public IActionResult Dashboard()
{
string investmentDataRetrieved = HttpContext.Session.GetString("InvestmentDataRetrieved");
if (string.IsNullOrEmpty(investmentDataRetrieved))
{
IAvapiConnection connection = AvapiConnection.Instance;
connection.Connect("BXGO930UI9P053HT");
string stockDataRetrieved = HttpContext.Session.GetString("StockDataRetrieved");
if (string.IsNullOrEmpty(stockDataRetrieved))
{
RetrieveStockData(connection);
}
string cryptoDataRetrieved = HttpContext.Session.GetString("CryptoDataRetrieved");
if (string.IsNullOrEmpty(cryptoDataRetrieved))
{
RetrieveCryptoData(connection);
}
HttpContext.Session.SetString("InvestmentDataRetrieved", "true");
}
return(View());
}
private void RetrieveStockData(IAvapiConnection connection)
{
Int_TIME_SERIES_DAILY time_series_daily = connection.GetQueryObject_TIME_SERIES_DAILY();
List <Stock> stocks = _stockRepo.Stocks.ToList();
foreach (var stock in stocks)
{
try
{
IAvapiResponse_TIME_SERIES_DAILY time_series_dailyResponse = time_series_daily.Query(
stock.Ticker,
Const_TIME_SERIES_DAILY.TIME_SERIES_DAILY_outputsize.compact
);
Dictionary <DateTime, double> stockData = new Dictionary <DateTime, double>();
foreach (var d in time_series_dailyResponse.Data.TimeSeries)
{
stockData.Add(Convert.ToDateTime(d.DateTime), Convert.ToDouble(d.open ?? d.close));
}
string stockDataString = JsonConvert.SerializeObject(stockData);
HttpContext.Session.SetString(stock.Ticker, stockDataString);
}
catch (Exception e)
{
}
}
HttpContext.Session.SetString("StockDataRetrieved", "true");
}
public Ativo CotarPrecoAtivo(string ativoString)
{
var config = System.Configuration.ConfigurationManager.AppSettings;
string apiKey = config.Get("apikeyAV");
// Creating the connection object
IAvapiConnection connection = AvapiConnection.Instance;
// Set up the connection and pass the API_KEY provided by alphavantage.co
connection.Connect(apiKey);
// Get the TIME_SERIES_DAILY query object
Int_TIME_SERIES_DAILY time_series_daily =
connection.GetQueryObject_TIME_SERIES_DAILY();
ativoString += ".SA";
// Perform the TIME_SERIES_DAILY request and get the result
IAvapiResponse_TIME_SERIES_DAILY time_series_dailyResponse =
time_series_daily.Query(
ativoString, //Work SA prices
Const_TIME_SERIES_DAILY.TIME_SERIES_DAILY_outputsize.compact);
var ativo = MapeamentoServico.MapearParaAtivo(time_series_dailyResponse.Data.MetaData);
var cotacoes = MapeamentoServico.MapearParaCotacoes(time_series_dailyResponse.Data.TimeSeries);
ativo.Cotacoes = cotacoes;
return(ativo);
}
private void RetrieveCryptoData(IAvapiConnection connection)
{
Int_DIGITAL_CURRENCY_DAILY time_series_daily = connection.GetQueryObject_DIGITAL_CURRENCY_DAILY();
List <CryptoCurrency> stocks = _cryptoRepo.CryptoCurrencies.ToList();
foreach (var stock in stocks)
{
try
{
IAvapiResponse_DIGITAL_CURRENCY_DAILY time_series_dailyResponse = time_series_daily.QueryPrimitive(
stock.Ticker,
"USD"
);
Dictionary <DateTime, double> stockData = new Dictionary <DateTime, double>();
foreach (var d in time_series_dailyResponse.Data.TimeSeries)
{
stockData.Add(Convert.ToDateTime(d.DateTime), Convert.ToDouble(d.OpenUSD ?? d.CloseUSD));
}
string stockDataString = JsonConvert.SerializeObject(stockData);
HttpContext.Session.SetString(stock.Ticker, stockDataString);
}
catch (Exception e)
{
}
}
HttpContext.Session.SetString("CryptoDataRetrieved", "true");
}
public IViewComponentResult Invoke()
{
double netWorth = _saveRepo.Accounts.Sum(x => x.Amount);
netWorth -= _payRepo.PaymentMethods.Where(x => x.IsCredit).Sum(x => x.CreditBalance.Amount);
IAvapiConnection connection = AvapiConnection.Instance;
connection.Connect("BXGO930UI9P053HT");
Int_TIME_SERIES_DAILY time_series_daily = connection.GetQueryObject_TIME_SERIES_DAILY();
List<Share> shares = _sharesRepo.Shares.ToList();
List<Stock> stocks = _stockRepo.Stocks.ToList();
