public static void SaveHistoryData(Excel_instrumentViewModel e_inst)
        {
            Excel_parameterViewModel e_paraVM = e_inst.Excel_parameterViewModel_;

            //DateTime tradeDate = e_inst.MasterInformationViewModel_.Trade_date_;

            DateTime effectiveDate = e_inst.Excel_interfaceViewModel_.Excel_issueInfoViewModel_.EffectiveDate_;

            //string historyUnderStr = e_paraVM.historyUnderData(effectiveDate);
            string historyUnderStr = e_inst.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_.historyUnderData(effectiveDate, e_paraVM.ReferenceDate_);

            XmlDocument xmlDoc = new XmlDocument();

            xmlDoc.LoadXml(historyUnderStr);

            string itemCode   = e_paraVM.ItemCode_;
            string refDateStr = e_paraVM.ReferenceDate_.ToString("yyyyMMdd");

            bool exists = System.IO.Directory.Exists(path_ + refDateStr);

            if (!exists)
            {
                System.IO.Directory.CreateDirectory(path_ + refDateStr);
            }


            try
            {
                xmlDoc.Save(path_ + refDateStr + "\\" + itemCode + "_" + refDateStr + "_historyData.xml");
            }
            catch (Exception)
            {
                OutputLogViewModel.addResult("history Xml save fail!");
            }
        }
        public static void SaveInstrument(Excel_instrumentViewModel e_instVM)
        {
            //positionDB.booking(this.viewModel_)
            string productXmlStr = e_instVM.Excel_interfaceViewModel_.productXml();

            //이놈은 나중에 다른 배치로 돌거임..
            //string parameterXmlStr = this.viewModel_.Excel_parameterViewModel_.paraXml();

            // < date , value > //
            //string underHistDataStr = this.viewModel_.Excel_parameterViewModel_.historyUnderData();

            // 현재 program foler로 저장됨

            //System.IO.File.WriteAllText("testProductInfo.xml", productXmlStr);

            XmlDocument xmlDoc = new XmlDocument();

            xmlDoc.LoadXml(productXmlStr);

            string itemCode = e_instVM.MasterInformationViewModel_.Item_code_;

            try
            {
                xmlDoc.Save(path_ + itemCode + ".xml");
            }
            catch (Exception)
            {
                OutputLogViewModel.addResult("Instrument Xml save fail!");
            }
        }
        public static void SaveParameter(Excel_parameterViewModel e_paraVM)
        {
            string parameterXmlStr = e_paraVM.paraXml();

            XmlDocument xmlDoc = new XmlDocument();

            xmlDoc.LoadXml(parameterXmlStr);

            string itemCode   = e_paraVM.ItemCode_;
            string refDateStr = e_paraVM.ReferenceDate_.ToString("yyyyMMdd");

            bool exists = System.IO.Directory.Exists(path_ + refDateStr);

            if (!exists)
            {
                System.IO.Directory.CreateDirectory(path_ + refDateStr);
            }


            try
            {
                xmlDoc.Save(path_ + refDateStr + "\\" + itemCode + "_" + refDateStr + ".xml");
            }
            catch (Exception)
            {
                OutputLogViewModel.addResult("parameter Xml save fail!");
            }
        }
Beispiel #4
0
        public static Excel_couponScheduleViewModel CreateExcel_couponSchedule(string typeStr)
        {
            if (typeStr == "excel_fixedCouponSchedule")
            {
                return(new Excel_fixedCouponScheduleViewModel());
            }
            else if (typeStr == "excel_vanillaFloatingCouponSchedule")
            {
                return(new Excel_vanillaFloatingCouponScheduleViewModel());
            }
            else if (typeStr == "excel_floatingCouponSchedule")
            {
                return(new Excel_floatingCouponScheduleViewModel());
            }
            else if (typeStr == "excel_multiCondi_structuredCouponSchedule")
            {
                return(new Excel_multiCondi_structuredCouponScheduleViewModel());
            }
            else if (typeStr == "excel_multiCondi_structuredAccrualCouponSchedule")
            {
                return(new Excel_multiCondi_structuredAccrualCouponScheduleViewModel());
            }
            else if (typeStr == "excel_multiCondi_multiRng_structuredAccrualCouponSchedule")
            {
                return(new Excel_multiCondi_multiRng_structuredAccrualCouponScheduleViewModel());
            }
            else
            {
                OutputLogViewModel.addResult("Excel_couponScheduleViewModel CreateExcel_couponSchedule( " + typeStr + ") : unknown Type");

                throw new NotImplementedException();
            }
        }
Beispiel #5
0
        // product 화면에 underlying이 추가댔을 경우 그 이벤트를 받는 놈.
        public override void instrumentEventObserver(object sender, PropertyChangedEventArgs e)
        {
            Excel_underlyingCalcInfoViewModel senderVM = sender as Excel_underlyingCalcInfoViewModel;

            int count = senderVM.Excel_underlyingInfoViewModel_.Count;

            if (count > 0)
            {
                Excel_underlyingInfoViewModel e_uivm = senderVM.Excel_underlyingInfoViewModel_[count - 1];

