PTMagic/Core/DataObjects/ProfitTrailerData.cs

using System;
using System.IO;
using System.Collections.Generic;
using System.Globalization;
using System.Linq;
using Microsoft.Extensions.Configuration;
using Microsoft.Extensions.DependencyInjection;
using Newtonsoft.Json;
using Core.Main.DataObjects.PTMagicData;

namespace Core.Main.DataObjects
{

  public class ProfitTrailerData
  {
    private List<SellLogData> _sellLog = new List<SellLogData>();
    private List<DCALogData> _dcaLog = new List<DCALogData>();
    private List<BuyLogData> _buyLog = new List<BuyLogData>();
    private string _ptmBasePath = "";
    private PTMagicConfiguration _systemConfiguration = null;
    private TransactionData _transactionData = null;
    private DateTimeOffset _dateTimeNow = Constants.confMinDate;

    public ProfitTrailerData(string ptmBasePath, PTMagicConfiguration systemConfiguration)
    {
      _ptmBasePath = ptmBasePath;
      _systemConfiguration = systemConfiguration;

      // Find the path to the Profit Trailer data file
      string ptDataFilePath = Path.Combine(systemConfiguration.GeneralSettings.Application.ProfitTrailerPath, "data", "ProfitTrailerData.json");

      if (!File.Exists(ptDataFilePath))
      {
        // Try the older location for PT 1.x and PT 2.0.x
        ptDataFilePath = Path.Combine(systemConfiguration.GeneralSettings.Application.ProfitTrailerPath, "ProfitTrailerData.json");
        if (!File.Exists(ptDataFilePath))
        {
          // Can't find the Profit Trailer Data
          throw new Exception("Unable to load Profit Trailer data file at: " + ptDataFilePath);
        }
      }

      PTData rawPTData = JsonConvert.DeserializeObject<PTData>(File.ReadAllText(ptDataFilePath));
      if (rawPTData.SellLogData != null)
      {
        this.BuildSellLogData(rawPTData.SellLogData, _systemConfiguration);
      }

      if (rawPTData.bbBuyLogData != null)
      {
        this.BuildBuyLogData(rawPTData.bbBuyLogData, _systemConfiguration);
      }

      if (rawPTData.DCALogData != null)
      {
        this.BuildDCALogData(rawPTData.DCALogData, rawPTData.GainLogData, _systemConfiguration);
      }

      // Convert local offset time to UTC
      TimeSpan offsetTimeSpan = TimeSpan.Parse(systemConfiguration.GeneralSettings.Application.TimezoneOffset.Replace("+", ""));
      _dateTimeNow = DateTimeOffset.UtcNow.ToOffset(offsetTimeSpan);
    }

    public List<SellLogData> SellLog
    {
      get
      {
        return _sellLog;
      }
    }

    public List<SellLogData> SellLogToday
    {
      get
      {
        return _sellLog.FindAll(sl => sl.SoldDate.Date == _dateTimeNow.DateTime.Date);
      }
    }

    public List<SellLogData> SellLogYesterday
    {
      get
      {
        return _sellLog.FindAll(sl => sl.SoldDate.Date == _dateTimeNow.DateTime.AddDays(-1).Date);
      }
    }

    public List<SellLogData> SellLogLast7Days
    {
      get
      {
        return _sellLog.FindAll(sl => sl.SoldDate.Date >= _dateTimeNow.DateTime.AddDays(-7).Date);
      }
    }

    public List<DCALogData> DCALog
    {
      get
      {
        return _dcaLog;
      }
    }

    public List<BuyLogData> BuyLog
    {
      get
      {
        return _buyLog;
      }
    }

    public TransactionData TransactionData
    {
      get
      {
        if (_transactionData == null) _transactionData = new TransactionData(_ptmBasePath);
        return _transactionData;
      }
    }

    public double GetCurrentBalance()
    {
      return this.GetSnapshotBalance(DateTime.Now.ToUniversalTime());
    }

    public double GetSnapshotBalance(DateTime snapshotDateTime)
    {
      double result = _systemConfiguration.GeneralSettings.Application.StartBalance;

