private void CalculateProfitPercent(AccountDayStatistic statistic, string serverName, DateTime date, DateTime endOfDay, IEnumerable <mt4_trades> orders, AccountDayStatistic previousStatistic)
{
var equity = previousStatistic.CurrentEquity;
var balance = previousStatistic.CurrentBalance;
var percents = new List <decimal>();
var currentEquity = 0m;
var tradesByPeriods = GetTradingByPeriods(orders, date, endOfDay);
for (var i = 0; i < tradesByPeriods.Length; i++)
{
var endPeriod = tradesByPeriods.Count() == 1 || i >= tradesByPeriods.Length - 1 || !tradesByPeriods[i + 1].Any()
? date.AddDays(1).AddSeconds(-1)
: tradesByPeriods[i + 1].First().OPEN_TIME;
var newBalance = balance;
decimal depWithBeforeTrading;
GetDayBalanceEquity(tradesByPeriods[i], endPeriod, ref newBalance, out currentEquity, out depWithBeforeTrading, serverName);
var profitPercent = Math.Abs(equity + depWithBeforeTrading) < Constants.Tolerance
? 0m
: (currentEquity - (equity + depWithBeforeTrading)) / (equity + depWithBeforeTrading) * 100m;
percents.Add(profitPercent);
balance = newBalance;
equity = currentEquity;
}
statistic.CurrentBalance = balance;
statistic.CurrentEquity = currentEquity;
statistic.ClosedProfitInPercentsPerDay = (double)percents.Sum();
statistic.ClosedProfitInPercentsTotal = previousStatistic.ClosedProfitInPercentsTotal + statistic.ClosedProfitInPercentsPerDay;
statistic.VolatilityPerDay = Math.Abs(statistic.ClosedProfitInPercentsPerDay);
statistic.MaxDailyDrowdown = statistic.ClosedProfitInPercentsPerDay < previousStatistic.MaxDailyDrowdown
? statistic.ClosedProfitInPercentsPerDay
: previousStatistic.MaxDailyDrowdown;
}
private AccountDayStatistic CalculateStatisticForClosedOrders(DateTime date, DateTime endOfDay, MT4AccountInfo accountInfo, IEnumerable <mt4_trades> allOrders, AccountDayStatistic previousStatistic)
{
var orders = allOrders
.Where(order => order.LOGIN == accountInfo.Login &&
((order.CLOSE_TIME >= date && order.CLOSE_TIME < endOfDay) ||
(order.CLOSE_TIME == Constants.BeginEpoch && order.OPEN_TIME < endOfDay) ||
(order.CLOSE_TIME >= endOfDay && order.OPEN_TIME < endOfDay)))
.ToArray();
var res = new AccountDayStatistic();
res.Date = date;
res.AccountId = accountInfo.AccountId;
res.ClientAccountId = accountInfo.ClientId;
res.CurrentBalance = previousStatistic.CurrentBalance +
(decimal)orders
.Where(trades => trades.CMD == (int)OrderType.BALANCE || trades.CMD == (int)OrderType.CREDIT || trades.CMD == (int)OrderType.BUY || trades.CMD == (int)OrderType.SELL)
.Sum(trade => trade.PROFIT + trade.COMMISSION + trade.SWAPS + trade.TAXES);
res.BalancePerDay = orders.Where(trades => trades.CMD == (int)OrderType.BALANCE || trades.CMD == (int)OrderType.CREDIT).Sum(trades => trades.PROFIT);
var tradingOrders = orders
.Where(trades => trades.CMD == (int)OrderType.BUY || trades.CMD == (int)OrderType.SELL)
.Select(trades => trades)
.ToArray();
var closedOrders = tradingOrders
.Where(trades => trades.CLOSE_TIME != Constants.BeginEpoch && trades.CLOSE_TIME < endOfDay)
.Select(trades => trades)
.ToArray();
var openedOrders = tradingOrders
.Where(trades => trades.OPEN_TIME >= date && trades.OPEN_TIME < endOfDay)
.Select(trades => trades)
.ToArray();
var performance = (double)previousStatistic.RiskTotal;
foreach (var openOrder in openedOrders)
{
var currentBalance = closedOrders.Where(x => x.CLOSE_TIME < openOrder.OPEN_TIME).Sum(x => x.PROFIT + x.TAXES + x.SWAPS + x.COMMISSION) +
orders.Where(x => (x.CMD == 5 || x.CMD == 6) && x.CLOSE_TIME < openOrder.OPEN_TIME).Sum(x => x.PROFIT);