                //// model associated type defined class
                //UnderlyingModelSetting ums = new UnderlyingModelSetting();

                // 원래 setting 해논 놈을 씀 UnderlyingModelSetting_
                Excel_underlyingInfo_paraViewModel e_uipvm =
                    this.UnderlyingModelSetting_.getUnderlyingParameterModel(e_uivm);

                this.excel_underlyingCalcInfo_paraViewModel_.
                Excel_underlyingInfo_paraViewModel_.Add(e_uipvm);

                this.excel_underlyingCalcInfo_paraViewModel_.
                Excel_correlationInfo_paraViewModel_.addUnderlying(e_uipvm.UnderNameTrans_.Value_);
            }
            else
            {
                OutputLogViewModel.addResult("input underlying num is 0");
            }
        }
        public double loadData(string code, DateTime refDate)
        {
            INDEX_DATA_Table_DAO dao = new INDEX_DATA_Table_DAO();

            dao.INDEX_DATE_ = refDate.ToString(StringFormat.DbDateFormat_);
            dao.INDEX_CODE_ = code;

            double result = 0.0;

            try
            {
                dao.select(DataBaseConnectManager.ConnectionFactory("myDB"));
            }
            catch (Exception)
            {
                OutputLogViewModel.addResult("index data load error , code : " + code + " date : " + refDate.ToString(StringFormat.DbDateFormat_));
            }

            try
            {
                result = Convert.ToDouble(dao.INDEX_VALUE_);
            }
            catch (Exception)
            {
                OutputLogViewModel.addResult("data converting error , code : " + code + " date : " + refDate.ToString(StringFormat.DbDateFormat_));
            }

            return(result);
        }
Beispiel #7
0
        private void ComboBox_SelectionChanged(object sender, SelectionChangedEventArgs e)
        {
            underCalcIDTypeEnum?item = this.underCalcIDTypeCombBox_.SelectedItem as underCalcIDTypeEnum?;
            string underType         = item.ToString();

            if (underType.ToUpper() == "MAXIMUM")
            {
                this.SelectedUnderCalcIDTypeViewModel_ = new Excel_maximumUnderlyingCalcIDViewModel();
            }
            else if (underType.ToUpper() == "MINIMUM")
            {
                this.SelectedUnderCalcIDTypeViewModel_ = new Excel_minimumUnderlyingCalcIDViewModel();
            }
            else if (underType.ToUpper() == "AVERAGE")
            {
                this.SelectedUnderCalcIDTypeViewModel_ = new Excel_averageUnderlyingCalcIDViewModel();
            }
            else if (underType.ToUpper() == "CHOICE")
            {
                this.SelectedUnderCalcIDTypeViewModel_ = new Excel_choiceUnderlyingCalcIDViewModel();
            }
            else
            {
                OutputLogViewModel.addResult("no exist underType : " + underType);
            }

            //// 이거 위로 prop 안으로 집어넣어야하나..?  ㅇㅇ 집어 넣었음 , 다시뺌
            this.selectedUnderCalcIDTypeViewModel_.setUnderlying(this.Excel_underlyingCalcInfoViewModel_);

            this.selectedUnderCalcIDGrid_.Children.Clear();
            this.selectedUnderCalcIDGrid_.Children.Add(this.selectedUnderCalcIDTypeViewModel_.view());
        }
        private void ComboBox_SelectionChanged(object sender, SelectionChangedEventArgs e)
        {
            ComboBoxItem item      = this.kiCalcTypeCombBox_.SelectedItem as ComboBoxItem;
            string       underType = item.Content.ToString();

            if (underType.ToUpper() == "SIMPLE KI")
            {
                this.SelectedViewModel_ = new Excel_simpleKiEventCalcViewModel();
            }
            else if (underType.ToUpper() == "DUAL KI")
            {
                this.SelectedViewModel_ = new Excel_dualKiEventCalcViewModel();
            }
            else if (underType.ToUpper() == "TARGET KI")
            {
                this.SelectedViewModel_ = new Excel_targetKiEventCalcViewModel();
            }
            else
            {
                OutputLogViewModel.addResult("no exist underType : " + underType);
            }

