public OptimalPortoliosViewModel CreatePortfolio(User user, CreatePortfolioCommand cmd)
{
if (cmd.CalcType == enumEfCalculationType.Custom && cmd.Exchanges.Count < 1)
{
for (int i = 0; i < user.Licence.Stocks.Count; i++)
{
cmd.Exchanges.Add(Convert.ToInt32(user.Licence.Stocks[i].id));
}
}
OptimalPortoliosViewModel vm = new OptimalPortoliosViewModel();
var portID = 0;
var count = cPortHandler.GetPortfolioCount(user.UserID);
if (count < user.Licence.Service.Iportfolios)
{
portID = cPortHandler.CreateDefaultPortfolio(user, cmd);
}
else
{
vm.Messages.Add(new Message {
LogLevel = LogLevel.Error, Text = "You've exceeded the number of portfolios you can create. Please delete any unwanted portfolios"
});
}
if (portID > 0)
{
vm = opService.GetPortfolioOptimazation(user, new Models.Queries.OptimazationQuery
{
CalcType = cmd.CalcType,
PortID = portID,
Securities = cmd.Securities,
Exchanges = cmd.Exchanges,
Risk = cmd.Risk //LR on 18/07/18
});
if (vm.Messages.Count == 0)
{
cPortHandler.SelectedPortfolio.Details.LastOptimization = DateTime.Today;
cPortHandler.SelectedPortfolio.Details.SecsNum = vm.Portfolios[vm.PortNumA].Securities.Count;
cPortHandler.SelectedPortfolio.Details.CurrentStDev = vm.Portfolios[vm.PortNumA].Risk;
UpdatePortfolioCommand updCmd = new UpdatePortfolioCommand
{
CalcType = cPortHandler.SelectedPortfolio.Details.CalcType,
Equity = cmd.Equity,
Risk = vm.Portfolios[vm.PortNumA].Risk,
PortID = portID,
Securities = vm.Portfolios[vm.PortNumA].Securities
};
cPortHandler.UpdatePortfolio(updCmd);
}
else
{
cPortHandler.DeletePortfolio(portID);
}
}
return(vm);
}
public CommandStatus Handle(UpdatePortfolioCommand command)
{
var portfolio = _repo.Load();
var currentPrices = _ex.GetPrice(portfolio.StockSymbols);
// Convert currency if needed; left out for simplicity
portfolio.Update(currentPrices);
_repo.Store(portfolio);
return(new Success());
}
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
}//CreateDefaultPortfolio
public BaseViewModel UpdatePortfolio(UpdatePortfolioCommand cmd, BackTestingViewModel vmBack)
{
BaseViewModel vm = new BaseViewModel();
Entities.dbo.BacktestingPortfolio portEntity = null;;
repository.Execute(session =>
{
portEntity = session.Get <Entities.dbo.BacktestingPortfolio>(cmd.PortID);
AutoMapper.Mapper.Map <BasePortfolioCommand, Entities.dbo.BacktestingPortfolio>(cmd, portEntity);
portEntity.dCurrRisk = cmd.Risk;
portEntity.iSecsNum = cmd.Securities.Count;
portEntity.dCurrEquity = vmBack.Equity;
});
var secList = AutoMapper.Mapper.Map <List <Entities.dbo.BacktestingPortfolioSecurities> >(cmd.Securities).Where(x => x.Securities.idSecurity != "0000").ToList();
repository.ExecuteTransaction(session =>
{
session.Update(portEntity);
});
DeletePortfolioSecurities(cmd.PortID);
repository.ExecuteTransactionStateLess(session =>
{
foreach (var item in secList)
{
try
{
item.idPortSec = Guid.NewGuid();
item.Portfolios = new Entities.dbo.BacktestingPortfolio {
idPortfolio = cmd.PortID
};
session.Insert(item);
}
catch (Exception e)
{
m_objErrorHandler.LogInfo(e);
}
}
}, secList.Count);
return(vm);
}
public CommandStatus Handle(UpdatePortfolioCommand command)
=> _client.Execute <HttpCommandStatus>("updateportfoliocommand", command).CommandStatus;
public BaseViewModel UpdatePortfolio(User user, UpdatePortfolioCommand cmd)
{
var vm = cPortHandler.UpdatePortfolio(cmd);
return(vm);
}
public HttpCommandStatus Handle([Payload] UpdatePortfolioCommand command) => new HttpCommandStatus(Handler.Handle(command));
public IHttpActionResult Put(UpdatePortfolioCommand cmd)
{
var res = service.UpdatePortfolio(user, cmd);
return(Ok(res));
}
public async Task UpdatePortfolioAsync(int portfolioId, UpdatePortfolioCommand command)
{
await api.PutAsync(GetPortfoliosPath(portfolioId), command);
}
