private void BuildTotalReport()
{
var timeSpan = new Dictionary <string, double>();
using (var ctx = DatabaseContext.Instance.Make())
{
ReadBrokerMetadata(ctx);
// автоматически рассчитать дату старта
if (StartDate == default(DateTime))
{
StartDate = ctx.POSITION.Min(p => p.TimeEnter);
}
// количество заведенных за период счетов и общее количество счетов
var accounts = ctx.ACCOUNT.ToList();
var realAccounts = new List <ACCOUNT>();
foreach (var account in accounts)
{
AccountsCount++;
if (account.ACCOUNT_GROUP.IsReal)
{
if (account.TimeCreated <= StartDate)
{
AccountsAdded++;
}
realAccounts.Add(account);
continue;
}
AccountsDemoCount++;
if (account.TimeCreated <= StartDate)
{
AccountsDemoAdded++;
}
}
// группы
Groups = ctx.GetGroupsWithAccounts(null).Select(g => new GroupWithAccounts
{
Name = g.Name,
Code = g.Code,
IsReal = g.IsReal,
Accounts = g.Accounts ?? 0
}).OrderByDescending(g => g.Accounts * (g.IsReal ? 100 : 1)).ToList();
// объемы - распределение по валютным парам
var timeStart = DateTime.Now; //
var dicTurnover = new Dictionary <string, TurnoverByActive>();
foreach (var pos in ctx.POSITION_CLOSED.Where(p => p.TimeEnter >= StartDate))
{
var dealsCount = pos.TimeExit < StartDate ? 2 : 1;
var volm = pos.Volume * dealsCount;
if (dicTurnover.ContainsKey(pos.Symbol))
{
dicTurnover[pos.Symbol].Turnover += volm;
dicTurnover[pos.Symbol].DealsCount += dealsCount;
}
else
{
dicTurnover.Add(pos.Symbol, new TurnoverByActive
{
DealsCount = dealsCount,
Ticker = pos.Symbol,
Turnover = volm
});
}
}
timeSpan.Add("pos closed", (DateTime.Now - timeStart).TotalMilliseconds); // долго блин
foreach (var pos in ctx.POSITION.Where(p => p.TimeEnter >= StartDate && ((PositionState)p.State) == PositionState.Opened))
{
if (dicTurnover.ContainsKey(pos.Symbol))
{
dicTurnover[pos.Symbol].Turnover += pos.Volume;
dicTurnover[pos.Symbol].DealsCount++;
}
else
{
dicTurnover.Add(pos.Symbol, new TurnoverByActive
{
DealsCount = 1,
Ticker = pos.Symbol,
Turnover = pos.Volume
});
}
}
// упорядочить и агрегировать оборот по сделкам
TurnoverByPair = dicTurnover.Values.OrderByDescending(v => v.DealsCount).ToList();
var sumCount = TurnoverByPair.Sum(d => d.DealsCount);
if (sumCount > 1)
{
TurnoverByPair.ForEach(t => t.DealsPercent = t.DealsCount * 100f / sumCount);
}
// заведенные-выведенные средства
TotalIncome = new Dictionary <string, double>();
TotalOutcome = new Dictionary <string, double>();
foreach (var trans in ctx.GetDepoTransfers().Where(t => t.IsReal))
{
var dest = trans.ChangeType == (int)BalanceChangeType.Deposit
? TotalIncome : TotalOutcome;
if (dest.ContainsKey(trans.Currency))
{
dest[trans.Currency] = dest[trans.Currency] + (double)trans.Amount;
}
else
{
dest.Add(trans.Currency, (double)trans.Amount);
}
}
// слепить средства в одну таблицу
CurrencyDepWith = new List <CurrencyDepositWithdrawal>();
foreach (var inc in TotalIncome)
{
CurrencyDepWith.Add(new CurrencyDepositWithdrawal
{
Currency = inc.Key,
Deposit = inc.Value
});
}
foreach (var oc in TotalOutcome)
{
var curx = oc.Key;
var item = CurrencyDepWith.FirstOrDefault(c => c.Currency == curx);
if (item == null)
{
item = new CurrencyDepositWithdrawal
{
Currency = curx,
Withdraw = oc.Value
};
CurrencyDepWith.Add(item);
}
else
{
item.Withdraw = oc.Value;
}
}
CurrencyDepWith = CurrencyDepWith.OrderByDescending(c => c.Deposit).ToList();
// маркап и прибыль - все по закрытым позам
foreach (var bill in ctx.GetOrderBills())
{
var isReal = bill.IsReal;
if (isReal)
{
TotalMarkupReal += bill.MarkupBroker;
CloseProfit += bill.ProfitBroker;
if (bill.ProfitBroker > 0)
{
CloseGrossProfit += bill.ProfitBroker;
}
else
{
CloseGrossLoss -= bill.ProfitBroker;
}
}
else
{
TotalMarkupDemo += bill.MarkupBroker;
CloseProfitDemo += bill.ProfitBroker;
if (bill.ProfitBroker > 0)
{
CloseGrossProfitDemo += bill.ProfitBroker;
}
else
{
CloseGrossLossDemo -= bill.ProfitBroker;
}
}
}
// посчитать перформанс
