public static double DateFrequency2YearFraction(DateFrequency df)
{
switch (df)
{
case DateFrequency.Annual:
return 1;
case DateFrequency.Semiannual:
return 0.5;
case DateFrequency.Monthly:
return 1.0 / 12;
case DateFrequency.ThreePerAnnum:
return 4.0 / 12;
case DateFrequency.Quarterly:
return 3.0 / 12;
case DateFrequency.BiWeekly:
return 2.0 / 52;
case DateFrequency.Weekly:
return 1.0 / 52;
case DateFrequency.Daily:
return 1.0 / 365;
case DateFrequency.EveryTwoYears:
return 2;
case DateFrequency.EveryThreeYears:
return 3;
default:
throw new Exception("Freq2Period: wrong input frequency!");
}
}
/// <summary>
/// Initializes the object.
/// </summary>
/// <param name="startDate">The start date.</param>
/// <param name="endDate">The end date.</param>
/// <param name="frequency">The frequency of the dates generated.</param>
public ModelParameterDateSequence(DateTime startDate, DateTime endDate, DateFrequency frequency)
{
StartDate = startDate;
EndDate = endDate;
Frequency = frequency;
GenerateSequenceFromStartDate = true;
FollowFrequency = true;
SkipPeriods = new ModelParameter((double)0);
}
/// <summary>
/// Automatically generates Dates and stores them in 'Generated' property
/// </summary>
/// <param name="startDate">Start of generated sequence</param>
/// <param name="endDate">End of generated sequence</param>
/// <param name="days">Array of string days in week</param>
/// <param name="frequency">Accepted values: 'Weekly', 'Biweekly', 'Monthly'</param>
public DateGenerator(DateTime startDate, DateTime endDate, List <DayOfWeek> days, DateFrequency frequency)
{
StartDate = startDate;
EndDate = endDate;
Days = days;
Frequency = frequency;
Generate();
}
public DetailReportForm(List <DailyStatus> dailyStatuses, DateFrequency reportDateFreq, int fracDigNum)
{
this._dailyStatuses = dailyStatuses;
this._reportDateFreq = reportDateFreq;
this.DecimalFormat = "{0:N" + fracDigNum.ToString() + "}";
InitializeComponent();
}
/// <summary>
/// Initializes the object.
/// </summary>
/// <param name="startDate">The start date.</param>
/// <param name="endDate">The end date.</param>
/// <param name="frequency">The frequency of the dates generated.</param>
public ModelParameterDateSequence(DateTime startDate, DateTime endDate, DateFrequency frequency)
{
StartDate = startDate;
EndDate = endDate;
Frequency = frequency;
GenerateSequenceFromStartDate = true;
FollowFrequency = true;
SkipPeriods = new ModelParameter((double)0);
SkipPeriodsArray = new ModelParameter((double)0);
}
/// <summary>
/// Gets the string representation of the specified DateFrequency value.
/// </summary>
/// <param name="frequency">The DateFrequency to use.</param>
/// <returns>The string representation of the specified DateFrequency object.</returns>
public static string StringRepresentation(this DateFrequency frequency)
{
switch (frequency)
{
case DateFrequency.BiWeekly:
return("Bi-weekly");
case DateFrequency.Semiannual:
return("Semi-annual");
default:
return(frequency.ToString());
}
}
/// <summary>
/// Adds a certain number of time to the specified date. The amount of time to be
/// added is based on the value of the frequency and the number of periods to
/// add to the start date.
/// </summary>
/// <param name="frequency">The frequency of the dates generation.</param>
/// <param name="date">The reference date.</param>
/// <param name="periods">The number of periods to add to the start date.</param>
/// <param name="add">A value indicating if the period has to be added.</param>
/// <returns>The DateTime where the specified number of periods has been added to
/// the start date.</returns>
public DateTime AddPeriod(DateFrequency frequency, DateTime date, int periods, bool add)
{
periods = add ? periods : -periods;
switch (frequency)
{
case DateFrequency.Daily:
return(date.AddDays(periods));
case DateFrequency.Weekly:
return(date.AddDays(7 * periods));
case DateFrequency.BiWeekly:
return(date.AddDays(14 * periods));
case DateFrequency.Monthly:
return(date.AddMonths(periods));
case DateFrequency.EveryTwoMonths:
return(date.AddMonths(2 * periods));
case DateFrequency.Quarterly:
return(date.AddMonths(3 * periods));
case DateFrequency.ThreePerAnnum:
return(date.AddMonths(4 * periods));
case DateFrequency.Semiannual:
return(date.AddMonths(6 * periods));
case DateFrequency.Annual:
return(date.AddYears(periods));
case DateFrequency.EveryTwoYears:
return(date.AddYears(2 * periods));
case DateFrequency.EveryThreeYears:
return(date.AddYears(3 * periods));
default:
return(date);
}
}
public static double DateFrequency2YearFraction(DateFrequency df)
{
switch (df)
{
case DateFrequency.Annual:
return(1);
case DateFrequency.Semiannual:
return(0.5);
case DateFrequency.Monthly:
return(1.0 / 12);
case DateFrequency.EveryTwoMonths:
return(2.0 / 12);
case DateFrequency.ThreePerAnnum:
return(4.0 / 12);
case DateFrequency.Quarterly:
return(3.0 / 12);
case DateFrequency.BiWeekly:
return(2.0 / 52);
case DateFrequency.Weekly:
return(1.0 / 52);
case DateFrequency.Daily:
return(1.0 / 365);
case DateFrequency.EveryTwoYears:
return(2);
case DateFrequency.EveryThreeYears:
return(3);
default:
throw new Exception("Freq2Period: wrong input frequency!");
}
}
/// <summary>
/// Initializes the object based on the current expressions using the given object as
/// context.
