public async Task <object[]> GetSeries(DateTime from, DateTime to)
{
return(await Task.Run(() =>
{
var dateRange = Enumerable.Range(0, 1 + to.Subtract(from).Days)
.Select(offset => from.AddDays(offset))
.ToArray();
var data = ContextHelpers.GetTransactions(GetTransactionSource(), from, to);
var rentPerDay = new LineSeries()
{
Title = GetLineSeriesName(Resources.RENT_DAY),
Smooth = true
};
var serieInterestTotal = new LineSeries()
{
Title = GetLineSeriesName(Resources.RENT_TOTAL)
};
var serieBalance = new LineSeries()
{
Title = GetLineSeriesName(Resources.BALANCE)
};
var serieInvestment = new LineSeries()
{
Title = GetLineSeriesName(Resources.INVESTMENTS)
};
var serieDeposits = new LineSeries()
{
Title = GetLineSeriesName("Deposits")
};
var serieYield = new LineSeries()
{
Title = GetLineSeriesName("Yield"),
Smooth = true
};
var serieXirr = new LineSeries()
{
Title = GetLineSeriesName("Xirr")
};
var dataForIRR =
data.Where(f => f.TransactionType == TransactionType.Interest || f.TransactionType == TransactionType.Investment || f.TransactionType == TransactionType.Principal);
foreach (var date in dateRange)
{
var transToday = data.Where(tr => tr.Date.Value.Date == date.Date).OrderBy(d => d.Date.Value);
double timestamp = OxyPlot.Axes.DateTimeAxis.ToDouble(date.Date);
var transactionsInterestToday = transToday.Where(t => t.TransactionType == TransactionType.Interest).Sum(f => f.Amount);
rentPerDay.Points.Add(new OxyPlot.DataPoint(timestamp, Convert.ToDouble(transactionsInterestToday)));
var sumInterest = data.Where(tr => tr.Date.Value.Date <= date.Date && tr.TransactionType == TransactionType.Interest).Sum(tr => tr.Amount);
serieInterestTotal.Points.Add(new OxyPlot.DataPoint(timestamp, Convert.ToDouble(sumInterest)));
var transactionBalance = transToday.Any() ? transToday.Last().Balance.Value : data.Where(f => f.Balance.HasValue && f.Date.Value <= date.Date).Any() ? data.Where(f => f.Balance.HasValue && f.Date.Value <= date.Date).Last().Balance : 0;
if (transactionBalance.HasValue)
{
serieBalance.Points.Add(new OxyPlot.DataPoint(timestamp, Convert.ToDouble(transactionBalance)));
}
decimal investmentsBalance = transToday.Where(t => t.TransactionType == TransactionType.Investment).Sum(f => f.Amount);
serieInvestment.Points.Add(new OxyPlot.DataPoint(timestamp, Convert.ToDouble(investmentsBalance)));
decimal desposits = transToday.Where(t => t.TransactionType == TransactionType.Deposit).Sum(f => f.Amount);
serieDeposits.Points.Add(new OxyPlot.DataPoint(timestamp, Convert.ToDouble(desposits)));
// Yield
var deposits = data.Where(f => f.Date.Value.Date <= date.Date && f.TransactionType == TransactionType.Deposit).Sum(f => f.Amount);
var withdraws = data.Where(f => f.Date.Value.Date <= date.Date && f.TransactionType == TransactionType.Withdraw).Sum(f => f.Amount);
var rent = data.Where(f => f.Date.Value.Date <= date.Date && f.TransactionType == TransactionType.Interest).Sum(f => f.Amount);
var totalAsset = deposits - withdraws;
if (totalAsset != 0)
{
serieYield.Points.Add(new OxyPlot.DataPoint(timestamp, Convert.ToDouble(rent / totalAsset) * 100));
}
// xirr
var gr = dataForIRR.Where(f => f.Date.Value <= date.Date)
.GroupBy(f => f.LoanId, (v, y) =>
new
{
transactions = y,
done = y.Where(f => f.TransactionType != TransactionType.Investment).Sum(f => f.Amount) > (y.First(f => f.TransactionType == TransactionType.Investment).Amount * -1),
loanId = v,
xiir = y.Any(f => f.TransactionType == TransactionType.Investment) && y.Any(f => f.TransactionType == TransactionType.Interest || f.TransactionType == TransactionType.Principal) && y.Where(f => f.TransactionType != TransactionType.Investment).Sum(f => f.Amount) > (y.First(f => f.TransactionType == TransactionType.Investment).Amount * -1) ? IRR(y.Select(f => f.Amount), y.Select(f => f.Date.Value)) : null
}).Where(f => f.done && f.xiir.HasValue);
if (gr.Any())
{
serieXirr.Points.Add(new OxyPlot.DataPoint(timestamp, gr.Average(v => v.xiir.Value)));
}
}
return new object[5] {
rentPerDay,
serieInterestTotal,
serieBalance,
//serieInvestment,
//serieDeposits,
serieYield,
serieXirr
};
}));
}