public static double GetPremiumImpl(
ILogger logger,
ICoreCache cache,
String nameSpace,
SwapLegParametersRange payLegParametersRange,
SwapLegParametersRange receiveLegParametersRange,
SwaptionParametersRange swaptionTermsRange,
ValuationRange valuationRange)
{
InterestRateStream payStream = null;
InterestRateStream receiveStream = null;
UpdateCashflowsWithAmounts(logger, cache, nameSpace, payStream, payLegParametersRange, valuationRange);
UpdateCashflowsWithAmounts(logger, cache, nameSpace, receiveStream, receiveLegParametersRange, valuationRange);
Money fv = CashflowsHelper.GetForecastValue(payStream.cashflows);
Money pv = CashflowsHelper.GetPresentValue(payStream.cashflows);
double tillExpiry = (swaptionTermsRange.ExpirationDate - valuationRange.ValuationDate).TotalDays / 365.0;
//Debug.Print("Future value :{0}", fv.amount);
//Debug.Print("Present value :{0}", pv.amount);
// get swaption price
//
double pricePerDollar = BlackModel.GetSwaptionValue((double)payLegParametersRange.CouponOrLastResetRate, (double)swaptionTermsRange.StrikeRate, (double)swaptionTermsRange.Volatility, tillExpiry);
double premium = System.Math.Abs((double)payLegParametersRange.NotionalAmount * pricePerDollar);
return(premium);
}
public void TestGetCapPremiumAUD_6M100M_5YExpiry05Vol20Pct()
{
var valuationDate = new DateTime(1994, 12, 14);
var curveId = BuildAndCacheRateCurve(valuationDate);
CapFloorLegParametersRange_Old capLeg = GetCapFloorInputParameters(valuationDate, valuationDate.AddMonths(6), valuationDate.AddYears(5),
CapFloorType.Cap, "Standard", curveId, curveId);
InterestRateStream floatStream = InterestRateStreamParametricDefinitionGenerator.GenerateStreamDefinition(capLeg);
floatStream.cashflows = FixedAndFloatingRateStreamCashflowGenerator.GetCashflows(floatStream, FixingCalendar, PaymentCalendar);
double sumOfCapletPremiums = 0;
var rateCurve = (RateCurve)Engine.GetCurve(curveId, false);
foreach (PaymentCalculationPeriod paymentCalculationPeriod in floatStream.cashflows.paymentCalculationPeriod)
{
DateTime startDate = PaymentCalculationPeriodHelper.GetCalculationPeriodStartDate(paymentCalculationPeriod);
DateTime endDate = PaymentCalculationPeriodHelper.GetCalculationPeriodEndDate(paymentCalculationPeriod);
double accrualFactor = (endDate - startDate).TotalDays / 365.0;
var discountFactor = (double)paymentCalculationPeriod.discountFactor;
var rate = (double)PaymentCalculationPeriodHelper.GetRate(paymentCalculationPeriod);
double rate2 = rateCurve.GetForwardRate(startDate, endDate, "ACT/365.FIXED");
double diff = rate - rate2;
Debug.Print("Diff in forward rate: {0}", diff);
var strikeRate = (double)capLeg.StrikeRate; //fixed - replace with a schedule
const double volatility = 0.2; //fixed - replace with a schedule
double timeToExpiry = (startDate - valuationDate).TotalDays / 365.0;
double optionValue = accrualFactor * BlackModel.GetSwaptionValue(rate, strikeRate, volatility, timeToExpiry) * discountFactor;
Debug.Print("Expiry:\t{0},\tPremium:\t{1}'", timeToExpiry, optionValue);
sumOfCapletPremiums += optionValue;
}
Debug.Print("Premium : '{0}'", sumOfCapletPremiums * (double)capLeg.NotionalAmount);
}
public CardViewModel(IRegionManager regionManager, IEventAggregator eventAggregator)
{
this.regionManager = regionManager;
this.receive_Aggregator = eventAggregator;
this.send_Aggregator = eventAggregator;
_achieveModel = AchieveModel.CreateNewModel();
