private static List <PerformanceCycle> BuildAllList(TradingAccount tradingAccount)
{
Dictionary <String, List <Trade> > roughCycles = new Dictionary <string, List <Trade> > {
{ "All", tradingAccount.Trades.ToList() }
};
return(BuildList(tradingAccount.InitialCapital, roughCycles, PerformanceCycleTypes.All));
}
private static List <PerformanceCycle> BuildSecurityList(TradingAccount tradingAccount)
{
Dictionary <String, List <Trade> > roughCycles = (from t in tradingAccount.Trades
group t by t.Market.Symbol into g
select new { key = g.Key, trades = g.OrderBy(x => x.EntryDate).ToList() })
.OrderBy(x => x.key).ToDictionary(x => x.key, x => x.trades);
return(BuildList(tradingAccount.InitialCapital, roughCycles, PerformanceCycleTypes.Security));
}
private static List <PerformanceCycle> BuildHourList(TradingAccount tradingAccount)
{
Dictionary <String, List <Trade> > roughCycles = (from t in tradingAccount.Trades
group t by t.EntryDate.Hour into g
select new { key = g.Key, trades = g.OrderBy(x => x.EntryDate).ToList() })
.OrderBy(x => x.key).ToDictionary(x => $"{x.key}:00 - {x.key + 1}:00", x => x.trades);
return(BuildList(tradingAccount.InitialCapital, roughCycles, PerformanceCycleTypes.Hour));
}
private static List <PerformanceCycle> BuildDayOfWeekList(TradingAccount tradingAccount)
{
Dictionary <String, List <Trade> > roughCycles = (from t in tradingAccount.Trades
group t by t.EntryDate.DayOfWeek into g
select new { key = g.Key, trades = g.OrderBy(x => x.EntryDate).ToList() })
.OrderBy(x => x.key).ToDictionary(x => x.key.ToString(), x => x.trades);
return(BuildList(tradingAccount.InitialCapital, roughCycles, PerformanceCycleTypes.DayOfWeek));
}
private static List <PerformanceCycle> BuildMonthList(TradingAccount tradingAccount)
{
Dictionary <String, List <Trade> > roughCycles = (from t in tradingAccount.Trades
group t by new { t.EntryDate.Year, t.EntryDate.Month } into g
select new { year = g.Key.Year, month = g.Key.Month, trades = g.OrderBy(x => x.EntryDate).ToList() })
.OrderBy(x => x.year).ThenBy(x => x.month).ToDictionary(x => $"{x.month}/{x.year}", x => x.trades);
return(BuildList(tradingAccount.InitialCapital, roughCycles, PerformanceCycleTypes.Month));
}
//Weekly,
//Block,
//Security,
//Day,
//Hour
public static List <PerformanceCycle> BuildLists(TradingAccount tradingAccount)
{
List <PerformanceCycle> cycles = new List <PerformanceCycle>();
cycles.AddRange(BuildWeeklyList(tradingAccount));
cycles.AddRange(BuildSecurityList(tradingAccount));
cycles.AddRange(BuildMonthList(tradingAccount));
cycles.AddRange(BuildDayOfWeekList(tradingAccount));
cycles.AddRange(BuildHourList(tradingAccount));
cycles.AddRange(BuildDayList(tradingAccount));
cycles.AddRange(BuildAllList(tradingAccount));
return(cycles);
}
private static List <PerformanceCycle> BuildWeeklyList(TradingAccount tradingAccount)
{
DateTime startOfWeek = tradingAccount.InceptionDate.Date;
DateTime endOfWeek = startOfWeek.AddDays(6);
Dictionary <String, List <Trade> > roughCycles = new Dictionary <string, List <Trade> >();
while (tradingAccount.Trades.Any(x => x.ExitDate > startOfWeek && x.ExitDate < endOfWeek))
{
roughCycles.Add($"{startOfWeek:M/d} - {endOfWeek:M/d}", tradingAccount.Trades.Where(x => x.ExitDate > startOfWeek && x.ExitDate < endOfWeek).OrderBy(x => x.ExitDate).ToList());
startOfWeek = startOfWeek.AddDays(7);
endOfWeek = endOfWeek.AddDays(7);
}
return(BuildList(tradingAccount.InitialCapital, roughCycles, PerformanceCycleTypes.Weekly));
}
private static List <PerformanceCycle> BuildDayList(TradingAccount tradingAccount)
{
Dictionary <String, List <Trade> > roughCycles = new Dictionary <string, List <Trade> >();
//roughCycles.Add($"{tradingAccount.InceptionDate:M/d/yyyy}", new List<Trade>());
foreach (var pair in (from t in tradingAccount.Trades
group t by new { t.EntryDate.Year, t.EntryDate.Month, t.EntryDate.Day } into g
select new { year = g.Key.Year, month = g.Key.Month, day = g.Key.Day, trades = g.OrderBy(x => x.EntryDate).ToList() })
.OrderBy(x => x.year).ThenBy(x => x.month).ThenBy(x => x.day).ToDictionary(x => $"{x.month}/{x.day}/{x.year}", x => x.trades))
{
roughCycles.Add(pair.Key, pair.Value);
}
return(BuildList(tradingAccount.InitialCapital, roughCycles, PerformanceCycleTypes.Day));
}
