private DataTable GeneratePerformanceOverviewStats()
{
var statsDT = new DataTable();
statsDT.Columns.Add("Stat", typeof(string));
statsDT.Columns.Add("Last 30 Days", typeof(string));
statsDT.Columns.Add("YTD", typeof(string));
statsDT.Columns.Add("All Time", typeof(string));
var allEquitySummaries = Context
.EquitySummaries
.OrderBy(x => x.Date)
.ToList();
Dictionary <DateTime, decimal> depositsWithdrawals =
Context
.CashTransactions
.Where(x => x.Type == "Deposits & Withdrawals")
.ToList()
.GroupBy(x => x.TransactionDate)
.ToDictionary(x => x.Key, x => x.Sum(y => y.Amount * y.FXRateToBase));
var last30DaysEC = EcFromEquitySummaries(
allEquitySummaries.Where(x => x.Date >= DateTime.Now.AddMonths(-1)).ToList(),
depositsWithdrawals);
var ytdEC = EcFromEquitySummaries(
allEquitySummaries.Where(x => x.Date.Year == DateTime.Now.Year).ToList(),
depositsWithdrawals);
var allTimeEC = EcFromEquitySummaries(allEquitySummaries, depositsWithdrawals);
var last30DayStats = PerformanceMeasurement.EquityCurveStats(last30DaysEC, 30);
var ytdStats = PerformanceMeasurement.EquityCurveStats(ytdEC, DateTime.Now.DayOfYear);
var allTimeStats = PerformanceMeasurement.EquityCurveStats(allTimeEC,
(int)(allEquitySummaries.Last().Date - allEquitySummaries.First().Date).TotalDays);
foreach (var kvp in last30DayStats)
{
var dr = statsDT.NewRow();
dr["Stat"] = kvp.Key;
dr["Last 30 Days"] = kvp.Value;
if (ytdStats.ContainsKey(kvp.Key))
{
dr["YTD"] = ytdStats[kvp.Key];
}
dr["All Time"] = allTimeStats[kvp.Key];
statsDT.Rows.Add(dr);
}
return(statsDT);
}
private DataTable GeneratePerformanceOverviewStats()
{
var statsDT = new DataTable();
statsDT.Columns.Add("Stat", typeof(string));
statsDT.Columns.Add("Last 30 Days", typeof(string));
statsDT.Columns.Add("YTD", typeof(string));
statsDT.Columns.Add("All Time", typeof(string));
Dictionary <DateTime, decimal> depositsWithdrawals = GetDepositsWithdrawals();
Dictionary <DateTime, decimal> totalCapital = GetTotalCapitalSeries();
if (totalCapital.Count == 0)
{
return(statsDT);
}
var last30DaysEC = EcFromEquitySummaries(
totalCapital.Where(x => x.Key >= DateTime.Now.AddMonths(-1)).ToDictionary(x => x.Key, x => x.Value),
depositsWithdrawals);
var ytdEC = EcFromEquitySummaries(
totalCapital.Where(x => x.Key.Year == DateTime.Now.Year).ToList().ToDictionary(x => x.Key, x => x.Value),
depositsWithdrawals);
var allTimeEC = EcFromEquitySummaries(totalCapital, depositsWithdrawals);
var last30DayStats = PerformanceMeasurement.EquityCurveStats(last30DaysEC, 30);
var ytdStats = PerformanceMeasurement.EquityCurveStats(ytdEC, DateTime.Now.DayOfYear);
var allTimeStats = PerformanceMeasurement.EquityCurveStats(allTimeEC,
(int)(totalCapital.Last().Key - totalCapital.First().Key).TotalDays);
foreach (var kvp in allTimeStats)
{
var dr = statsDT.NewRow();
dr["Stat"] = kvp.Key;
if (last30DayStats.ContainsKey(kvp.Key))
{
dr["Last 30 Days"] = last30DayStats[kvp.Key];
}
if (ytdStats.ContainsKey(kvp.Key))
{
dr["YTD"] = ytdStats[kvp.Key];
}
dr["All Time"] = allTimeStats[kvp.Key];
statsDT.Rows.Add(dr);
}
return(statsDT);
}