private bool isDisposed = false; // Dispose indicator
#endregion Data Members
#region Consturctors, Initialization & Destructor
public cPriceReturnsHandler(IPortfolioBL cPort, IRepository repository)
{
m_objPortfolio = cPort;
m_objColHandler = m_objPortfolio.ColHandler;
m_objErrorHandler = m_objPortfolio.cErrorLog;
_repository = repository;
}//constructor
public BackTestingViewModel GetBacktestingPortfolio(User user, int id)
{
// BacktestingPortfolioViewModel vmP = new BacktestingPortfolioViewModel();
// vmP = _manageBacktestingPortfolios.GetFullPortfolio(id, user.Currency.CurrencyId, user.Licence.Stocks.Select(t => t.id).ToList());
BackTestingViewModel vmB = new BackTestingViewModel();
var stocks = user.Licence.Stocks.Select(t => t.id).ToList();
_manageBacktestingPortfolios.SelectedPortfolio.openExistingPortfolio(id, true);
cPort = _manageBacktestingPortfolios.SelectedPortfolio;
//if (!_manageBacktestingPortfolios.SelectedPortfolio.instantiatePortfolioVariables(true, cPort.Details.CalcCurrency, stocks, null))
if (!_manageBacktestingPortfolios.SelectedPortfolio.instantiateVariablesForPortfolio(false, cPort.Details.CalcCurrency, stocks, null))
{
vmB.Messages.Add(new Models.App.Message {
LogLevel = Models.App.LogLevel.Error, Text = "Error Get Portfolio Data. Please Contanct System Administrator"
});
return(vmB);
}
//_backtestingHandler.setBacktestingPortfolio(_manageBacktestingPortfolios.SelectedPortfolio, _manageBacktestingPortfolios.SelectedPortfolio.Details.DateEdited, _manageBacktestingPortfolios.SelectedPortfolio.Details.LastOptimization, _manageBacktestingPortfolios.SelectedPortfolio.Details.Equity);
//vmB = _backtestingHandler.getBacktestingPortfolio(_manageBacktestingPortfolios.SelectedPortfolio, _manageBacktestingPortfolios.SelectedPortfolio.Details.DateEdited, _manageBacktestingPortfolios.SelectedPortfolio.Details.LastOptimization, _manageBacktestingPortfolios.SelectedPortfolio.Details.Equity);
_backtestingHandler.setBacktestingPortfolio(_manageBacktestingPortfolios.SelectedPortfolio, (DateTime)_manageBacktestingPortfolios.SelectedPortfolio.Details.StartDate, (DateTime)_manageBacktestingPortfolios.SelectedPortfolio.Details.EndDate, _manageBacktestingPortfolios.SelectedPortfolio.Details.Equity);
//vmB = _backtestingHandler.getBacktestingPortfolio(_manageBacktestingPortfolios.SelectedPortfolio, (DateTime)_manageBacktestingPortfolios.SelectedPortfolio.Details.StartDate, (DateTime)_manageBacktestingPortfolios.SelectedPortfolio.Details.EndDate, _manageBacktestingPortfolios.SelectedPortfolio.Details.Equity);
vmB = _backtestingHandler.getNewBacktestingPortfolio(_manageBacktestingPortfolios.SelectedPortfolio, (DateTime)_manageBacktestingPortfolios.SelectedPortfolio.Details.StartDate, (DateTime)_manageBacktestingPortfolios.SelectedPortfolio.Details.EndDate, _manageBacktestingPortfolios.SelectedPortfolio.Details.Equity);
return(vmB);
}//GetBacktestingPortfolio
public BackTestingService(IPortfolioBL portBL, IManageBacktestingPortfolios manageBacktestingPortfolios, IBacktestingHandler backtestingHandler)
{
cPort = portBL;
//backTesingCalc = backTesing;
_manageBacktestingPortfolios = manageBacktestingPortfolios;
_backtestingHandler = backtestingHandler;
}
private bool isDisposed = false; // indicates if Dispose has already been called
// Data variables
//private DataTable m_dtSecurityRatesData; // Final rates calculations
#endregion Data Members