            //// 이거 위로 prop 안으로 집어넣어야하나..?  ㅇㅇ 집어 넣었음
            this.SelectedViewModel_.defaultSetting();
            this.SelectedViewModel_.setUnderlying(this.excel_underlyingCalcInfoViewModel_);

            this.selectedKICalcGrid_.Children.Clear();
            this.selectedKICalcGrid_.Children.Add(this.SelectedViewModel_.view());
        }
Beispiel #9
0
        private void ComboBox_SelectionChanged(object sender, SelectionChangedEventArgs e)
        {
            ComboBoxItem item      = this.fixedBond_subtypeCombBox_.SelectedItem as ComboBoxItem;
            string       underType = item.Content.ToString();

            if (underType.ToUpper() == "SIMPLE")
            {
                this.SelectedViewModel_ = new Excel_fixedBond_constantRateViewModel();
            }
            //else if (underType.ToUpper() == "STEPDOWN_NOKI")
            //{
            //    this.SelectedViewModel_ = new Excel_hifive_stepDown_nokiViewModel();
            //}
            //else if (underType.ToUpper() == "STEPUP_KI")
            //{
            //    this.SelectedViewModel_ = new Excel_hifive_stepUp_nokiViewModel();
            //}
            else
            {
                OutputLogViewModel.addResult("no exist underType : " + underType);
            }

            //// 이거 위로 prop 안으로 집어넣어야하나..?  ㅇㅇ 집어 넣었음
            this.selectedViewModel_.setUnderlying(this.excel_underlyingCalcInfoViewModel_);

            this.selectedSubtypeGrid_.Children.Clear();
            this.selectedSubtypeGrid_.Children.Add(this.SelectedViewModel_.view());
        }
Beispiel #10
0
        public int deleteDefinedIndex(string nameStr)
        {
            SqlCeConnection connection = new SqlCeConnection(this.connectionStr_);

            try
            {
                DataTable tb = new DataTable();

                connection.Open();

                SqlCeCommand delCommand = connection.CreateCommand();
                //delCommand.CommandText = "DELETE FROM CORRELATION WHERE DATE ='" + ReferenceDate_.ToString("yyyy-MM-dd") + "'";
                //delCommand.ExecuteNonQuery();

                string name = QueryStr.wrapComma(nameStr);

                delCommand.CommandText = "DELETE FROM INDEX_TICKER_INFO WHERE NAME=" + name;

                delCommand.ExecuteNonQuery();

                delCommand.CommandText = "DELETE FROM INDEXDATA WHERE NAME=" + name;

                delCommand.ExecuteNonQuery();

                connection.Close();

                return(0);
            }
            catch (SqlCeException e)
            {
                connection.Close();
                OutputLogViewModel.addResult("DataBase Connection Error : DB Load" + e.Errors);
                return(1);
            }
        }
Beispiel #11
0
        public void setExportCode()
        {
            SqlCeConnection connection = new SqlCeConnection(connectionStr_);

            if (this.export_itemcode_ == null)
            {
                OutputLogViewModel.addResult("null input!");
                return;
            }


            try
            {
                DataTable tb = new DataTable();

                SqlCeCommand updateCommand = connection.CreateCommand();
                connection.Open();

                string itemCode           = QueryStr.wrapComma(this.item_code_);
                string exportItemCodeWrap = QueryStr.wrapComma(this.export_itemcode_);

                updateCommand.CommandText = "UPDATE MASTERINFORMATION SET EXPORT_ITEMCODE = " + exportItemCodeWrap +
                                            " WHERE ITEM_CODE = " + itemCode;

                updateCommand.ExecuteNonQuery();

                connection.Close();
            }
            catch (SqlCeException)
            {
                connection.Close();
                OutputLogViewModel.addResult("DataBase Connection Error : DB Load");
                throw;
            }
        }
        private void ComboBox_SelectionChanged(object sender, SelectionChangedEventArgs e)
        {
            //ComboBoxItem item = this.optionTypeCombBox_.SelectedItem as ComboBoxItem;
            compositeOption_subtypeEnum?item = this.optionTypeCombBox_.SelectedItem as compositeOption_subtypeEnum?;
            string optionType = item.ToString();

