305 lines
14 KiB
C#
305 lines
14 KiB
C#
using System;
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using System.IO;
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using System.Collections.Generic;
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using System.Globalization;
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using System.Linq;
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using Microsoft.Extensions.Configuration;
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using Microsoft.Extensions.DependencyInjection;
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using Newtonsoft.Json;
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using Core.Main.DataObjects.PTMagicData;
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namespace Core.Main.DataObjects {
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public class ProfitTrailerData {
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private List<SellLogData> _sellLog = new List<SellLogData>();
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private List<DCALogData> _dcaLog = new List<DCALogData>();
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private List<BuyLogData> _buyLog = new List<BuyLogData>();
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private string _ptmBasePath = "";
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private PTMagicConfiguration _systemConfiguration = null;
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private TransactionData _transactionData = null;
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private DateTimeOffset _dateTimeNow = Constants.confMinDate;
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public ProfitTrailerData(string ptmBasePath, PTMagicConfiguration systemConfiguration) {
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_ptmBasePath = ptmBasePath;
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_systemConfiguration = systemConfiguration;
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PTData rawPTData = JsonConvert.DeserializeObject<PTData>(File.ReadAllText(systemConfiguration.GeneralSettings.Application.ProfitTrailerPath + "ProfitTrailerData.json"));
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if (rawPTData.SellLogData != null) {
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this.BuildSellLogData(rawPTData.SellLogData, _systemConfiguration);
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}
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if (rawPTData.bbBuyLogData != null) {
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this.BuildBuyLogData(rawPTData.bbBuyLogData, _systemConfiguration);
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}
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if (rawPTData.DCALogData != null) {
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this.BuildDCALogData(rawPTData.DCALogData, rawPTData.GainLogData, _systemConfiguration);
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}
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// Convert local offset time to UTC
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TimeSpan offsetTimeSpan = TimeSpan.Parse(systemConfiguration.GeneralSettings.Application.TimezoneOffset.Replace("+", ""));
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_dateTimeNow = DateTimeOffset.UtcNow.ToOffset(offsetTimeSpan);
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}
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public List<SellLogData> SellLog {
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get {
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return _sellLog;
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}
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}
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public List<SellLogData> SellLogToday {
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get {
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return _sellLog.FindAll(sl => sl.SoldDate.Date == _dateTimeNow.DateTime.Date);
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}
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}
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public List<SellLogData> SellLogYesterday {
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get {
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return _sellLog.FindAll(sl => sl.SoldDate.Date == _dateTimeNow.DateTime.AddDays(-1).Date);
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}
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}
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public List<SellLogData> SellLogLast7Days {
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get {
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return _sellLog.FindAll(sl => sl.SoldDate.Date >= _dateTimeNow.DateTime.AddDays(-7).Date);
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}
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}
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public List<DCALogData> DCALog {
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get {
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return _dcaLog;
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}
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}
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public List<BuyLogData> BuyLog {
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get {
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return _buyLog;
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}
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}
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public TransactionData TransactionData {
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get {
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if (_transactionData == null) _transactionData = new TransactionData(_ptmBasePath);
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return _transactionData;
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}
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}
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public double GetCurrentBalance() {
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return this.GetSnapshotBalance(DateTime.Now.ToUniversalTime());
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}
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public double GetSnapshotBalance(DateTime snapshotDateTime) {
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double result = _systemConfiguration.GeneralSettings.Application.StartBalance;
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result += this.SellLog.FindAll(sl => sl.SoldDate.Date < snapshotDateTime.Date).Sum(sl => sl.Profit);
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result += this.TransactionData.Transactions.FindAll(t => t.GetLocalDateTime(_systemConfiguration.GeneralSettings.Application.TimezoneOffset) < snapshotDateTime).Sum(t => t.Amount);
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return result;
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}
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private void BuildSellLogData(List<sellLogData> rawSellLogData, PTMagicConfiguration systemConfiguration) {
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foreach (sellLogData rsld in rawSellLogData) {
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SellLogData sellLogData = new SellLogData();
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sellLogData.SoldAmount = rsld.soldAmount;
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sellLogData.BoughtTimes = rsld.boughtTimes;
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sellLogData.Market = rsld.market;
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sellLogData.ProfitPercent = rsld.profit;
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sellLogData.SoldPrice = rsld.currentPrice;
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sellLogData.AverageBuyPrice = rsld.averageCalculator.avgPrice;
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sellLogData.TotalCost = sellLogData.SoldAmount * sellLogData.AverageBuyPrice;