#region Construcors, Initialization & Destructor
public cRateHandler(IPortfolioBL cPort)
{
m_objPortfolio = cPort;
m_objErrorHandler = m_objPortfolio.cErrorLog;
m_objColHandler = m_objPortfolio.ColHandler;
//m_dtSecurityRatesData = getMainRatesTblStruct();
}// constructor
private String m_strPriceFldName = "fClose"; // Name of used prices column
#endregion Data members
#region Constructors, Initialization & Destructor
public cImportedPort(IPortfolioBL cPort)
{
m_objPortfolio = cPort;
m_objErrorHandler = m_objPortfolio.cErrorLog;
//m_colSecurities = new cSecurities(m_objPortfolio);
//m_dtDate = DateTime.Now;
m_drDateRange = new cDateRange(DateTime.Now.AddYears(-2), DateTime.Now);
}//constructor
private bool isDisposed = false; // Dispose indicator
#endregion Data Members
#region Consturctors, Initialization & Destructor
public cPricesHandler(IPortfolioBL cPort, IRepository repository)
{
m_objPortfolio = cPort;
//m_objOleDBConn = m_objPortfolio.OleDBConn;
m_objColHandler = m_objPortfolio.ColHandler;
m_objErrorHandler = m_objPortfolio.cErrorLog;
_repository = repository;
}//constructor
private static cSecurity getCurrSecurity(Security security, IPortfolioBL cCurrPort)
{ // Retrieves an instance of a security based on its datarow info
cSecurity cCurrSec = new cSecurity(cCurrPort, security.strName, security.strSymbol); //111An
cCurrSec.Properties.PortSecurityId = security.idSecurity;
//cCurrSec.Properties.HebName = security.HebName;
//cCurrSec.FAC = Convert.ToDouble(security.FAC);
if (cCurrSec.FAC <= 0D)
{
cCurrSec.FAC = 1D;
}
cCurrSec.AvgYield = security.AvgYield;
cCurrSec.StdYield = security.StdYield;
cCurrSec.AvgYieldNIS = security.AvgYieldNIS;
cCurrSec.StdYieldNIS = security.StdYieldNIS;
cCurrSec.ValueUSA = security.dValueUSA;
cCurrSec.ValueNIS = security.dValueNIS;
cCurrSec.WeightUSA = security.WeightUSA;
cCurrSec.WeightNIS = security.WeightNIS;
//cCurrSec.Properties.ISIN = security.strISIN;
cCurrSec.DateRange = new cDateRange(security.dtPriceStart, security.dtPriceEnd);
//lock (lockObject)
//{
cCurrSec.Properties.Sector = cColHandler.getCatItemByID(enumCatType.Sector, security.idSector,
cColHandler.Sectors);
cCurrSec.Properties.Market = cColHandler.getCatItemByID(enumCatType.StockMarket, security.idMarket, cColHandler.Markets);
cCurrSec.Properties.MarketName = getSecMarketName(security.idMarket);
cCurrSec.Properties.SecurityType = cColHandler.getCatItemByID(enumCatType.SecurityType,
security.idSecurityType, cColHandler.SecTypes);
//}
var priceRepository = Resolver.Resolve <IRepository>();
try
{
priceRepository.Execute(session =>
{
// cCurrSec.PriceTable = AutoMapper.Mapper.Map<List<Models.dbo.Price>>(session.Query<TFI.Entities.dbo.Price>().Where(x => x.Securities.idSecurity == security.idSecurity).OrderByDescending(x => x.dDate).ToList());
});
}
catch (Exception ex)
{
//m_objErrorHandler.LogInfo(ex);
}
Resolver.Release(priceRepository);
return(cCurrSec);
}//getCurrSecurity
public cConstHandler(cConstraints cConsts, IPortfolioBL cPort)
{
m_objPortfolio = cPort;
m_colConstraints = cConsts;
m_objErrorHandler = m_objPortfolio.cErrorLog;
m_objColHandler = m_objPortfolio.ColHandler;
repository = Resolver.Resolve <IRepository>();
setSeperatedConstraintCols();
}//constructor
private Color m_clrSecColor; // Security display color
#endregion Data members
#region Constructors, Initialization & Destructor
public cSecProperties(IErrorHandler cErrors, IPortfolioBL cPort)
{
m_objPortfolio = cPort;