            if (optionType.ToUpper() == "VANILLA CALL/PUT" || optionType.ToUpper() == "VANILLA_CALL_PUT")
            {
                this.selectedOptionTypeViewModel_ = new Excel_vanillaCallPutViewModel();
            }
            else if (optionType.ToUpper() == "UP IN/OUT CALL" || optionType.ToUpper() == "UP_INOUT_CALL")
            {
                this.selectedOptionTypeViewModel_ = new Excel_upInOutCallViewModel();
            }
            else if (optionType.ToUpper() == "DOWN IN/OUT PUT" || optionType.ToUpper() == "DOWN_INOUT_PUT")
            {
                OutputLogViewModel.addResult("no exist optionType : " + optionType);
            }
            else if (optionType.ToUpper() == "DIGITAL CALL/PUT" || optionType.ToUpper() == "DIGITAL_CALL_PUT")
            {
                this.selectedOptionTypeViewModel_ = new Excel_digitalCallPutViewModel();
            }
            else
            {
                OutputLogViewModel.addResult("no exist optionType : " + optionType);
            }

            this.selectedOptionTypeViewModel_.setInterfaceViewModel(this.interfaceViewModel_);
            this.selectedOptionTypeViewModel_.DefaultSetting(this.interfaceViewModel_);

            this.selectedOptionGrid_.Children.Clear();
            this.selectedOptionGrid_.Children.Add(this.selectedOptionTypeViewModel_.view());
        }
Beispiel #13
0
        public void insertHistoryDB()
        {
            INDEX_DATA_Table_DAO dao = new INDEX_DATA_Table_DAO();

            dao.INDEX_CODE_ = this.Code_;
            dao.INDEX_NAME_ = this.Name_;

            try
            {
                dao.deleteIndex(DataBaseConnectManager.ConnectionFactory("myDB"));

                foreach (var item in this.TimeSeries_)
                {
                    dao.INDEX_DATE_  = QueryStr.wrapComma(item.Key);
                    dao.INDEX_VALUE_ = QueryStr.wrapComma(item.Value);

                    dao.insert(DataBaseConnectManager.ConnectionFactory("myDB"));
                }
            }
            catch (SqlCeException)
            {
                OutputLogViewModel.addResult("DataBase Connection Error : DB Load");
                throw;
            }
        }
Beispiel #14
0
        private void ComboBox_SelectionChanged(object sender, SelectionChangedEventArgs e)
        {
            multiAssetCompositeOption_subtypeEnum?item = this.optionTypeCombBox_.SelectedItem as multiAssetCompositeOption_subtypeEnum?;
            string optionType = item.ToString();

            if (optionType.ToUpper() == "VANILLA CALL/PUT" || optionType.ToUpper() == "MULTI_VANILLA_CALL_PUT")
            {
                this.SelectedOptionTypeViewModel_ = new Excel_multiAsset_vanillaCallPutViewModel();
            }
            else if (optionType.ToUpper() == "UP IN/OUT CALL" || optionType.ToUpper() == "MULTI_UP_INOUT_CALL")
            {
                this.SelectedOptionTypeViewModel_ = new Excel_multiAsset_upInOutCallViewModel();
            }
            else if (optionType.ToUpper() == "DOWN IN/OUT PUT" || optionType.ToUpper() == "MULTI_DOWN_INOUT_PUT")
            {
                OutputLogViewModel.addResult("no exist optionType : " + optionType);
            }
            //else if (optionType.ToUpper() == "DIGITAL CALL/PUT" || optionType.ToUpper() == "Multi_Digital_Call_Put")
            //{
            //    this.selectedOptionTypeViewModel_ = new Excel_();
            //}
            else
            {
                OutputLogViewModel.addResult("no exist optionType : " + optionType);
            }

            this.selectedOptionTypeViewModel_.DefaultSetting(this.interfaceViewModel_);
            this.selectedOptionTypeViewModel_.setInterfaceViewModel(this.interfaceViewModel_);
            this.selectedOptionTypeViewModel_.setUnderlying(this.excel_underlyingCalcInfoViewModel_);

            this.selectedOptionGrid_.Children.Clear();
            this.selectedOptionGrid_.Children.Add(this.selectedOptionTypeViewModel_.view());
        }
        private void loadInstrumentList(Excel_instrumentViewModel e_inst)
        {
            //bold로 표시한거 푸는것
            this.rootBookViewModel_.clearSelection();

            if (e_inst != null)
            {
                try
                {
                    e_inst.loadDetailContext();