try
{
foreach (var stock in stocks)
{
Dictionary<DateTime, double> stockData =
JsonConvert.DeserializeObject<Dictionary<DateTime, double>>(HttpContext.Session.GetString(stock.Ticker));
var sData = stockData.First();
List<Share> listOfShares = shares.Where(e => e.StockID == stock.ID).ToList();
int totalShares = listOfShares.Select(e => e.NumOfShares).Sum();
netWorth += Convert.ToDouble(sData.Value) * (double)totalShares;
}
}
catch(Exception e)
{
}
Int_DIGITAL_CURRENCY_DAILY crypto_series_daily = connection.GetQueryObject_DIGITAL_CURRENCY_DAILY();
List<CryptoCurrency> cryptos = _cryptoRepo.CryptoCurrencies.ToList();
List<Coin> coins = _coinRepo.Coins.ToList();
try
{
foreach (var crypto in cryptos)
{
Dictionary<DateTime, double> cryptoData =
JsonConvert.DeserializeObject<Dictionary<DateTime, double>>(HttpContext.Session.GetString(crypto.Ticker));
var sData = cryptoData.First();
List<Coin> coinList = coins.Where(e => e.CryptoCurrencyID == crypto.ID).ToList();
decimal totalCoins = coinList.Select(e => e.NumOfCoins).Sum();
netWorth += Convert.ToDouble(sData.Value) * (double)totalCoins;
}
}
catch (Exception e)
{
}
netWorth = Math.Round(netWorth);
return View(netWorth);
}
public void ConnectAlphaVantageApi()
{
// Creating the connection object
this.connection = AvapiConnection.Instance;
// Set up the connection and pass the API_KEY provided by alphavantage.co
this.connection.Connect(apiKey);
}
public IActionResult EditStock(StockFormViewModel model)
{
if (ModelState.IsValid)
{
Boolean shouldAddToSession = model.Stock.ID == 0;
_stockRepo.Save(model.Stock);
TempData["message"] = $"{model.Stock.Company} has been saved";
if (shouldAddToSession)
{
IAvapiConnection connection = AvapiConnection.Instance;
connection.Connect("BXGO930UI9P053HT");
Int_TIME_SERIES_DAILY time_series_daily = connection.GetQueryObject_TIME_SERIES_DAILY();
try
{
IAvapiResponse_TIME_SERIES_DAILY time_series_dailyResponse = time_series_daily.Query(
model.Stock.Ticker,
Const_TIME_SERIES_DAILY.TIME_SERIES_DAILY_outputsize.compact
);
Dictionary <DateTime, double> stockData = new Dictionary <DateTime, double>();
foreach (var d in time_series_dailyResponse.Data.TimeSeries)
{
stockData.Add(Convert.ToDateTime(d.DateTime), Convert.ToDouble(d.open ?? d.close));
}
string stockDataString = JsonConvert.SerializeObject(stockData);
HttpContext.Session.SetString(model.Stock.Ticker, stockDataString);
}
catch (Exception e)
{
}
}
return(RedirectToAction("Stocks"));
}
else
{
if (model.Stock.ID == 0)
{
ViewBag.FormTitle = "Create Stock";
}
else
{
ViewBag.FormTitle = "Edit Stock";
}
model.Sectors = new SelectList(_sectorRepo.Sectors.ToList(), "ID", "Name");
return(View(model));
}
}
private async void DisplayPricingData(string ticker)
{
List <double> priceslastyear = new List <double>();
List <string> dateslastyear = new List <string>();
// Creating the connection object
IAvapiConnection connection = AvapiConnection.Instance;
IAvapiResponse_TIME_SERIES_MONTHLY_ADJUSTED m_time_series_monthly_adjustedResponse;
// Set up the connection and pass the API_KEY provided by alphavantage.co
connection.Connect("7NIMRBR8G8UB7P8C");
// Get the TIME_SERIES_MONTHLY_ADJUSTED query object
Int_TIME_SERIES_MONTHLY_ADJUSTED time_series_monthly_adjusted =
connection.GetQueryObject_TIME_SERIES_MONTHLY_ADJUSTED();
// Perform the TIME_SERIES_MONTHLY_ADJUSTED request and get the result
m_time_series_monthly_adjustedResponse = await time_series_monthly_adjusted.QueryPrimitiveAsync(
ticker);
var data = m_time_series_monthly_adjustedResponse.Data;
if (data.Error)
{
Console.WriteLine(data.ErrorMessage);
}
else
{
int counter = 0;
foreach (var timeseries in data.TimeSeries)
{
//Grab 1 year worth of months data
if (counter < 12)
{
//add raw prices and dates to arrays
priceslastyear.Add(double.Parse(timeseries.adjustedclose, CultureInfo.InvariantCulture.NumberFormat));
