public void CalculateHistoricChanges()
{
DateTime?today = DateTime.Today;
var utilDates = today.UtilDates(null);
if (utilDates != null && EquityInstruments != null && HistoricMarketDataMap != null) // if I have the dates to look for quotes, the instruments and historic prices, it is possible to calculate the changes
{
Parallel.ForEach(EquityInstruments, (oneEquityInstrument) =>
{
if (HistoricMarketDataMap.ContainsKey(oneEquityInstrument.Ticker))
{
var oneEquityQuotes = HistoricMarketDataMap[oneEquityInstrument.Ticker];
if (oneEquityQuotes != null)
{
var histociData = HistoricMarketData[utilDates.CurrentDate.Year];
var oneIntrumentHistory = histociData.Where(e => e.Ticker.Equals(oneEquityInstrument.Ticker, StringComparison.InvariantCultureIgnoreCase)).FirstOrDefault();
var currentQuote = oneEquityQuotes.ContainsKey(utilDates.CurrentDate) ? oneEquityQuotes[utilDates.CurrentDate] : null;
var oneDayQuote = oneEquityQuotes.ContainsKey(utilDates.OneDayDate) ? oneEquityQuotes[utilDates.OneDayDate] : null;
var oneWeekQuote = oneEquityQuotes.ContainsKey(utilDates.OneWeekDate) ? oneEquityQuotes[utilDates.OneWeekDate] : null;
var oneMonthQuote = oneEquityQuotes.ContainsKey(utilDates.OneMonthDate) ? oneEquityQuotes[utilDates.OneMonthDate] : null;
var oneQuarteQuote = oneEquityQuotes.ContainsKey(utilDates.OneQuarterDate) ? oneEquityQuotes[utilDates.OneQuarterDate] : null;
var oneYearQuote = oneEquityQuotes.ContainsKey(utilDates.OneYearDate) ? oneEquityQuotes[utilDates.OneYearDate] : null;
var varDiaria = ((currentQuote?.Last ?? 1) / (oneDayQuote?.Last ?? 1)) - 1;
var varSemanal = ((currentQuote?.Last ?? 1) / (oneWeekQuote?.Last ?? 1)) - 1;
var varMensal = ((currentQuote?.Last ?? 1) / (oneMonthQuote?.Last ?? 1)) - 1;
var varTrimestral = ((currentQuote?.Last ?? 1) / (oneQuarteQuote?.Last ?? 1)) - 1;
var varAnual = ((currentQuote?.Last ?? 1) / (oneYearQuote?.Last ?? 1)) - 1;
var WTDQuote = oneEquityQuotes.ContainsKey(utilDates.WTDDate) ? oneEquityQuotes[utilDates.WTDDate] : null;
var MTDQuote = oneEquityQuotes.ContainsKey(utilDates.MTDDate) ? oneEquityQuotes[utilDates.MTDDate] : null;
var QTDQuote = oneEquityQuotes.ContainsKey(utilDates.QTDDate) ? oneEquityQuotes[utilDates.QTDDate] : null;
var YTDQuote = oneEquityQuotes.ContainsKey(utilDates.YTDDate) ? oneEquityQuotes[utilDates.YTDDate] : null;
}
}
});
}
}
public void CalculateHistoricChanges()
{
DateTime? today = DateTime.Today;
EquityPriceInfo equityPriceInfo = null;
var utilDates = today.UtilDates(null);
if (utilDates != null && EquityInstruments != null && HistoricMarketDataMap != null) // if I have the dates to look for quotes, the instruments and historic prices, it is possible to calculate the changes
{
Parallel.ForEach(EquityInstruments, (oneEquityInstrument) =>
{
if (HistoricMarketDataMap.ContainsKey(oneEquityInstrument.Ticker))
{
var oneEquityQuotes = HistoricMarketDataMap[oneEquityInstrument.Ticker];
if (oneEquityQuotes != null)
{
equityPriceInfo = new EquityPriceInfo();