var orderPerformance = (openOrder.PROFIT + openOrder.SWAPS + openOrder.TAXES + openOrder.COMMISSION) / ((double)previousStatistic.CurrentBalance + currentBalance) + 1;
if (Math.Abs(orderPerformance) > 0.01)
{
performance = (performance + 1) * orderPerformance - 1;
}
}
res.RiskTotal = (decimal)performance;
// Closed per day
res.ClosedProfitInPointsPerDay =
closedOrders
.Where(order => order.CMD == (int)OrderType.BUY || order.CMD == (int)OrderType.SELL)
.Sum(trade => trade.CMD == (int)OrderType.BUY
? (int)((trade.CLOSE_PRICE - trade.OPEN_PRICE) / cacheService.GetSymbolCoefficient(trade.SYMBOL, trade.DIGITS))
: (int)((trade.OPEN_PRICE - trade.CLOSE_PRICE) / cacheService.GetSymbolCoefficient(trade.SYMBOL, trade.DIGITS)));
res.ProfitTradesCountPerDay = closedOrders.Count(order => order.PROFIT + order.COMMISSION + order.SWAPS + order.TAXES > 0.0);
res.ClosedLoseTradesCountPerDay = closedOrders.Count(order => order.PROFIT + order.COMMISSION + order.SWAPS + order.TAXES <= 0.0);
res.ClosedProfitPerDay = closedOrders.Sum(order => order.PROFIT + order.COMMISSION + order.SWAPS + order.TAXES);
//res.ClosedProfitInPercentsPerDay = Math.Abs(previousStatistic.CurrentBalance) < Constants.Tolerance
// ? 0.0
// : ((res.ClosedProfitPerDay / (double)previousStatistic.CurrentBalance) * 100.0);
// Closed total
res.ClosedLoseTradesTotal = previousStatistic.ClosedLoseTradesTotal + res.ClosedLoseTradesCountPerDay;
//res.ClosedProfitInPercentsTotal = previousStatistic.ClosedProfitInPercentsTotal + res.ClosedProfitInPercentsPerDay;
res.ClosedProfitInPointsTotal = previousStatistic.ClosedProfitInPointsTotal + res.ClosedProfitInPointsPerDay;
res.ClosedProfitTotal = previousStatistic.ClosedProfitTotal + res.ClosedProfitPerDay;
res.ClosedProfitTradesTotal = previousStatistic.ClosedProfitTradesTotal + res.ProfitTradesCountPerDay;
res.OpenedTradesCountPerDay = tradingOrders.Count(trades => trades.OPEN_TIME >= date);
res.OpenedTradesCountCurrent = tradingOrders.Count(order => order.CLOSE_TIME == Constants.BeginEpoch);
res.OpenedTradesCountTotal = previousStatistic.OpenedTradesCountTotal + res.OpenedTradesCountPerDay;
var tradeTimePerDay = closedOrders.Sum(trades => (trades.CLOSE_TIME - trades.OPEN_TIME).TotalMinutes);
var closedTradesTotal = previousStatistic.ClosedProfitTradesTotal + previousStatistic.ClosedLoseTradesTotal;
res.AvarageTradeTimeInMinutes = Math.Abs(tradeTimePerDay) <= 0.001
? 0
: tradeTimePerDay / (res.ProfitTradesCountPerDay + res.ClosedLoseTradesCountPerDay);
var totalTradeTime = previousStatistic.AvarageTradeTimeInMinutesTotal * (closedTradesTotal) + tradeTimePerDay;
res.AvarageTradeTimeInMinutesTotal = Math.Abs(totalTradeTime) <= 0.001
? 0
: totalTradeTime / (res.ClosedLoseTradesTotal + res.ClosedProfitTradesTotal);
res.VolumePerDay = closedOrders.Sum(trades => trades.VOLUME);
res.VolumeEfficiencyPerDay = Math.Abs(res.VolumePerDay) < 0.0001 ? 0.0 : res.ClosedProfitPerDay / res.VolumePerDay;
res.MaxOpenOrders = res.OpenedTradesCountPerDay > previousStatistic.MaxOpenOrders
? res.OpenedTradesCountPerDay
: previousStatistic.MaxOpenOrders;
res.TradeAmountTotal = previousStatistic.TradeAmountTotal +
orders
.Where(trades => (trades.CMD == (int)OrderType.BUY || trades.CMD == (int)OrderType.SELL) && trades.CLOSE_TIME != Constants.BeginEpoch)
.Sum(trades => (decimal)trades.VOLUME);
return(res);
}
public AccountDayStatistic CalculateStatistic(MT4AccountInfo accountInfo, DateTime date, mt4_trades[] orders, AccountDayStatistic lastStatisticModel)
{
var statistic = CalculateStatisticForClosedOrders(date, date.AddDays(1), accountInfo, orders, lastStatisticModel);