Debug.WriteLine(float.Parse(timeseries.adjustedclose, CultureInfo.InvariantCulture.NumberFormat));
Debug.WriteLine(timeseries.DateTime);
Microcharts.Entry tempEntry = new Microcharts.Entry(float.Parse(timeseries.adjustedclose, CultureInfo.InvariantCulture.NumberFormat))
{
Label = timeseries.DateTime,
ValueLabel = timeseries.adjustedclose//Color = investmentList[i].color.ToSKColor()
};
entries.Add(tempEntry);
}
counter = counter + 1;
}
}
var chart = new LineChart()
{
Entries = entries, LineMode = LineMode.Straight, LineSize = 8, PointSize = 18, LabelTextSize = 25
};
this.chartView.Chart = chart;
}
static void Main()
{
// Creating the connection object
IAvapiConnection connection = AvapiConnection.Instance;
// Set up the connection and pass the API_KEY provided by alphavantage.co
connection.Connect("391C9AJGB8WP0FO5");
// Get the TIME_SERIES_DAILY query object
Int_TIME_SERIES_DAILY time_series_daily =
connection.GetQueryObject_TIME_SERIES_DAILY();
// Perform the TIME_SERIES_DAILY request and get the result
IAvapiResponse_TIME_SERIES_DAILY time_series_dailyResponse =
time_series_daily.Query(
"SPY",
Const_TIME_SERIES_DAILY.TIME_SERIES_DAILY_outputsize.compact,
Const_TIME_SERIES_DAILY.TIME_SERIES_DAILY_datatype.json);
// Printout the results
Console.WriteLine("******** RAW DATA TIME_SERIES_DAILY ********");
Console.WriteLine(time_series_dailyResponse.RawData);
Console.WriteLine("******** STRUCTURED DATA TIME_SERIES_DAILY ********");
var data = time_series_dailyResponse.Data;
if (data.Error)
{
Console.WriteLine(data.ErrorMessage);
}
else
{
Console.WriteLine("Information: " + data.MetaData.Information);
Console.WriteLine("Symbol: " + data.MetaData.Symbol);
Console.WriteLine("LastRefreshed: " + data.MetaData.LastRefreshed);
Console.WriteLine("OutputSize: " + data.MetaData.OutputSize);
Console.WriteLine("TimeZone: " + data.MetaData.TimeZone);
Console.WriteLine("========================");
Console.WriteLine("========================");
foreach (var timeseries in data.TimeSeries)
{
Console.WriteLine("open: " + timeseries.open);
Console.WriteLine("high: " + timeseries.high);
Console.WriteLine("low: " + timeseries.low);
Console.WriteLine("close: " + timeseries.close);
Console.WriteLine("volume: " + timeseries.volume);
Console.WriteLine("DateTime: " + timeseries.DateTime);
Console.WriteLine("========================");
}
}
}
static async Task <int> FetchandUpdateCurrentPriceDataforCompany(string ticker)
{
IAvapiConnection connection = AvapiConnection.Instance;
float recentprice = 0;
IAvapiResponse_TIME_SERIES_DAILY_ADJUSTED m_time_series_daily_adjustedResponse;
// Set up the connection and pass the API_KEY provided by alphavantage.co
connection.Connect("7NIMRBR8G8UB7P8C");
// Get the TIME_SERIES_MONTHLY_ADJUSTED query object
Int_TIME_SERIES_DAILY_ADJUSTED time_series_daily_adjusted =
connection.GetQueryObject_TIME_SERIES_DAILY_ADJUSTED();
// Perform the TIME_SERIES_MONTHLY_ADJUSTED request and get the result
m_time_series_daily_adjustedResponse = await time_series_daily_adjusted.QueryAsync(
ticker);
var data = m_time_series_daily_adjustedResponse.Data;
WebClient client = new WebClient();
Uri uri = new Uri("http://web.engr.oregonstate.edu/~jonesty/UpdateCompanyInfo.php");
NameValueCollection parameters = new NameValueCollection();
if (data.Error)
{
Console.WriteLine(data.ErrorMessage);
return(0);
}
else
{
int counter = 0;
foreach (var timeseries in data.TimeSeries)
{
if (counter < 1)
{
recentprice = float.Parse(timeseries.adjustedclose, CultureInfo.InvariantCulture.NumberFormat);
}
counter = counter + 1;
}
}
Console.WriteLine(recentprice);
Console.WriteLine(ticker);
parameters.Add("tickersymbol", ticker);
parameters.Add("currentprice", recentprice.ToString());
client.UploadValuesAsync(uri, parameters);
return(1);
}
private async Task <Finance[]> parseFinance()
