Exporting Optimization

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using System.IO;

namespace cAlgo.Robots
{
    [Robot(AccessRights = AccessRights.None)]
    public class ExportMetrics : Robot
    {
        [Parameter(DefaultValue = "Hello world!")]
        public string Message { get; set; }

        protected override void OnStart()
        {
            // To learn more about cTrader Automate visit our Help Center:
            // https://help.ctrader.com/ctrader-automate

            Print(Message);
        }

        protected override void OnTick()
        {
            // Handle price updates here
        }

        protected override void OnStop()
        {
            WriteProfitFactorToCSV();
            WriteSharpeRatioToCSV();
            WriteNetProfitToCSV();

        }


        public void WriteProfitFactorToCSV()
        {
            // Calculate Gross Profit and Gross Loss
            double grossProfit = 0.0;
            double grossLoss = 0.0;

            foreach (var trade in History)
            {
                if (trade.NetProfit > 0)
                    grossProfit += trade.NetProfit;
                else
                    grossLoss -= trade.NetProfit;
            }

            double profitFactor = grossProfit / grossLoss;

            // Define the CSV file path
            string csvFilePath = "C:\\Profit_Factors.csv";

            // Check if the CSV file exists
            if (!File.Exists(csvFilePath))
            {
                // If the file doesn't exist, create it and write the header
                using (StreamWriter sw = File.CreateText(csvFilePath))
                {
                    sw.WriteLine("Profit Factor");
                }
            }

            // Write the Profit Factor to the CSV file
            using (StreamWriter sw = File.AppendText(csvFilePath))
            {
                sw.WriteLine(profitFactor.ToString());
            }

            Print("Profit Factor written to CSV file.");
        }

        public void WriteNetProfitToCSV()
        {
            // Calculate Net Profit
            double netProfit = History.Sum(trade => trade.NetProfit);

            // Define the CSV file path
            string csvFilePath = "C:\\Net_Profits.csv";

            // Check if the CSV file exists
            if (!File.Exists(csvFilePath))
            {
                // If the file doesn't exist, create it and write the header
                using (StreamWriter sw = File.CreateText(csvFilePath))
                {
                    sw.WriteLine("Net Profit");
                }
            }

            // Write the Net Profit to the CSV file
            using (StreamWriter sw = File.AppendText(csvFilePath))
            {
                sw.WriteLine(netProfit.ToString());
            }

            Print("Net Profit written to CSV file.");
        }

        public void WriteSharpeRatioToCSV()
        {
            // Calculate average return and standard deviation of returns
            double avgReturn = History.Average(trade => trade.NetProfit);
            double returnStDev = Math.Sqrt(History.Sum(trade => Math.Pow(trade.NetProfit - avgReturn, 2)) / (History.Count - 1));

            double sharpeRatio = avgReturn / returnStDev;

            // Define the CSV file path
            string csvFilePath = "C:\\Sharpe_Ratios.csv";

            // Check if the CSV file exists
            if (!File.Exists(csvFilePath))
            {
                // If the file doesn't exist, create it and write the header
                using (StreamWriter sw = File.CreateText(csvFilePath))
                {
                    sw.WriteLine("Sharpe Ratio");
                }
            }

            // Write the Sharpe Ratio to the CSV file
            using (StreamWriter sw = File.AppendText(csvFilePath))
            {
                sw.WriteLine(sharpeRatio.ToString());
            }

            Print("Sharpe Ratio written to CSV file.");
        }


    }
}