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double soldValueRaw = (sellLogData.SoldAmount * sellLogData.SoldPrice);
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double soldValueAfterFees = soldValueRaw - (soldValueRaw * (rsld.averageCalculator.fee / 100));
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sellLogData.SoldValue = soldValueAfterFees;
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sellLogData.Profit = Math.Round(sellLogData.SoldValue - sellLogData.TotalCost, 8);
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// Profit Trailer sales are saved in UTC
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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);
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// Convert UTC sales time to local offset time
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TimeSpan offsetTimeSpan = TimeSpan.Parse(systemConfiguration.GeneralSettings.Application.TimezoneOffset.Replace("+", ""));
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ptSoldDate = ptSoldDate.ToOffset(offsetTimeSpan);
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sellLogData.SoldDate = ptSoldDate.DateTime;
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_sellLog.Add(sellLogData);
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}
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}
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private void BuildDCALogData(List<dcaLogData> rawDCALogData, List<dcaLogData> rawPairsLogData, PTMagicConfiguration systemConfiguration) {
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foreach (dcaLogData rdld in rawDCALogData) {
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DCALogData dcaLogData = new DCALogData();
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dcaLogData.Amount = rdld.averageCalculator.totalAmount;
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dcaLogData.BoughtTimes = rdld.boughtTimes;
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dcaLogData.Market = rdld.market;
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dcaLogData.ProfitPercent = rdld.profit;
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dcaLogData.AverageBuyPrice = rdld.averageCalculator.avgPrice;
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dcaLogData.TotalCost = rdld.averageCalculator.totalCost;
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dcaLogData.BuyTriggerPercent = rdld.buyProfit;
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dcaLogData.CurrentLowBBValue = rdld.BBLow;
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dcaLogData.CurrentHighBBValue = rdld.highbb;
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dcaLogData.BBTrigger = rdld.BBTrigger;
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dcaLogData.CurrentPrice = rdld.currentPrice;
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dcaLogData.SellTrigger = rdld.triggerValue;
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dcaLogData.PercChange = rdld.percChange;
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dcaLogData.BuyStrategy = rdld.buyStrategy;
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if (dcaLogData.BuyStrategy == null) dcaLogData.BuyStrategy = "";
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dcaLogData.SellStrategy = rdld.sellStrategy;
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if (dcaLogData.SellStrategy == null) dcaLogData.SellStrategy = "";
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if (rdld.positive != null) {
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dcaLogData.IsTrailing = rdld.positive.IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
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dcaLogData.IsTrue = rdld.positive.IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;
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} else {
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if (rdld.buyStrategies != null) {
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foreach (PTStrategy bs in rdld.buyStrategies) {
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Strategy buyStrategy = new Strategy();
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buyStrategy.Type = bs.type;
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buyStrategy.Name = bs.name;
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buyStrategy.EntryValue = bs.entryValue;
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buyStrategy.EntryValueLimit = bs.entryValueLimit;
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buyStrategy.TriggerValue = bs.triggerValue;
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buyStrategy.CurrentValue = bs.currentValue;
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buyStrategy.CurrentValuePercentage = bs.currentValuePercentage;
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buyStrategy.Decimals = bs.decimals;
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buyStrategy.IsTrailing = bs.positive.IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
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buyStrategy.IsTrue = bs.positive.IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;
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dcaLogData.BuyStrategies.Add(buyStrategy);
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}
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}
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if (rdld.sellStrategies != null) {
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foreach (PTStrategy ss in rdld.sellStrategies) {
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Strategy sellStrategy = new Strategy();
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sellStrategy.Type = ss.type;
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sellStrategy.Name = ss.name;
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sellStrategy.EntryValue = ss.entryValue;
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sellStrategy.EntryValueLimit = ss.entryValueLimit;
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sellStrategy.TriggerValue = ss.triggerValue;
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sellStrategy.CurrentValue = ss.currentValue;
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sellStrategy.CurrentValuePercentage = ss.currentValuePercentage;
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sellStrategy.Decimals = ss.decimals;
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sellStrategy.IsTrailing = ss.positive.IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
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sellStrategy.IsTrue = ss.positive.IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;
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dcaLogData.SellStrategies.Add(sellStrategy);
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}
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}
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}
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// Profit Trailer bought times are saved in UTC
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if (rdld.averageCalculator.firstBoughtDate != null) {
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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);
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// Convert UTC bought time to local offset time
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TimeSpan offsetTimeSpan = TimeSpan.Parse(systemConfiguration.GeneralSettings.Application.TimezoneOffset.Replace("+", ""));
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ptFirstBoughtDate = ptFirstBoughtDate.ToOffset(offsetTimeSpan);
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dcaLogData.FirstBoughtDate = ptFirstBoughtDate.DateTime;
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} else {
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dcaLogData.FirstBoughtDate = Constants.confMinDate;
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}
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_dcaLog.Add(dcaLogData);
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}