{
IAvapiConnection connection = AvapiConnection.Instance;
connection.Connect($"{BadAPI.Startup.Configuration["APIKeys:AlphaVantage"]}");
// Get the Int_TIME_SERIES_INTRADAY query object
Int_TIME_SERIES_INTRADAY time_intraday =
connection.GetQueryObject_TIME_SERIES_INTRADAY();
// Perform the Int_TIME_SERIES_INTRADAY request and get the result
IAvapiResponse_TIME_SERIES_INTRADAY time_series_intradayResponse =
time_intraday.Query(
"MS",
Const_TIME_SERIES_INTRADAY.TIME_SERIES_INTRADAY_interval.n_1min,
Const_TIME_SERIES_INTRADAY.TIME_SERIES_INTRADAY_outputsize.compact);
List <Finance[]> financeResults = new List <Finance[]>();
var data = time_series_intradayResponse.Data;
foreach (var timeseries in data.TimeSeries)
{
Finance[] finance = new Finance[1];
finance[0] = new Finance();
if (finance[0] != null)
{
finance[0].symbol = data.MetaData.Symbol;
finance[0].date = timeseries.DateTime.ToString();
finance[0].open = timeseries.open;
finance[0].close = timeseries.close;
finance[0].high = timeseries.high;
finance[0].low = timeseries.low;
finance[0].volume = timeseries.volume;
financeResults.Add(finance);
}
}
return(CombineResponses(financeResults));
}
private void testLib()
{
// Creating the connection object
IAvapiConnection connection = AvapiConnection.Instance;
// Set up the connection and pass the API_KEY provided by alphavantage.co
connection.Connect(API_KEYS.AVAPI_API_KEY);
Int_DIGITAL_CURRENCY_DAILY digital_cur_daily = connection.GetQueryObject_DIGITAL_CURRENCY_DAILY();
IAvapiResponse_DIGITAL_CURRENCY_DAILY apiResponse = digital_cur_daily.QueryPrimitive("BTC", "CNY");
// Printout the results
Console.WriteLine("******** RAW DATA TIME_SERIES_DAILY ********");
Console.WriteLine(apiResponse.RawData);
/*Console.WriteLine("******** STRUCTURED DATA TIME_SERIES_DAILY ********");
* var data = apiResponse.Data;
* if (data.Error)
* {
* Console.WriteLine(data.ErrorMessage);
* }
* else
* {
* Console.WriteLine("Information: " + data.MetaData.Information);
* Console.WriteLine("Symbol: " + data.MetaData.DigitalCurrencyCode);
* Console.WriteLine("LastRefreshed: " + data.MetaData.LastRefreshed);
* Console.WriteLine("OutputSize: " + data.MetaData.DigitalCurrencyName);
* Console.WriteLine("TimeZone: " + data.MetaData.TimeZone);
* Console.WriteLine("========================");
* Console.WriteLine("========================");
* foreach (var timeseries in data.TimeSeries)
* {
*
* Console.WriteLine("DateTime: " + timeseries.DateTime);
* Console.WriteLine("========================");
* }
* }*/
}
public string GetPrices()
{
string csv = string.Empty;
try
{
IAvapiConnection connection = AvapiConnection.Instance;
connection.Connect(ApiKey);
Int_TIME_SERIES_DAILY time_series_daily =
connection.GetQueryObject_TIME_SERIES_DAILY();
IAvapiResponse_TIME_SERIES_DAILY time_series_dailyResponse =
time_series_daily.Query(
Symbol,
Const_TIME_SERIES_DAILY.TIME_SERIES_DAILY_outputsize.compact);
var data = time_series_dailyResponse.Data;
if (data.Error)
{
Console.WriteLine(data.ErrorMessage);
}
else
{
csv = "open;high;low;close;volume;date" + Environment.NewLine;
foreach (var timeseries in data.TimeSeries)
{
csv += timeseries.open + ";" + timeseries.high + ";" + timeseries.low + ";" + timeseries.close + ";" + timeseries.volume + ";" + timeseries.DateTime + Environment.NewLine;
}
}
}
catch (Exception ex)
{
csv = "ERROR";
Console.WriteLine("Get Prices API error" + ex.Message);
}
return(csv);
}
public void AlphaVantageDownloader(ProgramContext programContext, string symbol)
{
// Creating the connection object
IAvapiConnection connection = AvapiConnection.Instance;
// Set up the connection and pass the API_KEY provided by alphavantage.co
connection.Connect(programContext.AlphaVantageKey);
// Get the TIME_SERIES_DAILY query object
Int_TIME_SERIES_DAILY_ADJUSTED time_series_daily_adjusted =
