Merge branch 'master' of https://github.com/cs0320-2021/term-project-cohwille-jmccaul3-mfoiani-rhunt2master

1 files changed, 276 insertions, 90 deletions

diff --git a/src/main/java/edu/brown/cs/student/term/profit/ProfitCalculation.java b/src/main/java/edu/brown/cs/student/term/profit/ProfitCalculation.java
index 15f31cc..4b19899 100644
--- a/src/main/java/edu/brown/cs/student/term/profit/ProfitCalculation.java
+++ b/src/main/java/edu/brown/cs/student/term/profit/ProfitCalculation.java
@@ -19,6 +19,11 @@ import java.sql.PreparedStatement;
 import java.sql.ResultSet;
 import java.sql.SQLException;
 import java.sql.Statement;
+import java.text.SimpleDateFormat;
+import java.util.LinkedList;
+import java.util.HashMap;
+import java.util.List;
+import java.util.Map;
 import java.util.*;
 
 public class ProfitCalculation {
@@ -71,6 +76,7 @@ public class ProfitCalculation {
     tablesFilled = false;
   }
 
+
   /**
    * This method fills the maps of sell and buy orders with lists of oldest - new trades.
    */
@@ -78,25 +84,35 @@ public class ProfitCalculation {
   private String validateTicker(String ticker) {
     //this is cleaning some improperly formatted tickers
     ticker = ticker.replaceAll("[^a-zA-Z0-9]", "").toUpperCase();
-    if(ticker.contains("[0-9]") ||
-      ticker.length() > 5 ||
-      ticker.length() < 2 ||
-      ticker.contains("NONE")) {
+    if (ticker.contains("[0-9]") ||
+        ticker.length() > 5 ||
+        ticker.length() < 2 ||
+        ticker.contains("NONE")) {
       return "";
     }
 
     return ticker;
   }
 
-  private void organizeOrders() {
+  private void organizeOrders(Integer id) {
     //get a list of trades for a person to consider
     try {
       PreparedStatement prep;
-      prep =
-          conn.prepareStatement("SELECT * FROM \'trades\' WHERE holder_name= ? "
-              + " AND trade_timestamp BETWEEN ? AND ?"
-              + "order by trade_timestamp asc;");
-      prep.setString(1, this.person);
+      if (id == -1) {
+        //search by name
+        prep =
+            conn.prepareStatement("SELECT * FROM \'trades\' WHERE holder_name= ? "
+                + " AND trade_timestamp BETWEEN ? AND ? "
+                + "order by trade_timestamp asc;");
+        prep.setString(1, this.person);
+      } else {
+        //search by id
+        prep =
+            conn.prepareStatement("SELECT * FROM \'trades\' WHERE holder_id = ? "
+                + " AND trade_timestamp BETWEEN ? AND ? "
+                + "order by trade_timestamp asc;");
+        prep.setInt(1, id);
+      }
       prep.setDate(2, startTime);
       prep.setDate(3, endTime);
       ResultSet rs = prep.executeQuery();
@@ -104,7 +120,7 @@ public class ProfitCalculation {
       while (rs.next()) {
         String ticker = rs.getString("stock_name");
         ticker = validateTicker(ticker);
-        if(ticker.equals("")){
+        if (ticker.equals("")) {
           continue;
         }
         int shares = rs.getInt("number_of_shares");
@@ -125,13 +141,12 @@ public class ProfitCalculation {
           }
         } else {
           //ignore sell orders for which we do not have buys for
-          if (buyHistoryMap.containsKey(ticker)) {
-            if (sellHistoryMap.containsKey(ticker)) {
-              sellHistoryMap.get(ticker).addLast(order);
-            } else {
-              sellHistoryMap.put(ticker, oneElement);
-            }
+          if (sellHistoryMap.containsKey(ticker)) {
+            sellHistoryMap.get(ticker).addLast(order);
+          } else {
+            sellHistoryMap.put(ticker, oneElement);
           }
+
         }
 
       }
@@ -150,39 +165,41 @@ public class ProfitCalculation {
       LinkedList<OrderTuple> sells = sellHistoryMap.get(ticker);
       LinkedList<OrderTuple> buys = buyHistoryMap.get(ticker);
       double realizedGain = 0;
+      if (sells != null && buys != null) {
+        //process each sell order (unless all buy orders are "drained"
+        for (OrderTuple sell : sells) {
+          //stop if buys are empty, stop if buy happened after sell
+          if (buys.isEmpty()) {
+            break;
+          }
 
