public async Task <IEnumerable <StockAnnualizedReturn> > GetAnnualizedReturnForCurrentHoldings(ulong userId, uint?monthsSincePurchase)
{
var toDate = monthsSincePurchase == null ? DateTime.MaxValue : DateTime.Today.AddMonths((int)-monthsSincePurchase);
var currentHoldings = await _stockHoldingService.GetAllHoldingsForUser(userId);
var purchaseIds = ExtractPurchaseIds(currentHoldings);
var purchaseTask = _stockPurchaseService.GetPurchasesByIdFilteredByDates(userId, purchaseIds, DateTime.MinValue, toDate);
var purchases = await purchaseTask;
var stockIds = FilterStockIds(purchases, currentHoldings);
var stockTask = _stockService.GetStocksById(userId, stockIds);
var stocks = await stockTask;
var tickers = stocks.Select(x => x.Ticker);
var stockQuotesTask = _marketDataService.GetLastStockQuote(tickers);
var stockQuotes = await stockQuotesTask;
var stockReturnModel = BuildStockReturnModel(stocks.ToDictionary(x => x.StockId),
purchases.ToDictionary(x => x.PurchaseId),
stockQuotes.ToDictionary(x => x.Symbol),
currentHoldings);
ComputeAnnualizedReturn(stockReturnModel);
stockReturnModel = stockReturnModel.OrderByDescending(x => x.AnnualizedReturn);
return(stockReturnModel);
}
public async Task <DailyIndexInvestmentOutcome> GetReturnsForDailyInvestment(ulong userId, IEnumerable <string> indexTickers)
{
var outcome = new DailyIndexInvestmentOutcome();
var tickerValueMap = new Dictionary <string, decimal>();
var ticketReturnPercentageMap = new Dictionary <string, decimal>();
var purchaseTask = _stockPurchaseService.GetPurchasesForUser(userId);
var holdingTask = _stockHoldingService.GetAllHoldingsForUser(userId);
var purchases = await purchaseTask;
var holdings = await holdingTask;
var totalCapitalSpent = holdings.Sum(x => x.HoldingDetails.Sum(y => y.Price * y.Quantity));
if (purchases.Count() > 0)
{
var currentIndexPricesTask = _marketDataService.GetLastStockQuote(indexTickers);
var firstPurchaseDate = purchases.OrderBy(x => x.Date).First();
var dates = GetDatesForAddingInvestment(firstPurchaseDate.Date);
var perDayInvestment = totalCapitalSpent / dates.Count();
var prices = await _stockIndexValueService.GetPricesForGivenIndexTickersAndDates(userId, indexTickers, dates);
var tickerUnits = CalculateHypotheticalPurchaseQuantity(perDayInvestment, indexTickers, dates, prices);
var currentIndexPrices = await currentIndexPricesTask;
foreach (var indexPrice in currentIndexPrices)
{
tickerValueMap[indexPrice.Symbol] = Math.Round(indexPrice.Price * tickerUnits[indexPrice.Symbol], 2);
ticketReturnPercentageMap[indexPrice.Symbol] = Math.Round(((tickerValueMap[indexPrice.Symbol] - totalCapitalSpent) / totalCapitalSpent) * 100, 2);
}
outcome.HypotheticalCurrentValues = tickerValueMap;
outcome.InvestmentPerDay = perDayInvestment;
outcome.TotalInvestment = totalCapitalSpent;
outcome.TotalNumberOfDays = dates.Count();
outcome.HypotheticalReturnPercentage = ticketReturnPercentageMap;
}
return(outcome);
}
public async Task <IEnumerable <StockComparisonToIndex> > GetComparisonWithIndex(ulong userId,
IEnumerable <string> indexTickers,
DateTime from = default(DateTime),
DateTime to = default(DateTime))
{
var stockIndexComparisons = new List <StockComparisonToIndex>();
var holdings = await _stockHoldingService.GetAllHoldingsForUser(userId);
var stockIds = GetStockIdsFromHolding(holdings);