_friendModel = FriendModel.CreateNewModel();
_familyModel = FamilyModel.CreateNewModel();
_blackModel = BlackModel.CreateNewModel();
_resultModel = ResultModel.CreateNewModel();
_msgModel = MsgModel.CreateNewModel();
//获取日志记录实例
this.ilogger = ILogger.GetInstance();
//实例化
achieveList = new List <AchieveViewModel>();
//实例化
msgList = new List <MsgViewModel>();
ChangePage(1, Paging.ACH, this._pagingAchieve);
ChangePage(1, Paging.MSG, this._pagingMsg);
RequestEvent(); //订阅接收信息事件
}
private static double AdjustCapletImpliedVol(int expiry, double volatility, QuarterlyDiscounts discount, QuarterlyShifts shift)
{
double strike = RateAnalytics.CashForwardRate(expiry, discount);
double capletPrice = BlackModel.GetValue(expiry / 4.0, strike, strike, volatility, PayStyle.Call);
double result = BlackModel.GetImpliedVolatility(expiry / 4.0, strike + shift.Get(expiry), strike + shift.Get(expiry), capletPrice, volatility, PayStyle.Call);
return(result);
}
private static double AdjustSwaptionImpliedVol(int expiry, int tenor, double volatility, QuarterlyDiscounts discount, QuarterlyShifts shift)
{
double strike = RateAnalytics.SwapRate(expiry, tenor, discount);
double swapShift = RateAnalytics.SwapShift(expiry, tenor, discount, shift);
double swaptionPrice = BlackModel.GetValue(expiry / 4.0, strike, strike, volatility, PayStyle.Call);
double result = BlackModel.GetImpliedVolatility(expiry / 4.0, strike + swapShift, strike + swapShift, swaptionPrice, volatility, PayStyle.Call);
return(result);
}
/// <summary>
/// Constructor for the Cox-Ingersoll-Ross Calibration Problem based on caps matrices,
/// using an <see cref="InterestRateMarketData"/> to derive the required data.
/// </summary>
/// <param name="irmd">
/// An <see cref="InterestRateMarketData"/> containing the
/// required information for the optimization problem.
/// </param>
public CapCIROptimizationProblem(InterestRateMarketData irmd)
{
this.capMaturity = irmd.CapMaturity;
this.capRate = irmd.CapRate;
this.tau = irmd.CapTenor;
PFunction zr = new PFunction(null);
zr.m_Function.iType = DVPLUtils.EInterpolationType.LINEAR;
double[,] zrval = (double[, ])ArrayHelper.Concat(irmd.ZRMarketDates.ToArray(),
irmd.ZRMarket.ToArray());
zr.Expr = zrval;
this.r0 = zr.Evaluate(0.0);
BlackModel bm = new BlackModel(zr);
this.blackCaps = new Matrix(this.capMaturity.Length, this.capRate.Length);
for (int i = 0; i < this.capMaturity.Length; i++)
{
for (int j = 0; j < this.capRate.Length; j++)
{
if (irmd.CapVolatility[i, j] == 0)
{
this.blackCaps[i, j] = 0;
}
else
{
this.blackCaps[i, j] = bm.Cap(this.capRate[j], irmd.CapVolatility[i, j],
this.tau, this.capMaturity[i]);
}
if (double.IsNaN(this.blackCaps[i, j]))
{
throw new Exception("Error on cap market price calculation");
}
}
}
}
///<summary>
/// Gets the caplet value.
///</summary>
///<param name="floatRate">The floating rate.</param>
///<param name="strikeRate">The strike rate.</param>
///<param name="volatility">The lognormal volatility.</param>
///<param name="timeToExpiry">The time to expiry.</param>
///<returns>The caplet value using BSM.</returns>
public double GetCapletValue(double floatRate, double strikeRate, double volatility, double timeToExpiry)
{
return(BlackModel.GetCapletValue(floatRate, strikeRate, volatility, timeToExpiry));
}
/// <summary>
/// Attempts a calibration through <see cref="CapsHW1OptimizationProblem"/>
/// using caps matrices.
