private Dictionary <string, decimal> CalculateHypotheticalPurchaseQuantity(decimal perDayInvestment,
IEnumerable <string> stockTickers,
IEnumerable <DateTime> dates,
IEnumerable <StockIndexValue> stockIndexValues)
{
var dateTickerPriceMap = _stockIndexValueService.OrderIndexValuesByDateAndTicker(stockIndexValues);
var unitCount = new Dictionary <string, decimal>();
foreach (var ticker in stockTickers)
{
unitCount[ticker] = 0.00m;
}
foreach (var ticker in stockTickers)
{
foreach (var date in dates)
{
var price = GetCurrentPrice(dateTickerPriceMap, date.Date, ticker);
if (price == 0.00m)
{
price = GetPreviousPrice(dateTickerPriceMap, date.Date, ticker);
}
if (price == 0.00m)
{
price = GetNextPrice(dateTickerPriceMap, date.Date, ticker);
}
if (price != 0.00m)
{
unitCount[ticker] += (perDayInvestment / price);
}
}
}
return(unitCount);
}
public async Task <LifeTimeComparison> GetLifeTimeComparison(ulong userId,
IDbConnection connection = null)
{
if (connection == null)
{
connection = _connectionService.GetConnection(userId);
}
var lifeTimeComparison = new LifeTimeComparison();
var indexLifeTimeComparisonMap = new Dictionary <string, IndexLifeTimeComparison>();
using (connection)
{
var purchases = await _stockPurchaseService.GetPurchasesForUserWithStockData(userId, connection);
var purchaseIdPurchaseMap = purchases.ToDictionary(x => x.PurchaseId);
var sales = await _stockSaleService.GetSalesByPurchaseIds(userId, purchases.Select(x => x.PurchaseId));
var purchaseAndSaleDates = new List <DateTime>();
purchaseAndSaleDates.AddRange(purchases.Select(x => x.Date));
purchaseAndSaleDates.AddRange(sales.Select(x => x.Date));
var tickerPricesOnPurchaseDate = await _stockIndexValueService.GetPricesForGivenIndexTickersAndDates(userId, IndexTickers.GetAllowedIndexTickers(), purchaseAndSaleDates);
var purchasesByIndexTickerAndDates = _stockIndexValueService.OrderIndexValuesByDateAndTicker(tickerPricesOnPurchaseDate);
var purchaseIsSaleMap = GetPurchaseIdSaleMap(sales);
foreach (var sale in sales)
{
if (purchaseIdPurchaseMap.ContainsKey(sale.PurchaseId))
{
var correspondingPurchase = purchaseIdPurchaseMap[sale.PurchaseId];
var totalSale = sale.Price * sale.Quantity;
lifeTimeComparison.TotalRealizedGainOrLoss += (totalSale - (correspondingPurchase.Price * sale.Quantity));
lifeTimeComparison.TotalSale += (sale.Quantity * sale.Price);
lifeTimeComparison.TotalPurchase += (correspondingPurchase.Price * sale.Quantity);
var saleProportion = sale.Quantity / correspondingPurchase.Quantity;
foreach (var indexTicker in IndexTickers.GetAllowedIndexTickers())
{
var priceOnPurchaseDate = purchasesByIndexTickerAndDates[correspondingPurchase.Date.Date][indexTicker];
var purchaseQuantity = (correspondingPurchase.Quantity * correspondingPurchase.Price) / priceOnPurchaseDate;
var priceOnSaleDate = purchasesByIndexTickerAndDates[sale.Date.Date][indexTicker];
var saleQuantity = saleProportion * purchaseQuantity;
var realizedGainOrLoss = (priceOnSaleDate - priceOnPurchaseDate) * (saleQuantity);
if (!indexLifeTimeComparisonMap.ContainsKey(indexTicker))
{
var lifeTimeComparisonForIndex = new IndexLifeTimeComparison();
indexLifeTimeComparisonMap.Add(indexTicker, lifeTimeComparisonForIndex);
}
indexLifeTimeComparisonMap[indexTicker].TotalRealizedGainOrLoss += realizedGainOrLoss;
indexLifeTimeComparisonMap[indexTicker].TotalPurchaseUnits += purchaseQuantity;
indexLifeTimeComparisonMap[indexTicker].TotalSaleUnits += saleQuantity;
}
correspondingPurchase.Quantity -= sale.Quantity;
}
}
var tickers = GetDistinctTickers(purchaseIdPurchaseMap.Values).ToList();
tickers.AddRange(IndexTickers.GetAllowedIndexTickers());
var lastPrices = await _marketDataService.GetLastStockQuote(tickers);
var tickerPriceMap = lastPrices.ToDictionary(x => x.Symbol);
foreach (var purchase in purchaseIdPurchaseMap.Values)
{
if (purchase.Quantity > 0 && tickerPriceMap.ContainsKey(purchase.Stock.Ticker))
{
lifeTimeComparison.TotalPaperGainOrLoss += ((tickerPriceMap[purchase.Stock.Ticker].Price * purchase.Quantity) - (purchase.Price * purchase.Quantity));
lifeTimeComparison.TotalPurchase += (purchase.Price * purchase.Quantity);
foreach (var indexTicker in IndexTickers.GetAllowedIndexTickers())
{
var indexPurchaseUnits = (purchase.Price * purchase.Quantity) / purchasesByIndexTickerAndDates[purchase.Date.Date][indexTicker];
if (!indexLifeTimeComparisonMap.ContainsKey(indexTicker))
{
var indexLifeTimeComparison = new IndexLifeTimeComparison();
indexLifeTimeComparisonMap.Add(indexTicker, indexLifeTimeComparison);
}
indexLifeTimeComparisonMap[indexTicker].TotalPurchaseUnits += indexPurchaseUnits;
indexLifeTimeComparisonMap[indexTicker].TotalPaperGainOrLoss += ((tickerPriceMap[indexTicker].Price * indexPurchaseUnits) - (purchase.Price * purchase.Quantity));
}
}
}
}
lifeTimeComparison.IndexLifeTimeComparisonMap = indexLifeTimeComparisonMap;
foreach (var indexComparison in lifeTimeComparison.IndexLifeTimeComparisonMap.Values)
{
indexComparison.TotalGainOrLoss = indexComparison.TotalPaperGainOrLoss + indexComparison.TotalRealizedGainOrLoss;
indexComparison.TotalReturnPercentage = (indexComparison.TotalGainOrLoss / lifeTimeComparison.TotalPurchase) * 100;
}
lifeTimeComparison.TotalGainOrLoss = lifeTimeComparison.TotalPaperGainOrLoss + lifeTimeComparison.TotalRealizedGainOrLoss;
lifeTimeComparison.TotalReturnPercentage = (lifeTimeComparison.TotalGainOrLoss / lifeTimeComparison.TotalPurchase) * 100;
return(lifeTimeComparison);
}