var stockTask = _stockService.GetStocksById(userId, stockIds);
var purchaseIds = GetPurchaseIdsFromHolding(holdings);
var stocks = await stockTask;
var purchaseTask = GetPurchases(userId, purchaseIds, from, to);
var purchases = await purchaseTask;
var stockIdsInPurchases = purchases.Select(x => x.StockId).Distinct();
var tickers = GetTickerFromStockInformation(stocks.Where(x => stockIdsInPurchases.Contains(x.StockId))).ToList();
tickers.AddRange(indexTickers);
var stockQuoteTask = _marketDataService.GetLastStockQuote(tickers);
var stockIdTickerMap = MapStockIdToTicker(stocks);
var purchaseDates = GetPurchaseDates(purchases);
var indexValues = await _stockIndexValueService.GetPricesForGivenIndexTickersAndDates(userId, indexTickers, purchaseDates);
var dateIndexValueMap = MapIndexValuesToDate(indexValues);
var stockQuotes = await stockQuoteTask;
var tickerStockQuoteMap = stockQuotes.ToDictionary(x => x.Symbol);
foreach (var purchase in purchases)
{
var ticker = stockIdTickerMap[purchase.StockId];
if (!tickerStockQuoteMap.ContainsKey(ticker))
{
continue;
}
var stockPriceToday = tickerStockQuoteMap[ticker].Price;
var stockIndexComparison = new StockComparisonToIndex();
stockIndexComparison.Ticker = ticker;
stockIndexComparison.CurrentPrice = stockPriceToday;
stockIndexComparison.PurchaseDate = purchase.Date;
stockIndexComparison.PurchasePrice = purchase.Price;
stockIndexComparison.Quantity = purchase.Quantity;
stockIndexComparison.TotalPriceDifference = Decimal.Round((stockPriceToday - purchase.Price) * purchase.Quantity, 4);
stockIndexComparison.PriceDifferencePerQuantity = stockPriceToday - purchase.Price;
stockIndexComparison.TotalPurchasePrice = purchase.Price * purchase.Quantity;
stockIndexComparison.TotalCurrentPrice = stockPriceToday * purchase.Quantity;
stockIndexComparison.PercentageChange = Decimal.Round((stockIndexComparison.TotalPriceDifference / stockIndexComparison.TotalPurchasePrice) * 100, 4);
stockIndexComparison.IndexesDifference = new List <IndexDifference>();
foreach (var indexTicker in indexTickers)
{
var indexPriceToday = tickerStockQuoteMap[indexTicker].Price;
var indexPriceOnPurchaseDate = dateIndexValueMap[purchase.Date.Date][indexTicker];
var stockPriceToIndexPriceRatio = stockIndexComparison.PurchasePrice / indexPriceOnPurchaseDate;
var indexDifference = new IndexDifference();
indexDifference.CurrentPrice = indexPriceToday;
indexDifference.IndexTicker = indexTicker;
indexDifference.PurchaseQuantity = stockPriceToIndexPriceRatio * purchase.Quantity;
indexDifference.PriceDifferencePerQuantity = Decimal.Round((indexPriceToday - indexPriceOnPurchaseDate) * stockPriceToIndexPriceRatio, 4);
indexDifference.TotalPriceDifference = Decimal.Round((indexPriceToday - indexPriceOnPurchaseDate) * indexDifference.PurchaseQuantity, 4);
indexDifference.PriceOnPurchaseDate = indexPriceOnPurchaseDate;
indexDifference.TotalPurchasePrice = indexDifference.PriceOnPurchaseDate * indexDifference.PurchaseQuantity;
indexDifference.PercentageChange = Decimal.Round((indexDifference.TotalPriceDifference / indexDifference.TotalPurchasePrice) * 100, 4);
indexDifference.TotalCurrentPrice = indexDifference.CurrentPrice * indexDifference.PurchaseQuantity;
stockIndexComparison.IndexesDifference.Add(indexDifference);
}
stockIndexComparisons.Add(stockIndexComparison);
}
return(stockIndexComparisons);
}