/// </summary>
/// <param name="context">The context for the expressions.</param>
/// <returns>false if the initialization is unsuccessfull; otherwise false.</returns>
private bool InitializeObject(Project context)
{
try
{
startDate = GetDate(context as Project, StartDateExpression.Expr.GetValue(0, 0).ToString()).Date;
}
catch (Exception ex)
{
context.AddError("Start date is not valid. Details: " + ex.Message);
return true;
}
try
{
endDate = GetDate(context as Project, EndDateExpression.Expr.GetValue(0, 0).ToString()).Date;
}
catch (Exception ex)
{
context.AddError("End date is not valid. Details: " + ex.Message);
return true;
}
try
{
frequency = GetDateFrequency((Project)context, FrequencyExpression);
}
catch (Exception ex)
{
context.AddError("Frequency is not valid. Details: " + ex.Message);
return true;
}
try
{
skipPeriodsParsed = (int)SkipPeriods.V();
}
catch (Exception ex)
{
context.AddError("The number of periods to skip is not valid. Details: " + ex.Message);
return true;
}
return false;
}
/// <summary>
/// Adds a certain number of time to the specified date. The amount of time to be
/// added is based on the value of the frequency and the number of periods to
/// add to the start date.
/// </summary>
/// <param name="frequency">The frequency of the dates generation.</param>
/// <param name="date">The reference date.</param>
/// <param name="periods">The number of periods to add to the start date.</param>
/// <param name="add">A value indicating if the period has to be added.</param>
/// <returns>The DateTime where the specified number of periods has been added to
/// the start date.</returns>
public DateTime AddPeriod(DateFrequency frequency, DateTime date, int periods, bool add)
{
periods = add ? periods : -periods;
switch (frequency)
{
case DateFrequency.Daily:
return date.AddDays(periods);
case DateFrequency.Weekly:
return date.AddDays(7 * periods);
case DateFrequency.BiWeekly:
return date.AddDays(14 * periods);
case DateFrequency.Monthly:
return date.AddMonths(periods);
case DateFrequency.Quarterly:
return date.AddMonths(3 * periods);
case DateFrequency.ThreePerAnnum:
return date.AddMonths(4 * periods);
case DateFrequency.Semiannual:
return date.AddMonths(6 * periods);
case DateFrequency.Annual:
return date.AddYears(periods);
case DateFrequency.EveryTwoYears:
return date.AddYears(2 * periods);
case DateFrequency.EveryThreeYears:
return date.AddYears(3 * periods);
default:
return date;
}
}
double func(double x)
{
DateFrequency df = (DateFrequency)(int)x;
return(DateFrequency2YearFraction(df));
}
private bool PrepareInputCheck()
{
try { this.Input_RegAddInv = Convert.ToDecimal(this.txtRegAddInv.Text); } catch { this.Input_RegAddInv = -1; }
try { this.Input_AdjustRegInv = Convert.ToDecimal(this.txtAdjustRegInv.Text); } catch { this.Input_AdjustRegInv = -1; }
if (this.Input_InvType == InvType.Once || this.Input_InvType == InvType.OnceAndRegular)
{
if (this.Input_OnceInv < 100)
{
MessageBox.Show("一次性投入金额不能低于100元.", "输入有误");
return(false);
}
}
if (this.Input_InvType == InvType.Regular || this.Input_InvType == InvType.OnceAndRegular)
{
if (this.Input_RegAddInv < 100)
{
MessageBox.Show("定投金额不能低于100元.", "输入有误");
return(false);
}
if (this.Input_RegInvAdjType != RegInvAdjType.None)
{
if (this.Input_AdjustRegInv < 100)
{
MessageBox.Show("定投增加金额不能低于100元.", "输入有误");
return(false);
}
}
}
if (this.Input_InvTime < 1)
{
MessageBox.Show("投资时长不能短于1天.", "输入有误");
return(false);
}
if (this.Input_SevChargeRate < 0)
{
MessageBox.Show("手续费率不能低于0%.", "输入有误");
return(false);
}
if (this.Input_IsFixedReturn)
{
if (this.Input_FixedAnnualReturnsRate < 0)
{
MessageBox.Show("固定平均年化收益率不能低于0%.", "输入有误");
return(false);
}
}
else
{
if (this.Input_MinAnnualReturnsRate < 0)
{
MessageBox.Show("最小年化收益率不能低于0%.", "输入有误");
return(false);
}
if (this.Input_MaxAnnualReturnsRate < 0)
{
MessageBox.Show("最大年化收益率不能低于0%.", "输入有误");
return(false);
}
if (this.Input_MaxAnnualReturnsRate < this.Input_MinAnnualReturnsRate)
{