CalculateAccountProfit(ctx, realAccounts);
}
}
private void BuildTotalReport()
{
var timeSpan = new Dictionary<string, double>();
using (var ctx = DatabaseContext.Instance.Make())
{
ReadBrokerMetadata(ctx);
// автоматически рассчитать дату старта
if (StartDate == default(DateTime))
StartDate = ctx.POSITION.Min(p => p.TimeEnter);
// количество заведенных за период счетов и общее количество счетов
var accounts = ctx.ACCOUNT.ToList();
var realAccounts = new List<ACCOUNT>();
foreach (var account in accounts)
{
AccountsCount++;
if (account.ACCOUNT_GROUP.IsReal)
{
if (account.TimeCreated <= StartDate) AccountsAdded++;
realAccounts.Add(account);
continue;
}
AccountsDemoCount++;
if (account.TimeCreated <= StartDate) AccountsDemoAdded++;
}
// группы
Groups = ctx.GetGroupsWithAccounts(null).Select(g => new GroupWithAccounts
{
Name = g.Name,
Code = g.Code,
IsReal = g.IsReal,
Accounts = g.Accounts ?? 0
}).OrderByDescending(g => g.Accounts * (g.IsReal ? 100 : 1)).ToList();
// объемы - распределение по валютным парам
var timeStart = DateTime.Now; //
var dicTurnover = new Dictionary<string, TurnoverByActive>();
foreach (var pos in ctx.POSITION_CLOSED.Where(p => p.TimeEnter >= StartDate))
{
var dealsCount = pos.TimeExit < StartDate ? 2 : 1;
var volm = pos.Volume * dealsCount;
if (dicTurnover.ContainsKey(pos.Symbol))
{
dicTurnover[pos.Symbol].Turnover += volm;
dicTurnover[pos.Symbol].DealsCount += dealsCount;
}
else
dicTurnover.Add(pos.Symbol, new TurnoverByActive
{
DealsCount = dealsCount,
Ticker = pos.Symbol,
Turnover = volm
});
}
timeSpan.Add("pos closed", (DateTime.Now - timeStart).TotalMilliseconds); // долго блин
foreach (var pos in ctx.POSITION.Where(p => p.TimeEnter >= StartDate && ((PositionState)p.State) == PositionState.Opened))
{
if (dicTurnover.ContainsKey(pos.Symbol))
{
dicTurnover[pos.Symbol].Turnover += pos.Volume;
dicTurnover[pos.Symbol].DealsCount++;
}
else
dicTurnover.Add(pos.Symbol, new TurnoverByActive
{
DealsCount = 1,
Ticker = pos.Symbol,
Turnover = pos.Volume
});
}
// упорядочить и агрегировать оборот по сделкам
TurnoverByPair = dicTurnover.Values.OrderByDescending(v => v.DealsCount).ToList();
var sumCount = TurnoverByPair.Sum(d => d.DealsCount);
if (sumCount > 1)
TurnoverByPair.ForEach(t => t.DealsPercent = t.DealsCount * 100f / sumCount);
// заведенные-выведенные средства
TotalIncome = new Dictionary<string, double>();
TotalOutcome = new Dictionary<string, double>();
foreach (var trans in ctx.GetDepoTransfers().Where(t => t.IsReal))
{
var dest = trans.ChangeType == (int)BalanceChangeType.Deposit
? TotalIncome : TotalOutcome;
if (dest.ContainsKey(trans.Currency))
dest[trans.Currency] = dest[trans.Currency] + (double)trans.Amount;
else
dest.Add(trans.Currency, (double)trans.Amount);
}
// слепить средства в одну таблицу
CurrencyDepWith = new List<CurrencyDepositWithdrawal>();
foreach (var inc in TotalIncome)
{
CurrencyDepWith.Add(new CurrencyDepositWithdrawal
{
Currency = inc.Key,
Deposit = inc.Value
});
}
foreach (var oc in TotalOutcome)
{
var curx = oc.Key;
var item = CurrencyDepWith.FirstOrDefault(c => c.Currency == curx);
if (item == null)
{
item = new CurrencyDepositWithdrawal
{
Currency = curx,
Withdraw = oc.Value
};
CurrencyDepWith.Add(item);
}
else
item.Withdraw = oc.Value;
}
CurrencyDepWith = CurrencyDepWith.OrderByDescending(c => c.Deposit).ToList();
// маркап и прибыль - все по закрытым позам
foreach (var bill in ctx.GetOrderBills())
{
var isReal = bill.IsReal;
if (isReal)
{
TotalMarkupReal += bill.MarkupBroker;
CloseProfit += bill.ProfitBroker;
if (bill.ProfitBroker > 0)
CloseGrossProfit += bill.ProfitBroker;
else
CloseGrossLoss -= bill.ProfitBroker;
}
else
{
TotalMarkupDemo += bill.MarkupBroker;
CloseProfitDemo += bill.ProfitBroker;
if (bill.ProfitBroker > 0)
CloseGrossProfitDemo += bill.ProfitBroker;
else
CloseGrossLossDemo -= bill.ProfitBroker;
}
}
// посчитать перформанс
CalculateAccountProfit(ctx, realAccounts);
}
}
