public PositionFormulas GetPositionData(int?portfolioId, string userId, string symbol)
{
List <Trade> allTradesBySymbol = _repo.GetTradesBySymbol(portfolioId, userId, symbol);
if (allTradesBySymbol.Count == 0)
{
return(null);
}
// add the trades to the positon object.
PositionFormulas position = new PositionFormulas(symbol);
foreach (Trade trade in allTradesBySymbol)
{
position.AddTransaction(trade);
}
// get symbol prices from DB
List <SecurityPrices> marketPrices = _repo.GetSecurityPrices(symbol);
// make the below a private method - build price table
// build DataFrame from Database Prices #
DataFrame marketPricesFrame = CreatePriceTable(marketPrices);
// #
position.CalculateDailyPerformance(marketPricesFrame);
return(position);
}
public IActionResult PositionBreakdown(int?portfolioId, string positionSymbol)
{
if (portfolioId == null || positionSymbol == null)
{
return(NotFound());
}
PositionFormulas position = _service.GetPositionData(portfolioId, _userId, positionSymbol);
if (position == null)
{
return(NotFound());
}
string portfolioName = _repo.GetPortfolioName(portfolioId);
TradeableSecurities securityDetail = _repo.GetSecurityDetails(positionSymbol);
PositionDataVM positionVM = new PositionDataVM {
PortfolioId = portfolioId,
PortfolioName = portfolioName,
PositionObject = position,
PositionSymbolData = securityDetail
};
return(View(positionVM));
}
public void TestDailyShortPositionPerformance()
{
PositionFormulas position = new PositionFormulas(testSymbol);
Trade tradeA = CreateTransaction(-500, testSymbol, 12.5m, new DateTime(2020, 5, 4));
Trade tradeB = CreateTransaction(-600, testSymbol, 15m, new DateTime(2020, 5, 4));
position.AddTransaction(tradeA);
position.AddTransaction(tradeB);
DataFrame priceTable = CreatePriceTable();
position.CalculateDailyPerformance(priceTable);
decimal[] performances = new decimal[] { -2.931m, -10.145m, -17.358m, -24.571m, -31.784m, -38.997m, -46.210m };
PrimitiveDataFrameColumn <decimal> performance = new PrimitiveDataFrameColumn <decimal>("pct_change", performances);
Assert.Equal(performance, position.GetDailyPerformance().Columns["pct_change"]);
}
public void TestDailyValuation()
{
// Two purchases on different days
PositionFormulas position = new PositionFormulas(testSymbol);
Trade tradeA = CreateTransaction(500, testSymbol, 12.5m, new DateTime(2020, 5, 4));
Trade tradeB = CreateTransaction(600, testSymbol, 15m, new DateTime(2020, 5, 8));
position.AddTransaction(tradeA);
position.AddTransaction(tradeB);
DataFrame priceTable = CreatePriceTable();
position.CalculateDailyValuation(priceTable);
decimal[] dailyValues = new decimal[] { 7135m, 7635m, 8135m, 8635m, 20097m, 21197m, 22297m };
PrimitiveDataFrameColumn <decimal> dailyVals = new PrimitiveDataFrameColumn <decimal>($"{testSymbol}_MarketValue", dailyValues);
Assert.Equal(dailyVals, position.GetDailyValuation().Columns[$"{testSymbol}_MarketValue"]);
}
public PortfolioData GetPortfolioData(string portfolioName, List <Trade> allTrades)
{
List <string> distinctTickers = allTrades.Select(t => t.Ticker).Distinct().ToList();
PortfolioData userPortfolio = new PortfolioData(portfolioName);
foreach (string ticker in distinctTickers)
{
PositionFormulas position = new PositionFormulas(ticker);
foreach (Trade trade in allTrades)
{
if (trade.Ticker == ticker)
{
position.AddTransaction(trade);
}
}
List <SecurityPrices> marketPrices = _repo.GetSecurityPrices(ticker);
DataFrame marketPricesFrame = CreatePriceTable(marketPrices);
position.CalculateDailyValuation(marketPricesFrame);
userPortfolio.AddPositon(position);
}
return(userPortfolio);
}