m_objErrorHandler = cErrors;
m_catSector = new cCategoryItem(enumCatType.Sector, "", -1, m_objErrorHandler, cPort);
//m_catCurrency = new cCategoryItem(enumCatType.Currency, "", -1, m_objErrorHandler);
m_catMarket = new cCategoryItem(enumCatType.StockMarket, "", -1, m_objErrorHandler, cPort);
m_catSecType = new cCategoryItem(enumCatType.SecurityType, "", -1, m_objErrorHandler, cPort);
}//constructor
private List <Entities.dbo.Price> m_dtMainPrices; // Prices dataTable
#endregion Data members
#region Constructors, Initialization & Destructor
public cPriceData(ISecurity cSec, IPortfolioBL cPort)
{
m_objRelevantSec = cSec;
m_objPortfolio = cPort;
//m_objDbConnection = m_objPortfolio.OleDBConn;
m_objErrorHandler = m_objPortfolio.cErrorLog;
//priceRepository = new Repository();
initDataVariables();
}//constructor
private double[,] m_dCovarMatrix = null; // Covariance final matrix
#endregion Data Members
#region Constructors, Initialization & Destructor
public cCovarCorrelHandler(IPortfolioBL cPort)
{
// Init variables
m_objPortfolio = cPort;
m_objErrorHandler = m_objPortfolio.cErrorLog;
m_objColHandler = m_objPortfolio.ColHandler;
m_objRateHandler = m_objPortfolio.Classes.RatesHandler;
m_dtCovarOutput = getOutputDataStruct(); // Output data structure
}//constructor
} //destructor
protected void Dispose(bool disposing)
{ // clearing class variables
if (disposing)
{ //clean up managed resources
m_objErrorHandler = null;
m_objPortfolio = null;
m_objColHandler = null;
}
isDisposed = true;
}//Dispose
public cOptimizationResults(IPortfolioBL cPort)
{
m_objPortfolio = cPort;
m_objColHandler = m_objPortfolio.ColHandler;
//m_colSecurities = m_objPortfolio.ColHandler.ActiveSecs;
m_objCovarCalcs = m_objPortfolio.Classes.CovarCorrel;
m_objErrorHandler = m_objPortfolio.cErrorLog;
m_objConstraints = m_objPortfolio.Classes.ConstHandler;
initMainVars();
}//constructor
private Boolean m_isMinimized = false; // Checks whether the minimized returns have been calculated
#endregion Data members
#region Constructors, Initialization & Destructor
public cRateData(ISecurity cSec, IPortfolioBL cPort, Boolean isFull)
{
m_objRelevantSec = cSec;
m_objPortfolio = cPort;
m_objErrorHandler = m_objPortfolio.cErrorLog;
try
{
initDataVariables();
} catch (Exception ex) {
m_objErrorHandler.LogInfo(ex);
}
}//constructor
private Boolean m_isDisabled = false; // Whether the system has disabled the current security
#endregion Data members
#region Consturctors, Initialization & Destructor
public cBacktestingSecurity(IPortfolioBL cPort, ISecurity cSec, cDateRange Dates)
{
m_objPortfolio = cPort;
m_objErrorHandler = m_objPortfolio.cErrorLog;
m_objColHandler = m_objPortfolio.ColHandler;
m_objSecurity = cSec;
m_drDateRange = Dates;
try
{
} catch (Exception ex) {
m_objErrorHandler.LogInfo(ex);
}
}//cSecurity constructor
public BackTestingViewModel calculateBacktesting(User user, Models.Command.CreatePortfolioCommand cmd, DateTime dtStartDate, DateTime dtEndDate, List <string> becnhMarkIDs)
{ // Service which creates a new backtesting portfolio + calculates proper backtesting values
BackTestingViewModel vmBacktesting = new BackTestingViewModel();
// Set up portfolio
int idPortfolio = _manageBacktestingPortfolios.CreateDefaultPortfolio(user, dtStartDate, dtEndDate, cmd);
_manageBacktestingPortfolios.SelectedPortfolio.openExistingPortfolio(idPortfolio, true);