/// </summary>
/// <param name="data">The data to be used in order to perform the calibration.</param>
/// <param name="settings">The parameter is not used.</param>
/// <param name="controller">The controller which may be used to cancel the process.</param>
/// <returns>The results of the calibration.</returns>
public EstimationResult Estimate(List<object> data, IEstimationSettings settings = null, IController controller = null, Dictionary<string, object> properties = null)
{
InterestRateMarketData dataset = data[0] as InterestRateMarketData;
PFunction zr = new PFunction(null);
zr.VarName = "zr";
var preferences = settings as Fairmat.Calibration.CapVolatilityFiltering;
// Loads ZR
double[,] zrvalue = (double[,])ArrayHelper.Concat(dataset.ZRMarketDates.ToArray(), dataset.ZRMarket.ToArray());
zr.Expr = zrvalue;
BlackModel bm = new BlackModel(zr);
double deltak = dataset.CapTenor;
if (dataset.CapVolatility == null)
return new EstimationResult("Cap not available at requested date");
Matrix capVolatility = dataset.CapVolatility;
Vector capMaturity = dataset.CapMaturity;
Vector capRate = dataset.CapRate;
double a = 0.1;
double sigma = 0.1;
// Matrix calculated with Black.
Matrix blackCaps = new Matrix(capMaturity.Length, capRate.Length);
Matrix logic = new Matrix(capMaturity.Length, capRate.Length);
for (int m = 0; m < capMaturity.Length; m++)
{
for (int s = 0; s < capRate.Length; s++)
{
blackCaps[m, s] = bm.Cap(capRate[s], capVolatility[m, s], deltak, capMaturity[m]);
if (double.IsNaN(blackCaps[m, s]))
{
bm.Cap(capRate[s], capVolatility[m, s], deltak, capMaturity[m]);
throw new Exception("Malformed black caps");
}
if (blackCaps[m, s] == 0.0)
{
logic[m, s] = 0.0;
}
else
{
logic[m, s] = 1.0;
}
//filter
if (preferences != null)
{
if (capRate[s] < preferences.MinCapRate || capRate[s] > preferences.MaxCapRate ||
capMaturity[m]<preferences.MinCapMaturity|| capMaturity[m]>preferences.MaxCapMaturity)
{logic[m, s] = 0; blackCaps[m, s] = 0;}
}
}
}
DateTime t0 = DateTime.Now;
CapHW1 hw1Caps = new CapHW1(zr);
Matrix caps = hw1Caps.HWMatrixCaps(capMaturity, capRate, a, sigma, deltak);
for (int m = 0; m < capMaturity.Length; m++)
{
for (int s = 0; s < capRate.Length; s++)
{
caps[m, s] = logic[m, s] * caps[m, s];
}
}
CapsHW1OptimizationProblem problem = new CapsHW1OptimizationProblem(hw1Caps, blackCaps, capMaturity, capRate, deltak);
Vector provaparam = new Vector(2);
var solver = new QADE();
IOptimizationAlgorithm solver2 = new SteepestDescent();
DESettings o = new DESettings();
o.NP = 20;
o.MaxIter = 10;
o.Verbosity = 1;
o.Parallel = false;
SolutionInfo solution = null;
Vector x0 = new Vector(new double[] { 0.05, 0.01 });
o.controller = controller;
solution = solver.Minimize(problem, o, x0);
o.epsilon = 10e-8;
o.h = 10e-8;
o.MaxIter = 100;
solution = solver2.Minimize(problem, o, solution.x);
if (solution.errors)
return new EstimationResult(solution.message);
Console.WriteLine("Solution:");
Console.WriteLine(solution);
string[] names = new string[] { "Alpha", "Sigma" };
//solution.x[0] *= 3;
EstimationResult result = new EstimationResult(names, solution.x);
result.ZRX = (double[])dataset.ZRMarketDates.ToArray();
result.ZRY = (double[])dataset.ZRMarket.ToArray();
return result;
}
/// <summary>
/// Attempts a calibration through <see cref="CapsHW1OptimizationProblem"/>
/// using caps matrices.