CalculateProfitPercent(statistic, accountInfo.ServerName, date, date.AddDays(1).AddSeconds(-1), orders, lastStatisticModel);
return(statistic);
}
private void AddStatisticAccount(RatingAccount ratingAccount, AccountDayStatistic statistic, AccountRole accType, List <Trader> traders, List <SignalProvider> providers, List <Manager> s)
{
if (statistic.MaxOpenOrders <= 0)
{
return;
}
switch (accType)
{
case AccountRole.Trading:
traders.Add(new Trader
{
AccountId = ratingAccount.AccountId,
Age = ratingAccount.Age,
Country = ratingAccount.Country,
AccountNickname = ratingAccount.Nickname,
Login = ratingAccount.Login,
LoseOrders = statistic.ClosedLoseTradesTotal,
MaxDailyDrowdown = (float)statistic.MaxDailyDrowdown,
Profit = (float)statistic.ClosedProfitInPointsTotal,
ProfitLastDay = (float)statistic.ClosedProfitInPointsPerDay,
ProfitOrders = statistic.ClosedProfitTradesTotal,
Volatility = (float)statistic.VolatilityPerDay,
Avatar = ratingAccount.Avatar,
Rating = ratingAccount.Rating,
ClientNickname = ratingAccount.ClientNickname,
Currency = ratingAccount.Currency,
Chart = statisticRepository.GetDecimatedChart(ratingAccount.AccountId, Constants.PointsCountInSmallChart,
StatisticRepository.StatisticType.ProfitInPointsTotal),
AccountsNumber = ratingAccount.AccountsNumber,
});
break;
case AccountRole.SignalProvider:
var subscribers = signalService.GetProviderSubscribers(ratingAccount.AccountId);
if (!subscribers.IsSuccess)
{
throw new Exception(subscribers.Error);
}
providers.Add(new SignalProvider
{
AccountId = ratingAccount.AccountId,
Age = ratingAccount.Age,
Country = ratingAccount.Country,
AccountNickname = ratingAccount.Nickname,
Login = ratingAccount.Login,
Profit = (float)statistic.ClosedProfitInPointsTotal,
ProfitLastDay = (float)statistic.ClosedProfitInPointsPerDay,
Subscribers = subscribers.Result.Length,
LoseOrders = statistic.ClosedLoseTradesTotal,
MaxDailyDrowdown = (float)statistic.MaxDailyDrowdown,
ProfitOrders = statistic.ClosedProfitTradesTotal,
Volatility = (float)statistic.VolatilityPerDay,
Avatar = ratingAccount.Avatar,
Rating = ratingAccount.Rating,
ClientNickname = ratingAccount.ClientNickname,
Currency = ratingAccount.Currency,
Chart = statisticRepository.GetDecimatedChart(ratingAccount.AccountId, Constants.PointsCountInSmallChart,
StatisticRepository.StatisticType.ProfitInPointsTotal),
AccountsNumber = ratingAccount.AccountsNumber,
});
break;
case AccountRole.Master:
var investorsCount = Service.GetIvestorsCount(ratingAccount.AccountId);
if (!investorsCount.IsSuccess)
{
throw new Exception(investorsCount.Error);
}
s.Add(new Manager
{
AccountId = ratingAccount.AccountId,
Age = ratingAccount.Age,
Country = ratingAccount.Country,
AccountNickname = ratingAccount.Nickname,
Login = ratingAccount.Login,
Profit = (float)statistic.ClosedProfitInPercentsTotal,
ProfitLastDay = (float)statistic.ClosedProfitInPercentsPerDay,
Investors = investorsCount.Result,
LoseOrders = statistic.ClosedLoseTradesTotal,
MaxDailyDrowdown = (float)statistic.MaxDailyDrowdown,
ProfitOrders = statistic.ClosedProfitTradesTotal,
Volatility = (float)statistic.VolatilityPerDay,
Avatar = ratingAccount.Avatar,
Rating = ratingAccount.Rating,
ClientNickname = ratingAccount.ClientNickname,
Currency = ratingAccount.Currency,
Chart = statisticRepository.GetDecimatedChart(ratingAccount.AccountId, Constants.PointsCountInSmallChart,
StatisticRepository.StatisticType.ProfitInPercentTotal),
AccountsNumber = ratingAccount.AccountsNumber,
});
break;
}
}