public Portfolio(string rootName_, DatedDataCollectionGen<double> allocationTo_, double pnlMultiplier_, Portfolio parent_=null)
{
RootName = rootName_;
AllocationToThis = allocationTo_;
PnlMultiplier = pnlMultiplier_;
m_parentPortfolio = parent_;
}
private void subscribeToPortfolio(Portfolio p_, bool do_ = true)
{
if (p_ == null) return;
p_.ChildPortfolioPopulated -= handlePortfolioChildCreated;
if (!do_) return;
p_.ChildPortfolioPopulated += handlePortfolioChildCreated;
}
public async Task UpdateList(IList<SeriesConfig> list_, ICarbonClient client_)
{
// remove current items
var currentItems = list_.Where(x => x.Source != null && x.Source.ToLower().Equals(SourceName)).ToArray();
foreach (var item in currentItems)
list_.Remove(item);
var portfolio = new Portfolio("ssys.portfolio", null, 10000d);
await addPortfolio(portfolio, list_, client_);
}
public async Task Create(CarbonClient cc_, string [] basePortfolioNames_)
{
ClearUp();
m_cc = cc_;
setupGrid();
foreach(var basePortfolioName_ in basePortfolioNames_)
{
var basePortfolio = new Portfolio(basePortfolioName_, null, DisplayOptions.PnlMultiplier);
await addPortfolio(parentPortfolio_: null, newPortfolio_: basePortfolio, isInitialLoad_:true);
await basePortfolio.GetChildren(cc_: cc_, recurse_: true, isInitialLoad_:true);
}
setupTimer();
}
private async Task addPortfolio(Portfolio p_, IList<SeriesConfig> list_, ICarbonClient cc_)
{
if (p_ == null) return;
var children = await p_.GetChildren(cc_);
var adjustedMoniker = p_.RootName.Replace("ssys.portfolio.",string.Empty);
var split = adjustedMoniker.Split('.');
list_.Add(DataFrameSumColumns.CreateConfig(
dataframeMoniker_: p_.PnlMoniker,
treePath_: string.Format(@"Systematic Strategy Pnl\{0}", string.Join(@"\", split)),
moniker_: string.Format("ssys.{0}.pnl", string.Join(".", split)),
sourceName_: SourceName));
if(children!=null)
foreach (var child in children)
await addPortfolio(child, list_, cc_);
}
public async Task Bind(Portfolio p_, PerfRowCol columnClicked_, CarbonClient cc_)
{
m_lastLoaded = p_;
m_cc = cc_;
m_overrides.ClearOverrides();
if (p_ == null) return;
ultraTabControl1.Tabs[0].Text = string.Format("P&&L [{0}]", p_.RootName);
await loadColumnCharts();
// period pnl
{
PerfRowCol usedCol = columnClicked_;
var startDate = DateTime.Today;
var endDate = DateTime.Today;
var pnl = await p_.GetHistoricPnl(cc_, m_exposureType);
if (pnl != null && pnl.TimeSeries != null)
{
switch (columnClicked_)
{
case PerfRowCol.Yesterday:
startDate = MyCalendar.PrevWeekDay(DateTime.Today);
endDate = startDate;
break;
case PerfRowCol.MTD:
startDate = DateTime.Today.FirstOfMonth();
break;
case PerfRowCol.YTD:
startDate = DateTime.Today.FirstOfYear();
break;
case PerfRowCol.QTD:
startDate = DateTime.Today.FirstOfQuarter();
break;
case PerfRowCol.WTD:
startDate = DateTime.Today.FirstOfWeek(DayOfWeek.Sunday);
break;
default:
usedCol = PerfRowCol.MTD;
startDate = DateTime.Today.FirstOfMonth();
break;
}
}
m_startDate = startDate;
m_endDate = endDate;
m_title = usedCol.ToString();
await applyHistoryPnl();
}
}
public void Reset()
{
m_meta = null;
m_alloc = null;
m_pnl = null;
m_wts = null;
m_allocatedWts = null;
m_allocatedPnl = null;
m_currentExpBackwards = null;
m_parentPortfolio = null;
m_childPortfolios = null;
}
public ChildPortfolioPopulatedEventArgs(Portfolio childPortfolio_, bool isInitialLoad_)
{
ChildPortfolio = childPortfolio_;
IsInitialLoad = isInitialLoad_;
}
private async Task addPortfolio(Portfolio parentPortfolio_, Portfolio newPortfolio_, bool isInitialLoad_)
{
var newchildPerfRow = new PerfRow { Underlying = newPortfolio_, Portfolio = newPortfolio_.RootName, Weight = 1d };
OnProgressUpdated(new ReportProgressArgs(string.Format("Adding {0}...",newPortfolio_.RootName)));
m_mapOfRowsFromPortfolios.Add(newPortfolio_.RootName, newchildPerfRow);
subscribeToPortfolio(newPortfolio_);
if (parentPortfolio_ != null)
{
var parentPerfRow = m_mapOfRowsFromPortfolios[parentPortfolio_.RootName];
parentPerfRow.Rows.Add(newchildPerfRow);
newchildPerfRow.Portfolio = newPortfolio_.RootName.Split('.').Last();
var alloc = await parentPerfRow.Underlying.GetAllocationTo(newchildPerfRow.Portfolio, m_cc);
newchildPerfRow.Weight = alloc == null ? 0d : alloc.ValueOnDate(DateTime.Today);
}
else
{
m_gridList.Add(newchildPerfRow);
}
if (isInitialLoad_)
Grid.Rows.ExpandAll(true);
await newchildPerfRow.PopulateFromUnderlying(m_cc);
OnProgressUpdated(new ReportProgressArgs(string.Empty));
}