/// </summary>
/// <param name="data">The data to be used in order to perform the calibration.</param>
/// <param name="settings">The parameter is not used.</param>
/// <param name="controller">The controller which may be used to cancel the process.</param>
/// <returns>The results of the calibration.</returns>
public EstimationResult Estimate(List <object> data, IEstimationSettings settings = null, IController controller = null, Dictionary <string, object> properties = null)
{
InterestRateMarketData dataset = data[0] as InterestRateMarketData;
PFunction zr = new PFunction(null);
zr.VarName = "zr";
var preferences = settings as Fairmat.Calibration.CapVolatilityFiltering;
// Loads ZR
double[,] zrvalue = (double[, ])ArrayHelper.Concat(dataset.ZRMarketDates.ToArray(), dataset.ZRMarket.ToArray());
zr.Expr = zrvalue;
BlackModel bm = new BlackModel(zr);
double deltak = dataset.CapTenor;
if (dataset.CapVolatility == null)
{
return(new EstimationResult("Cap not available at requested date"));
}
Matrix capVolatility = dataset.CapVolatility;
Vector capMaturity = dataset.CapMaturity;
Vector capRate = dataset.CapRate;
double a = 0.1;
double sigma = 0.1;
// Matrix calculated with Black.
Matrix blackCaps = new Matrix(capMaturity.Length, capRate.Length);
Matrix logic = new Matrix(capMaturity.Length, capRate.Length);
for (int m = 0; m < capMaturity.Length; m++)
{
for (int s = 0; s < capRate.Length; s++)
{
blackCaps[m, s] = bm.Cap(capRate[s], capVolatility[m, s], deltak, capMaturity[m]);
if (double.IsNaN(blackCaps[m, s]))
{
bm.Cap(capRate[s], capVolatility[m, s], deltak, capMaturity[m]);
throw new Exception("Malformed black caps");
}
if (blackCaps[m, s] == 0.0)
{
logic[m, s] = 0.0;
}
else
{
logic[m, s] = 1.0;
}
//filter
if (preferences != null)
{
if (capRate[s] < preferences.MinCapRate || capRate[s] > preferences.MaxCapRate ||
capMaturity[m] < preferences.MinCapMaturity || capMaturity[m] > preferences.MaxCapMaturity)
{
logic[m, s] = 0; blackCaps[m, s] = 0;
}
}
}
}
DateTime t0 = DateTime.Now;
CapHW1 hw1Caps = new CapHW1(zr);
Matrix caps = hw1Caps.HWMatrixCaps(capMaturity, capRate, a, sigma, deltak);
for (int m = 0; m < capMaturity.Length; m++)
{
for (int s = 0; s < capRate.Length; s++)
{
caps[m, s] = logic[m, s] * caps[m, s];
}
}
CapsHW1OptimizationProblem problem = new CapsHW1OptimizationProblem(hw1Caps, blackCaps, capMaturity, capRate, deltak);
Vector provaparam = new Vector(2);
var solver = new QADE();
IOptimizationAlgorithm solver2 = new SteepestDescent();
DESettings o = new DESettings();
o.NP = 20;
o.MaxIter = 10;
o.Verbosity = 1;
o.Parallel = false;
SolutionInfo solution = null;
Vector x0 = new Vector(new double[] { 0.05, 0.01 });
o.controller = controller;
solution = solver.Minimize(problem, o, x0);
o.epsilon = 10e-8;
o.h = 10e-8;
o.MaxIter = 100;
solution = solver2.Minimize(problem, o, solution.x);
if (solution.errors)
{
return(new EstimationResult(solution.message));
}
Console.WriteLine("Solution:");
Console.WriteLine(solution);
string[] names = new string[] { "Alpha", "Sigma" };
//solution.x[0] *= 3;
EstimationResult result = new EstimationResult(names, solution.x);
result.ZRX = (double[])dataset.ZRMarketDates.ToArray();
result.ZRY = (double[])dataset.ZRMarket.ToArray();
return(result);
}
public BlackViewModel(BlackModel blackModel)
{
_blackModel = blackModel;
}
/// <summary>
/// Attempts a calibration through <see cref="PelsserCappletOptimizationProblem"/>
/// using caps matrices.
/// </summary>
/// <param name="data">The data to be used in order to perform the calibration.</param>
/// <param name="settings">The parameter is not used.</param>
/// <param name="controller">The controller which may be used to cancel the process.</param>
/// <returns>The results of the calibration.</returns>
public EstimationResult Estimate(List<object> data, IEstimationSettings settings = null, IController controller = null, Dictionary<string, object> properties = null)
{
InterestRateMarketData dataset = data[0] as InterestRateMarketData;
EstimationResult result;
if ((dataset.ZRMarket == null) || (dataset.CapVolatility == null))
{
result = new EstimationResult();
result.ErrorMessage = "Not enough data to calibrate.\n" +
"The estimator needs a ZRMarket and a CapVolatility " +
"defined inside InterestRateMarketData";
return result;
}
// Backup the dates
DateTime effectiveDate = DateTime.Now.Date;
DateTime valuationDate = DateTime.Now.Date;
if (Document.ActiveDocument != null)
{
effectiveDate = Document.ActiveDocument.ContractDate;
valuationDate = Document.ActiveDocument.SimulationStartDate;
}
// Creates the Context.
