public Dictionary <string, string> CalculateDivFreqAndDivMonths(string tickerSymbol, Data.PIMS3Context ctx)
{
StringBuilder oneYearDivPayMonths_1 = new StringBuilder();
string oneYearDivPayMonths_2 = string.Empty;
int divFreqCounter = 0;
string tempDate = "";
var profileDataAccessComponent = new ProfileDataProcessing(ctx);
JArray orderedJsonTickerPriceData = profileDataAccessComponent.FetchDividendSpecsForTicker(tickerSymbol);
if (orderedJsonTickerPriceData == null)
{
Log.Warning("ProfileProcessing.CalculateDivFreqAndDivMonths() - found unresolved ticker in Tiingo service, unable to update Profile price data for {0}: ", tickerSymbol);
return(null);
}
List <int> divPayoutDays = new List <int>();
foreach (JObject objChild in orderedJsonTickerPriceData.Children <JObject>())
{
// Loop will key in on "divCash" for gathering needed freq & month specs.
foreach (var property in objChild.Properties())
{
if (property.Name == "date")
{
tempDate = property.Value.ToString();
}
if (property.Name == "divCash")
{
if (decimal.Parse(property.Value.ToString()) > 0)
{
divFreqCounter += 1;
oneYearDivPayMonths_1.Append(ExtractMonthFromDivPayDate(tempDate));
divPayoutDays.Add(ExtractDivPayDay(tempDate));
oneYearDivPayMonths_1.Append(",");
}
}
}
}
int medianDivPayoutDay = CommonSvc.CalculateMedianValue(divPayoutDays);
if (oneYearDivPayMonths_1.Length == 0)
{
return(null);
}
// Strip trailing comma.
oneYearDivPayMonths_2 = oneYearDivPayMonths_1.ToString().Substring(0, oneYearDivPayMonths_1.Length - 1);
string[] oneYearDivPayMonths_3 = oneYearDivPayMonths_2.Split(',');
Dictionary <string, string> finalProfileSpecs = new Dictionary <string, string>();
int monthsCount = oneYearDivPayMonths_3.Length;
/* == finalProfileSpecs Keys legend: ==
* "DF"(dividend frequency)
* "DM"(dividend months)
* "DPD"(dividend payout day)
*/
if (monthsCount >= 3 && monthsCount <= 5)
{
// Due to possible inconsistent number of income receipts made within the last 12 month price history obtained
// from our 3rd party service (Tiingo), we'll account for this by designating as (Q)uarterly dividend frequency.
finalProfileSpecs.Add("DF", "Q");
finalProfileSpecs.Add("DM", oneYearDivPayMonths_2);
}
else if (monthsCount >= 5)
{
finalProfileSpecs.Add("DF", "M");
finalProfileSpecs.Add("DM", "-");
}
else if (monthsCount == 2)
{
finalProfileSpecs.Add("DF", "S");
finalProfileSpecs.Add("DM", oneYearDivPayMonths_2);
}
else
{
finalProfileSpecs.Add("DF", "A");
finalProfileSpecs.Add("DM", oneYearDivPayMonths_2);
}
if (medianDivPayoutDay > 0)
{
finalProfileSpecs.Add("DPD", medianDivPayoutDay.ToString());
}
return(finalProfileSpecs);
}
public ProfileForUpdateVm Process12MosRevenueHistory(string investorId)
{
// Revenue processing in response to investor-initiated Profile updating.
ProfileForUpdateVm vm = new ProfileForUpdateVm();
try
{
string exceptionTickers = string.Empty;
IQueryable <string> currentPositions = _ctx.Position.Where(p => p.PositionAsset.InvestorId == investorId && p.Status == "A")
.Select(p => p.PositionAsset.Profile.TickerSymbol)
.Distinct()
.AsQueryable();
IQueryable <PositionIncomeVm> joinedPositionIncome = _ctx.Position.Where(p => p.PositionAsset.InvestorId == investorId && p.Status == "A")
.Join(_ctx.Income, p => p.PositionId, i => i.PositionId,
(p, i) => new PositionIncomeVm
{
ProfileId = p.PositionAsset.Profile.ProfileId,
PositionId = p.PositionId,
TickerSymbol = p.PositionAsset.Profile.TickerSymbol,
Account = p.AccountType.AccountTypeDesc,
DateRecvd = i.DateRecvd,
DividendYield = Convert.ToDecimal(p.PositionAsset.Profile.DividendYield),
TickerDescription = p.PositionAsset.Profile.TickerDescription
})
.OrderBy(results => results.TickerSymbol)
.ThenBy(results => results.Account)
.AsQueryable();
joinedPositionIncome.OrderBy(pi => pi.DateRecvd);
// To be initialized return collection.