connection.GetQueryObject_TIME_SERIES_DAILY_ADJUSTED();
// Perform the TIME_SERIES_DAILY request and get the result
IAvapiResponse_TIME_SERIES_DAILY_ADJUSTED time_series_dailyResponse =
time_series_daily_adjusted.Query(
symbol,
Const_TIME_SERIES_DAILY_ADJUSTED.TIME_SERIES_DAILY_ADJUSTED_outputsize.full);
// Printout the results
Console.WriteLine("******** RAW DATA TIME_SERIES_DAILY ********");
Console.WriteLine(time_series_dailyResponse.RawData);
Console.WriteLine("******** STRUCTURED DATA TIME_SERIES_DAILY ********");
var data = time_series_dailyResponse.Data;
if (data.Error)
{
Console.WriteLine(data.ErrorMessage);
}
else
{
Console.WriteLine("Information: " + data.MetaData.Information);
Console.WriteLine("Symbol: " + data.MetaData.Symbol);
Console.WriteLine("LastRefreshed: " + data.MetaData.LastRefreshed);
Console.WriteLine("OutputSize: " + data.MetaData.OutputSize);
Console.WriteLine("TimeZone: " + data.MetaData.TimeZone);
Console.WriteLine("========================");
Console.WriteLine("========================");
//data.TimeSeries.OrderBy(x => x.DateTime); //testing this out
foreach (var timeseries in data.TimeSeries)
{
DailyStockRecord tempDailyStockRecord = new DailyStockRecord();
Console.WriteLine("open: " + timeseries.open);
Console.WriteLine("high: " + timeseries.high);
Console.WriteLine("low: " + timeseries.low);
Console.WriteLine("close: " + timeseries.close);
Console.WriteLine("volume: " + timeseries.volume);
Console.WriteLine("DateTime: " + timeseries.DateTime);
Console.WriteLine("Dividend: " + timeseries.dividendamount);
Console.WriteLine("========================");
tempDailyStockRecord.Symbol = data.MetaData.Symbol;
tempDailyStockRecord.Open = Convert.ToDecimal(timeseries.open);
tempDailyStockRecord.High = Convert.ToDecimal(timeseries.high);
tempDailyStockRecord.Low = Convert.ToDecimal(timeseries.low);
tempDailyStockRecord.Close = Convert.ToDecimal(timeseries.close);
tempDailyStockRecord.Volume = Convert.ToDecimal(timeseries.volume);
tempDailyStockRecord.Date = Convert.ToDateTime(timeseries.DateTime);
tempDailyStockRecord.Dividend = Convert.ToDecimal(timeseries.dividendamount);
tempDailyStockRecord.AdjustedClose = Convert.ToDecimal(timeseries.adjustedclose);
programContext.DailyRecordList.Add(tempDailyStockRecord);
//tempDailyStockRecord.VolitilityRating = calculations.CalcVolitilityRating(dailyRecordList);
}
}
}
static async Task <double> CalculateSharpeRatioForCompany(string ticker)
{
List <double> priceslastyear = new List <double>();
List <double> monthlyreturnpercentages = new List <double>();
// Creating the connection object
IAvapiConnection connection = AvapiConnection.Instance;
IAvapiResponse_TIME_SERIES_MONTHLY_ADJUSTED m_time_series_monthly_adjustedResponse;
// Set up the connection and pass the API_KEY provided by alphavantage.co
connection.Connect("7NIMRBR8G8UB7P8C");
// Get the TIME_SERIES_MONTHLY_ADJUSTED query object
Int_TIME_SERIES_MONTHLY_ADJUSTED time_series_monthly_adjusted =
connection.GetQueryObject_TIME_SERIES_MONTHLY_ADJUSTED();
// Perform the TIME_SERIES_MONTHLY_ADJUSTED request and get the result
m_time_series_monthly_adjustedResponse = await time_series_monthly_adjusted.QueryPrimitiveAsync(
ticker);
Console.WriteLine("******** STRUCTURED DATA TIME_SERIES_MONTHLY_ADJUSTED ********");
var data = m_time_series_monthly_adjustedResponse.Data;
if (data.Error)
{
Console.WriteLine(data.ErrorMessage);
return(0);
}
else
{
int counter = 0;
foreach (var timeseries in data.TimeSeries)
{
//Grab 5 years worth of months data
if (counter < 60)
{
//add raw prices to array
priceslastyear.Add(double.Parse(timeseries.adjustedclose, CultureInfo.InvariantCulture.NumberFormat));
if (counter > 0)
{
//take pricing data and calculate percent change between each pair of months
//Console.Write(((priceslastyear[counter] / priceslastyear[counter - 1]) - 1) * 100);
