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Add data + fix positions

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This commit is contained in:
cryptooda
2025-04-24 23:48:28 +07:00
parent 1d14d31af2
commit af89121c40
9 changed files with 549 additions and 9 deletions
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169
src/Managing.Domain/Shared/Helpers/TradingBox.cs
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@@ -323,4 +323,173 @@ public static class TradingBox
return (profitLast24h / investmentLast24h) * 100;
}
/// <summary>
/// Calculates profit and loss for positions within a specific time range
/// </summary>
/// <param name="positions">List of positions to analyze</param>
/// <param name="timeFilter">Time filter to apply (24H, 3D, 1W, 1M, 1Y, Total)</param>
/// <returns>The PnL for positions in the specified range</returns>
public static decimal GetPnLInTimeRange(List<Position> positions, string timeFilter)
{
// If Total, just return the total PnL
if (timeFilter == "Total")
{
return positions
.Where(p => p.IsFinished() && p.ProfitAndLoss != null)
.Sum(p => p.ProfitAndLoss.Realized);
}
// Convert time filter to a DateTime
DateTime cutoffDate = DateTime.UtcNow;
switch (timeFilter)
{
case "24H":
cutoffDate = DateTime.UtcNow.AddHours(-24);
break;
case "3D":
cutoffDate = DateTime.UtcNow.AddDays(-3);
break;
case "1W":
cutoffDate = DateTime.UtcNow.AddDays(-7);
break;
case "1M":
cutoffDate = DateTime.UtcNow.AddMonths(-1);
break;
case "1Y":
cutoffDate = DateTime.UtcNow.AddYears(-1);
break;
}
// Include positions that were closed within the time range
return positions
.Where(p => p.IsFinished() && p.ProfitAndLoss != null &&
(p.Date >= cutoffDate ||
(p.StopLoss.Status == TradeStatus.Filled && p.StopLoss.Date >= cutoffDate) ||
(p.TakeProfit1.Status == TradeStatus.Filled && p.TakeProfit1.Date >= cutoffDate) ||
(p.TakeProfit2 != null && p.TakeProfit2.Status == TradeStatus.Filled && p.TakeProfit2.Date >= cutoffDate)))
.Sum(p => p.ProfitAndLoss.Realized);
}
/// <summary>
/// Calculates ROI for positions within a specific time range
/// </summary>
/// <param name="positions">List of positions to analyze</param>
/// <param name="timeFilter">Time filter to apply (24H, 3D, 1W, 1M, 1Y, Total)</param>
/// <returns>The ROI as a percentage for positions in the specified range</returns>
public static decimal GetROIInTimeRange(List<Position> positions, string timeFilter)
{
// If no positions, return 0
if (!positions.Any())
{
return 0;
}
// Convert time filter to a DateTime
DateTime cutoffDate = DateTime.UtcNow;
if (timeFilter != "Total")
{
switch (timeFilter)
{
case "24H":
cutoffDate = DateTime.UtcNow.AddHours(-24);
break;
case "3D":
cutoffDate = DateTime.UtcNow.AddDays(-3);
break;
case "1W":
cutoffDate = DateTime.UtcNow.AddDays(-7);
break;
case "1M":
cutoffDate = DateTime.UtcNow.AddMonths(-1);
break;
case "1Y":
cutoffDate = DateTime.UtcNow.AddYears(-1);
break;
}
}
// Filter positions in the time range
var filteredPositions = timeFilter == "Total"
? positions.Where(p => p.IsFinished() && p.ProfitAndLoss != null)
: positions.Where(p => p.IsFinished() && p.ProfitAndLoss != null &&
(p.Date >= cutoffDate ||
(p.StopLoss.Status == TradeStatus.Filled && p.StopLoss.Date >= cutoffDate) ||
(p.TakeProfit1.Status == TradeStatus.Filled && p.TakeProfit1.Date >= cutoffDate) ||
(p.TakeProfit2 != null && p.TakeProfit2.Status == TradeStatus.Filled && p.TakeProfit2.Date >= cutoffDate)));
// Calculate investment and profit
decimal totalInvestment = filteredPositions.Sum(p => p.Open.Quantity * p.Open.Price);
decimal totalProfit = filteredPositions.Sum(p => p.ProfitAndLoss.Realized);
// Calculate ROI
if (totalInvestment == 0)
{
return 0;
}
return (totalProfit / totalInvestment) * 100;
}
/// <summary>
/// Gets the win/loss counts from positions in a specific time range
/// </summary>
/// <param name="positions">List of positions to analyze</param>
/// <param name="timeFilter">Time filter to apply (24H, 3D, 1W, 1M, 1Y, Total)</param>
/// <returns>A tuple containing (wins, losses)</returns>
public static (int Wins, int Losses) GetWinLossCountInTimeRange(List<Position> positions, string timeFilter)
{
// Convert time filter to a DateTime
DateTime cutoffDate = DateTime.UtcNow;
if (timeFilter != "Total")
{
switch (timeFilter)
{
case "24H":
cutoffDate = DateTime.UtcNow.AddHours(-24);
break;
case "3D":
cutoffDate = DateTime.UtcNow.AddDays(-3);
break;
case "1W":
cutoffDate = DateTime.UtcNow.AddDays(-7);
break;
case "1M":
cutoffDate = DateTime.UtcNow.AddMonths(-1);
break;
case "1Y":
cutoffDate = DateTime.UtcNow.AddYears(-1);
break;
}
}
// Filter positions in the time range
var filteredPositions = timeFilter == "Total"
? positions.Where(p => p.IsFinished())
: positions.Where(p => p.IsFinished() &&
(p.Date >= cutoffDate ||
(p.StopLoss.Status == TradeStatus.Filled && p.StopLoss.Date >= cutoffDate) ||
(p.TakeProfit1.Status == TradeStatus.Filled && p.TakeProfit1.Date >= cutoffDate) ||
(p.TakeProfit2 != null && p.TakeProfit2.Status == TradeStatus.Filled && p.TakeProfit2.Date >= cutoffDate)));
int wins = 0;
int losses = 0;
foreach (var position in filteredPositions)
{
if (position.ProfitAndLoss != null && position.ProfitAndLoss.Realized > 0)
{
wins++;
}
else
{
losses++;
}
}
return (wins, losses);
}
}