      result += this.SellLog.FindAll(sl => sl.SoldDate.Date < snapshotDateTime.Date).Sum(sl => sl.Profit);
      result += this.TransactionData.Transactions.FindAll(t => t.GetLocalDateTime(_systemConfiguration.GeneralSettings.Application.TimezoneOffset) < snapshotDateTime).Sum(t => t.Amount);

      return result;
    }

    private void BuildSellLogData(List<sellLogData> rawSellLogData, PTMagicConfiguration systemConfiguration)
    {
      foreach (sellLogData rsld in rawSellLogData)
      {
        SellLogData sellLogData = new SellLogData();
        sellLogData.SoldAmount = rsld.soldAmount;
        sellLogData.BoughtTimes = rsld.boughtTimes;
        sellLogData.Market = rsld.market;
        sellLogData.ProfitPercent = rsld.profit;
        sellLogData.SoldPrice = rsld.currentPrice;
        sellLogData.AverageBuyPrice = rsld.averageCalculator.avgPrice;
        sellLogData.TotalCost = sellLogData.SoldAmount * sellLogData.AverageBuyPrice;

        double soldValueRaw = (sellLogData.SoldAmount * sellLogData.SoldPrice);
        double soldValueAfterFees = soldValueRaw - (soldValueRaw * (rsld.averageCalculator.fee / 100));
        sellLogData.SoldValue = soldValueAfterFees;
        sellLogData.Profit = Math.Round(sellLogData.SoldValue - sellLogData.TotalCost, 8);

        // Profit Trailer sales are saved in UTC
        DateTimeOffset ptSoldDate = DateTimeOffset.Parse(rsld.soldDate.date.year.ToString() + "-" + rsld.soldDate.date.month.ToString("00") + "-" + rsld.soldDate.date.day.ToString("00") + "T" + rsld.soldDate.time.hour.ToString("00") + ":" + rsld.soldDate.time.minute.ToString("00") + ":" + rsld.soldDate.time.second.ToString("00"), CultureInfo.InvariantCulture, DateTimeStyles.AssumeUniversal);

        // Convert UTC sales time to local offset time
        TimeSpan offsetTimeSpan = TimeSpan.Parse(systemConfiguration.GeneralSettings.Application.TimezoneOffset.Replace("+", ""));
        ptSoldDate = ptSoldDate.ToOffset(offsetTimeSpan);

        sellLogData.SoldDate = ptSoldDate.DateTime;

        _sellLog.Add(sellLogData);
      }
    }

    private void BuildDCALogData(List<dcaLogData> rawDCALogData, List<dcaLogData> rawPairsLogData, PTMagicConfiguration systemConfiguration)
    {
      foreach (dcaLogData rdld in rawDCALogData)
      {
        DCALogData dcaLogData = new DCALogData();
        dcaLogData.Amount = rdld.averageCalculator.totalAmount;
        dcaLogData.BoughtTimes = rdld.boughtTimes;
        dcaLogData.Market = rdld.market;
        dcaLogData.ProfitPercent = rdld.profit;
        dcaLogData.AverageBuyPrice = rdld.averageCalculator.avgPrice;
        dcaLogData.TotalCost = rdld.averageCalculator.totalCost;
        dcaLogData.BuyTriggerPercent = rdld.buyProfit;
        dcaLogData.CurrentLowBBValue = rdld.BBLow;
        dcaLogData.CurrentHighBBValue = rdld.highbb;
        dcaLogData.BBTrigger = rdld.BBTrigger;
        dcaLogData.CurrentPrice = rdld.currentPrice;
        dcaLogData.SellTrigger = rdld.triggerValue;
        dcaLogData.PercChange = rdld.percChange;
        dcaLogData.BuyStrategy = rdld.buyStrategy;
        if (dcaLogData.BuyStrategy == null) dcaLogData.BuyStrategy = "";
        dcaLogData.SellStrategy = rdld.sellStrategy;
        if (dcaLogData.SellStrategy == null) dcaLogData.SellStrategy = "";