_backtestingHandler.setBacktestingPortfolio(_manageBacktestingPortfolios.SelectedPortfolio, dtStartDate, dtEndDate, cmd.Equity);
cPort = _manageBacktestingPortfolios.SelectedPortfolio;
// Set portfolio data
List <int> colExchanges = (cmd.Exchanges != null && cmd.Exchanges.Count > 0 && cmd.Exchanges.Count <= user.Licence.Stocks.Count) ? cmd.Exchanges : user.Licence.Stocks.Select(t => t.id).ToList();
if (!_manageBacktestingPortfolios.SelectedPortfolio.instantiateVariablesForPortfolio(true, cPort.Details.CalcCurrency, colExchanges, cmd.Securities))
{ // Failed to get data
vmBacktesting.Messages.Add(new Models.App.Message {
LogLevel = Models.App.LogLevel.Error, Text = "Error Get Portfolio Data. Please Contanct System Administrator"
});
return(vmBacktesting);
}
if (cmd.Securities.Count > 0)
{
_manageBacktestingPortfolios.SelectedPortfolio.ColHandler.ActiveSecs = getFilteredSecByCustomList(cmd);
}
else
{
_manageBacktestingPortfolios.SelectedPortfolio.ColHandler.ActiveSecs = getFilteredSecByExchangesAndRisk(colExchanges);
}
// Run calculation
//vmBacktesting = _backtestingHandler.calculateBacktesting(_manageBacktestingPortfolios.SelectedPortfolio, dtStartDate, dtEndDate, cmd.Equity, becnhMarkIDs);
vmBacktesting = _backtestingHandler.calculateNewBacktesting(_manageBacktestingPortfolios.SelectedPortfolio, dtStartDate, dtEndDate, cmd.Equity, becnhMarkIDs);
// Save portfolio data
// Create command to update portfolio + portfolio securities
UpdatePortfolioCommand pc = new UpdatePortfolioCommand();
pc.CalcType = cmd.CalcType;
pc.Equity = cmd.Equity;
pc.PortID = _manageBacktestingPortfolios.SelectedPortfolio.Details.ID;
pc.Risk = vmBacktesting.Portfolios[vmBacktesting.PortNumA].Risk;
pc.Securities = vmBacktesting.Portfolios[vmBacktesting.PortNumA].Securities;
_manageBacktestingPortfolios.UpdatePortfolio(pc, vmBacktesting);
return(vmBacktesting);
}//calculateBacktesting
private bool isBacktestingPort = false; // not backtesting portfolio
#endregion Data Members
#region Consturctors, Initialization & Destructor
public cManagePortfolios(IPortfolioBL cPort, IRepository rep)
{
m_objPortfolio = cPort;
m_objErrorHandler = m_objPortfolio.cErrorLog;
repository = rep;
//m_objDbConnection = m_objPortfolio.OleDBConn;
securitiesBL = new cSecurities(cPort);
try
{
//setPortfolioTable();
}
catch (Exception ex)
{
m_objErrorHandler.LogInfo(ex);
}
}//constructor
private ISecurities m_colSecurities; // Securities belonging to current
#endregion Data Members
#region Constructors, Initialization & Destructors
public cCategoryItem(enumCatType eType, String strName, int iId, IErrorHandler cErrors, IPortfolioBL cPort)
{
m_enumItemType = eType;
m_strName = strName;
m_iItemId = iId;
m_objErrorHandler = cErrors;
m_objPortfolio = cPort;
m_colSecurities = new cSecurities(m_objPortfolio);
try
{
m_objColor = Color.FromArgb(cProperties.RndGenerator.Next(0, 255), cProperties.RndGenerator.Next(0, 255), cProperties.RndGenerator.Next(0, 255));
} catch (Exception ex) {
m_objErrorHandler.LogInfo(ex);
}
}//constructor
}//cSecurity constructor
#endregion Consturctors, Initialization & Destructor
#region Methods
#region Base methods
public void Init(IPortfolioBL cPort)
{
m_objPortfolio = cPort;
m_objErrorHandler = m_objPortfolio.cErrorLog;
m_objColHandler = m_objPortfolio.ColHandler;
m_objSecAnalytics = new cSecAnalytics(this, m_objErrorHandler, m_objColHandler);
m_objPrices.Portfolio = cPort;
try
{
//LR: why do we have 5 years of date range here ???
