Beispiel #1
0
        }//setSubCollectionsNoCategories

        public void resetSecuritiesCollection()
        { // Resets collection of securities to be full
            m_colSecurities.Clear();
            for (int iSecs = 0; iSecs < m_colFullCollection.Count; iSecs++)
            {
                m_colSecurities.Add(m_colFullCollection[iSecs]);
            }
        }//resetSecuritiesCollection
Beispiel #2
0
        }//resetSecuritiesCollection

        private void setListOfSecuritiesByRisk()
        { // Creates list of securities by a given risk level (defined in cProperties)
            m_colSecuritiesByRisk.Clear();
            for (int iSecs = 0; iSecs < m_colSecurities.Count; iSecs++)
            {
                if (m_colSecurities[iSecs].StdYield <= m_objPortfolio.Details.PreferedRisk.stDevUpperBound)
                {
                    m_colSecuritiesByRisk.Add(m_colSecurities[iSecs]);
                }
            }
        }//setListOfSecuritiesByRisk
Beispiel #3
0
        public void addMissingSecurities(ISecurities newColl, List <string> missingSecs)
        {
            securityRepository.Execute(session =>
            {
                var securities = newColl.GetTopSecurities(new List <int>()
                {
                    1
                }, new List <int>()
                {
                    1
                }, string.Join(",", missingSecs));
                List <Models.dbo.Price> ALLprices = getFullPrices(string.Join(",", missingSecs));

                Parallel.ForEach(securities, s =>
                {
                    try
                    {
                        var CurrentSec = getCurrSecurity(s, m_objPortfolio);

                        CurrentSec.PriceTable = AutoMapper.Mapper.Map <List <Price>, List <Entities.dbo.Price> >(ALLprices.Where(x => x.idSecurity == CurrentSec.Properties.PortSecurityId).OrderByDescending(x => x.dDate).ToList());

                        if (CurrentSec != null)
                        {
                            newColl.Add(CurrentSec);
                        }
                    }
                    catch (Exception ex)
                    {
                        if (m_objErrorHandler != null)
                        {
                            m_objErrorHandler.LogInfo(ex);
                        }
                    }
                });

                m_objPortfolio.Classes.RatesHandler.setSecuritiesPriceReturns(newColl, DateTime.Today.AddYears(-3).AddDays(-1), DateTime.Today.AddDays(-1), m_objPortfolio.Details.CalcCurrency);
            });
        }
Beispiel #4
0
        }//getFullPrices

        private void SetSecurityBenchMarks()
        {
            try
            {
                //List<String> BenchmarksIDlist = new List<string>() { "137", "143", "142", "709", "0.5177", "0.1297", "2", "147" };
                //securityRepository.Execute(session =>
                //{
                //    var securities = session.Query<Entities.dbo.Security>().Where(x => BenchmarksIDlist.Contains(x.idSecurity));


                var securities = m_colSecurities.GetBMSecurities();

                List <Models.dbo.BMPrice> BMprices = m_colSecurities.GetBMPrices();

                //BMprices.whe

                cSecurity cCurrSec;
                foreach (var item in securities)
                {
                    cCurrSec = getCurrBMSecurity(item, m_objPortfolio);
                    if (cCurrSec != null)
                    {
                        //Add prices
                        // Made separate entity for tbl_IndexPrices
                        //var priceRepository = Resolver.Resolve<IRepository>();
                        //List<BMPrice> laura;
                        try
                        {
                            //priceRepository.Execute(session =>
                            //{
                            //laura = BMprices.Where(x => x.idSecurity == cCurrSec.Properties.PortSecurityId).OrderByDescending(x => x.dDate).ToList();

                            //laura = BMprices.Where(y => y.idSecurity == cCurrSec.Properties.PortSecurityId).ToList();


                            cCurrSec.PriceTable = AutoMapper.Mapper.Map <List <BMPrice>, List <Entities.dbo.Price> >(BMprices.Where(x => x.idSecurity == cCurrSec.Properties.PortSecurityId).OrderByDescending(x => x.dDate).ToList());
                            //cCurrSec.PriceTable = AutoMapper.Mapper.Map<List<BMPrice>, List<Entities.dbo.Price>>(laura);


                            // laura = session.Query<Entities.dbo.BMPrice>().Where(x => x.idSecurity == "'" + cCurrSec.Properties.PortSecurityId + "'").OrderByDescending(x => x.dDate).ToList();
                            //});
                        }
                        catch (Exception ex)
                        {
                            m_objErrorHandler.LogInfo(ex);
                        }
                        //Resolver.Release(priceRepository);


                        m_colBenchmarks.Add(cCurrSec);
                    }
                }
                //HttpContext.Current.Application.Add("BenchMark", m_colBenchmarks);
                StaticData <cSecurity, ISecurities> .BenchMarks = m_colBenchmarks;
                //});
            }
            catch (Exception ex)
            {
                if (m_objErrorHandler != null)
                {
                    m_objErrorHandler.LogInfo(ex);
                }
            }

            //});
        }