/// <summary>
/// Calculates the performance for <paramref name="sellingTransaction"/>
/// </summary>
/// <param name="sellingTransaction">The current selling transaction</param>
/// <param name="buyingTransactions">All buying transaction for the same stock</param>
/// <param name="mfe">Maximum favorable excursion</param>
/// <param name="mae">Maximum adverse excursion</param>
/// <returns>Performance</returns>
public ITransactionPerformance GetPerformance(
ISellingTransactionBookEntry sellingTransaction,
IEnumerable <IBuyingTransactionBookEntry> buyingTransactions,
decimal?mfe,
decimal?mae)
{
var purchases = buyingTransactions.OrderBy(t => t.OrderDate).ToList();
var profit = GetProfit(
purchases.Sum(t => t.Shares * t.PricePerShare),
purchases.Sum(t => t.OrderCosts),
sellingTransaction.Shares * sellingTransaction.PricePerShare,
sellingTransaction.OrderCosts,
sellingTransaction.Taxes);
var r = decimal.Round(profit.ProfitAbsolute / GetMaximumRisk(sellingTransaction.OrderDate), 2);
var performance = new TransactionPerformance(sellingTransaction.TransactionId, profit.ProfitAbsolute, profit.ProfitPercentage, purchases.First().OrderDate, sellingTransaction.OrderDate, r);
if (mfe.HasValue && mae.HasValue)
{
performance.EntryEfficiency = GetEntryEfficiency(mae, mfe, GetAverageBuyingPricePerUnit(purchases));
performance.ExitEfficiency = GetExitEfficiency(mae, mfe, sellingTransaction.PricePerShare);
performance.MAEAbsolute = GetMAEAbsolute(mae, purchases, sellingTransaction.OrderCosts);
performance.MFEAbsolute = GetMFEAbsolute(mfe, purchases, sellingTransaction.OrderCosts);
}
return(performance);
}
/// <summary>
/// Processes the given event <paramref name="eventData"/>
/// </summary>
/// <param name="eventData">Event data</param>
public void Handle(TransactionPerformanceCalculatedEvent eventData)
{
var item = new TransactionPerformance(
eventData.AggregateId,
eventData.ProfitAbsolute,
eventData.ProfitPercentage,
eventData.HoldingPeriod.StartDate,
eventData.HoldingPeriod.EndDate,
eventData.R)
{
EntryEfficiency = eventData.EntryEfficiency,
ExitEfficiency = eventData.ExitEfficiency,
MAEAbsolute = eventData.MAEAbsolute,
MFEAbsolute = eventData.MFEAbsolute
};
if (_writerRepository.GetById(eventData.AggregateId) == null)
{
_writerRepository.Add(item);
}
else
{
_writerRepository.Update(item);
}
}
/// <summary>
/// Calculates the performance for <paramref name="dividendTransaction"/>
/// </summary>
/// <param name="dividendTransaction">The current dividend transaction</param>
/// <param name="buyingTransactions">All buying transaction for the same stock</param>
/// <returns>Performance</returns>
public ITransactionPerformance GetPerformance(IDividendTransactionBookEntry dividendTransaction, IEnumerable <IBuyingTransactionBookEntry> buyingTransactions)
{
var purchases = buyingTransactions.OrderBy(t => t.OrderDate).ToList();
var buyingCosts = purchases.Sum(t => t.Shares * t.PricePerShare);
var dividend = (dividendTransaction.Shares * dividendTransaction.PricePerShare) - (dividendTransaction.OrderCosts + dividendTransaction.Taxes);
var profit = decimal.Round(dividend, 2);
var percentage = decimal.Round((profit / buyingCosts) * 100, 2);
var r = decimal.Round(profit / GetMaximumRisk(dividendTransaction.OrderDate), 2);
var performance = new TransactionPerformance(dividendTransaction.TransactionId, profit, percentage, purchases.First().OrderDate, dividendTransaction.OrderDate, r);
return(performance);
}
/// <summary>
/// Processes the given event <paramref name="eventData"/>
/// </summary>
/// <param name="eventData">Event data</param>
public void Handle(TransactionDividendCalculatedEvent eventData)
{
var item = new TransactionPerformance(
eventData.AggregateId,
eventData.ProfitAbsolute,
eventData.ProfitPercentage,
eventData.HoldingPeriod.StartDate,
eventData.HoldingPeriod.EndDate,
eventData.R);
if (_writerRepository.GetById(eventData.AggregateId) == null)
{
_writerRepository.Add(item);
}
else
{
_writerRepository.Update(item);
}
}