                    //this.rootBookViewModel_.clearSelection();
                    this.rootBookViewModel_.hasTradeInstrument(e_inst.Trade_id_);

                    this.detailContentsGrid_.Children.Clear();
                    //e_inst.View_.UpdateLayout();
                    e_inst.dataContextRefesh();
                    this.detailContentsGrid_.Children.Add(e_inst.view(false));

                    this.bookFolderTreeView_.Items.Refresh();
                }
                catch (Exception e)
                {
                    OutputLogViewModel.addResult(e.Message);
                    //throw;
                }
            }
        }
        private void ComboBox_SelectionChanged(object sender, SelectionChangedEventArgs e)
        {
            //
            //Enum으로 박 ComboBoxItem item = this.hifive_subtypeCombBox_.SelectedItem as ComboBoxItem;
            hifive_subtypeEnum?item      = this.hifive_subtypeCombBox_.SelectedItem as hifive_subtypeEnum?;
            string             underType = item.ToString();

            //string underType = item.Content.ToString();

            if (underType.ToUpper() == "STEPDOWN_KI")
            {
                this.SelectedViewModel_ = new Excel_hifive_stepDown_kiViewModel();
            }
            else if (underType.ToUpper() == "STEPDOWN_NOKI")
            {
                this.SelectedViewModel_ = new Excel_hifive_stepDown_nokiViewModel();
            }
            else if (underType.ToUpper() == "STEPUP_KI")
            {
                this.SelectedViewModel_ = new Excel_hifive_stepUp_nokiViewModel();
            }
            else
            {
                OutputLogViewModel.addResult("no exist underType : " + underType);
            }

            this.selectedViewModel_.setUnderlying(this.excel_underlyingCalcInfoViewModel_);

            this.selectedSubtypeGrid_.Children.Clear();
            this.selectedSubtypeGrid_.Children.Add(this.SelectedViewModel_.view());
        }
Beispiel #17
0
        public void loadDefinedIndexSymbolFromDB()
        {
            this.definedIndexSymbolList_.Clear();
            SqlCeConnection connection = new SqlCeConnection(this.connectionStr_);

            try
            {
                SqlCeCommand command = connection.CreateCommand();
                connection.Open();

                command.CommandText = "SELECT * FROM INDEX_TICKER_INFO";

                SqlCeDataAdapter dataAdapter = new SqlCeDataAdapter(command.CommandText, connection);

                DataTable tb = new DataTable();
                dataAdapter.Fill(tb);
                //string selectionStr = " DATE = '"++"' and CODE_A = '" + itemCode1 + "' and CODE_B = '" + itemCode2 + "'";
                //DataRow[] results = tb.Select(selectionStr);

                //tb.Select("

                foreach (DataRow row in tb.Rows)
                {
                    string name             = row["NAME"].ToString();
                    string krcode           = row["KRCODE"].ToString();
                    string yahoo_ticker     = row["YAHOO_TICKER"].ToString();
                    string bloomberg_ticker = row["BLOOMBERG_TICKER"].ToString();
                    string kap_ticker       = row["KAP_TICKER"].ToString();
                    string kis_ticker       = row["KIS_TICKER"].ToString();
                    string datasource       = row["DATASOURCE"].ToString();
                    string time_download    = row["TIME_DOWNLOAD"].ToString();
                    string index_type       = row["INDEX_TYPE"].ToString();

                    this.definedIndexSymbolList_.Add(new IndexTickerInfo(name, krcode, yahoo_ticker,
                                                                         bloomberg_ticker,
                                                                         kap_ticker,
                                                                         kis_ticker,
                                                                         datasource,
                                                                         time_download,
                                                                         index_type
                                                                         ));
                }

                connection.Close();
            }
            catch (SqlCeException)
            {
                connection.Close();
                OutputLogViewModel.addResult("DataBase Connection Error : DB Load");
                throw;
            }

            //this.definedIndexSymbolList_.Add("VGK");
            //this.definedIndexSymbolList_.Add("^VIX");
            //this.definedIndexSymbolList_.Add("005930.KS");
        }
Beispiel #18
0
        // 메모리에 어디까지 올릴건가
        // 지금은 그냥 db access함
        public void loadMasterInfo(string itemCode)
        {
            MATSER_INFO_Table_DAO mt_dao = new MATSER_INFO_Table_DAO();

            mt_dao.KeyColumn_ = itemCode;

            mt_dao.select(DataBaseConnectManager.ConnectionFactory("myDB"));

            try
            {
                this.setFromDAO(mt_dao);
            }
            catch (Exception)
            {
                OutputLogViewModel.addResult("favor not implemeted");
            }

            //DataTable tb = new DataTable();

            //using (SqlCeConnection connection = new SqlCeConnection(connectionStr_))
            //using (SqlCeCommand command = connection.CreateCommand())
            //{

