private IList <StockInvestIncomeSummaryModel> CalculateTotalInvestIncome(IList <StockInvestIncomeSummaryModel> queryResult)
{
var result = new List <StockInvestIncomeSummaryModel>();
result.AddRange(queryResult);
var totalSummaryModel = new StockInvestIncomeSummaryModel();
totalSummaryModel.Type = 1;
totalSummaryModel.StockFullCode = " 合计： ";
totalSummaryModel.StockName = string.Empty;
totalSummaryModel.AccumulatedProfit = queryResult.Sum(x => x.AccumulatedProfit);
totalSummaryModel.AnnualProfit = queryResult.Sum(x => x.AnnualProfit);
totalSummaryModel.BandActualProfit = queryResult.Sum(x => x.BandActualProfit);
totalSummaryModel.BandFoatingProfit = queryResult.Sum(x => x.BandFoatingProfit);
totalSummaryModel.BandHoldingVolume = 0;
totalSummaryModel.BandPositionValue = queryResult.Sum(x => x.BandPositionValue);
totalSummaryModel.BandTotalProfit = queryResult.Sum(x => x.BandTotalProfit);
totalSummaryModel.CurrentPositionValue = queryResult.Sum(x => x.CurrentPositionValue);
totalSummaryModel.CurrentHoldingVolume = 0;
totalSummaryModel.CurrentPrice = 0;
totalSummaryModel.CurrentProfit = queryResult.Sum(x => x.CurrentProfit);
totalSummaryModel.DayActualProfit = queryResult.Sum(x => x.DayActualProfit);
totalSummaryModel.DayFoatingProfit = queryResult.Sum(x => x.DayFoatingProfit);
totalSummaryModel.DayHoldingVolume = 0;
totalSummaryModel.DayPositionValue = queryResult.Sum(x => x.DayPositionValue);
totalSummaryModel.DayTotalProfit = queryResult.Sum(x => x.DayTotalProfit);
totalSummaryModel.InitHoldingVolume = 0;
totalSummaryModel.InitPositionValue = queryResult.Sum(x => x.InitPositionValue);
totalSummaryModel.InitProfit = queryResult.Sum(x => x.InitProfit);
totalSummaryModel.InitPrice = 0;
totalSummaryModel.TargetActualProfit = queryResult.Sum(x => x.TargetActualProfit);
totalSummaryModel.TargetFoatingProfit = queryResult.Sum(x => x.TargetFoatingProfit);
totalSummaryModel.TargetHoldingVolume = 0;
totalSummaryModel.TargetPositionValue = queryResult.Sum(x => x.TargetPositionValue);
totalSummaryModel.TargetTotalProfit = queryResult.Sum(x => x.TargetTotalProfit);
result.Add(totalSummaryModel);
return(result);
}
private IList <StockInvestIncomeSummaryModel> CalculateStockIncomeSummary(DateTime startDate, DateTime endDate)
{
var result = new List <StockInvestIncomeSummaryModel>();
var allRecords = _dailyRecordService.GetDailyRecords(tradeDateFrom: _initDate, tradeDateTo: endDate);
if (!allRecords.Any())
{
return(result);
}
var stockFullCodes = allRecords.Select(x => x.StockCode).Distinct().ToArray();
var baseDate = (new DateTime(endDate.Year, 1, 1)).AddDays(-1);
var queryDates = new List <DateTime> {
baseDate, startDate, endDate
};
var stockClosePrices = _TKLineService.GetStockClosePrices(queryDates, stockFullCodes);
var baseDateClosePrices = stockClosePrices.Where(x => x.TradeDate == baseDate).ToList();
var initDateClosePrices = stockClosePrices.Where(x => x.TradeDate == startDate).ToList();
var currentDateClosePrices = stockClosePrices.Where(x => x.TradeDate == endDate).ToList();
