public static List<ResultCsv> CalculateGainsPerShare(List<Transaction> transactions)
{
List<Transaction> sales = transactions.Where(t => t.Amount > 0).OrderBy(t => t.TransactionDate).ToList();
List<Transaction> buys = transactions.Where(t => t.Amount <= 0).OrderBy(t => t.TransactionDate).ToList();
List<ResultCsv> results = new List<ResultCsv>();
foreach (Transaction sale in sales)
{
var saleResultCsv = new ResultCsv(sale.TransactionDate, sale.ShareCode, sale.Reference,
sale.Quantity, sale.Amount, sale.Quantity, sale.Amount);
results.Add(saleResultCsv);
// ------
List<Transaction> potentialMatchingBuys =
buys.Where(t => (t.TransactionDate <= sale.TransactionDate) && (t.ShareCode == sale.ShareCode)).OrderBy(t => t.TransactionDate).ToList();
int nbrPotentialMatches = potentialMatchingBuys.Count();
int quantityToBeMatched = sale.Quantity;
decimal gain = sale.Amount;
DateTime earliestMatchingBuy = DateTime.MaxValue;
for (int i = 0; (i < nbrPotentialMatches) && (quantityToBeMatched > 0); i++)
{
Transaction potentialMatch = potentialMatchingBuys[i];
if (potentialMatch.Quantity != 0)
{
decimal amount = 0;
int quantity = 0;
if (potentialMatch.Quantity > quantityToBeMatched)
{
// Quantity of this buy exceeds quantity that was still to be matched.
quantity = quantityToBeMatched;
amount = potentialMatch.Amount * ((decimal)quantity / (decimal)potentialMatch.Quantity);
}
else
{
amount = potentialMatch.Amount;
quantity = potentialMatch.Quantity;
}
gain += amount;
quantityToBeMatched -= quantity;
if (earliestMatchingBuy > potentialMatch.TransactionDate) { earliestMatchingBuy = potentialMatch.TransactionDate; }
// ----------
var buyResultCsv = new ResultCsv(potentialMatch.TransactionDate, potentialMatch.ShareCode, potentialMatch.Reference,
potentialMatch.Quantity, potentialMatch.Amount, quantity, amount);
results.Add(buyResultCsv);
// Adjust quantity so this match will taken into account for subsequent matches
potentialMatch.Quantity -= quantity;
}
}
if (quantityToBeMatched > 0)
{
// Not enough buys to match the sale
var errorResultCsv = new ResultCsv(null, null, string.Format("*** Not Matched: {0} ***", quantityToBeMatched), null, null, null, null);
results.Add(errorResultCsv);
}
else
{
TimeSpan periodShareHeld = saleResultCsv.TransactionDate.Value - earliestMatchingBuy;
bool attractsDiscount = (periodShareHeld.TotalDays > 366) && (gain > 0);
saleResultCsv.SetTotals(gain, attractsDiscount);
}
// ------------------
ResultCsv emptyResultCsv = new ResultCsv(null, null, null, null, null, null, null);
results.Add(emptyResultCsv);
}
return results;
}
public static List <ResultCsv> CalculateGainsPerShare(List <Transaction> transactions)
{
List <Transaction> sales = transactions.Where(t => t.Amount > 0).OrderBy(t => t.TransactionDate).ToList();
List <Transaction> buys = transactions.Where(t => t.Amount <= 0).OrderBy(t => t.TransactionDate).ToList();
List <ResultCsv> results = new List <ResultCsv>();
foreach (Transaction sale in sales)
{
var saleResultCsv = new ResultCsv(sale.TransactionDate, sale.ShareCode, sale.Reference,
sale.Quantity, sale.Amount, sale.Quantity, sale.Amount);
results.Add(saleResultCsv);
// ------
List <Transaction> potentialMatchingBuys =
buys.Where(t => (t.TransactionDate <= sale.TransactionDate) && (t.ShareCode == sale.ShareCode)).OrderBy(t => t.TransactionDate).ToList();
int nbrPotentialMatches = potentialMatchingBuys.Count();
int quantityToBeMatched = sale.Quantity;
decimal gain = sale.Amount;
DateTime earliestMatchingBuy = DateTime.MaxValue;
for (int i = 0; (i < nbrPotentialMatches) && (quantityToBeMatched > 0); i++)
{
Transaction potentialMatch = potentialMatchingBuys[i];
if (potentialMatch.Quantity != 0)
{
decimal amount = 0;
int quantity = 0;
if (potentialMatch.Quantity > quantityToBeMatched)
{
// Quantity of this buy exceeds quantity that was still to be matched.
quantity = quantityToBeMatched;
amount = potentialMatch.Amount * ((decimal)quantity / (decimal)potentialMatch.Quantity);
}
else
{
amount = potentialMatch.Amount;
quantity = potentialMatch.Quantity;
}
gain += amount;
quantityToBeMatched -= quantity;
if (earliestMatchingBuy > potentialMatch.TransactionDate)
{
earliestMatchingBuy = potentialMatch.TransactionDate;
}
// ----------
var buyResultCsv = new ResultCsv(potentialMatch.TransactionDate, potentialMatch.ShareCode, potentialMatch.Reference,
potentialMatch.Quantity, potentialMatch.Amount, quantity, amount);
results.Add(buyResultCsv);
// Adjust quantity so this match will taken into account for subsequent matches
potentialMatch.Quantity -= quantity;
}
}
if (quantityToBeMatched > 0)
{
// Not enough buys to match the sale
var errorResultCsv = new ResultCsv(null, null, string.Format("*** Not Matched: {0} ***", quantityToBeMatched), null, null, null, null);
results.Add(errorResultCsv);
}
else
{
TimeSpan periodShareHeld = saleResultCsv.TransactionDate.Value - earliestMatchingBuy;
bool attractsDiscount = (periodShareHeld.TotalDays > 366) && (gain > 0);
saleResultCsv.SetTotals(gain, attractsDiscount);
}
// ------------------
ResultCsv emptyResultCsv = new ResultCsv(null, null, null, null, null, null, null);
results.Add(emptyResultCsv);
}
return(results);
}