            //    string itemCodeWrap = QueryStr.wrapComma(itemCode);

            //    command.CommandText = "SELECT TRADE_ID, ITEM_CODE , ITEM_NAME , NOTIONAL , TYPE, " +
            //                                " TRADE_DATE , MATURITY_DATE , COUNTERPARTY , EXPORT_ITEMCODE FROM MASTERINFORMATION WHERE ITEM_CODE =" + itemCodeWrap;


            //    connection.Open();
            //    SqlCeDataAdapter dataAdapter = new SqlCeDataAdapter(command.CommandText, connection);

            //    dataAdapter.Fill(tb);
            //}

            //DataRow[] resultRows = tb.Select();

            //string formatString = "yyyyMMdd";

            //foreach (DataRow item in resultRows)
            //{
            //    this.tradeID_ = item["TRADE_ID"].ToString();
            //    this.itemCode_ = item["ITEM_CODE"].ToString();
            //    this.name_ = item["ITEM_NAME"].ToString();
            //    this.notional_ = item["NOTIONAL"].ToString();
            //    this.type_ = item["TYPE"].ToString();
            //    this.tradeDate_ = DateTime.ParseExact(item["TRADE_DATE"].ToString(), formatString,null);
            //    this.maturityDate_ = DateTime.ParseExact(item["MATURITY_DATE"].ToString(), formatString, null);
            //    this.conterParty_ = item["COUNTERPARTY"].ToString();
            //    this.export_ItemCode_ = item["EXPORT_ITEMCODE"].ToString();
            //}

            this.dataContextRefersh();
        }
Beispiel #19
0
        public Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm)
        {
            // if 이놈이 stock이면
            string underType = excel_uivm.Excel_type_;

            if (underType.ToUpper() == "STOCK" || underType.ToUpper() == "EXCEL_STOCK" || underType.ToUpper() == "EQUITY")
            {
                return(this.StockParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_));
            }
            else if (underType.ToUpper() == "INTERESTRATE" || underType.ToUpper() == "EXCEL_INTERESTRATE")
            {
                return(this.InterestRateParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_));
            }
            else if (underType.ToUpper() == "FXRATE")
            {
                return(this.FxRateParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_));
            }
            else if (underType.ToUpper() == "INDEX" ||
                     underType.ToUpper() == "INDEX_TYPE" ||
                     underType.ToUpper() == "EXCEL_INDEXTYPE")
            {
                Excel_indexTypeViewModel excel_itvm = excel_uivm as Excel_indexTypeViewModel;

                string subType = excel_itvm.Sub_type_.ToUpper();

                if (subType == "STOCK")
                {
                    return(this.StockParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_));
                }
                else if (subType == "INTERESTRATE")
                {
                    return(this.InterestRateParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_));
                }
                else if (subType == "FXRATE")
                {
                    return(this.FxRateParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_));
                }
                else
                {
                    OutputLogViewModel.addResult("unknown subtype in indexType underlying " + subType);

                    throw new NotImplementedException();
                }
            }
            else
            {
                OutputLogViewModel.addResult("unknown underlying type" + underType);

                throw new NotImplementedException();

                //return new Excel_forwardModelViewModel();
            }
        }
Beispiel #20
0
 public void deleteDao(Excel_marketDataSymbol excel_marketDataSymbol)
 {
     try
     {
         excel_marketDataSymbol.buildDAO().delete(DataBaseConnectManager.ConnectionFactory("myDB"));
         //this.symbolDAOList_.Add(excel_marketDataSymbol.buildDAO());
     }
     catch (Exception)
     {
         OutputLogViewModel.addResult("symbol data db insert error : " + this.addedDao_.SYMBOL_);
     }
 }
Beispiel #21
0
        public IndexTickerInfo loadDefinedIndex(string nameStr)
        {
            SqlCeConnection connection = new SqlCeConnection(this.connectionStr_);

            try
            {
                SqlCeCommand command = connection.CreateCommand();
                connection.Open();

                string wrapName = QueryStr.wrapComma(nameStr);

                command.CommandText = "SELECT * FROM INDEX_TICKER_INFO WHERE NAME=" + wrapName;

                SqlCeDataAdapter dataAdapter = new SqlCeDataAdapter(command.CommandText, connection);

                DataTable tb = new DataTable();
                dataAdapter.Fill(tb);