monthlyreturnpercentages.Add(((priceslastyear[counter] / priceslastyear[counter - 1]) - 1) * 100);
}
counter = counter + 1;
}
}
double HistAvgMonthlyReturn = 0;
for (var i = 0; i < monthlyreturnpercentages.Count; i++)
{
//Console.WriteLine(monthprice);
HistAvgMonthlyReturn = HistAvgMonthlyReturn + monthlyreturnpercentages[i];
}
//Calculate the average monthly return
HistAvgMonthlyReturn = HistAvgMonthlyReturn / monthlyreturnpercentages.Count;
//Console.WriteLine(HistAvgMonthlyReturn);
//Here we need to calculate the Historical Monthly standard deviation based on the Std dev
// of the monthlyreturnpercentages
double Summation = 0;
for (var i = 0; i < monthlyreturnpercentages.Count; i++)
{
Summation = Summation + Math.Pow(monthlyreturnpercentages[i] - HistAvgMonthlyReturn, 2);
}
Summation = Summation / monthlyreturnpercentages.Count;
double HistAvgMonthlyStdDev = Math.Sqrt(Summation);
//Annualize our standard deviation
double AnnualStdDev = HistAvgMonthlyStdDev * Math.Sqrt(12);
double AnnualReturn = ((Math.Pow((100 + HistAvgMonthlyReturn), 12)) - 100);
double Riskfreerate = 3;
//Console.WriteLine(HistAvgMonthlyReturn);
Console.WriteLine(ticker);
Console.WriteLine(AnnualReturn);
//Console.WriteLine(Riskfreerate);
//Console.WriteLine(AnnualStdDev);
//Calculate the SharpeRatio for the Company
double SharpeRatioforCompany = (AnnualReturn - Riskfreerate) / AnnualStdDev;
//Console.WriteLine(SharpeRatioforCompany);
return(AnnualReturn);
}
}
public ViewResult YearlyReport(DateTime?date)
{
if (date == null)
{
date = DateTime.Now;
}
IAvapiConnection connection = AvapiConnection.Instance;
connection.Connect("BXGO930UI9P053HT");
Int_TIME_SERIES_MONTHLY time_series_monthly = connection.GetQueryObject_TIME_SERIES_MONTHLY();
List <Share> shares = _repo.Shares.Where(e => e.Date.Year == date.Value.Year).ToList();
List <PieChartData> data = new List <PieChartData>();
List <StockViewModel> svm = new List <StockViewModel>();
List <Stock> stocks = _stockRepo.Stocks.ToList();
Dictionary <int, IAvapiResponse_TIME_SERIES_MONTHLY> stockData = new Dictionary <int, IAvapiResponse_TIME_SERIES_MONTHLY>();
foreach (var stock in stocks)
{
try
{
IAvapiResponse_TIME_SERIES_MONTHLY time_series_monthlyResponse = time_series_monthly.QueryPrimitive(
stock.Ticker
);
stockData.Add(stock.ID, time_series_monthlyResponse);
var sData = time_series_monthlyResponse.Data.TimeSeries.First();
List <Share> listOfShares = shares.Where(e => e.StockID == stock.ID).ToList();
int totalShares = listOfShares.Select(e => e.NumOfShares).Sum();
svm.Add(new StockViewModel()
{
Stock = stock,
TotalNumOfShares = totalShares,
CurrentValue = Convert.ToDouble(sData.close),
TotalValue = Convert.ToDouble(sData.close) * (double)totalShares
});
}
catch (Exception e)
{
}
}
List <LineChartData> lineData = new List <LineChartData>();
int month = 1;
double currentValue = 0;
while (month <= date.Value.Month)
{
double total = 0;
foreach (var stock in stocks)
{
IAvapiResponse_TIME_SERIES_MONTHLY time_series_monthlyResponse = stockData.GetValueOrDefault(stock.ID);
var sData = time_series_monthlyResponse.Data.TimeSeries.Where(x => Convert.ToDateTime(x.DateTime).Month == month &&
Convert.ToDateTime(x.DateTime).Year == date.Value.Year).FirstOrDefault();
if (sData != null)
{
List <Share> listOfShares = shares.Where(e => e.StockID == stock.ID && (e.Date.Year < date.Value.Year || (e.Date.Year == date.Value.Year && e.Date.Month <= month))).ToList();
int totalShares = listOfShares.Select(e => e.NumOfShares).Sum();
total += Convert.ToDouble(sData.close) * (double)totalShares;
}
}
currentValue = total;
lineData.Add(new LineChartData
{
XData = DateTimeFormatInfo.CurrentInfo.GetMonthName(month).Substring(0, 3),
YData = currentValue.ToString()
});
month++;
}
List <int> sectors = _stockRepo.Stocks.Select(x => x.SectorID).Distinct().ToList();