//股票分组记录
var recordsByStockCode = allRecords.GroupBy(x => x.StockCode);
foreach (var stockGroup in recordsByStockCode)
{
var stockFullCode = stockGroup.Key;
var stockName = stockGroup.First().StockName;
var recordsByTradeType = stockGroup.GroupBy(x => x.TradeType);
//基准日股票收盘价
decimal baseClosePrice = (baseDateClosePrices.LastOrDefault(x => x.StockCode.Trim() == stockGroup.Key) ?? new TKLineToday()).Close;
//期初股票收盘价格
decimal initClosePrice = (initDateClosePrices.LastOrDefault(x => x.StockCode.Trim() == stockGroup.Key) ?? new TKLineToday()).Close;
//期末股票收盘价格
decimal currentClosePrice = (currentDateClosePrices.LastOrDefault(x => x.StockCode.Trim() == stockGroup.Key) ?? new TKLineToday()).Close;
#region 基准日处理
//截至基准日的交易记录
var baseRecords = stockGroup.Where(x => x.TradeDate <= baseDate);
//发生金额
decimal baseActualAmount = baseRecords.Sum(x => x.ActualAmount);
//股票的持股数
decimal baseHoldingVolume = baseRecords.Sum(x => x.DealVolume);
//持仓市值
decimal basePositionValue = Math.Abs(baseHoldingVolume) * baseClosePrice;
//累计收益额
decimal baseAccumulatedProfit = baseActualAmount + baseHoldingVolume * baseClosePrice;
#endregion 基准日处理
#region 期初处理
//截至期初的交易记录
var initRecords = stockGroup.Where(x => x.TradeDate <= startDate);
//发生金额
decimal initActualAmount = initRecords.Sum(x => x.ActualAmount);
//股票的持股数
decimal initHoldingVolume = initRecords.Sum(x => x.DealVolume);
//持仓市值
decimal initPositionValue = Math.Abs(initHoldingVolume) * initClosePrice;
//累计收益额
decimal initAccumulatedProfit = initActualAmount + initHoldingVolume * initClosePrice;
//目标累计收益额
var initTargetRecords = initRecords.Where(x => x.TradeType == (int)EnumLibrary.TradeType.Target);
decimal initTargetAccumulatedProfit = initTargetRecords.Sum(x => x.ActualAmount) + Math.Abs(initTargetRecords.Sum(x => x.DealVolume)) * initClosePrice;
//波段累计收益额
var initBandRecords = initRecords.Where(x => x.TradeType == (int)EnumLibrary.TradeType.Target);
decimal initBandAccumulatedProfit = initBandRecords.Sum(x => x.ActualAmount) + Math.Abs(initBandRecords.Sum(x => x.DealVolume)) * initClosePrice;
//日内累计收益额
var initDayRecords = initRecords.Where(x => x.TradeType == (int)EnumLibrary.TradeType.Target);
decimal initDayAccumulatedProfit = initDayRecords.Sum(x => x.ActualAmount) + Math.Abs(initDayRecords.Sum(x => x.DealVolume)) * initClosePrice;
#endregion 期初处理
#region 期末处理
//截至期末的交易记录
var currentRecords = stockGroup;
//股票持股数
decimal currentHoldingVolume = currentRecords.Sum(x => x.DealVolume);
//发生金额
decimal currentActualAmount = currentRecords.Sum(x => x.ActualAmount);
//持仓市值
decimal currentPositionValue = Math.Abs(currentHoldingVolume) * currentClosePrice;
//累计收益额
decimal currentAccumulatedProfit = currentActualAmount + currentHoldingVolume * currentClosePrice;
//本期收益
decimal currentProfit = currentAccumulatedProfit - initAccumulatedProfit;
#region 目标统计
//目标交易记录
var targetRecords = stockGroup.Where(x => x.TradeType == (int)EnumLibrary.TradeType.Target);
//目标股票持股数