        if (rdld.positive != null)
        {
          dcaLogData.IsTrailing = rdld.positive.IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
          dcaLogData.IsTrue = rdld.positive.IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;
        }
        else
        {
          if (rdld.buyStrategies != null)
          {
            foreach (PTStrategy bs in rdld.buyStrategies)
            {
              Strategy buyStrategy = new Strategy();
              buyStrategy.Type = bs.type;
              buyStrategy.Name = bs.name;
              buyStrategy.EntryValue = bs.entryValue;
              buyStrategy.EntryValueLimit = bs.entryValueLimit;
              buyStrategy.TriggerValue = bs.triggerValue;
              buyStrategy.CurrentValue = bs.currentValue;
              buyStrategy.CurrentValuePercentage = bs.currentValuePercentage;
              buyStrategy.Decimals = bs.decimals;
              buyStrategy.IsTrailing = bs.positive.IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
              buyStrategy.IsTrue = bs.positive.IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;

              dcaLogData.BuyStrategies.Add(buyStrategy);
            }
          }

          if (rdld.sellStrategies != null)
          {
            foreach (PTStrategy ss in rdld.sellStrategies)
            {
              Strategy sellStrategy = new Strategy();
              sellStrategy.Type = ss.type;
              sellStrategy.Name = ss.name;
              sellStrategy.EntryValue = ss.entryValue;
              sellStrategy.EntryValueLimit = ss.entryValueLimit;
              sellStrategy.TriggerValue = ss.triggerValue;
              sellStrategy.CurrentValue = ss.currentValue;
              sellStrategy.CurrentValuePercentage = ss.currentValuePercentage;
              sellStrategy.Decimals = ss.decimals;
              sellStrategy.IsTrailing = ss.positive.IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
              sellStrategy.IsTrue = ss.positive.IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;

              dcaLogData.SellStrategies.Add(sellStrategy);
            }
          }
        }


        // Profit Trailer bought times are saved in UTC
        if (rdld.averageCalculator.firstBoughtDate != null)
        {
          DateTimeOffset ptFirstBoughtDate = DateTimeOffset.Parse(rdld.averageCalculator.firstBoughtDate.date.year.ToString() + "-" + rdld.averageCalculator.firstBoughtDate.date.month.ToString("00") + "-" + rdld.averageCalculator.firstBoughtDate.date.day.ToString("00") + "T" + rdld.averageCalculator.firstBoughtDate.time.hour.ToString("00") + ":" + rdld.averageCalculator.firstBoughtDate.time.minute.ToString("00") + ":" + rdld.averageCalculator.firstBoughtDate.time.second.ToString("00"), CultureInfo.InvariantCulture, DateTimeStyles.AssumeUniversal);

          // Convert UTC bought time to local offset time
          TimeSpan offsetTimeSpan = TimeSpan.Parse(systemConfiguration.GeneralSettings.Application.TimezoneOffset.Replace("+", ""));
          ptFirstBoughtDate = ptFirstBoughtDate.ToOffset(offsetTimeSpan);

          dcaLogData.FirstBoughtDate = ptFirstBoughtDate.DateTime;
        }
        else
        {
          dcaLogData.FirstBoughtDate = Constants.confMinDate;
        }

        _dcaLog.Add(dcaLogData);
      }

      foreach (dcaLogData rpld in rawPairsLogData)
      {
        DCALogData dcaLogData = new DCALogData();
        dcaLogData.Amount = rpld.averageCalculator.totalAmount;
        dcaLogData.BoughtTimes = 0;
        dcaLogData.Market = rpld.market;
        dcaLogData.ProfitPercent = rpld.profit;
        dcaLogData.AverageBuyPrice = rpld.averageCalculator.avgPrice;
        dcaLogData.TotalCost = rpld.averageCalculator.totalCost;
        dcaLogData.BuyTriggerPercent = rpld.buyProfit;
        dcaLogData.CurrentPrice = rpld.currentPrice;
        dcaLogData.SellTrigger = rpld.triggerValue;
        dcaLogData.PercChange = rpld.percChange;
        dcaLogData.BuyStrategy = rpld.buyStrategy;
        if (dcaLogData.BuyStrategy == null) dcaLogData.BuyStrategy = "";
        dcaLogData.SellStrategy = rpld.sellStrategy;
        if (dcaLogData.SellStrategy == null) dcaLogData.SellStrategy = "";
        dcaLogData.IsTrailing = false;

