/// <summary>
/// посчитать прибыль по счетам
/// </summary>
private void CalculateAccountProfit(TradeSharpConnection ctx,
List<ACCOUNT> accounts)
{
var performers = new List<AccountPerformance>();
PerformersTopTotalIncome = new List<AccountPerformance>();
PerformersTopProfitBroker = new List<AccountPerformance>();
PerformersTopProfitIncome = new List<AccountPerformance>();
PerformersTopWorstProfitBroker = new List<AccountPerformance>();
// получить текущие котировки
var candles = QuoteDatabase.GetCandlesOnTime(null);
if (candles.Count == 0)
{
Errors.Add("CalculateAccountProfit - " + Resource.ErrorMessageQuotNotReceived);
return;
}
// посчитать доходность по каждому счету
// в валюте брокера
foreach (var account in accounts)
{
var openProfit = CalculateAccountOpenProfit(ctx, account, candles);
var acId = account.ID;
// ввод-вывод и профиль по закрытым сделкам
var profitClosed = 0M;
var investedTotal = 0M;
var withdrawnTotal = 0M;
foreach (var bc in ctx.BALANCE_CHANGE.Where(b => b.AccountID == acId))
{
if (bc.ChangeType == (int)BalanceChangeType.Profit)
profitClosed += bc.Amount;
else if (bc.ChangeType == (int)BalanceChangeType.Loss)
profitClosed -= bc.Amount;
else if (bc.ChangeType == (int) BalanceChangeType.Deposit)
investedTotal += bc.Amount;
else if (bc.ChangeType == (int)BalanceChangeType.Withdrawal)
withdrawnTotal += bc.Amount;
}
// профит по сделкам...
var profit = profitClosed + (decimal)openProfit;
// сводка по счету
var performer = new AccountPerformance
{
Account = account,
TotalIncome = investedTotal,
TotalWithdraw = withdrawnTotal,
TotalProfit = profit,
TotalProfitPercent = investedTotal == 0 ? 0 : 100*profit/investedTotal
};
// пересчитать в валюту брокера
string errorStr;
performer.CalculateResultsInBrokerCurrency(candles, BrokerCurrency, out errorStr);
if (!string.IsNullOrEmpty(errorStr))
Errors.Add(errorStr);
performers.Add(performer);
}
// вывести краткую сводку по доходности
if (performers.Count > 0)
{
// средние показатели
AvgTotalIncome = performers.Average(p => p.TotalIncomeBroker);
AvgProfitBroker = performers.Average(p => p.TotalProfitBroker);
AvgProfitIncome = performers.Average(p => p.TotalProfitPercent);
// топы лучших - худших
PerformersTopTotalIncome =
performers.OrderByDescending(p => p.TotalIncome).Take(TopRecordsCount).ToList();
PerformersTopTotalIncome =
performers.OrderByDescending(p => p.TotalIncome).Take(TopRecordsCount).ToList();
PerformersTopProfitBroker =
performers.OrderByDescending(p => p.TotalProfitBroker).Take(TopRecordsCount).ToList();
PerformersTopWorstProfitBroker =
performers.OrderBy(p => p.TotalProfitBroker).Take(TopRecordsCount).ToList();
PerformersTopProfitIncome =
performers.OrderByDescending(p => p.TotalProfitPercent).Take(TopRecordsCount).ToList();
}
}
/// <summary>
/// посчитать прибыль по счетам
/// </summary>
private void CalculateAccountProfit(TradeSharpConnection ctx,
List <ACCOUNT> accounts)
{
var performers = new List <AccountPerformance>();
PerformersTopTotalIncome = new List <AccountPerformance>();
PerformersTopProfitBroker = new List <AccountPerformance>();
PerformersTopProfitIncome = new List <AccountPerformance>();
PerformersTopWorstProfitBroker = new List <AccountPerformance>();
// получить текущие котировки
var candles = QuoteDatabase.GetCandlesOnTime(null);
if (candles.Count == 0)
{
Errors.Add("CalculateAccountProfit - " + Resource.ErrorMessageQuotNotReceived);
return;
}
// посчитать доходность по каждому счету
// в валюте брокера
foreach (var account in accounts)
{
var openProfit = CalculateAccountOpenProfit(ctx, account, candles);
var acId = account.ID;
// ввод-вывод и профиль по закрытым сделкам
var profitClosed = 0M;
var investedTotal = 0M;
var withdrawnTotal = 0M;
foreach (var bc in ctx.BALANCE_CHANGE.Where(b => b.AccountID == acId))
{
if (bc.ChangeType == (int)BalanceChangeType.Profit)
{
profitClosed += bc.Amount;
}
else if (bc.ChangeType == (int)BalanceChangeType.Loss)
{
profitClosed -= bc.Amount;
}
else if (bc.ChangeType == (int)BalanceChangeType.Deposit)
{
investedTotal += bc.Amount;
}
else if (bc.ChangeType == (int)BalanceChangeType.Withdrawal)
{
withdrawnTotal += bc.Amount;
}
}
// профит по сделкам...
var profit = profitClosed + (decimal)openProfit;
// сводка по счету
var performer = new AccountPerformance
{
Account = account,
TotalIncome = investedTotal,
TotalWithdraw = withdrawnTotal,
TotalProfit = profit,
TotalProfitPercent = investedTotal == 0 ? 0 : 100 * profit / investedTotal
};
// пересчитать в валюту брокера
string errorStr;
performer.CalculateResultsInBrokerCurrency(candles, BrokerCurrency, out errorStr);
if (!string.IsNullOrEmpty(errorStr))
{
Errors.Add(errorStr);
}
performers.Add(performer);
}
// вывести краткую сводку по доходности
if (performers.Count > 0)
{
// средние показатели
AvgTotalIncome = performers.Average(p => p.TotalIncomeBroker);
AvgProfitBroker = performers.Average(p => p.TotalProfitBroker);
AvgProfitIncome = performers.Average(p => p.TotalProfitPercent);
// топы лучших - худших
PerformersTopTotalIncome =
performers.OrderByDescending(p => p.TotalIncome).Take(TopRecordsCount).ToList();
PerformersTopTotalIncome =
performers.OrderByDescending(p => p.TotalIncome).Take(TopRecordsCount).ToList();
PerformersTopProfitBroker =
performers.OrderByDescending(p => p.TotalProfitBroker).Take(TopRecordsCount).ToList();
PerformersTopWorstProfitBroker =
performers.OrderBy(p => p.TotalProfitBroker).Take(TopRecordsCount).ToList();
PerformersTopProfitIncome =
performers.OrderByDescending(p => p.TotalProfitPercent).Take(TopRecordsCount).ToList();
}
}