decimal targetHoldingVolume = targetRecords.Sum(x => x.DealVolume);
//目标发生金额
decimal targetActualAmount = targetRecords.Sum(x => x.ActualAmount);
//目标持仓市值
decimal targetPositionValue = Math.Abs(targetHoldingVolume) * currentClosePrice;
//目标累计收益额
decimal targetAccumulatedProfit = targetActualAmount + targetHoldingVolume * currentClosePrice;
//目标本期收益
decimal targetTotalProfit = targetAccumulatedProfit - initTargetAccumulatedProfit;
//目标浮动收益
decimal targetFloatingProfit = targetHoldingVolume * (currentClosePrice - initClosePrice);
#endregion 目标统计
#region 波段统计
//波段交易记录
var bandRecords = stockGroup.Where(x => x.TradeType == (int)EnumLibrary.TradeType.Band);
//波段股票持股数
decimal bandHoldingVolume = bandRecords.Sum(x => x.DealVolume);
//波段发生金额
decimal bandActualAmount = bandRecords.Sum(x => x.ActualAmount);
//波段持仓市值
decimal bandPositionValue = Math.Abs(bandHoldingVolume) * currentClosePrice;
//波段累计收益额
decimal bandAccumulatedProfit = bandActualAmount + bandHoldingVolume * currentClosePrice;
//波段本期收益
decimal bandTotalProfit = bandAccumulatedProfit - initBandAccumulatedProfit;
//波段浮动收益
decimal bandFloatingProfit = bandHoldingVolume * (currentClosePrice - initClosePrice);
#endregion 波段统计
#region 日内统计
//日内交易记录
var dayRecords = stockGroup.Where(x => x.TradeType == (int)EnumLibrary.TradeType.Day);
//日内股票持股数
decimal dayHoldingVolume = dayRecords.Sum(x => x.DealVolume);
//日内发生金额
decimal dayActualAmount = dayRecords.Sum(x => x.ActualAmount);
//日内持仓市值
decimal dayPositionValue = Math.Abs(dayHoldingVolume) * currentClosePrice;
//日内累计收益额
decimal dayAccumulatedProfit = dayActualAmount + dayHoldingVolume * currentClosePrice;
//日内本期收益
decimal dayTotalProfit = dayAccumulatedProfit - initDayAccumulatedProfit;
//日内浮动收益
decimal dayFloatingProfit = dayHoldingVolume * (currentClosePrice - initClosePrice);
#endregion 日内统计
#endregion 期末处理
var stockSummaryModel = new StockInvestIncomeSummaryModel()
{
Type = 0,
StockFullCode = stockFullCode,
StockName = stockName,
AccumulatedProfit = currentAccumulatedProfit,
AnnualProfit = currentAccumulatedProfit - baseAccumulatedProfit,
BandActualProfit = bandActualAmount,
BandFoatingProfit = bandFloatingProfit,
BandHoldingVolume = bandHoldingVolume,
BandPositionValue = bandPositionValue,
BandTotalProfit = bandTotalProfit,
CurrentPositionValue = currentPositionValue,
CurrentHoldingVolume = currentHoldingVolume,
CurrentPrice = currentClosePrice,
CurrentProfit = currentProfit,
DayActualProfit = dayActualAmount,
DayFoatingProfit = dayFloatingProfit,
DayHoldingVolume = dayHoldingVolume,
DayPositionValue = dayPositionValue,
DayTotalProfit = dayTotalProfit,
InitHoldingVolume = initHoldingVolume,
InitPositionValue = initPositionValue,
InitProfit = initAccumulatedProfit,
InitPrice = initClosePrice,
TargetActualProfit = targetActualAmount,
TargetFoatingProfit = targetFloatingProfit,
TargetHoldingVolume = targetHoldingVolume,
TargetPositionValue = targetPositionValue,
TargetTotalProfit = targetTotalProfit,
};
result.Add(stockSummaryModel);
}
return(result);
}