-      //process each sell order (unless all buy orders are "drained"
-      for (OrderTuple sell : sells) {
-        //stop if buys are empty, stop if buy happened after sell
-        if (buys.isEmpty()) {
-          break;
-        }
-
-        int sharesToSell = sell.getShares();
-
-        //sell off through list of buys
-        while (sharesToSell > 0 && !buys.isEmpty()) {
-          //dont sell from buys which didn't exist at the time.
-          if (sell.getDate().after(buys.getFirst().getDate())) {
-            OrderTuple buyBundle = buys.removeFirst();
-            int sharesAtBundlePrice;
-            //the buy has more shares than we want to sell
-            if (buyBundle.getShares() > sharesToSell) {
-              sharesAtBundlePrice = sharesToSell;
-              sharesToSell = 0;
-              //add back the holdings that were not sold
-              buyBundle.setShares(buyBundle.getShares() - sharesAtBundlePrice);
-              buys.addFirst(buyBundle);
+          int sharesToSell = sell.getShares();
+
+          //sell off through list of buys
+          while (sharesToSell > 0 && !buys.isEmpty()) {
+            //dont sell from buys which didn't exist at the time.
+            if (sell.getDate().after(buys.getFirst().getDate())
+                || sell.getDate().equals(buys.getFirst().getDate())) {
+              OrderTuple buyBundle = buys.removeFirst();
+              int sharesAtBundlePrice;
+              //the buy has more shares than we want to sell
+              if (buyBundle.getShares() > sharesToSell) {
+                sharesAtBundlePrice = sharesToSell;
+                sharesToSell = 0;
+                //add back the holdings that were not sold
+                buyBundle.setShares(buyBundle.getShares() - sharesAtBundlePrice);
+                buys.addFirst(buyBundle);
+              } else {
+                sharesToSell -= buyBundle.getShares();
+                sharesAtBundlePrice = buyBundle.getShares();
+              }
+              realizedGain += sharesAtBundlePrice * (sell.getCost() - buyBundle.getCost());
             } else {
-              sharesToSell -= buyBundle.getShares();
-              sharesAtBundlePrice = buyBundle.getShares();
+              break;
             }
-            realizedGain += sharesAtBundlePrice * (sell.getCost() - buyBundle.getCost());
-          } else {
-            break;
-          }
 
 
+          }
         }
       }
 
@@ -242,12 +259,16 @@ public class ProfitCalculation {
     if (currentStockPrices.containsKey(ticker)) {
       return currentStockPrices.get(ticker);
     } else {
-      String PRICE_URL = BASE_URL + "/last/stocks/" + ticker;
-      System.out.println("LOG: Making call to " + PRICE_URL + " in " + getClass());
+      SimpleDateFormat localDateFormat = new SimpleDateFormat("yyyy-MM-dd'T'HH:mm:ss.SSSXXX");
+      String url = "https://data.alpaca.markets/v1/bars/"
+          + "day?"
+          + "symbols=" + ticker
+          + "&start=" + localDateFormat.format(startTime)
+          + "&end=" + localDateFormat.format(endTime);
 
       HttpClient client = HttpClient.newHttpClient();
       HttpRequest request = HttpRequest.newBuilder()
-          .uri(URI.create(PRICE_URL)).setHeader("APCA-API-KEY-ID", API_KEY)
+          .uri(URI.create(url)).setHeader("APCA-API-KEY-ID", API_KEY)
           .setHeader("APCA-API-SECRET-KEY", SECRET_KEY)
           .build();
 
@@ -255,18 +276,15 @@ public class ProfitCalculation {
       try {
         response = client.send(request,
             HttpResponse.BodyHandlers.ofString());
-      } catch (IOException e) {
-        e.printStackTrace();
-      } catch (InterruptedException e) {
-        e.printStackTrace();
+      } catch (Exception e) {
+        System.out.println("ERROR: error getting price for profit calculation");
       }
 
-
-      JSONObject object = new JSONObject(response.body());
+      JSONArray object = new JSONObject(response.body()).getJSONArray(ticker);
       try {
-        double price = object.getJSONObject("last").getDouble("price");
-        currentStockPrices.put(ticker, price);
-        return price;
+        double endPrice = object.getJSONObject(object.length() - 1).getDouble("c");
+        currentStockPrices.put(ticker, endPrice);
+        return endPrice;
       } catch (JSONException e) {
         currentStockPrices.put(ticker, -1.0);
         return -1.0;
@@ -276,29 +294,37 @@ public class ProfitCalculation {
 
   }
 
-  public double calculateGains() {
+  public double calculateGainsSingle(Integer id) {
+
     if (!tablesFilled) {
-      organizeOrders();
+      organizeOrders(id);
       getRealizedGains();
       getUnrealizedGains();
       tablesFilled = true;
     }
-    double realizedGains = 0;
-    double unrealizedGains = 0;
+
+
+    double gains = 0;
 
     for (double value : realizedGainsMap.values()) {
-      realizedGains += value;
+      gains += value;
     }
 