foreach (var sector in sectors)
{
List <Share> sectorShares = shares.Where(e => e.Date.Year == date.Value.Year ? (e.Date.Month <= date.Value.Month)
: e.Date.Year <= date.Value.Year).ToList();
int totalShares = sectorShares.Where(e => e.Stock.SectorID == sector).Select(e => e.NumOfShares).Sum();
data.Add(new PieChartData
{
Category = _sectorRepo.Sectors.Where(x => x.ID == sector).FirstOrDefault().Name,
Data = Convert.ToString(totalShares)
});
}
double amountInvested = 0;
foreach (var s in shares)
{
amountInvested += (double)s.PurchasePrice * (double)s.NumOfShares;
}
List <IncomeEntry> incomes = _incomeRepo.IncomeEntries.Where(i => i.Date.Month == date.Value.Month && i.Date.Year == date.Value.Year).ToList();
int daysInMonth = DateTime.DaysInMonth(date.Value.Year, date.Value.Month);
double sum = 0;
for (int j = 1; j <= daysInMonth; j++)
{
sum += incomes.Where(i => i.Date.Day == j).Select(e => e.Amount).Sum();
}
return(View(new StockListViewModel
{
Stocks = svm,
Date = date.Value,
PieChartData = data,
LineChartData = lineData,
AmountInvested = Convert.ToDecimal(shares.Select(e => e.NumOfShares * e.PurchasePrice).Sum())
}));
}
static async Task <Tuple <double, double, List <double> > > SR_FetchPricingDataandExpectedReturn(string ticker)
{
//******************************************************************************************
//The purpose of this function is to do all calculations related to sharperatio that involve pricing data
// for a single company. This includes STDdev, and expected return. These will be stored in a dictionary
//******************************************************************************************
List <double> priceslastyear = new List <double>();
List <double> monthlyreturnpercentages = new List <double>();
// Creating the connection object
IAvapiConnection connection = AvapiConnection.Instance;
IAvapiResponse_TIME_SERIES_MONTHLY_ADJUSTED m_time_series_monthly_adjustedResponse;
// Set up the connection and pass the API_KEY provided by alphavantage.co
connection.Connect("7NIMRBR8G8UB7P8C");
// Get the TIME_SERIES_MONTHLY_ADJUSTED query object
Int_TIME_SERIES_MONTHLY_ADJUSTED time_series_monthly_adjusted =
connection.GetQueryObject_TIME_SERIES_MONTHLY_ADJUSTED();
// Perform the TIME_SERIES_MONTHLY_ADJUSTED request and get the result
m_time_series_monthly_adjustedResponse = await time_series_monthly_adjusted.QueryPrimitiveAsync(
ticker);
Console.WriteLine("******** STRUCTURED DATA TIME_SERIES_MONTHLY_ADJUSTED ********");
var data = m_time_series_monthly_adjustedResponse.Data;
if (data.Error)
{
Console.WriteLine(data.ErrorMessage);
return(null);
}
else
{
Console.WriteLine("PPPPPPPPPPPPPPPPPPPPPPPPPPPPPPPPPPPPPPPPP");
int counter = 0;
foreach (var timeseries in data.TimeSeries)
{
//Grab 5 years worth of months data
if (counter < 60)
{
//add raw prices to array
priceslastyear.Add(double.Parse(timeseries.adjustedclose, CultureInfo.InvariantCulture.NumberFormat));
if (counter > 0)
{
//take pricing data and calculate percent change between each pair of months
//Console.Write(((priceslastyear[counter] / priceslastyear[counter - 1]) - 1) * 100);
monthlyreturnpercentages.Add(((priceslastyear[counter] / priceslastyear[counter - 1]) - 1) * 100);
}
counter = counter + 1;
}
}
//Setup counter to average pricing data
double running_average = 0;
//Calculate STDDev of data
double std_dev = StdDev(monthlyreturnpercentages, true);
//Sum all the values in our list
for (var i = 0; i < monthlyreturnpercentages.Count(); i++)
{
running_average = monthlyreturnpercentages[i] + running_average;
}
//Finishing taking average by dividing by the number of entries
running_average = running_average / monthlyreturnpercentages.Count();
//Annualize the average (multiply by 12 since monthly)
running_average = running_average * 12;
//Add the values to the tuple and print!
