 2);
mdata.Gain = Math.Round(gain, 4);
mdata.Swap = Math.Round(swap, 2);
mdata.Pips = Math.Round(pips, 2);
mdata.Lots = Math.Round(lots, 2);
monthBaseData.Add(mdata);
}
else
{
mdata.BuySellData = new List <BuySellData>();
mdata.Net = 0;
mdata.Gain = 0;
mdata.Swap = 0;
mdata.Pips = 0;
mdata.Lots = 0;
monthBaseData.Add(mdata);
}
}
#endregion
#region GetAccountInfo
var deposit = 0.00;
var withdraw = 0.00;
foreach (var c in cashflow)
{
if (c.Type == "DEPOSIT")
{
deposit += c.Delta;
}
if (c.Type == "WITHDRAW")
{
withdraw += c.Delta;
}
}
var unrnet = 0.00;
if (positions.Count != 0)
{
unrnet = (double)positions.Sum(x => x.Commission * 2 + x.Swap + x.Profit) / 100;
}
var maxbalance = histories.Select(x => x.Balance).Max();
long maxtimestamp = histories.FirstOrDefault(x => x.Balance == maxbalance).ClosingTimestamp;
var maxdrawdown = histories.Select(x => Math.Round((x.Balance - x.Equity) / x.Balance, 4)).Max();
long maxdrawtimestamp = histories.FirstOrDefault(x => Math.Round((x.Balance - x.Equity) / x.Balance, 4) == maxdrawdown).ClosingTimestamp;
var totalswap = histories.Select(x => x.Swap).Sum();
var twr = 1.00;
foreach (var m in monthBaseData)
{
if (m.XData.XName != "全年" && m.XData.XName != "总计")
{
twr = (1 + m.Gain) * twr;
}
}
long lasttradetimestamp;
if (histories.Count() > 0)
{
lasttradetimestamp = lastHisTimestamp;
}
else
{
lasttradetimestamp = account.TraderRegistrationTimestamp;
}
var accountinfo = new AccountInfo
{
Gain = Math.Round(twr - 1, 4) * 100,
AbsGain = Math.Round((account.Balance - deposit + withdraw) / deposit, 4) * 100,
MaxDraw = maxdrawdown * 100,
MaxDrawTimestamp = maxdrawtimestamp,
Deposit = deposit,
Withdraw = withdraw,
Balance = account.Balance,
Equity = account.Balance + (double)unrnet,
MaxBalance = maxbalance,
MaxBalanceTimestamp = maxtimestamp,
TotalProfit = account.Balance - deposit + withdraw,
TotalSwap = Math.Round(totalswap, 2),
LastTradeTimestamp = lasttradetimestamp,
RigistrationTimestamp = account.TraderRegistrationTimestamp
};
#endregion
return(Json(new { monthBaseData, accountinfo }));
}