/// <summary>
/// 取得投资统计共通信息
/// </summary>
/// <param name="source"></param>
/// <param name="stockClosePrices"></param>
/// <returns></returns>
public static InvestStatisticsCommonEntity GetInvestStatisticsCommonInfo(this IList <DeliveryRecord> source, IList <TKLineToday> stockClosePrices)
{
if (source?.Count == 0 || stockClosePrices?.Count == 0)
{
return(new InvestStatisticsCommonEntity());
}
//成交额
decimal dealAmount = source.ToList().CalculateDealAmount();
//持仓市值
decimal positionValue = 0;
//持仓收益
decimal positionProfit = 0;
//累计发生金额
decimal accumulatedActualAmount = 0;
//累计收益额
decimal accumulatedProfit = 0;
accumulatedActualAmount = source.Sum(x => x.ActualAmount);
var recordsByStock = source.GroupBy(x => x.StockCode);
foreach (var stockGroup in recordsByStock)
{
////各只股票发生金额
//decimal actualAmountPerStock = stockGroup.Sum(x => x.ActualAmount);
//accumulatedActualAmount += actualAmountPerStock;
//各只股票的持股数
decimal holdingVolume = stockGroup.Sum(x => x.DealVolume);
decimal closePrice = 0;
if (holdingVolume != 0 && stockClosePrices.Any())
{
//System.Diagnostics.Debug.WriteLine(date.ToString() + ": " + stockGroup.Key);
closePrice = (stockClosePrices.LastOrDefault(x => x.StockCode.Trim() == stockGroup.Key) ?? new TKLineToday()).Close;
}
//持仓市值
positionValue += Math.Abs(holdingVolume) * closePrice;
//持仓收益
positionProfit += holdingVolume * closePrice;
}
accumulatedProfit = accumulatedActualAmount + positionProfit;
var info = new InvestStatisticsCommonEntity()
{
DealAmount = dealAmount,
PositionValue = positionValue,
PositionProfit = positionProfit,
AccumulatedActualAmount = accumulatedActualAmount,
AccumulatedProfit = accumulatedProfit,
};
return(info);
}
/// <summary>
/// 取得交易记录的每日投资统计共通信息
/// </summary>
/// <param name="source"></param>
/// <param name="tradeDates"></param>
/// <param name="stockClosePrices"></param>
/// <returns></returns>
public static IList <InvestStatisticsCommonEntity> GetDailyInvestStatisticsCommonInfo(this IList <DailyRecord> source, IList <DateTime> tradeDates, IList <TKLineToday> stockClosePrices)
{
var result = new List <InvestStatisticsCommonEntity>();
if (source == null || !source.Any() || tradeDates == null)
{
return(result);
}
tradeDates = tradeDates.OrderBy(x => x).ToList();
decimal baseDateAccumulatedProfit = 0;
DateTime?nextTradeDate = null;
foreach (var date in tradeDates)
{
var currentRecords = source.Where(x => x.TradeDate < date.AddDays(1));
var currentStockClosePrices = stockClosePrices.Where(x => x.TradeDate == date);
var info = new InvestStatisticsCommonEntity()
{
TradeDate = date,
DealAmount = currentRecords.Where(x => x.TradeDate == date).ToList().CalculateDealAmount(),
PositionValue = 0,
PositionProfit = 0,
AccumulatedActualAmount = currentRecords.Sum(x => x.ActualAmount),
AccumulatedProfit = 0,
AnnualProfit = 0,
};
var recordsByStock = currentRecords.GroupBy(x => x.StockCode);
foreach (var stockGroup in recordsByStock)
{
//各只股票的持股数
decimal holdingVolume = stockGroup.Sum(x => x.DealVolume);
decimal closePrice = 0;
if (holdingVolume != 0 && currentStockClosePrices.Any())
{
closePrice = (currentStockClosePrices.LastOrDefault(x => x.StockCode.Trim() == stockGroup.Key) ?? new TKLineToday()).Close;
}
//持仓市值
info.PositionValue += Math.Abs(holdingVolume) * closePrice;
//持仓收益
info.PositionProfit += holdingVolume * closePrice;
}
info.AccumulatedProfit = info.AccumulatedActualAmount + info.PositionProfit;
info.AnnualProfit = info.AccumulatedProfit - baseDateAccumulatedProfit;
nextTradeDate = tradeDates.Where(x => x > date).FirstOrDefault();
if (nextTradeDate.HasValue && nextTradeDate.Value.Year > date.Year)
{
baseDateAccumulatedProfit = info.AccumulatedProfit;
}
result.Add(info);
}
return(result);
}
/// <summary>
/// 取得每日投资统计共通信息
/// </summary>
/// <param name="source"></param>
/// <param name="tradeDates"></param>
/// <param name="stockClosePrices"></param>
/// <returns></returns>
public static IList <InvestStatisticsCommonEntity> GetDailyInvestStatisticsCommonInfo(this IList <DeliveryRecord> source, IList <DateTime> tradeDates, IList <TKLineToday> stockClosePrices)
{
var result = new List <InvestStatisticsCommonEntity>();
if (source == null || !source.Any() || tradeDates == null)
{
return(result);
}
tradeDates = tradeDates.OrderBy(x => x).ToList();
foreach (var date in tradeDates)
{
var currentRecords = source.Where(x => x.TradeDate < date.AddDays(1));
var currentStockClosePrices = stockClosePrices.Where(x => x.TradeDate == date);
//成交额
decimal dealAmount = currentRecords.Where(x => x.TradeDate == date).ToList().CalculateDealAmount();
//持仓市值
decimal positionValue = 0;
//持仓收益
decimal positionProfit = 0;
//累计发生金额
decimal accumulatedActualAmount = 0;
//累计收益额
decimal accumulatedProfit = 0;
accumulatedActualAmount = currentRecords.Sum(x => x.ActualAmount);
var recordsByStock = currentRecords.GroupBy(x => x.StockCode);
foreach (var stockGroup in recordsByStock)
{
////各只股票发生金额
//decimal actualAmountPerStock = stockGroup.Sum(x => x.ActualAmount);
//accumulatedActualAmount += actualAmountPerStock;
//各只股票的持股数
decimal holdingVolume = stockGroup.Sum(x => x.DealVolume);
decimal closePrice = 0;
if (holdingVolume != 0 && currentStockClosePrices.Any())
{
//System.Diagnostics.Debug.WriteLine(date.ToString() + ": " + stockGroup.Key);
closePrice = (currentStockClosePrices.LastOrDefault(x => x.StockCode.Trim() == stockGroup.Key) ?? new TKLineToday()).Close;
}
//持仓市值
positionValue += Math.Abs(holdingVolume) * closePrice;
//持仓收益
positionProfit += holdingVolume * closePrice;
}
accumulatedProfit = accumulatedActualAmount + positionProfit;
var info = new InvestStatisticsCommonEntity()
{
TradeDate = date,
DealAmount = dealAmount,
PositionValue = positionValue,
PositionProfit = positionProfit,
AccumulatedActualAmount = accumulatedActualAmount,
AccumulatedProfit = accumulatedProfit,
};
result.Add(info);
}
return(result);
}
