public static StockPerformanceSet Average(StockPerformanceSet[] performances)
{
StockPerformanceSet ToReturn = new StockPerformanceSet();
List <float> R14 = new List <float>();
List <float> R30 = new List <float>();
List <float> R90 = new List <float>();
List <float> R180 = new List <float>();
List <float> R360 = new List <float>();
foreach (StockPerformanceSet sps in performances)
{
R14.Add(sps.Return14);
R30.Add(sps.Return30);
R90.Add(sps.Return90);
R180.Add(sps.Return180);
R360.Add(sps.Return360);
}
ToReturn.Return14 = R14.Average();
ToReturn.Return30 = R30.Average();
ToReturn.Return90 = R90.Average();
ToReturn.Return180 = R180.Average();
ToReturn.Return360 = R360.Average();
return(ToReturn);
}
public async Task GenerateFromTransactionsFileAsync(string path)
{
//Get the name of the stock
PrintStatus("Getting symbol from path.");
Symbol = System.IO.Path.GetFileName(path).Replace(".json", "").ToUpper().Trim();
Console.WriteLine("Symbol: " + Symbol);
//Get the transactions
ResearchToolkit rt = new ResearchToolkit();
PrintStatus("Loading transactions from file.");
NonDerivativeTransaction[] alltransactions = await rt.OpenNonDerivativeTransactionsAsync(path);
PrintStatus(alltransactions.Length.ToString() + " transactions found.");
PrintStatus("Filtering to focus... ");
NonDerivativeTransaction[] focus = rt.FilterToTransactionsOfInterest(alltransactions);
PrintStatus(focus.Length.ToString() + " transactions to focus on.");
//Get the average performance
StockPerformanceSet sps_avg = new StockPerformanceSet();
PrintStatus("Getting average stock performance for this period.");
try
{
await sps_avg.CalculateAverageReturnsAsync(Symbol, new DateTime(2010, 1, 1), new DateTime(2019, 12, 31));
}
catch (Exception ex)
{
throw new Exception("Fatal failure while trying to download average returns for the period: " + ex.Message);
}
PrintStatus("Average perforamance downloaded!");
AveragePerformance = sps_avg;
//Get the performances after each buy
List <StockPerformanceSet> PerformancesFollowingBuys = new List <StockPerformanceSet>();
PrintStatus("Starting the performance calculation following each insider buy...");
int PCount = 1;
foreach (NonDerivativeTransaction ndt in focus)
{
StockPerformanceSet sps = new StockPerformanceSet();
PrintStatus("Calculating performance since buy on " + ndt.TransactionDate.Value.ToShortDateString() + " (" + PCount.ToString() + "/" + focus.Length.ToString() + ")...");
try
{
await sps.CalculateReturnsAsync(Symbol, ndt.TransactionDate.Value);
Console.WriteLine("Performance calculated!");
PerformancesFollowingBuys.Add(sps);
}
catch (Exception ex)
{
Console.WriteLine("Failure while processing performance since buy on " + ndt.TransactionDate.Value.ToShortDateString() + ": " + ex.Message);
}
PCount = PCount + 1;
}
//Add them
PerformancesFollowingInsiderBuys = PerformancesFollowingBuys.ToArray();
PrintStatus("Generation complete!");
}