-    for (double value : unrealizedGainsMap.values()) {
-      unrealizedGains += value;
+    for (double value: unrealizedGainsMap.values()) {
+      gains += value;
     }
-    return unrealizedGains + realizedGains;
+
+    return gains;
   }
 
-  public List<StockHolding> getHoldingsList() {
+  public List<StockHolding> getHoldingsList(Integer id) {
+    if (conn == null) {
+      System.out.println("ERROR: No database connection");
+      return new LinkedList<>();
+    }
+
     if (!tablesFilled) {
-      organizeOrders();
+      organizeOrders(id);
       getRealizedGains();
       getUnrealizedGains();
       tablesFilled = true;
@@ -329,11 +355,12 @@ public class ProfitCalculation {
    * return percent change in SPY (SP 500) over the time period.
    */
   public double compareToSP500() {
+    SimpleDateFormat localDateFormat = new SimpleDateFormat("yyyy-MM-dd'T'HH:mm:ss.SSSXXX");
     String url = "https://data.alpaca.markets/v1/bars/"
         + "day?"
         + "symbols=SPY"
-        + "&start=" + startTime
-        + "&end=" + endTime;
+        + "&start=" + localDateFormat.format(startTime)
+        + "&end=" + localDateFormat.format(endTime);
 
     HttpClient client = HttpClient.newHttpClient();
     HttpRequest request = HttpRequest.newBuilder()
@@ -369,29 +396,199 @@ public class ProfitCalculation {
    */
   public Map<Integer, Double> getProfitMap() {
     Map<Integer, Double> profitMap = new HashMap<>();
+    if (conn == null) {
+      System.out.println("ERROR: no database connection");
+      return profitMap;
+    }
     try {
       PreparedStatement prep;
+      long START = System.currentTimeMillis();
       prep =
-          conn.prepareStatement("SELECT * from trades group by holder_name;");
+          conn.prepareStatement(
+              "SELECT * From trades GROUP BY holder_id having max(is_buy) = 1;");
       ResultSet rs = prep.executeQuery();
+
+      long QUERY = System.currentTimeMillis();
+      //System.out.println((QUERY - START) + " query time");
+
+      //set of all people who have made both buy and sell orders
+      Set<Integer> people = new HashSet<>();
+
       while (rs.next()) {
-        int id = rs.getInt("holder_id");
-        this.person = rs.getString("holder_name");
-        resetClass();
-        double gain = this.calculateGains();
-        if (moneyInput == 0) {
-          profitMap.put(id, 0.0);
-        } else {
-          profitMap.put(id, gain / moneyInput);
-        }
+//        int id = rs.getInt("holder_id");
+//        this.person = rs.getString("holder_name");
+//        resetClass();
+//
+//
+//
+//        double gain = this.calculateGains();
+//        if (moneyInput == 0) {
+//          profitMap.put(id, 0.0);
+//        } else {
+//          profitMap.put(id, gain / moneyInput);
+//        }
+        people.add(rs.getInt("holder_id"));
 
       }
+
+      profitMap = calculateGains(people);
+
+      long LOOP = System.currentTimeMillis();
+      //System.out.println((LOOP - QUERY) + " loop");
+
     } catch (SQLException throwables) {
       System.out.println("ERROR: SQl error in profit calculation");
     }
     return profitMap;
   }
 
