private void processAggregateCollection()
{
if (!TradeAggregates.Any())
{
return;
}
TransactionAggregate latest = TradeAggregates.MaxBy(t => t.LastTransactionDate);
Stock = latest.Stock;
InventoryValue = latest.InventoryValue;
TransactionAggregate first = TradeAggregates.MinBy(t => t.FirstTransactionDate);
if (first != null)
{
OpeningBuyPrice = first.OpeningBuyPrice;
OpeningSellPrice = first.OpeningSellPrice;
}
TransactionAggregate last = TradeAggregates.MaxBy(t => t.FirstTransactionDate);
if (last != null)
{
ClosingBuyPrice = last.ClosingBuyPrice;
ClosingSellPrice = last.ClosingSellPrice;
PerpetualAverageCost = last.PerpetualAverageCost;
}
}
public TransactionAggregate(IEnumerable <IGrouping <InvType, Transaction> > grouping)
: this()
{
foreach (var group in grouping)
{
var entry = new TransactionAggregate(group.Key, group);
processAggregate(entry);
TradeAggregates.Add(entry);
}
processAggregateCollection();
calculateTotals();
}
public TransactionAggregate(IEnumerable <IGrouping <DateTime, Transaction> > grouping, InvType invType, Order order)
: this()
{
InvType = invType;
Order = order;
foreach (var group in grouping)
{
var entry = new TransactionAggregate(group);
processAggregate(entry);
TradeAggregates.Add(entry);
}
processAggregateCollection();
calculateTotals();
}
private void processAggregate(TransactionAggregate aggregate)
{
if (aggregate.FirstTransactionDate < FirstTransactionDate)
{
FirstTransactionDate = aggregate.FirstTransactionDate;
}
if (aggregate.LastTransactionDate > LastTransactionDate)
{
LastTransactionDate = aggregate.LastTransactionDate;
}
MaterialCost += aggregate.MaterialCost;
Sales += aggregate.Sales;
BuyQuantity += aggregate.BuyQuantity;
SellQuantity += aggregate.SellQuantity;
CostOfGoodsSold += aggregate.CostOfGoodsSold;
UnaccountedStock += aggregate.UnaccountedStock;
SalesTax += aggregate.SalesTax;
BuyOrderBrokerFees += aggregate.BuyOrderBrokerFees;
SellOrderBrokerFees += aggregate.SellOrderBrokerFees;
MaterialCostOfGoodsSold += aggregate.MaterialCostOfGoodsSold;
BrokerFeesOfGoodsSold += aggregate.BrokerFeesOfGoodsSold;
}
private void initialize()
{
List <List <Transaction> > groups =
Transactions.GroupBy(f => f.TransactionDate.Date).Select(f => f.ToList()).ToList();
FirstTransactionDate = DateTime.MaxValue;
LastTransactionDate = DateTime.MinValue;
foreach (var transactions in groups)
{
var entry = new TransactionAggregate(transactions);
Entries.Add(entry);
Balance += entry.Balance;
SellQuantity += entry.SellQuantity;
BuyQuantity += entry.BuyQuantity;
BuyTotal += entry.MaterialCost;
SellTotal += entry.Sales;
PerpetualAverageTotalCost += entry.CostOfGoodsSold;
UnaccountedStock += entry.UnaccountedStock;
if (entry.FirstTransactionDate < FirstTransactionDate)
{
FirstTransactionDate = entry.FirstTransactionDate;
}
if (entry.LastTransactionDate > LastTransactionDate)
{
LastTransactionDate = entry.LastTransactionDate;
}
}
TradeDuration = LastTransactionDate - FirstTransactionDate;
if (BuyQuantity > 0)
{
AvgBuyPrice = BuyTotal / BuyQuantity;
}
if (SellQuantity > 0)
{
AvgSellPrice = SellTotal / SellQuantity;
}
Transaction latest = Transactions.MaxBy(t => t.TransactionDate);
Stock = latest.PostTransactionStock;
StockValue = Stock * latest.PerpetualAverageCost;
PerpetualAverageCost = latest.PerpetualAverageCost;
PeriodicAverageProfit = SellTotal - AvgBuyPrice * SellQuantity;
PerpetualAverageProfit = SellTotal - PerpetualAverageTotalCost;
if (SellQuantity > 0)
{
ProfitPerItem = PerpetualAverageProfit / SellQuantity;
}
if (AvgSellPrice > 0)
{
AvgMargin = (double)(ProfitPerItem / AvgSellPrice);
}
if (groups.Any() && TradeDuration.TotalDays > 0)
{
AvgProfitPerDay = PerpetualAverageProfit / (decimal)TradeDuration.TotalDays;
}
}