m_sPricesRange = new cDateRange(DateTime.Today.AddYears(-cProperties.DatesInterval).AddDays(-1), DateTime.Today.AddDays(-1));
m_objRates = new cRateData(this, m_objPortfolio, false);
m_objCovarData = new cCovarCorrelData(this, m_objColHandler, m_objErrorHandler, true);
m_objCorrelData = new cCovarCorrelData(this, m_objColHandler, m_objErrorHandler, false);
}
catch (Exception ex) { m_objErrorHandler.LogInfo(ex); }
}
public cCollectionsHandler(IPortfolioBL cPort, string currency, List <int> exchangesPackagees)
{
m_objPortfolio = cPort;
m_objCatHandler = m_objPortfolio.Classes.CategoryHandler;
m_objErrorHandler = m_objPortfolio.cErrorLog;
m_colFullCollection = new cSecurities(m_objPortfolio);
m_colSecurities = new cSecurities(m_objPortfolio);
m_colSecuritiesByRisk = new cSecurities(m_objPortfolio);
m_colActiveSecurities = new cSecurities(m_objPortfolio);
m_colDisabledSecurities = new cSecurities(m_objPortfolio);
m_colBenchmarks = new cSecurities(m_objPortfolio);
this.currency = currency;
this.exchanges = exchangesPackagees;
//LR:TODO
////if (exchanges == null)
//// exchanges = new List<int>(new int[]{ 1, 3, 4, 5 });
securityRepository = Resolver.Resolve <IRepository>();
}//constructor
private List <double> m_colVolumes = new List <double>(); // Collection of traded volumes for each day in full date-range
#endregion Data members
#region Consturctors, Initialization & Destructor
public cSecurity(IPortfolioBL cPort, string secName, string secSymbol)
{
m_objPortfolio = cPort;
m_objErrorHandler = m_objPortfolio.cErrorLog;
m_objColHandler = m_objPortfolio.ColHandler;
m_objSecProperties = new cSecProperties(m_objErrorHandler, m_objPortfolio);
m_objSecAnalytics = new cSecAnalytics(this, m_objErrorHandler, m_objColHandler);
m_objSecProperties.SecurityName = m_objSecProperties.getSecName(secName); // No ' signs + trim spaces
m_objSecProperties.SecuritySymbol = secSymbol;
m_objSecProperties.SecColor = System.Drawing.Color.FromArgb(cProperties.RndGenerator.Next(255), cProperties.RndGenerator.Next(255), cProperties.RndGenerator.Next(255));
m_objPrices = new cPriceData(this, m_objPortfolio);
try
{
m_sPricesRange = new cDateRange(DateTime.Today.AddYears(-cProperties.DatesInterval).AddDays(-1), DateTime.Today.AddDays(-1));
m_objRates = new cRateData(this, m_objPortfolio, false);
m_objCovarData = new cCovarCorrelData(this, m_objColHandler, m_objErrorHandler, true);
m_objCorrelData = new cCovarCorrelData(this, m_objColHandler, m_objErrorHandler, false);
}
catch (Exception ex) { m_objErrorHandler.LogInfo(ex); }
}//cSecurity constructor
}//getSecDatarowPosition
#endregion Static methods
#region Load Benchmarks from SQL Srv
private cSecurity getCurrBMSecurity(BMsecurity drSec, IPortfolioBL cCurrPort)
{ // Retrieves an instance of a security based on its datarow info
ICollectionsHandler cColHandler = cCurrPort.ColHandler;
