private ChartDataVm.DataSet GetPortfolioOpenPositionsChartData(PortfolioChartDataQueryParam queryParams)
{
var result = new ChartDataVm.DataSet();
var accountId = _tradeAccountRepository.Query()
.FirstOrDefault(acc => acc.AccountName == queryParams.AccountName)?.Id;
var query = _tradeAccountRepository.QueryTradeNav();
var periods = queryParams.Periods.ToPeriodList().ToList();
try
{
periods.ForEach(period =>
{
var value = query.Where(nav => nav.TradeAccountId == accountId &&
nav.ReportDate >= period.FromDate &&
nav.ReportDate < period.ToDate)
.OrderByDescending(nav => nav.ReportDate)
.Sum(nav => (decimal?)nav.StockLong + (decimal?)nav.StockShort +
(decimal?)nav.OptionsLong + (decimal?)nav.OptionsShort +
(decimal?)nav.CommoditiesLong + (decimal?)nav.CommoditiesShort) ?? 0;
result.Data.Add(Math.Abs(value));
});
}
catch (Exception e)
{
Console.WriteLine(e);
}
return(result);
}
private ChartDataVm.DataSet GetPortfolioNavChartData(PortfolioChartDataQueryParam queryParams)
{
var result = new ChartDataVm.DataSet();
var accountId = _tradeAccountRepository.Query()
.FirstOrDefault(acc => acc.AccountName == queryParams.AccountName)?.Id;
var query = _tradeAccountRepository.QueryTradeNav();
var periods = queryParams.Periods.ToPeriodList().ToList();
periods.ForEach(period =>
{
var value = query.Where(nav => nav.TradeAccountId == accountId &&
nav.ReportDate >= period.FromDate &&
nav.ReportDate < period.ToDate)
.OrderByDescending(nav => nav.ReportDate)
.FirstOrDefault()?.Total;
result.Data.Add(value ?? 0);
});
return(result);
}
public ChartDataVm GetPortfolioChartData(PortfolioChartDataQueryParam queryParams)
{
var result = ChartDataVm.Default;
result.Labels = TradeUtils.GetPeriodLabels(queryParams.Periods.ToPeriodList()).ToArray();
switch (queryParams.ChartType)
{
case PortfolioChartType.Nav:
result.Data = new[] { GetPortfolioNavChartData(queryParams) };
break;
case PortfolioChartType.OpenPositions:
result.Data = new[] { GetPortfolioOpenPositionsChartData(queryParams) };
break;
case PortfolioChartType.TotalUn:
result.Data = new[] { GetPortfolioTotalUnChartData(queryParams) };
break;
}
return(result);
}
private ChartDataVm.DataSet GetPortfolioTotalUnChartData(PortfolioChartDataQueryParam queryParams)
{
var result = new ChartDataVm.DataSet();
var accountId = _tradeAccountRepository.Query()
.FirstOrDefault(acc => acc.AccountName == queryParams.AccountName)?.Id;
var query = _tradeAccountRepository.QueryOpenPositions();
var periods = queryParams.Periods.ToPeriodList().ToList();
periods.ForEach(period =>
{
var value = query.Where(nav => nav.TradeAccountId == accountId &&
nav.ReportDate >= period.FromDate &&
nav.ReportDate < period.ToDate)
.OrderByDescending(nav => nav.ReportDate)
.Sum(nav => (decimal?)nav.FifoPnlUnrealized) ?? 0;
result.Data.Add(value);
});
return(result);
}
public IHttpActionResult GetPortfolioChartData(PortfolioChartDataQueryParam queryParams)
{
return(Ok(_tradeAccountService.GetPortfolioChartData(queryParams)));
}
