public void Write(string reportFilePath, TradesAggregationsReport reportData)
{
var lines = new List <string>();
lines.Add("----------------------------------- Securities ------------------------------------------------------");
lines.Add(string.Empty);
foreach (var security in reportData.SecuritiesAggregations)
{
lines.Add($"{security.Security} - Quantity Sum: {security.QuantitySum}; Price Average: {security.PriceAverage}");
}
lines.Add(string.Empty);
lines.Add("----------------------------------- Transaction Codes -----------------------------------------------");
foreach (var transactionCodes in reportData.TransactionCodeAggregations)
{
lines.Add($"{transactionCodes.TransactionCode} - Quantity Sum: {transactionCodes.QuantitySum}; Price Average: {transactionCodes.PriceAverage}");
}
lines.Add(string.Empty);
lines.Add("----------------------------------- Trade Dates ------------------------------------------------------");
foreach (var tradeDate in reportData.TradeDateAggregations)
{
lines.Add($"{tradeDate.TradeDate.ToString("yyyy/MM/dd")} - Quantity Sum: {tradeDate.QuantitySum}; Price Average: {tradeDate.PriceAverage}");
}
lines.Add(string.Empty);
lines.Add("------------------------------------ Files with without valid security ------------------------------");
foreach (var file in reportData.FileAggregations)
{
lines.Add($"{file.FilePath} - Count: {file.InvalidTradesCount}");
}
File.WriteAllLines(reportFilePath, lines);
}
/// <summary>
/// Generate report after processing is done, based on internal state
/// </summary>
/// <returns></returns>
public TradesAggregationsReport GenerateReport()
{
var report = new TradesAggregationsReport();
// map securities aggregations
var securitiesAggregations = new List <SecurityAggregation>();
foreach (var security in this.quantitiesByBloombergId.Keys)
{
securitiesAggregations.Add(new SecurityAggregation
{
Security = security,
QuantitySum = this.quantitiesByBloombergId[security],
PriceAverage = this.priceSumByBloombergId[security] / this.priceCountByBloombergId[security]
});
}
report.SecuritiesAggregations = securitiesAggregations;
// map transaction code aggregations
var transactionCodeAggregations = new List <TransactionCodeAggregation>();
foreach (var transactionCode in this.quantitiesByTransactionCode.Keys)
{
transactionCodeAggregations.Add(new TransactionCodeAggregation
{
TransactionCode = transactionCode,
QuantitySum = this.quantitiesByTransactionCode[transactionCode],
PriceAverage = this.priceSumByTransactionCode[transactionCode] / this.priceCountByTransactionCode[transactionCode]
});
}
report.TransactionCodeAggregations = transactionCodeAggregations;
// map trade date aggregations
var tradeDateAggregations = new List <TradeDateAggregation>();
foreach (var tradeDate in this.quantitiesByTradeDate.Keys)
{
tradeDateAggregations.Add(new TradeDateAggregation
{
TradeDate = tradeDate,
QuantitySum = this.quantitiesByTradeDate[tradeDate],
PriceAverage = this.priceSumByTradeDate[tradeDate] / this.priceCountByTradeDate[tradeDate]
});
}
report.TradeDateAggregations = tradeDateAggregations;
// map file aggregations
var fileAggregations = new List <FileAggregation>();
foreach (var fileName in this.fileCountsDictionary.Keys)
{
fileAggregations.Add(new FileAggregation
{
FilePath = fileName,
InvalidTradesCount = this.fileCountsDictionary[fileName]
});
}
report.FileAggregations = fileAggregations;
return(report);
}