cSecurity cCurrSec = new cSecurity(cCurrPort, drSec.strName, drSec.strSymbol); //111An
cCurrSec.Properties.PortSecurityId = drSec.idSecurity;
cCurrSec.Properties.HebName = drSec.strHebName;
cCurrSec.FAC = 1D;
cCurrSec.AvgYield = Convert.ToDouble(drSec.AvgYield);
cCurrSec.StdYield = Convert.ToDouble(drSec.StdYield);
cCurrSec.AvgYieldNIS = Convert.ToDouble(drSec.AvgYieldNIS);
cCurrSec.StdYieldNIS = Convert.ToDouble(drSec.StdYieldNIS);
//////cCurrSec.ValueUSA = Convert.ToDouble(drSec.dValueUSA); // THEY ARE NULLS for BM sec
//////cCurrSec.ValueNIS = Convert.ToDouble(drSec.dValueNIS);
//////cCurrSec.WeightUSA = Convert.ToDouble(drSec.WeightUSA);
//////cCurrSec.WeightNIS = Convert.ToDouble(drSec.WeightNIS);
cCurrSec.DateRange = new cDateRange(DateTime.Today.AddYears(-cProperties.DatesInterval), DateTime.Today.AddDays(-1));
lock (lockObject)
{
cCurrSec.Properties.Sector = cColHandler.getCatItemByID(enumCatType.Sector, Convert.ToInt32(drSec.idSector),
cColHandler.Sectors);
// Exchange values
cCurrSec.Properties.Market = cColHandler.getCatItemByID(enumCatType.StockMarket, drSec.idMarket, cColHandler.Markets);
cCurrSec.Properties.MarketName = getSecMarketName(drSec.idMarket);
cCurrSec.Properties.SecurityType = cColHandler.getCatItemByID(enumCatType.SecurityType,
drSec.idSecurityType, cColHandler.SecTypes);
}
//if (drSec["idCurrency"] != DBNull.Value) cCurrSec.IdCurrency = drSec["IdCurrency"].ToString();
cCurrSec.IdCurrency = drSec.idCurrency; // WHY WAS IT HERE????? cProperties.CurrencyId;
try
{ // Only exists in portfolio securities
// For Benchmark we assign 'true'
//if (drSec["isActiveSecurity"] != DBNull.Value) cCurrSec.setSecurityActivity(Convert.ToBoolean(drSec["isActiveSecurity"]));
//else cCurrSec.setSecurityActivity(true);
// LR: at this point security already has .PriceTable filled in, so commenting the line, because it crashes here
//cCurrSec.PriceTable = drSec.Prices.ToList();
//////foreach (var p in cCurrSec.PriceTable)
//////{
////// p.dAdjPrice = p.fClose;
//////}
cCurrSec.setSecurityActivity(true);
}
catch (Exception ex)
{
}
//// Made separate entity for tbl_IndexPrices
//var priceRepository = Resolver.Resolve<IRepository>();
//List<Entities.dbo.BMPrice> laura;
//try
//{
// priceRepository.Execute(session =>
// {
// ////cCurrSec.PriceTable = AutoMapper.Mapper.Map<List<Entities.dbo.Price>>(session.Query<Entities.dbo.BMPrice>().Where(x => x.idSecurity == "'" + drSec.idSecurity + "'").OrderByDescending(x => x.dDate).ToList());
// laura = session.Query<Entities.dbo.BMPrice>().Where(x => x.idSecurity == "'" + drSec.idSecurity + "'").OrderByDescending(x => x.dDate).ToList();
// });
//}
//catch (Exception ex)
//{
// m_objErrorHandler.LogInfo(ex);
//}
//Resolver.Release(priceRepository);
return(cCurrSec);
}//getCurrSecurity
