public PortfolioCost Get()
{
PortfolioCost result = new PortfolioCost();
MicexISSClient micexClient = new MicexISSClient(new CommonLib.WebApiClient());
var snap = _context.SnapshootSet.OrderByDescending(s => s.ChangeDate).First();
PortfolioSnapshoot portfolioSnapshoot = new PortfolioSnapshoot();
portfolioSnapshoot.read(snap.Data);
var ds = portfolioSnapshoot.Accounts.SelectMany(a => a.Value.PositionItems, (a, pos) =>
new
{
account = a.Key,
limit = pos.Value.Sum(p => p.Limit),
code = pos.Key
}).GroupBy(v => new { v.code }).Select(g => new
{
code = g.Key.code,
limit = g.Sum(p => p.limit)
}).ToList();
foreach (var el in ds)
{
Security security = _context.SecuritySet.Single(s => s.Code == el.code);
Quote quote = _context.QuoteSet.Single(q => q.symbol == security.Code && q.Board == security.Board);
//ISSResponse issResp = await micexClient.GetSecurityInfo(security.Market, security.Board, el.code);
decimal cost = 0m;
if (security.Market == "shares")
{
cost = quote.price * el.limit;
}
if (security.Market == "bonds")
{
cost = (quote.price / 100) *
((Bond)security).NominalPrice * el.limit +
el.limit * quote.NKD.Value;
}
if (security.Currency == "USD")
{
Quote usdrub = _context.QuoteSet.Single(q => q.symbol == "USD000UTSTOM");
cost = cost * usdrub.price;
}
result.AddItem(el.code, security.Name, el.limit, cost, security.Type);
}
result.SharesTotal = result.Items.Where(i => i.Type == "stock").Sum(s => s.Cost);
result.BondsTotal = result.Items.Where(i => i.Type == "bond").Sum(s => s.Cost);
foreach (PortfolioItem etfItem in result.Items.Where(i => i.Type == "etf"))
{
var structure = JObject.Parse(_context.ETFSet.Single(s => s.Code == etfItem.Code).Structure);
decimal bondPrc = structure.Value <decimal>("bond") + structure.Value <decimal>("gold");
decimal bondCost = etfItem.Cost * (bondPrc / 100);
decimal stockCost = etfItem.Cost * ((100 - bondPrc) / 100);
result.SharesTotal += stockCost;
result.BondsTotal += bondCost;
}
result.SharesPerc = Math.Round(result.SharesTotal / (result.SharesTotal + result.BondsTotal) * 100, 2);
result.BondsPerc = Math.Round(result.BondsTotal / (result.SharesTotal + result.BondsTotal) * 100, 2);
return(result);
}
public IActionResult Post()
{
//calculate all
_context.Database.ExecuteSqlCommand("TRUNCATE TABLE \"SnapshootSet\"");
_context.SaveChanges();
List <PortfolioSnapshoot> snapshoots = new List <PortfolioSnapshoot>();
IDictionary <DateTime, int> snapshootIndex = new Dictionary <DateTime, int>();
Func <PortfolioSnapshoot, PortfolioSnapshoot> copySnap = (snap) =>
{
PortfolioSnapshoot result = new PortfolioSnapshoot();
string json = snap.toJson();
result.read(json);
//result.PositionItems = snap.PositionItems.ToList();
return(result);
};
Func <DateTime, PortfolioSnapshoot> getSnap = (dt) =>
{
var _dt = dt.Date;
PortfolioSnapshoot result = null;
if (snapshootIndex.ContainsKey(_dt))
{
result = snapshoots[snapshootIndex[_dt]];
}
if (!snapshootIndex.ContainsKey(_dt))
{
int lastIndex = snapshootIndex.Values.Max();
result = copySnap(snapshoots[lastIndex]);
snapshootIndex.Add(_dt, lastIndex + 1);
snapshoots.Add(result);
}
return(result);
};
Action <PortfolioSnapshoot, Deal> increase = (snap, deal) =>
{
snap.increse(deal.accountId, deal.security.Code, deal.Date.Date, deal.Count);
};
Action <PortfolioSnapshoot, Deal> decrease = (snap, deal) =>
{
snap.decrease(deal.accountId, deal.security.Code, deal.Date.Date, deal.Count);
};
var deals = _context.DealSet.Include(d => d.security)
//.Where(d => (d.Date > new DateTime(2017, 01, 18)) && (d.security.Code == "LKOH"))
//.OrderBy(d => d.Number).ToList();
.OrderBy(d => d.Date).ThenBy(d => d.security.Region).ThenBy(d => d.Number);
var dates = deals.Select(d => d.Date.Date).Distinct().OrderBy(d => d).ToList();
snapshoots.Add(new PortfolioSnapshoot());
snapshootIndex.Add(dates.First(), 0);
foreach (Deal deal in deals)
{
var snap = getSnap(deal.Date);
if (deal.Operation == OrderOperationEnum.Buy)
{
increase(snap, deal);
}
if (deal.Operation == OrderOperationEnum.Sell)
{
decrease(snap, deal);
}
}
foreach (int index in snapshootIndex.Values)
{
SnapshootData snapshootData = new SnapshootData()
{
Id = Guid.NewGuid(),
ChangeDate = snapshootIndex.Single(kv => kv.Value == index).Key,
Data = snapshoots[index].toJson()
};
_context.SnapshootSet.Add(snapshootData);
}
_context.SaveChanges();
string last = snapshoots.Last().toJson();
return(Ok());
}