MessageBox.Show("最大年化收益率不能低于最小年化收益率.", "输入有误");
return(false);
}
if (this.Input_MinLossRate < 0)
{
MessageBox.Show("最小亏损率不能低于0%.", "输入有误");
return(false);
}
if (this.Input_MaxLossRate < 0)
{
MessageBox.Show("最大亏损率不能低于0%.", "输入有误");
return(false);
}
if (this.Input_MaxLossRate < this.Input_MinLossRate)
{
MessageBox.Show("最大亏损率不能低于最小亏损率.", "输入有误");
return(false);
}
if (this.Input_LossProb < 0)
{
MessageBox.Show("亏损概率不能低于0%.", "输入有误");
return(false);
}
}
int flag = this.cmbRegCycleUnit.SelectedIndex;
this.Input_RegAddDateUnit = flag == 0 ? DateUnit.Year : (flag == 1 ? DateUnit.Month : DateUnit.Day);
flag = this.cmbInvTimeUnit.SelectedIndex;
this.Input_InvTimeDateUnit = flag == 0 ? DateUnit.Year : (flag == 1 ? DateUnit.Month : DateUnit.Day);
flag = this.cmbShareOutCycleUnit.SelectedIndex;
this.Input_ShareOutFreq = flag == 0 ? DateFrequency.Daily : DateFrequency.Monthly;
flag = this.cmbCarryOverCycleUnit.SelectedIndex;
this.Input_CarryOverFreq = flag == 0 ? DateFrequency.Daily : DateFrequency.Monthly;
flag = this.cmbReportDetailUnit.SelectedIndex;
this.Input_ReportDateFreq = flag == 0 ? DateFrequency.Daily : DateFrequency.Monthly;
this.Input_FracDigNum = Int32.Parse(this.cmbFracDigNum.SelectedItem.ToString());
switch (this.Input_InvTimeDateUnit)
{
case DateUnit.Year:
this._endDay = this._startDay.AddYears(this.Input_InvTime);
break;
case DateUnit.Month:
this._endDay = this._startDay.AddMonths(this.Input_InvTime);
break;
case DateUnit.Day:
this._endDay = this._startDay.AddDays(this.Input_InvTime);
break;
default:
break;
}
return(true);
}
/// <summary>
/// Initializes the object.
/// </summary>
/// <param name="startDate">The start date.</param>
/// <param name="endDate">The end date.</param>
/// <param name="frequency">The frequency of the dates generated.</param>
public ModelParameterDateSequence(DateTime startDate, DateTime endDate, DateFrequency frequency)
{
StartDate = startDate;
EndDate = endDate;
Frequency = frequency;
}
/// <summary>
/// Initializes the object based on the current expressions using the given object as
/// context.
/// </summary>
/// <param name="context">The context for the expressions.</param>
/// <returns>false if the initialization is unsuccessfull; otherwise false.</returns>
private bool InitializeObject(Project context)
{
try
{
startDate = GetDate(context as Project, StartDateExpression);
}
catch (Exception ex)
{
context.AddError("Start date is not valid. Details: " + ex.Message);
return true;
}
try
{
endDate = GetDate(context as Project, EndDateExpression);
}
catch (Exception ex)
{
context.AddError("End date is not valid. Details: " + ex.Message);
return true;
}
try
{
frequency = GetDateFrequency((Project)context, FrequencyExpression);
}
catch (Exception ex)
{
context.AddError("Frequency is not valid. Details: " + ex.Message);
return true;
}
return false;
}
/// <summary>
/// Adds a certain number of time to the specified date. The amount of time to be
/// added is based on the value of the frequency and the number of periods to
/// add to the start date.
/// </summary>
/// <param name="frequency">The frequency of the dates generation.</param>
/// <param name="startDate">The start date.</param>
/// <param name="periods">The number of periods to add to the start date.</param>
/// <returns>The DateTime where the specified number of periods has been added to
/// the start date.</returns>
private DateTime AddPeriod(DateFrequency frequency, DateTime startDate, int periods)
{
switch (frequency)
{
case DateFrequency.Daily:
return startDate.AddDays(periods);
case DateFrequency.Weekly:
return startDate.AddDays(7 * periods);
case DateFrequency.BiWeekly:
return startDate.AddDays(14 * periods);
case DateFrequency.Monthly:
return startDate.AddMonths(periods);
case DateFrequency.Quarterly:
return startDate.AddMonths(3 * periods);
case DateFrequency.Semiannual:
return startDate.AddMonths(6 * periods);
case DateFrequency.Annual:
return startDate.AddYears(periods);
default:
return startDate;
}
}