public OptimizationService(IPortfolioBL portBL, ISecurities securitiesBL, IOptimizationReport optimizationReport)
{
cPort = portBL;
SecuritiesBL = securitiesBL;
OptimizationReport = optimizationReport;
}
public cBacktestingSecurities(IPortfolioBL cPort)
{
m_objPortfolio = cPort;
repository = Resolver.Resolve <IRepository>();
}//constructor
}//getCurrSecurity
private cSecurity getCurrBMSecurity_with_EntitySec(Entities.dbo.Security drSec, IPortfolioBL cCurrPort)
{ // Retrieves an instance of a security based on its datarow info
ICollectionsHandler cColHandler = cCurrPort.ColHandler;
cSecurity cCurrSec = new cSecurity(cCurrPort, drSec.strName, drSec.strSymbol); //111An
cCurrSec.Properties.PortSecurityId = drSec.idSecurity;
cCurrSec.Properties.HebName = drSec.strHebName;
cCurrSec.FAC = 1D;
////if (drSec["FAC"] != DBNull.Value) cCurrSec.FAC = Convert.ToDouble(drSec["FAC"]);
////else cCurrSec.FAC = 1D;
////if (cCurrSec.FAC <= 0D) cCurrSec.FAC = 1D;
if (drSec.AvgYield.HasValue)
{
cCurrSec.AvgYield = Convert.ToDouble(drSec.AvgYield);
}
if (drSec.StdYield.HasValue)
{
cCurrSec.StdYield = Convert.ToDouble(drSec.StdYield);
}
if (drSec.AvgYieldNIS.HasValue)
{
cCurrSec.AvgYieldNIS = Convert.ToDouble(drSec.AvgYieldNIS);
}
if (drSec.StdYieldNIS.HasValue)
{
cCurrSec.StdYieldNIS = Convert.ToDouble(drSec.StdYieldNIS);
}
if (drSec.MonetaryAvg.HasValue)
{
cCurrSec.ValueUSA = Convert.ToDouble(drSec.MonetaryAvg);
}
if (drSec.MonetaryAvgNIS.HasValue)
{
cCurrSec.ValueNIS = Convert.ToDouble(drSec.MonetaryAvgNIS);
}
if (drSec.WeightUSA.HasValue)
{
cCurrSec.WeightUSA = Convert.ToDouble(drSec.WeightUSA);
}
if (drSec.WeightNIS.HasValue)
{
cCurrSec.WeightNIS = Convert.ToDouble(drSec.WeightNIS);
}
//cCurrSec.Properties.ISIN = drSec.strISIN;
////if ((drSec["dtPriceStart"] != DBNull.Value) && (drSec["dtPriceEnd"] != DBNull.Value))
//// cCurrSec.DateRange = new cDateRange(Convert.ToDateTime(drSec["dtPriceStart"]), Convert.ToDateTime(drSec["dtPriceEnd"]));
cCurrSec.DateRange = new cDateRange(DateTime.Today.AddYears(-cProperties.DatesInterval), DateTime.Today.AddDays(-1));
if (drSec.idSector.HasValue)
{
cCurrSec.Properties.Sector = cColHandler.getCatItemByID(enumCatType.Sector, Convert.ToInt32(drSec.idSector),
cColHandler.Sectors);
}
if (drSec.idMarket.HasValue)
{ // Exchange values
cCurrSec.Properties.Market = cColHandler.getCatItemByID(enumCatType.StockMarket, drSec.idMarket.Value, cColHandler.Markets);
cCurrSec.Properties.MarketName = getSecMarketName(drSec.idMarket.Value);
}
if (drSec.idSecurityType.HasValue)
{
cCurrSec.Properties.SecurityType = cColHandler.getCatItemByID(enumCatType.SecurityType,
drSec.idSecurityType.Value, cColHandler.SecTypes);
}
//if (drSec["idCurrency"] != DBNull.Value) cCurrSec.IdCurrency = drSec["IdCurrency"].ToString();
cCurrSec.IdCurrency = cProperties.CurrencyId;
try
{ // Only exists in portfolio securities