equityPriceInfo.Equity = oneEquityInstrument;
var histociData = HistoricMarketData[utilDates.CurrentDate.Year];
var oneIntrumentHistory = histociData.Where(e => e.Ticker.Equals(oneEquityInstrument.Ticker, StringComparison.InvariantCultureIgnoreCase)).FirstOrDefault();
var currentQuote = oneEquityQuotes.ContainsKey(utilDates.CurrentDate) ? oneEquityQuotes[utilDates.CurrentDate] : null;
var oneDayQuote = oneEquityQuotes.ContainsKey(utilDates.OneDayDate) ? oneEquityQuotes[utilDates.OneDayDate] : null;
var oneWeekQuote = oneEquityQuotes.ContainsKey(utilDates.OneWeekDate) ? oneEquityQuotes[utilDates.OneWeekDate] : null;
var oneMonthQuote = oneEquityQuotes.ContainsKey(utilDates.OneMonthDate) ? oneEquityQuotes[utilDates.OneMonthDate] : null;
var oneQuarteQuote = oneEquityQuotes.ContainsKey(utilDates.OneQuarterDate) ? oneEquityQuotes[utilDates.OneQuarterDate] : null;
var oneYearQuote = oneEquityQuotes.ContainsKey(utilDates.OneYearDate) ? oneEquityQuotes[utilDates.OneYearDate] : null;
var varAbsDiaria = ((currentQuote?.Last ?? 1) - (oneDayQuote?.Last ?? 1));
var varAbsSemanal = ((currentQuote?.Last ?? 1) - (oneWeekQuote?.Last ?? 1));
var varAbsMensal = ((currentQuote?.Last ?? 1) - (oneMonthQuote?.Last ?? 1));
var varAbsTrimestral = ((currentQuote?.Last ?? 1) - (oneQuarteQuote?.Last ?? 1));
var varAbsAnual = ((currentQuote?.Last ?? 1) - (oneYearQuote?.Last ?? 1));
var varDiaria = ((currentQuote?.Last ?? 1) / (oneDayQuote?.Last ?? 1)) - 1;
var varSemanal = ((currentQuote?.Last ?? 1) / (oneWeekQuote?.Last ?? 1)) - 1;
var varMensal = ((currentQuote?.Last ?? 1) / (oneMonthQuote?.Last ?? 1)) - 1;
var varTrimestral = ((currentQuote?.Last ?? 1) / (oneQuarteQuote?.Last ?? 1)) - 1;
var varAnual = ((currentQuote?.Last ?? 1) / (oneYearQuote?.Last ?? 1)) - 1;
equityPriceInfo.DailyNominal = varAbsDiaria;
equityPriceInfo.WeeklyNominal = varAbsSemanal;
equityPriceInfo.MonthlyNominal = varAbsMensal;
equityPriceInfo.QuaterlyNominal = varAbsTrimestral;
equityPriceInfo.YearlyNominal = varAbsAnual;
equityPriceInfo.DailyPercentage = varDiaria;
equityPriceInfo.WeeklyPercentage = varSemanal;
equityPriceInfo.MonthlyPercentage = varMensal;
equityPriceInfo.QuaterlyPercentage = varTrimestral;
equityPriceInfo.YearlyPercentage = varAnual;
var WTDQuote = oneEquityQuotes.ContainsKey(utilDates.WTDDate) ? oneEquityQuotes[utilDates.WTDDate] : null;
var MTDQuote = oneEquityQuotes.ContainsKey(utilDates.MTDDate) ? oneEquityQuotes[utilDates.MTDDate] : null;
var QTDQuote = oneEquityQuotes.ContainsKey(utilDates.QTDDate) ? oneEquityQuotes[utilDates.QTDDate] : null;
var YTDQuote = oneEquityQuotes.ContainsKey(utilDates.YTDDate) ? oneEquityQuotes[utilDates.YTDDate] : null;
if (!HistoricPriceMovingInfoDataMap.ContainsKey(oneEquityInstrument.Ticker))
{
HistoricPriceMovingInfoDataMap[oneEquityInstrument.Ticker] = new Dictionary <DateTime, EquityPriceInfo>();
}
HistoricPriceMovingInfoDataMap[oneEquityInstrument.Ticker][utilDates.CurrentDate] = equityPriceInfo;
}
}
});
}
}