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foreach (dcaLogData rpld in rawPairsLogData) {
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DCALogData dcaLogData = new DCALogData();
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dcaLogData.Amount = rpld.averageCalculator.totalAmount;
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dcaLogData.BoughtTimes = 0;
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dcaLogData.Market = rpld.market;
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dcaLogData.ProfitPercent = rpld.profit;
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dcaLogData.AverageBuyPrice = rpld.averageCalculator.avgPrice;
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dcaLogData.TotalCost = rpld.averageCalculator.totalCost;
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dcaLogData.BuyTriggerPercent = rpld.buyProfit;
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dcaLogData.CurrentPrice = rpld.currentPrice;
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dcaLogData.SellTrigger = rpld.triggerValue;
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dcaLogData.PercChange = rpld.percChange;
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dcaLogData.BuyStrategy = rpld.buyStrategy;
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if (dcaLogData.BuyStrategy == null) dcaLogData.BuyStrategy = "";
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dcaLogData.SellStrategy = rpld.sellStrategy;
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if (dcaLogData.SellStrategy == null) dcaLogData.SellStrategy = "";
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dcaLogData.IsTrailing = false;
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if (rpld.sellStrategies != null) {
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foreach (PTStrategy ss in rpld.sellStrategies) {
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Strategy sellStrategy = new Strategy();
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sellStrategy.Type = ss.type;
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sellStrategy.Name = ss.name;
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sellStrategy.EntryValue = ss.entryValue;
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sellStrategy.EntryValueLimit = ss.entryValueLimit;
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sellStrategy.TriggerValue = ss.triggerValue;
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sellStrategy.CurrentValue = ss.currentValue;
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sellStrategy.CurrentValuePercentage = ss.currentValuePercentage;
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sellStrategy.Decimals = ss.decimals;
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sellStrategy.IsTrailing = ss.positive.IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
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sellStrategy.IsTrue = ss.positive.IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;
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dcaLogData.SellStrategies.Add(sellStrategy);
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}
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}
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// Profit Trailer bought times are saved in UTC
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if (rpld.averageCalculator.firstBoughtDate != null) {
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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);
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// Convert UTC bought time to local offset time
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TimeSpan offsetTimeSpan = TimeSpan.Parse(systemConfiguration.GeneralSettings.Application.TimezoneOffset.Replace("+", ""));
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ptFirstBoughtDate = ptFirstBoughtDate.ToOffset(offsetTimeSpan);
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dcaLogData.FirstBoughtDate = ptFirstBoughtDate.DateTime;
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} else {
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dcaLogData.FirstBoughtDate = Constants.confMinDate;
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}
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_dcaLog.Add(dcaLogData);
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}
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}
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private void BuildBuyLogData(List<buyLogData> rawBuyLogData, PTMagicConfiguration systemConfiguration) {
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foreach (buyLogData rbld in rawBuyLogData) {
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BuyLogData buyLogData = new BuyLogData();
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buyLogData.Market = rbld.market;
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buyLogData.ProfitPercent = rbld.profit;
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buyLogData.TriggerValue = rbld.triggerValue;
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buyLogData.CurrentValue = rbld.currentValue;
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buyLogData.CurrentPrice = rbld.currentPrice;
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buyLogData.PercChange = rbld.percChange;
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buyLogData.BuyStrategy = rbld.buyStrategy;
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buyLogData.CurrentLowBBValue = rbld.BBLow;
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buyLogData.CurrentHighBBValue = rbld.BBHigh;
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buyLogData.BBTrigger = rbld.BBTrigger;
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if (buyLogData.BuyStrategy == null) buyLogData.BuyStrategy = "";
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if (rbld.positive != null) {
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buyLogData.IsTrailing = rbld.positive.IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
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buyLogData.IsTrue = rbld.positive.IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;
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} else {
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if (rbld.buyStrategies != null) {
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foreach (PTStrategy bs in rbld.buyStrategies) {
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Strategy buyStrategy = new Strategy();
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buyStrategy.Type = bs.type;
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buyStrategy.Name = bs.name;
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buyStrategy.EntryValue = bs.entryValue;
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buyStrategy.EntryValueLimit = bs.entryValueLimit;
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buyStrategy.TriggerValue = bs.triggerValue;
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buyStrategy.CurrentValue = bs.currentValue;
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buyStrategy.CurrentValuePercentage = bs.currentValuePercentage;
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buyStrategy.Decimals = bs.decimals;
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buyStrategy.IsTrailing = bs.positive.IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
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buyStrategy.IsTrue = bs.positive.IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;
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buyLogData.BuyStrategies.Add(buyStrategy);
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}
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}
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}
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_buyLog.Add(buyLogData);
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}
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}
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}
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}
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