public List <TradeDto> ToOpenCoveredCalls(List <Stock> stocks)
{
List <TradeDto> trades = new List <TradeDto>();
List <String> tradeLines = this.Trades.Split(new String[] { Environment.NewLine }, StringSplitOptions.RemoveEmptyEntries).Select(x => x.Replace("tAndroid", String.Empty).Replace("\t", " ").Replace("/", "_")).ToList();
foreach (String tradeLine in tradeLines)
{
var matches = _regexOpenCoveredCallTrade.Matches(tradeLine);
TradeDto dto = new TradeDto();
dto.TradingAccountId = this.TradingAccountId;
dto.EntryDate = DateTime.Parse(matches[0].Groups["Date"].Value.Replace("_", "/"));
dto.EntryPrice = Decimal.Parse(matches[0].Groups["Price"].Value);
dto.Size = Int32.Parse(matches[0].Groups["Quantity"].Value) * 100;
dto.Mark = dto.EntryPrice;
dto.TradeType = TradeTypes.CoveredCall;
dto.Classification = TradeClassifications.Consistent;
dto.Commissions = Decimal.Parse(matches[0].Groups["MiscFees"].Value) + Decimal.Parse(matches[0].Groups["Commissions"].Value);
dto.StockId = stocks.Single(x => x.Symbol == (matches[0].Groups["Symbol"].Value)).Id;
OptionDto optionDto = new OptionDto();
optionDto.Expiry = DateTime.Parse(matches[0].Groups["OptionExpiry"].Value);
optionDto.Strike = Decimal.Parse(matches[0].Groups["Strike"].Value);
optionDto.Symbol = matches[0].Groups["Symbol"].Value;
optionDto.Name = String.Format("{0:dd MMM yy} {1:N0}", optionDto.Expiry, optionDto.Strike);
optionDto.OptionType = OptionTypes.Call;
dto.CoveredCallOption = optionDto;
trades.Add(dto);
}
return(trades);
}
public List <TradeDto> ToFutureTradeDto(List <Market> markets)
{
List <TradeDto> trades = new List <TradeDto>();
List <String> tradeLines = this.Trades.Split(new String[] { Environment.NewLine, "\n" }, StringSplitOptions.RemoveEmptyEntries)
.Select(x => x.Replace("tAndroid", String.Empty).Replace("KEY: Shift 4 ", String.Empty).Replace("KEY: Shift 5 ", String.Empty).Replace("\t", " ")).ToList();
if (tradeLines == null || tradeLines.Count == 0)
{
return(trades);
}
int tradeCount = tradeLines.Count / 2;
while (trades.Count < tradeCount)
{
String openingLine = tradeLines[0];
String[] openingParts = openingLine.Split(" ".ToCharArray(), StringSplitOptions.RemoveEmptyEntries);
tradeLines.RemoveAt(0);
int closingIndex = tradeLines.FindIndex(x => x.Split(" ".ToCharArray(), StringSplitOptions.RemoveEmptyEntries)[6] == openingParts[6]);
String closingLine = tradeLines[closingIndex];
String[] closingParts = closingLine.Split(" ".ToCharArray(), StringSplitOptions.RemoveEmptyEntries);
tradeLines.RemoveAt(closingIndex);
TradeDto tradeDto = new TradeDto();
tradeDto.EntryDate = DateTime.Parse($"{openingParts[0]} {openingParts[1]}");
Market market = markets.First(x => x.Symbol == openingParts[6].Substring(1, 2));
tradeDto.MarketId = market.Id;
tradeDto.TradingAccountId = this.TradingAccountId;
tradeDto.Timeframe = market.MTT;
tradeDto.Size = Math.Abs(Int32.Parse(openingParts[5], System.Globalization.NumberStyles.Any));
tradeDto.Classification = TradeClassifications.Consistent;
tradeDto.TradeType = openingParts[4] == "BOT" ? TradeTypes.LongFuture : TradeTypes.ShortFuture;
tradeDto.EntryPrice = Decimal.Parse(openingParts[7].Replace("@", String.Empty).Replace("'", "."));
tradeDto.ExitDate = DateTime.Parse($"{closingParts[0]} {closingParts[1]}");
tradeDto.ExitPrice = Decimal.Parse(closingParts[7].Replace("@", String.Empty).Replace("'", "."));
tradeDto.Mark = tradeDto.ExitPrice;
tradeDto.ExitReason = ((tradeDto.TradeType == TradeTypes.LongFuture && tradeDto.EntryPrice < tradeDto.ExitPrice) || (tradeDto.TradeType == TradeTypes.ShortFuture && tradeDto.EntryPrice > tradeDto.ExitPrice)) ? TradeExitReasons.TargetHit : TradeExitReasons.StopLossHit;
if ((tradeDto.TradeType == TradeTypes.LongFuture && tradeDto.EntryPrice < tradeDto.ExitPrice) || (tradeDto.TradeType == TradeTypes.ShortFuture && tradeDto.EntryPrice > tradeDto.ExitPrice))
{
tradeDto.ProfitTakerPrice = tradeDto.ExitPrice;
}
else
{
tradeDto.StopLossPrice = tradeDto.ExitPrice;
}
tradeDto.Commissions = Math.Abs(Decimal.Parse(openingParts[8]) + Decimal.Parse(openingParts[9]) + Decimal.Parse(closingParts[8]) + Decimal.Parse(closingParts[9]));
trades.Add(tradeDto);
}
return(trades);
}
public void ToUpdateBullPutSpreads(List <TradeDto> trades)
{
List <String> statementLines = this.Trades.Split(new String[] { Environment.NewLine }, StringSplitOptions.RemoveEmptyEntries).Select(x => x.Replace("tAndroid", String.Empty).Replace("\t", " ").Replace("/", "_")).ToList();
for (int i = 0; i < statementLines.Count; i += 4)
{
TradeDto dto = trades.First(x => x.Stock.Symbol == statementLines[i].Trim());
dto.ExitReason = this.ExitReason;
dto.Stock.Price = Decimal.Parse(statementLines[i + 1]);
dto.BullPutSpreadLongOption.Price = Decimal.Parse(statementLines[i + 2]);
dto.BullPutSpreadShortOption.Price = Decimal.Parse(statementLines[i + 3]);
dto.Mark = dto.BullPutSpreadShortOption.Price - dto.BullPutSpreadLongOption.Price;
}
}
public void ToUpdateCoveredCalls(List <TradeDto> trades)
{
List <String> statementLines = this.Trades.Split(new String[] { Environment.NewLine }, StringSplitOptions.RemoveEmptyEntries).Select(x => x.Replace("tAndroid", String.Empty).Replace("\t", " ").Replace("/", "_")).ToList();
for (int i = 0; i < statementLines.Count; i += 3)
{
TradeDto dto = trades.First(x => x.Stock.Symbol == statementLines[i].Trim());
dto.ExitReason = this.ExitReason;
dto.Stock.Price = Decimal.Parse(statementLines[i + 1]);
dto.CoveredCallOption.Price = Decimal.Parse(statementLines[i + 2]);
dto.Mark = dto.Stock.Price - dto.CoveredCallOption.Price;
if (this.ExitCommissions > 0m)
{
dto.Commissions += this.ExitCommissions;
}
}
}