private MonthlyRankingHistoryResponse GetMonthlyRankingHistoryResponse(double equity, AdvisorRankingHistory advisorMonthBeginningHistory, AdvisorMonthlyRanking advisorMonthlyRanking)
{
if (advisorMonthBeginningHistory != null)
{
var historyMonthBeginningPortfolioValue = advisorMonthBeginningHistory.AdvisorProfitHistory.Where(c => c.OrderStatusType != OrderStatusType.Close).Sum(c => c.TotalDollar);
return(new MonthlyRankingHistoryResponse()
{
PortfolioReferenceDate = advisorMonthBeginningHistory.ReferenceDate,
PortfolioValue = historyMonthBeginningPortfolioValue,
ProfitPercentage = equity / historyMonthBeginningPortfolioValue - 1
});
}
else if (advisorMonthlyRanking != null)
{
return(new MonthlyRankingHistoryResponse()
{
Ranking = advisorMonthlyRanking.Ranking,
ProfitPercentage = advisorMonthlyRanking.AverageReturn
});
}
else
{
return(null);
}
}
public AdvisorResponse GetAdvisorResponse(AdvisorRanking advisorRanking, int totalAdvisors, IEnumerable <FollowAdvisor> advisorFollowers, User loggedUser,
List <DomainObjects.Asset.Asset> assets, AdvisorRankingHistory advisorLastDayHistory, AdvisorRankingHistory advisorMonthBeginningHistory,
AdvisorMonthlyRanking advisorMonthlyRanking)
{
var advFollowers = advisorFollowers?.Where(c => c.AdvisorId == advisorRanking.Id);
var totalAvailable = advisorRanking.AdvisorProfit.First(c => c.AssetId == AssetUSDId).TotalDollar;
var totalOpenOrders = advisorRanking.AdvisorProfit.Where(c => c.AssetId != AssetUSDId && c.OrderStatusType == OrderStatusType.Open).Sum(c => c.TotalDollar);
var totalAllocated = advisorRanking.AdvisorProfit.Where(c => c.AssetId != AssetUSDId && c.OrderStatusType == OrderStatusType.Executed).Sum(c => c.TotalDollar - c.SummedProfitDollar);
var consideredProfits = advisorRanking.AdvisorProfit.Where(c => c.AssetId != AssetUSDId && c.OrderStatusType != OrderStatusType.Open);
var historyLastDayTotalAvailable = advisorLastDayHistory?.AdvisorProfitHistory.First(c => c.AssetId == AssetUSDId).TotalDollar;
var historyLastDayTotalAllocated = advisorLastDayHistory?.AdvisorProfitHistory.Where(c => c.AssetId != AssetUSDId && c.OrderStatusType != OrderStatusType.Close).Sum(c => c.TotalDollar);
var historyLastDayConsideredProfits = advisorLastDayHistory?.AdvisorProfitHistory.Where(c => c.AssetId != AssetUSDId && c.OrderStatusType != OrderStatusType.Open);
var runningProfits = consideredProfits.Where(c => c.OrderStatusType == OrderStatusType.Executed);
var assetsTraded = consideredProfits.Select(c => c.AssetId);
var totalOrders = consideredProfits.Any() ? consideredProfits.Sum(c => c.OrderCount) : 0;
var successRate = totalOrders > 0 ? (double)consideredProfits.Sum(c => c.SuccessCount) / totalOrders : 0.0;
var averageReturn = totalOrders > 0 ? consideredProfits.Sum(c => c.SummedProfitDollar) / consideredProfits.Sum(c => c.TotalDollar - c.SummedProfitDollar) : 0.0;
var openProfit = runningProfits.Any() ? runningProfits.Sum(c => c.SummedProfitDollar) : 0.0;
var totalVirtual = totalAvailable + totalAllocated + totalOpenOrders + openProfit;
var historyLastDayPortfolioValue = historyLastDayTotalAvailable.HasValue ? historyLastDayTotalAvailable + historyLastDayTotalAllocated : (double?)null;
var allProfit = totalVirtual - VirtualMoney;
var allProfitPercentage = totalVirtual / VirtualMoney - 1;
var closedOrdersWithTime = consideredProfits.Where(c => c.OrderStatusType == OrderStatusType.Close && c.SummedTradeMinutes.HasValue);
var averageTradeMinutes = closedOrdersWithTime.Any() ? closedOrdersWithTime.Sum(c => c.SummedTradeMinutes.Value) / closedOrdersWithTime.Sum(c => c.OrderCount) : (int?)null;