Document doc = new Document();
ProjectROV prj = new ProjectROV(doc);
doc.Part.Add(prj);
Function zr = new PFunction(null);
zr.VarName = "zr";
// Load the zr.
double[,] zrvalue = (double[,])ArrayHelper.Concat(dataset.ZRMarketDates.ToArray(), dataset.ZRMarket.ToArray());
zr.Expr = zrvalue;
prj.Symbols.Add(zr);
BlackModel bm = new BlackModel(zr);
double deltak = dataset.CapTenor;
Matrix capVol = dataset.CapVolatility;
Vector capMat = dataset.CapMaturity;
Vector capK = dataset.CapRate;
var preferences = settings as Fairmat.Calibration.CapVolatilityFiltering;
// Matrix calculated with black.
Matrix blackCaps = new Matrix(capMat.Length, capK.Length);
for (int m = 0; m < capMat.Length; m++)
{
for (int s = 0; s < capK.Length; s++)
{
bool skip = false;
if (preferences != null)
{
if (capK[s] < preferences.MinCapRate || capK[s] > preferences.MaxCapRate ||
capMat[m] < preferences.MinCapMaturity || capMat[m] > preferences.MaxCapMaturity)
{skip = true; }
}
if (capVol[m, s] == 0 || skip)
blackCaps[m, s] = 0;
else
blackCaps[m, s] = bm.Cap(capK[s], capVol[m, s], deltak, capMat[m]);
}
}
if (blackCaps.IsNAN())
{
Console.WriteLine("Black caps matrix has non real values:");
Console.WriteLine(blackCaps);
throw new Exception("Cannot calculate Black caps");
}
// Maturity goes from 0 to the last item with step deltaK.
Vector maturity = new Vector((int)(1.0 + capMat[capMat.Length - 1] / deltak));
for (int l = 0; l < maturity.Length; l++)
maturity[l] = deltak * l;
Vector fwd = new Vector(maturity.Length - 1);
for (int i = 0; i < fwd.Length; i++)
{
fwd[i] = bm.Fk(maturity[i + 1], deltak);
}
// Creates a default Pelsser model.
Pelsser.SquaredGaussianModel model = new Pelsser.SquaredGaussianModel();
model.a1 = (ModelParameter)0.014;
model.sigma1 = (ModelParameter)0.001;
model.zr = (ModelParameter)"@zr";
StochasticProcessExtendible iex = new StochasticProcessExtendible(prj, model);
prj.Processes.AddProcess(iex);
prj.Parse();
DateTime t0 = DateTime.Now;
Caplet cp = new Caplet();
PelsserCappletOptimizationProblem problem = new PelsserCappletOptimizationProblem(prj, cp, maturity, fwd, capK, deltak, capMat, blackCaps);
IOptimizationAlgorithm solver = new QADE();
IOptimizationAlgorithm solver2 = new SteepestDescent();
DESettings o = new DESettings();
o.NP = 35;
o.TargetCost = 0.0025;
o.MaxIter = 10;
o.Verbosity = Math.Max(1, Engine.Verbose);
o.controller = controller;
// Parallel evaluation is not supported for this calibration.
