예제 #1
0
        private IEnumerable <AssetHistStatJs> GetLookbackStat(string p_lookbackStr)
        {
            List <Asset> allAssets = m_marketSummaryAssets.ToList();   // duplicate the asset pointers. Don't add navAsset to m_marketSummaryAssets

            if (m_mkthSelectedNavAsset != null)
            {
                allAssets.Add(m_mkthSelectedNavAsset);
            }

            DateTime todayET       = Utils.ConvertTimeFromUtcToEt(DateTime.UtcNow).Date; // the default is YTD. Leave it as it is used frequently: by default server sends this to client at Open. Or at EvMemDbHistoricalDataReloaded_mktHealth()
            DateOnly lookbackStart = new DateOnly(todayET.Year - 1, 12, 31);             // YTD relative to 31st December, last year
            DateOnly lookbackEnd   = todayET.AddDays(-1);

            if (p_lookbackStr.StartsWith("Date:"))  // Browser client never send anything, but "Date:" inputs. Format: "Date:2019-11-11...2020-11-10"
            {
                lookbackStart = Utils.FastParseYYYYMMDD(new StringSegment(p_lookbackStr, "Date:".Length, 10));
                lookbackEnd   = Utils.FastParseYYYYMMDD(new StringSegment(p_lookbackStr, "Date:".Length + 13, 10));
            }
            // else if (p_lookbackStr.EndsWith("y"))
            // {
            //     if (Int32.TryParse(p_lookbackStr.Substring(0, p_lookbackStr.Length - 1), out int nYears))
            //         lookbackStart = todayET.AddYears(-1 * nYears);
            // }
            // else if (p_lookbackStr.EndsWith("m"))
            // {
            //     if (Int32.TryParse(p_lookbackStr.Substring(0, p_lookbackStr.Length - 1), out int nMonths))
            //         lookbackStart = todayET.AddMonths(-1 * nMonths);
            // }
            // else if (p_lookbackStr.EndsWith("w"))
            // {
            //     if (Int32.TryParse(p_lookbackStr.Substring(0, p_lookbackStr.Length - 1), out int nWeeks))
            //         lookbackStart = todayET.AddDays(-7 * nWeeks);
            // }

            IEnumerable <AssetHist>       assetHists           = MemDb.gMemDb.GetSdaHistCloses(allAssets, lookbackStart, lookbackEnd, false, true);
            IEnumerable <AssetHistStatJs> lookbackStatToClient = assetHists.Select(r =>
            {
                var rtStock = new AssetHistStatJs()
                {
                    AssetId         = r.Asset.AssetId,
                    SqTicker        = r.Asset.SqTicker,
                    PeriodStartDate = r.PeriodStartDate,    // it may be not the 'asked' start date if asset has less price history
                    PeriodEndDate   = r.PeriodEndDate,      // by default it is the date of yesterday, but the user can change it
                    PeriodStart     = r.Stat?.PeriodStart ?? Double.NaN,
                    PeriodEnd       = r.Stat?.PeriodEnd ?? Double.NaN,
                    PeriodHigh      = r.Stat?.PeriodHigh ?? Double.NaN,
                    PeriodLow       = r.Stat?.PeriodLow ?? Double.NaN,
                    PeriodMaxDD     = r.Stat?.PeriodMaxDD ?? Double.NaN,
                    PeriodMaxDU     = r.Stat?.PeriodMaxDU ?? Double.NaN
                };
                return(rtStock);
            });

            return(lookbackStatToClient);
        }
예제 #2
0
        private IEnumerable <AssetHistJs>?GetBrAccViewerHist(string p_lookbackStr)
        {
            if (m_braccSelectedNavAsset == null)
            {
                return(null);
            }

            List <Asset> assets = new List <Asset>();

            assets.Add(m_braccSelectedNavAsset);
            assets.Add(MemDb.gMemDb.AssetsCache.GetAsset("S/SPY"));                      // add it to BrokerNav for benchmark for the chart

            DateTime todayET       = Utils.ConvertTimeFromUtcToEt(DateTime.UtcNow).Date; // the default is YTD. Leave it as it is used frequently: by default server sends this to client at Open. Or at EvMemDbHistoricalDataReloaded_mktHealth()
            DateOnly lookbackStart = new DateOnly(todayET.Year - 1, 12, 31);             // YTD relative to 31st December, last year
            DateOnly lookbackEnd   = todayET.AddDays(-1);

            if (p_lookbackStr.StartsWith("Date:"))  // Browser client never send anything, but "Date:" inputs. Format: "Date:2019-11-11...2020-11-10"
            {
                lookbackStart = Utils.FastParseYYYYMMDD(new StringSegment(p_lookbackStr, "Date:".Length, 10));
                lookbackEnd   = Utils.FastParseYYYYMMDD(new StringSegment(p_lookbackStr, "Date:".Length + 13, 10));
            }

            IEnumerable <AssetHist> assetHists = MemDb.gMemDb.GetSdaHistCloses(assets, lookbackStart, lookbackEnd, true, true);

            IEnumerable <AssetHistJs> histToClient = assetHists.Select(r =>
            {
                var histStat = new AssetHistStatJs()
                {
                    AssetId         = r.Asset.AssetId,
                    SqTicker        = r.Asset.SqTicker,
                    PeriodStartDate = r.PeriodStartDate,    // it may be not the 'asked' start date if asset has less price history
                    PeriodEndDate   = r.PeriodEndDate,      // by default it is the date of yesterday, but the user can change it
                    PeriodStart     = r.Stat?.PeriodStart ?? Double.NaN,
                    PeriodEnd       = r.Stat?.PeriodEnd ?? Double.NaN,
                    PeriodHigh      = r.Stat?.PeriodHigh ?? Double.NaN,
                    PeriodLow       = r.Stat?.PeriodLow ?? Double.NaN,
                    PeriodMaxDD     = r.Stat?.PeriodMaxDD ?? Double.NaN,
                    PeriodMaxDU     = r.Stat?.PeriodMaxDU ?? Double.NaN
                };

                var dates  = r.Values !.Select(k => ((DateTime)k.Date).ToYYYYMMDD()).ToList();
                var values = r.Values !.Select(k => k.SdaValue).ToList();

                var histValues = new AssetHistValuesJs()
                {
                    AssetId         = r.Asset.AssetId,
                    SqTicker        = r.Asset.SqTicker,
                    PeriodStartDate = r.PeriodStartDate,
                    PeriodEndDate   = r.PeriodEndDate,
                    HistDates       = dates,
                    HistSdaCloses   = values
                };

                return(new AssetHistJs()
                {
                    HistValues = histValues, HistStat = histStat
                });
            });

            return(histToClient);
        }