+  private Map<Integer, Double> calculateGains(Set<Integer> people) {
+    Map<Integer, Double> gainsMap = new HashMap<>();
+
+    //map of stock to list of buy orders, first element in list is oldest
+    Map<Integer, Map<String, LinkedList<OrderTuple>>> sellMap = new HashMap<>();
+    //map of stock to list of buy orders, first element in list is oldest
+    Map<Integer, Map<String, LinkedList<OrderTuple>>> buyMap = new HashMap<>();
+    //money input
+    Map<Integer, Double> moneyInMap = new HashMap<>();
+
+
+    try {
+      PreparedStatement prep;
+      prep =
+          conn.prepareStatement("SELECT * FROM \'trades\'"
+              + " WHERE NOT number_of_shares = 0 AND trade_timestamp BETWEEN ? AND ? "
+              + "order by trade_timestamp asc;");
+      prep.setDate(1, startTime);
+      prep.setDate(2, endTime);
+      ResultSet rs = prep.executeQuery();
+      while (rs.next()) {
+        if (people.contains(rs.getInt("holder_id"))) {
+          String ticker = rs.getString("stock_name");
+          ticker = validateTicker(ticker);
+          if (ticker.equals("")) {
+            continue;
+          }
+          int shares = rs.getInt("number_of_shares");
+          double price = rs.getDouble("share_price");
+          int holder_id = rs.getInt("holder_id");
+          if (!buyMap.containsKey(holder_id)) {
+            buyMap.put(holder_id, new HashMap<>());
+          }
+          if (!sellMap.containsKey(holder_id)) {
+            sellMap.put(holder_id, new HashMap<>());
+          }
+
+
+          OrderTuple order = new OrderTuple(shares, price, rs.getDate("trade_timestamp"));
+
+          //one element list for first time ticker is seen.
+          LinkedList<OrderTuple> oneElement = new LinkedList<OrderTuple>();
+          oneElement.addLast(order);
+
+          //for buy orders, build up buy history
+          if (rs.getInt("is_buy") != 0) {
+
+            if (moneyInMap.containsKey(holder_id)) {
+              moneyInMap.put(holder_id, moneyInMap.get(holder_id) + shares * price);
+            } else {
+              moneyInMap.put(holder_id, shares * price);
+            }
+
+
+            if (buyMap.get(holder_id).containsKey(ticker)) {
+              buyMap.get(holder_id).get(ticker).addLast(order);
+            } else {
+              buyMap.get(holder_id).put(ticker, oneElement);
+            }
+          } else {
+            //ignore sell orders for which we do not have buys for
+            if (sellMap.get(holder_id).containsKey(ticker)) {
+              sellMap.get(holder_id).get(ticker).addLast(order);
+            } else {
+              sellMap.get(holder_id).put(ticker, oneElement);
+            }
+
+          }
+        }
+      }
+    } catch (SQLException e) {
+      System.out.println("ERROR: sql error getting trades");
+    }
+
+
+    //part 2 doing math...
+    for (Integer person : people) {
+      this.buyHistoryMap = buyMap.get(person);
+      this.sellHistoryMap = sellMap.get(person);
+      if (sellHistoryMap == null) {
+        continue;
+      }
+
+      for (String ticker : sellHistoryMap.keySet()) {
+        //use FIFO selling
+        LinkedList<OrderTuple> sells = sellHistoryMap.get(ticker);
+        LinkedList<OrderTuple> buys = buyHistoryMap.get(ticker);
+        double realizedGain = 0;
+        if (sells != null && buys != null) {
+          //process each sell order (unless all buy orders are "drained"
+          for (OrderTuple sell : sells) {
+            //stop if buys are empty, stop if buy happened after sell
+            if (buys.isEmpty()) {
+              break;
+            }
+
+            int sharesToSell = sell.getShares();
+
+            //sell off through list of buys
+            while (sharesToSell > 0 && !buys.isEmpty()) {
+              //dont sell from buys which didn't exist at the time.
+              if (sell.getDate().after(buys.getFirst().getDate())
+                  || sell.getDate().equals(buys.getFirst().getDate())) {
+                OrderTuple buyBundle = buys.removeFirst();
+                int sharesAtBundlePrice;
+                //the buy has more shares than we want to sell
+                if (buyBundle.getShares() > sharesToSell) {
+                  sharesAtBundlePrice = sharesToSell;
+                  sharesToSell = 0;
+                  //add back the holdings that were not sold
+                  buyBundle.setShares(buyBundle.getShares() - sharesAtBundlePrice);
+                  buys.addFirst(buyBundle);
+                } else {
+                  sharesToSell -= buyBundle.getShares();
+                  sharesAtBundlePrice = buyBundle.getShares();
+                }
+                realizedGain += sharesAtBundlePrice * (sell.getCost() - buyBundle.getCost());
+              } else {
+                break;
+              }
+
+
+            }
+          }
+        }
+
+        if (gainsMap.containsKey(person)) {
+          gainsMap.put(person, gainsMap.get(person) + realizedGain);
+        } else {
+          gainsMap.put(person, realizedGain);
+        }
+
+      }
+
+      //percent gain
+      if (gainsMap.containsKey(person) && moneyInMap.containsKey(person)) {
+        gainsMap.put(person, gainsMap.get(person) / moneyInMap.get(person));
+      } else {
+        gainsMap.put(person, 0.0);
+      }
+
+
+    }
+
+    return gainsMap;
+  }
+
   public double getMoneyInput() {
     return this.moneyInput;
   }
@@ -406,15 +603,4 @@ public class ProfitCalculation {
     tablesFilled = false;
   }
 
-  public void setConnection(String filename) throws SQLException, ClassNotFoundException {
-
-    // Initialize the database connection, turn foreign keys on
-    Class.forName("org.sqlite.JDBC");
-    String urlToDB = "jdbc:sqlite:" + filename;
-    conn = DriverManager.getConnection(urlToDB);
-
-    Statement stat = conn.createStatement();
-    stat.executeUpdate("PRAGMA foreign_keys=ON;");
-  }
-
 }