public AccountSummary[] ProvideAccountSummaries()
{
List <AccountSummary> accountSummaries = new List <AccountSummary>();
AccountPortfolio[] portfolios = m_positionMonitor.GetAllAccountPortfolios();
if (portfolios != null)
{
foreach (AccountPortfolio positionMonitorPortfolio in portfolios)
{
Portfolio portfolio = BuildPortfolio(positionMonitorPortfolio, false);
AccountSummary accountSummary = new AccountSummary()
{
AccountName = portfolio.AccountName,
MinDelta = portfolio.AccountData.MinDelta,
MaxDelta = portfolio.AccountData.MaxDelta,
TargetDelta = portfolio.AccountData.TargetDelta,
NextTradeTime = portfolio.AccountData.NextTradeTime,
OptionPandL = portfolio.AccountData.OptionPandL,
StockPandL = portfolio.AccountData.StockPandL,
FuturesPandL = portfolio.AccountData.FuturesPandL,
TotalPandL = portfolio.AccountData.TotalPandL,
Benchmark = portfolio.AccountData.Benchmark,
PutsOutOfBounds = portfolio.AccountData.PutsOutOfBounds,
TradingComplete = portfolio.AccountData.TradingComplete,
};
if (portfolio.AccountData.StartOfDayEquity > 0)
{
accountSummary.ReturnOnEquity = accountSummary.TotalPandL / portfolio.AccountData.StartOfDayEquity;
accountSummary.GrossReturnMTD = Math.Exp(positionMonitorPortfolio.Data.LogGrossReturn_MTD + Math.Log(accountSummary.ReturnOnEquity + 1)) - 1;
accountSummary.NetReturnMTD = Math.Exp(positionMonitorPortfolio.Data.LogNetReturn_MTD + Math.Log(accountSummary.ReturnOnEquity + 1)) - 1;
}
if (portfolio.Benchmark != null)
{
if (portfolio.Benchmark.PrevClose != 0)
{
accountSummary.BenchmarkReturn = portfolio.Benchmark.LastPrice / portfolio.Benchmark.PrevClose - 1;
accountSummary.BenchmarkReturnMTD = Math.Exp(positionMonitorPortfolio.Data.BenchmarkLogReturn_MTD + Math.Log(accountSummary.BenchmarkReturn.Value + 1)) - 1;
}
}
if (portfolio.Indices.Length > 0)
{
Index totalRow = portfolio.Indices[portfolio.Indices.Length - 1];
accountSummary.TotalDeltaPct = totalRow.TotalDeltaPct;
accountSummary.PutsToTrade = totalRow.PutsToTrade;
if (totalRow.PrevClose != 0)
{
accountSummary.TargetReturn = totalRow.LastPrice / totalRow.PrevClose - 1;
}
}
accountSummaries.Add(accountSummary);
}
}
return(accountSummaries.ToArray());
}
private void buttonStart_Click(object sender, EventArgs e)
{
buttonStart.Enabled = false;
if (m_utilities.StartMonitor())
{
comboBoxAccount.DataSource = m_utilities.GetAllAccountPortfolios();
comboBoxAccount.DisplayMember = "AccountName";
foreach (AccountPortfolio account in comboBoxAccount.Items)
{
account.OnRefresh += Account_OnRefresh;
}
}
EnableControls();
}
public bool Run()
{
m_bTaskFailed = true;
try
{
// initialize logging
log4net.Config.XmlConfigurator.Configure();
TaskUtilities.OnInfo += new LoggingEventHandler(Utilities_OnInfo);
TaskUtilities.OnError += new LoggingEventHandler(Utilities_OnError);
LoggingUtilities.OnInfo += new LoggingEventHandler(Utilities_OnDebug); // SQL Commands go to Debug log
LoggingUtilities.OnError += new LoggingEventHandler(Utilities_OnError);
m_positionMonitor.OnInfo += new LoggingEventHandler(Utilities_OnInfo);
m_positionMonitor.OnError += new LoggingEventHandler(Utilities_OnError);
m_positionMonitor.OnDebug += new LoggingEventHandler(Utilities_OnDebug);
m_positionMonitor.OnMonitorStopped += new ServiceStoppedEventHandler(Utilities_OnMonitorStopped);
if (Initialize())
{
using (var serviceHost = new ServiceHost(typeof(SentoniService)))
{
m_positionMonitor.QuoteServerHost = m_parms.QuoteServerHost.Trim();
m_positionMonitor.QuoteServerPort = m_parms.QuoteServerPort;
m_positionMonitor.RefreshMs = m_parms.RefreshMs;
m_positionMonitor.AccountLimit = m_parms.AccountLimit;
if (m_positionMonitor.StartMonitor())
{
bool quoteServerIsUp = m_positionMonitor.IsUsingQuoteFeed;
foreach (AccountPortfolio account in m_positionMonitor.GetAllAccountPortfolios())
{
OnInfo("Starting account " + account.AccountName);
account.Start();
// connect to quote server - if is down, don't bother trying with subsequent accounts
if (quoteServerIsUp)
{
quoteServerIsUp = account.StartSubscriber();
}
}
var dataProvider = new DataProvider(m_positionMonitor, this);
SentoniService.Provider = dataProvider;
m_positionMonitor.SnapshotProvider = dataProvider;
serviceHost.Open();
OnInfo("Host started");
m_bTaskFailed = false; // set up was successful - we now wait for the timer to expire or for a post from an event handler
m_bWaiting = true;
bool timedOut = WaitForCompletion();
m_bWaiting = false;
serviceHost.Close();
OnInfo("Host closed");
m_bTaskFailed = false;
}
}
}
}
catch (Exception ex)
{
m_bTaskFailed = true;
OnError("Error in Run method", ex, true);
}
finally
{
m_positionMonitor.StopMonitor();
if (m_bTaskStarted)
{
m_bTaskStarted = !EndTask(m_parms.TaskName, !m_bTaskFailed);
}
}
return(!m_bTaskFailed);
}