List <AdvisorAssetResponse> openPositions = null;
List <AdvisorAssetResponse> closedPositions = null;
closedPositions = consideredProfits.Where(c => c.OrderStatusType == OrderStatusType.Close).Select(c => GetAdvisorAssetResponse(c, assets)).Where(c => c != null).OrderByDescending(c => c.OrderCount).ToList();
openPositions = runningProfits.Select(c => GetAdvisorAssetResponse(c, assets)).Where(c => c != null).OrderByDescending(c => c.TotalInvested).ToList();
List <AdvisorAssetHistoryResponse> assetsHistory = new List <AdvisorAssetHistoryResponse>();
if (historyLastDayConsideredProfits?.Any() == true)
{
var assetData = historyLastDayConsideredProfits.GroupBy(c => c.AssetId);
foreach (var data in assetData)
{
var assetCurrentValue = 0.0;
var assetCurrentData = closedPositions.Where(c => c.AssetId == data.Key).Concat(openPositions.Where(c => c.AssetId == data.Key));
if (assetCurrentData.Any())
{
assetCurrentValue = assetCurrentData.Sum(c => c.TotalVirtual);
}
var totalDollar = data.Sum(c => c.TotalDollar);
var totalQuantity = data.Sum(c => c.TotalQuantity);
var totalProfit = data.Sum(c => c.SummedProfitDollar);
var assetLastValue = totalDollar + totalProfit;
assetsHistory.Add(new AdvisorAssetHistoryResponse()
{
AssetId = data.Key,
TotalInvested = totalDollar,
TotalQuantity = totalQuantity,
TotalProfit = totalProfit,
TotalVirtual = assetLastValue,
AveragePrice = totalDollar / totalQuantity,
Profit24hValue = assetCurrentValue != 0 ? assetCurrentValue - assetLastValue : (double?)null,
Profit24hPercentage = assetCurrentValue != 0 ? assetCurrentValue / assetLastValue - 1 : (double?)null
});
}
}
return(new AdvisorResponse()
{
UserId = advisorRanking.Id,
Name = advisorRanking.Name,
UrlGuid = advisorRanking.UrlGuid.ToString(),
CreationDate = advisorRanking.BecameAdvisorDate,
Description = advisorRanking.Description,
Owner = loggedUser != null && advisorRanking.Id == loggedUser.Id,
NumberOfFollowers = advFollowers?.Count() ?? 0,
TotalAssetsTraded = assetsTraded.Any() ? assetsTraded.Distinct().Count() : 0,
TotalTrades = totalOrders,
Following = loggedUser != null && loggedUser?.FollowedAdvisors?.Any(c => c == advisorRanking.Id) == true,
AverageReturn = averageReturn,
SuccessRate = successRate,
Ranking = advisorRanking.Ranking,
Rating = advisorRanking.Rating,
TotalAdvisors = totalAdvisors,
TotalAllocated = totalAllocated,
TotalAvailable = totalAvailable,
TotalBalance = totalOpenOrders + totalAvailable,
Equity = totalVirtual,
TotalProfit = allProfit,
TotalProfitPercentage = allProfitPercentage,
AverageTradeMinutes = averageTradeMinutes,
ClosedPositions = closedPositions,
OpenPositions = openPositions,
TotalFee = closedPositions.Sum(c => c.TotalFee ?? 0) + openPositions.Sum(c => c.TotalFee ?? 0),
LastPortfolioReferenceDate = advisorLastDayHistory?.ReferenceDate,
LastPortfolioValue = historyLastDayPortfolioValue,
Profit24hValue = historyLastDayPortfolioValue.HasValue ? totalVirtual - historyLastDayPortfolioValue : (double?)null,
Profit24hPercentage = historyLastDayPortfolioValue.HasValue ? totalVirtual / historyLastDayPortfolioValue - 1 : (double?)null,
AdvisorAsset24hHistory = assetsHistory,
MonthlyRankingHistory = GetMonthlyRankingHistoryResponse(totalVirtual, advisorMonthBeginningHistory, advisorMonthlyRanking),
RecommendationDistribution = runningProfits.Any() ? runningProfits.GroupBy(c => c.Type).Select(g => new RecommendationDistributionResponse()
{
Type = g.Key, Total = g.Sum(c => c.OrderCount)
}).ToList() : new List <RecommendationDistributionResponse>(),
});
}