List <Data.Entities.Profile> updateProfileModelList = new List <Data.Entities.Profile>();
foreach (string currentTicker in currentPositions)
{
// Do we have income data for this position that is greater than or equal to a least a year old, as is necessary
// for accurate calculation of both 1) dividend distribution frequency, and 2) dividend payout months values.
// Back-dated info is always from the 1st of the calculated year ago month.
int olderThanOneYearRevenueCount = joinedPositionIncome
.Where(pi => pi.TickerSymbol == currentTicker &&
pi.DateRecvd <= DateTime.Now.AddMonths(-12).AddDays(-DateTime.Now.Day)).Count();
if (olderThanOneYearRevenueCount > 0)
{
Data.Entities.Profile updateProfileModel = new Data.Entities.Profile
{
TickerSymbol = currentTicker
};
IQueryable <PositionIncomeVm> withinLastYearData = joinedPositionIncome
.Where(pi => pi.TickerSymbol == currentTicker &&
pi.DateRecvd >= DateTime.Now.AddMonths(-12).AddDays(-DateTime.Now.Day))
.AsQueryable();
// Investor may have same position in multiple accounts, e.g. IRA, Roth-IRA.
int dupAcctCount = withinLastYearData.Select(pi => pi.Account).Distinct().Count();
if (dupAcctCount > 1)
{
IQueryable <PositionIncomeVm> withUniqueAcct = withinLastYearData
.Where(pi => pi.Account == withinLastYearData.First().Account).OrderBy(pi => pi.TickerSymbol);
updateProfileModel.DividendFreq = CalculateDividendFrequency(withUniqueAcct);
updateProfileModel.DividendMonths = updateProfileModel.DividendFreq != "M" ? CalculateDividendMonths(withUniqueAcct) : "N/A";
updateProfileModel.DividendPayDay = CommonSvc.CalculateMedianValue(BuildDivDaysList((withUniqueAcct)));
}
else
{
updateProfileModel.DividendFreq = CalculateDividendFrequency(withinLastYearData);
updateProfileModel.DividendMonths = updateProfileModel.DividendFreq != "M" ? CalculateDividendMonths(withinLastYearData) : "N/A";
updateProfileModel.DividendPayDay = CommonSvc.CalculateMedianValue(BuildDivDaysList((withinLastYearData)));
}
// Satisfy 'required' Profile attributes & ProfileId for updating.
updateProfileModel.ProfileId = joinedPositionIncome.Where(d => d.TickerSymbol == currentTicker).First().ProfileId;
updateProfileModel.DividendYield = joinedPositionIncome.Where(d => d.TickerSymbol == currentTicker).First().DividendYield;
updateProfileModel.TickerDescription = joinedPositionIncome.Where(d => d.TickerSymbol == currentTicker).First().TickerDescription;
updateProfileModel.LastUpdate = DateTime.Now;
updateProfileModelList.Add(updateProfileModel);
}
else
{
exceptionTickers += currentTicker + ", ";
}
}
if (exceptionTickers.Length > 0)
{
exceptionTickers.Trim();
exceptionTickers = exceptionTickers.Remove(exceptionTickers.LastIndexOf(','), 1);
}
vm.BatchProfilesList = updateProfileModelList;
vm.ExceptionTickerSymbols = (exceptionTickers.Length > 0 ? exceptionTickers : "");
vm.UpdateHasErrors = false;
}
catch (Exception)
{
vm.UpdateHasErrors = true;
}
return(vm);
}
