private static Dictionary<string, PositionModel> CalculateResults(Dictionary<string, PositionModel> traderPositions)
{
Dictionary<string, PositionModel> result = new Dictionary<string, PositionModel>();
foreach (var traderInfo in traderPositions)
{
foreach (var distinctSymbolData in traderInfo.Value.Symbol.GroupBy(r => r.Symbol))
{
foreach (var symbolData in distinctSymbolData)
{
if (symbolData.Quantity < 0 && distinctSymbolData.Count()>1 &&
distinctSymbolData.Select(r => r.Broker).Distinct().Count() > 0)
{
var longValuesSum = distinctSymbolData.Where(r => r.Quantity > 0);
decimal sumLong = longValuesSum.Sum(r => r.Quantity);
var shortValuesSum = distinctSymbolData.Where(r => r.Quantity < 0);
decimal sumShort = shortValuesSum.Sum(r => Math.Abs(r.Quantity));
SymbolData resultData = new SymbolData();
resultData.IsBoxed = true;
resultData.Quantity = Math.Min(sumLong, sumShort);
resultData.Symbol = symbolData.Symbol;
PositionModel positionResult = new PositionModel();
List<SymbolData> lstSymbolData = new List<SymbolData>();
lstSymbolData.Add(resultData);
positionResult.Symbol = lstSymbolData;
result.Add(traderInfo.Key, positionResult);
}
}
}
}
return result;
}
private static void AddNewTraderInfo(Dictionary<string, PositionModel> traderPositions, DataRow dr)
{
PositionModel pmData = new PositionModel();
SymbolData symbolData = new SymbolData();
symbolData.Symbol = dr["symbol"].ToString();
symbolData.Quantity = Convert.ToDecimal(dr["quantity"].ToString());
symbolData.Broker = dr["broker"].ToString();
pmData.Symbol.Add(symbolData);
traderPositions.Add(dr["trader"].ToString(), pmData);
}
public static Dictionary<string, PositionModel> Calculate(DataSet dsData)
{
Dictionary<string, PositionModel> traderPositions = new Dictionary<string, PositionModel>();
foreach (DataRow dr in dsData.Tables[0].Rows)
{
if (traderPositions.ContainsKey(dr["trader"].ToString()))
{
var postions = traderPositions[dr["trader"].ToString()];
SymbolData symbolData = new SymbolData();
var symbol = postions.Symbol.Where(r => r.Symbol == dr["symbol"].ToString()).ToList();
if (symbol.Count() > 0)
{
symbol.First().Quantity += Convert.ToDecimal(dr["quantity"].ToString());
}
else
{
symbolData.Symbol = dr["symbol"].ToString();
symbolData.Quantity = Convert.ToDecimal(dr["quantity"].ToString());
postions.Symbol.Add(symbolData);
}
}
else
{
PositionModel pmData=new PositionModel();
SymbolData symbolData = new SymbolData();
symbolData.Symbol = dr["symbol"].ToString();
symbolData.Quantity = Convert.ToDecimal(dr["quantity"].ToString());
pmData.Symbol.Add(symbolData);
traderPositions.Add(dr["trader"].ToString(), pmData);
}
}
return traderPositions;
}
private static void AddinExistingTraderInfo(Dictionary<string, PositionModel> traderPositions, DataRow dr)
{
var postions = traderPositions[dr["trader"].ToString()];
SymbolData symbolData = new SymbolData();
var symbol = postions.Symbol.Where(r => r.Symbol == dr["symbol"].ToString()).ToList();
//if (symbol.Count() > 0 && symbol.Last().Broker != dr["broker"].ToString())
//{
// symbol.First().Quantity += Convert.ToDecimal(dr["quantity"].ToString());
//}
//else
//{
symbolData.Symbol = dr["symbol"].ToString();
symbolData.Quantity = Convert.ToDecimal(dr["quantity"].ToString());
symbolData.Broker = dr["broker"].ToString();
postions.Symbol.Add(symbolData);
//}
}