        if (rpld.sellStrategies != null)
        {
          foreach (PTStrategy ss in rpld.sellStrategies)
          {
            Strategy sellStrategy = new Strategy();
            sellStrategy.Type = ss.type;
            sellStrategy.Name = ss.name;
            sellStrategy.EntryValue = ss.entryValue;
            sellStrategy.EntryValueLimit = ss.entryValueLimit;
            sellStrategy.TriggerValue = ss.triggerValue;
            sellStrategy.CurrentValue = ss.currentValue;
            sellStrategy.CurrentValuePercentage = ss.currentValuePercentage;
            sellStrategy.Decimals = ss.decimals;
            sellStrategy.IsTrailing = ss.positive.IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
            sellStrategy.IsTrue = ss.positive.IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;

            dcaLogData.SellStrategies.Add(sellStrategy);
          }
        }

        // Profit Trailer bought times are saved in UTC
        if (rpld.averageCalculator.firstBoughtDate != null)
        {
          DateTimeOffset ptFirstBoughtDate = DateTimeOffset.Parse(rpld.averageCalculator.firstBoughtDate.date.year.ToString() + "-" + rpld.averageCalculator.firstBoughtDate.date.month.ToString("00") + "-" + rpld.averageCalculator.firstBoughtDate.date.day.ToString("00") + "T" + rpld.averageCalculator.firstBoughtDate.time.hour.ToString("00") + ":" + rpld.averageCalculator.firstBoughtDate.time.minute.ToString("00") + ":" + rpld.averageCalculator.firstBoughtDate.time.second.ToString("00"), CultureInfo.InvariantCulture, DateTimeStyles.AssumeUniversal);

          // Convert UTC bought time to local offset time
          TimeSpan offsetTimeSpan = TimeSpan.Parse(systemConfiguration.GeneralSettings.Application.TimezoneOffset.Replace("+", ""));
          ptFirstBoughtDate = ptFirstBoughtDate.ToOffset(offsetTimeSpan);

          dcaLogData.FirstBoughtDate = ptFirstBoughtDate.DateTime;
        }
        else
        {
          dcaLogData.FirstBoughtDate = Constants.confMinDate;
        }

        _dcaLog.Add(dcaLogData);
      }
    }

    private void BuildBuyLogData(List<buyLogData> rawBuyLogData, PTMagicConfiguration systemConfiguration)
    {
      foreach (buyLogData rbld in rawBuyLogData)
      {
        BuyLogData buyLogData = new BuyLogData();
        buyLogData.Market = rbld.market;
        buyLogData.ProfitPercent = rbld.profit;
        buyLogData.TriggerValue = rbld.triggerValue;
        buyLogData.CurrentValue = rbld.currentValue;
        buyLogData.CurrentPrice = rbld.currentPrice;
        buyLogData.PercChange = rbld.percChange;
        buyLogData.BuyStrategy = rbld.buyStrategy;
        buyLogData.CurrentLowBBValue = rbld.BBLow;
        buyLogData.CurrentHighBBValue = rbld.BBHigh;
        buyLogData.BBTrigger = rbld.BBTrigger;

        if (buyLogData.BuyStrategy == null) buyLogData.BuyStrategy = "";

        if (rbld.positive != null)
        {
          buyLogData.IsTrailing = rbld.positive.IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
          buyLogData.IsTrue = rbld.positive.IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;
        }
        else
        {
          if (rbld.buyStrategies != null)
          {
            foreach (PTStrategy bs in rbld.buyStrategies)
            {
              Strategy buyStrategy = new Strategy();
              buyStrategy.Type = bs.type;
              buyStrategy.Name = bs.name;
              buyStrategy.EntryValue = bs.entryValue;
              buyStrategy.EntryValueLimit = bs.entryValueLimit;
              buyStrategy.TriggerValue = bs.triggerValue;
              buyStrategy.CurrentValue = bs.currentValue;
              buyStrategy.CurrentValuePercentage = bs.currentValuePercentage;
              buyStrategy.Decimals = bs.decimals;
              buyStrategy.IsTrailing = bs.positive.IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
              buyStrategy.IsTrue = bs.positive.IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;

              buyLogData.BuyStrategies.Add(buyStrategy);
            }
          }
        }

        _buyLog.Add(buyLogData);
      }
    }
  }
}