Console.Write(ticker + ", ");
Console.Write(std_dev + ", ");
Console.Write(running_average + ", ");
var pricingdata = Tuple.Create(std_dev, running_average, monthlyreturnpercentages);
//Return this value
return(pricingdata);
}
}
// dataSize must be "full" or "compact"
public void RetrieveData(String dataSize)
{
/*
* *******Init Objects for StockExchange ********
*
*/
IAvapiConnection connection = AvapiConnection.Instance;
connection.Connect("CJ7QO45PVDJ8371Q");
Int_TIME_SERIES_DAILY_ADJUSTED TSD = connection.GetQueryObject_TIME_SERIES_DAILY_ADJUSTED();
//ASX
IAvapiResponse_TIME_SERIES_DAILY_ADJUSTED ASXResponse =
TSD.QueryPrimitive(
"^AXJO",
dataSize
);
this.ASX = ASXResponse.Data;
//ESTOX
IAvapiResponse_TIME_SERIES_DAILY_ADJUSTED ESTOXResponse =
TSD.QueryPrimitive(
"^STOXX50E",
dataSize
);
this.ESTOX = ESTOXResponse.Data;
//FTSE
IAvapiResponse_TIME_SERIES_DAILY_ADJUSTED FTSEResponse =
TSD.QueryPrimitive(
"^FTSE",
dataSize
);
this.FTSE = FTSEResponse.Data;
//SP500
IAvapiResponse_TIME_SERIES_DAILY_ADJUSTED SP500Response =
TSD.QueryPrimitive(
"^GSPC",
dataSize
);
this.SP500 = SP500Response.Data;
//N225
IAvapiResponse_TIME_SERIES_DAILY_ADJUSTED N225Response =
TSD.QueryPrimitive(
"^N225",
dataSize
);
this.N225 = N225Response.Data;
//HANG
IAvapiResponse_TIME_SERIES_DAILY_ADJUSTED HangResponse =
TSD.QueryPrimitive(
"^HSI",
dataSize
);
this.HANG = HangResponse.Data;
/*
* ******* CurrencyExchange ********
*
* Possible to request only 1 value, see currency_exchange_rate
*/
//EURUSD
IAvapiResponse_TIME_SERIES_DAILY_ADJUSTED EURUSDResponse =
TSD.QueryPrimitive(
"EURUSD=X",
dataSize
);
this.EURUSD = EURUSDResponse.Data;
IAvapiResponse_TIME_SERIES_DAILY_ADJUSTED EURGBPResponse =
TSD.QueryPrimitive(
"EURGBP=X",
dataSize
);
this.EURGBP = EURGBPResponse.Data;
IAvapiResponse_TIME_SERIES_DAILY_ADJUSTED EURJPYResponse =
TSD.QueryPrimitive(
"EURJPY=X",
dataSize
);
this.EURJPY = EURJPYResponse.Data;
IAvapiResponse_TIME_SERIES_DAILY_ADJUSTED AUDUSDResponse =
TSD.QueryPrimitive(
"AUDUSD=X",
dataSize
);
this.AUDUSD = AUDUSDResponse.Data;
IAvapiResponse_TIME_SERIES_DAILY_ADJUSTED USDHKDResponse =
TSD.QueryPrimitive(
"USDHKD=X",
dataSize
);
this.USDHKD = USDHKDResponse.Data;
}