                IndexTickerInfo loadITI = new IndexTickerInfo();

                foreach (DataRow row in tb.Rows)
                {
                    string name             = row["NAME"].ToString();
                    string krcode           = row["KRCODE"].ToString();
                    string yahoo_ticker     = row["YAHOO_TICKER"].ToString();
                    string bloomberg_ticker = row["BLOOMBERG_TICKER"].ToString();
                    string kap_ticker       = row["KAP_TICKER"].ToString();
                    string kis_ticker       = row["KIS_TICKER"].ToString();
                    string datasource       = row["DATASOURCE"].ToString();
                    string time_download    = row["TIME_DOWNLOAD"].ToString();
                    string index_type       = row["INDEX_TYPE"].ToString();

                    loadITI = new IndexTickerInfo(name, krcode, yahoo_ticker,
                                                  bloomberg_ticker,
                                                  kap_ticker,
                                                  kis_ticker,
                                                  datasource,
                                                  time_download,
                                                  index_type
                                                  );
                }

                connection.Close();

                return(loadITI);
            }
            catch (SqlCeException)
            {
                connection.Close();
                OutputLogViewModel.addResult("DataBase Connection Error : DB Load");
                throw;
            }
        }
Beispiel #22
0
        public int updateDefinedIndex(IndexTickerInfo iti)
        {
            SqlCeConnection connection = new SqlCeConnection(this.connectionStr_);

            try
            {
                DataTable tb = new DataTable();

                SqlCeCommand command = connection.CreateCommand();
                connection.Open();

                //delCommand.CommandText = "DELETE FROM CORRELATION WHERE DATE ='" + ReferenceDate_.ToString("yyyy-MM-dd") + "'";
                //delCommand.ExecuteNonQuery();

                string name             = QueryStr.wrapComma(iti.Name_);
                string krcode           = QueryStr.wrapComma(iti.KrCode_);
                string yahoo_ticker     = QueryStr.wrapComma(iti.Yahoo_ticker_);
                string bloomberg_ticker = QueryStr.wrapComma(iti.Bloomberg_ticker_);
                string kap_ticker       = QueryStr.wrapComma(iti.Kap_ticker_);
                string kis_ticker       = QueryStr.wrapComma(iti.Kis_ticker_);
                string datasource       = QueryStr.wrapComma(iti.Datasource_);
                string time_download    = QueryStr.wrapComma(iti.Time_download_);
                string index_type       = QueryStr.wrapComma(iti.Index_type_);

                command.CommandText = "DELETE FROM INDEX_TICKER_INFO WHERE NAME=" + name;

                command.ExecuteNonQuery();

                command.CommandText = "INSERT INTO INDEX_TICKER_INFO (NAME,KRCODE,YAHOO_TICKER,BLOOMBERG_TICKER," +
                                      "KAP_TICKER,KIS_TICKER,DATASOURCE,TIME_DOWNLOAD,INDEX_TYPE) " +
                                      " VALUES (" + name + "," +
                                      krcode + "," +
                                      yahoo_ticker + "," +
                                      bloomberg_ticker + "," +
                                      kap_ticker + "," +
                                      kis_ticker + "," +
                                      datasource + "," +
                                      time_download + "," +
                                      index_type + ")";

                command.ExecuteNonQuery();

                connection.Close();

                return(0);
            }
            catch (SqlCeException)
            {
                connection.Close();
                OutputLogViewModel.addResult("DataBase Connection Error : DB Load");
                return(1);
            }
        }
Beispiel #23
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        public OutputLogView()
        {
            InitializeComponent();

            OutputLogViewModel.initialize(); //밖에서 initialize함.
            // 미리 에러가 날수 있으므로..

            //OutputLogViewModel.registerLogView(OutputAddTextBlock);
            //this.outputLogList_ = OutputLogViewModel.OutputList_;
            //this.OutputListView_.ItemsSource = this.OutputLogList_;
            this.OutputListView_.ItemsSource = OutputLogViewModel.OutputList_;
            //OutputLogViewModel.addResult("testError");
        }
        public override void setUnderlying(Excel_underlyingCalcInfoViewModel excel_under)
        {
            this.excel_underlyingCalcInfoViewModel_ = excel_under;

            try
            {
                this.baseUnderlyingValue_ = Convert.ToDouble(excel_under.Excel_underlyingInfoViewModel_[0].BasePrice_);
            }
            catch (Exception e)
            {
                OutputLogViewModel.addResult(e.Message);
            }
        }
        //public ObservableCollection<DateTime> dates(int addingDays = 0)
        public void genDates(int addingDays = 0)
        {
            this.dates_.Clear();

            //Period tenor = new Period(this.tenor_);

            QLNet.Calendar calendar = new SouthKorea();