// For Benchmark we assign 'true'
//if (drSec["isActiveSecurity"] != DBNull.Value) cCurrSec.setSecurityActivity(Convert.ToBoolean(drSec["isActiveSecurity"]));
//else cCurrSec.setSecurityActivity(true);
// LR: at this point security already has .PriceTable filled in, so commenting the line, because it crashes here
//cCurrSec.PriceTable = drSec.Prices.ToList();
//////foreach (var p in cCurrSec.PriceTable)
//////{
////// p.dAdjPrice = p.fClose;
//////}
cCurrSec.setSecurityActivity(true);
}
catch (Exception ex)
{
}
return(cCurrSec);
}//getCurrSecurity
}//getCatItemByID
#endregion Load from DB
#region Static methods
private cSecurity getCurrSecurity(Security security, IPortfolioBL cCurrPort)
{ // Retrieves an instance of a security based on its datarow info
ICollectionsHandler cColHandler = cCurrPort.ColHandler;
cSecurity cCurrSec = new cSecurity(cCurrPort, security.strName, security.strSymbol);//111An
cCurrSec.Properties.PortSecurityId = security.idSecurity;
cCurrSec.Properties.HebName = security.strHebName;
//cCurrSec.FAC = Convert.ToDouble(security.FAC);
if (cCurrSec.FAC <= 0D)
{
cCurrSec.FAC = 1D;
}
cCurrSec.AvgYield = security.AvgYield; //* 52;
cCurrSec.StdYield = security.StdYield; // * Math.Sqrt(52);
cCurrSec.AvgYieldNIS = security.AvgYieldNIS; // * 52;
cCurrSec.StdYieldNIS = security.StdYieldNIS; // * Math.Sqrt(52);
cCurrSec.ValueUSA = security.dValueUSA;
cCurrSec.ValueNIS = security.dValueNIS;
cCurrSec.WeightUSA = security.WeightUSA;
cCurrSec.WeightNIS = security.WeightNIS;
//cCurrSec.Properties.ISIN = security.strISIN;
cCurrSec.IdCurrency = security.idCurrency;
cCurrSec.DateRange = new cDateRange(security.dtPriceStart, security.dtPriceEnd);
cCurrSec.setSecurityActivity(true);
lock (lockObject)
{
cCurrSec.Properties.Sector = cColHandler.getCatItemByID(enumCatType.Sector, security.idSector,
cColHandler.Sectors);
cCurrSec.Properties.Market = cColHandler.getCatItemByID(enumCatType.StockMarket, security.idMarket, cColHandler.Markets);
cCurrSec.Properties.MarketName = getSecMarketName(security.idMarket);
cCurrSec.Properties.SecurityType = cColHandler.getCatItemByID(enumCatType.SecurityType,
security.idSecurityType, cColHandler.SecTypes);
}
//var priceRepository = Resolver.Resolve<IRepository>();
//try
//{
// priceRepository.Execute(session =>
// {
// cCurrSec.PriceTable = session.Query<Entities.dbo.Price>().Where(x => x.idSecurity == security.idSecurity).ToList(); //.OrderByDescending(x => x.dDate)
// });
//}
//catch (Exception ex)
//{
// m_objErrorHandler.LogInfo(ex);
//}
//Resolver.Release(priceRepository);
//List<Models.dbo.Price> BMprices = getFullPrices();
//cCurrSec.PriceTable = AutoMapper.Mapper.Map<List<Price>, List<Entities.dbo.Price>>(BMprices.Where(x => x.idSecurity == cCurrSec.Properties.PortSecurityId).OrderByDescending(x => x.dDate).ToList());
return(cCurrSec);
}//getCurrSecurity