            Period tenor = new Period(this.frequencyEnum_);
            BusinessDayConvention bdc = this.businessDayConvEnum_;

            DateGeneration.Rule dateGen = this.dateGenEnum_;

            try
            {
                Schedule schedule = new Schedule(new Date(initialDate_),
                                                 new Date(endDate_),
                                                 tenor,
                                                 calendar,
                                                 bdc,
                                                 bdc,
                                                 dateGen,
                                                 false);

                List <Date> ql_d = schedule.dates();

                for (int i = 0; i < ql_d.Count; i++)
                {
                    this.dates_.Add(ql_d[i]);
                }
            }
            catch (Exception)
            {
                OutputLogViewModel.addResult("schedule gen error");
            }


            //test

            //for (int i = 0; i < 6; i++)
            //{
            //    this.dates_.Add(new DateTime());
            //}

            //this.dates_ = d;

            //return d;
        }
Beispiel #26
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        public void bookingInstrument()
        {
            this.masterInformationViewModel_.bookingMasterInfo();

            try
            {
                this.excel_interfaceViewModel_.bookingEvent(this.masterInformationViewModel_);
            }
            catch (Exception e)
            {
                OutputLogViewModel.addResult("bookingEvent error : " + e.Message);
            }


            this.excel_profitLossViewModel_.bookingPL();
        }
        public int advance(DateTime d, string periodStr, string businessDayConv)
        {
            try
            {
                Period period = new Period(periodStr);

                Date result = this.advance(d, period, BusinessDayConvention.ModifiedFollowing);

                return(result.serialNumber());
            }
            catch (Exception e)
            {
                OutputLogViewModel.addResult("fail " + e.Message);

                return(new Date().serialNumber());
            }
        }
Beispiel #28
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        public void loadParameterFromXml(XmlDocument xmlDoc = null)
        {
            //this.excel_parameterViewModel_.loadParameterFromXml();

            //XmlDocument xmlDoc = XMLFileLoader.LoadParameter(this.masterInformationViewModel_.Item_code_,
            //                                                 this.excel_parameterViewModel_.ReferenceDate_);

            if (xmlDoc == null)
            {
                this.para_xmlDoc_ = XMLFileLoader.LoadParameter(this.masterInformationViewModel_.Item_code_,
                                                                this.excel_parameterViewModel_.ReferenceDate_);
            }
            else
            {
                this.para_xmlDoc_ = xmlDoc;
            }

            try
            {
                if (this.para_xmlDoc_ != null)
                {
                    XmlNode paraNode = this.para_xmlDoc_.SelectSingleNode("pricing/excel_parameter");

                    FpmlSerializedCSharp.Excel_parameter serial_excel_parameter
                        = new FpmlSerializedCSharp.Excel_parameter(paraNode);

                    this.excel_parameterViewModel_.setFromSerial(serial_excel_parameter);

                    XmlNode resultNode = this.para_xmlDoc_.SelectSingleNode("pricing/pricingResult");

                    if (resultNode != null)
                    {
                        FpmlSerializedCSharp.PricingResult serial_pricingResult
                            = new FpmlSerializedCSharp.PricingResult(resultNode);

                        this.excel_parameterViewModel_.Excel_resultViewModel_.setFromSerial(serial_pricingResult);
                    }
                }
            }
            catch (Exception e)
            {
                OutputLogViewModel.addResult("parameter load error : " + e.Message);
            }
        }
        public Excel_yieldCurveViewModel discountYieldCurve(string currencyStr)
        {
            Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel();

            foreach (var item in this.excel_yieldCurveViewModel_)
            {
                if (item.Currency_ == currencyStr)
                {
                    e_ycvm = item;
                }
            }

            if (e_ycvm.Code_ == "")
            {
                OutputLogViewModel.addResult("unknown currency");
            }

            return(e_ycvm);
        }
Beispiel #30
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        public void insertDB()
        {
            INDEX_DATA_Table_DAO dao = new INDEX_DATA_Table_DAO();

            dao.INDEX_DATE_  = this.Date_;
            dao.INDEX_CODE_  = this.Name_;
            dao.INDEX_NAME_  = this.Name_;
            dao.INDEX_VALUE_ = this.Value_;

            try
            {
                dao.delete(DataBaseConnectManager.ConnectionFactory("myDB"));
                dao.insert(DataBaseConnectManager.ConnectionFactory("myDB"));
            }
            catch (SqlCeException)
            {
                OutputLogViewModel.addResult("dataBase load error : " + this.Name_);
            }
        }