o.Parallel = false;
o.Debug = true;
SolutionInfo solution = null;
Vector x0 = (Vector)new double[] { 0.1, 0.1 };
solution = solver.Minimize(problem, o, x0);
if (solution.errors)
return new EstimationResult(solution.message);
o.epsilon = 10e-7;
o.h = 10e-7;
o.MaxIter = 1000;
o.Debug = true;
o.Verbosity = Math.Max(1, Engine.Verbose);
if (solution != null)
solution = solver2.Minimize(problem, o, solution.x);
else
solution = solver2.Minimize(problem, o, x0);
if (solution.errors)
return new EstimationResult(solution.message);
Console.WriteLine(solution);
string[] names = new string[] { "alpha1", "sigma1" };
result = new EstimationResult(names, solution.x);
result.ZRX = (double[])dataset.ZRMarketDates.ToArray();
result.ZRY = (double[])dataset.ZRMarket.ToArray();
result.Objects = new object[1];
result.Objects[0] = solution.obj;
//result.Fit = solution.obj;//Uncomment in 1.6
// Restore the dates
if (Document.ActiveDocument != null)
{
Document.ActiveDocument.ContractDate = effectiveDate;
Document.ActiveDocument.SimulationStartDate = valuationDate;
}
return result;
}
/// <summary>
/// Constructor for the Cox-Ingersoll-Ross Calibration Problem based on caps matrices,
/// using an <see cref="InterestRateMarketData"/> to derive the required data.
/// </summary>
/// <param name="irmd">
/// An <see cref="InterestRateMarketData"/> containing the
/// required information for the optimization problem.
/// </param>
public CapCIROptimizationProblem(InterestRateMarketData irmd)
{
this.capMaturity = irmd.CapMaturity;
this.capRate = irmd.CapRate;
this.tau = irmd.CapTenor;
PFunction zr = new PFunction(null);
zr.m_Function.iType = DVPLUtils.EInterpolationType.LINEAR;
double[,] zrval = (double[,])ArrayHelper.Concat(irmd.ZRMarketDates.ToArray(),
irmd.ZRMarket.ToArray());
zr.Expr = zrval;
this.r0 = zr.Evaluate(0.0);
BlackModel bm = new BlackModel(zr);
this.blackCaps = new Matrix(this.capMaturity.Length, this.capRate.Length);
for (int i = 0; i < this.capMaturity.Length; i++)
{
for (int j = 0; j < this.capRate.Length; j++)
{
if (irmd.CapVolatility[i, j] == 0)
this.blackCaps[i, j] = 0;
else
this.blackCaps[i, j] = bm.Cap(this.capRate[j], irmd.CapVolatility[i, j],
this.tau, this.capMaturity[i]);
if (double.IsNaN(this.blackCaps[i, j]))
throw new Exception("Error on cap market price calculation");
}
}
}
public void OnReceiveMsg(ReceiveMsgOrder receiveMsgOrder)
{
string[] msg = null;
if (receiveMsgOrder.MsgContent.IndexOf(MessageTypes.NSP) > -1)
{
msg = receiveMsgOrder.MsgContent.Split(MessageTypes.NSP.ToCharArray());
}
// ilogger.Logger(string.Format("接收到的数据:{0}-{1}", receiveMsgOrder.ModuleType, receiveMsgOrder.MsgContent));
if (receiveMsgOrder.Sign == 0)
{
XWT.MessageBox.Show(receiveMsgOrder.MsgContent, "提示", MessageBoxButton.OK, MessageBoxImage.Information);
return;
}
switch (receiveMsgOrder.ModuleType)
{
#region 返回个人信息_PER
case MessageTypes.PER:
this.UserID = msg[0];
this.CardWord = msg[1];
this.UserName = msg[2];
this.ImgSrc = msg[3];
//存储用户信息
this.regionManager.Regions[RegionTypes.CardRegion].Context = msg;
break;
#endregion
#region 返回游戏成就_ACH
case MessageTypes.ACH:
//更新
foreach (AchieveViewModel viewmodel in achieveList)
{
if (viewmodel.GameName == msg[0])
{
viewmodel.Level = msg[1];
viewmodel.Rank = msg[2];
viewmodel.Total = msg[3];
viewmodel.Single = msg[4];
return;
}
}
//添加
_achieveModel = AchieveModel.CreateModel(msg[0], msg[1], msg[2], msg[3], msg[4]);
achieveList.Add(new AchieveViewModel(_achieveModel));
//this.AllAchieves.Add(new AchieveViewModel(_achieveModel));
this.Achieve++;
ChangePage(this._pagingAchieve.CurrentPage == 0 ? 1 : this._pagingAchieve.CurrentPage, Paging.ACH, this._pagingAchieve);
break;
#endregion
#region 返回消息_MSG
case MessageTypes.MSG:
string msginfo = msg[0] + "," + GetString.GetRandomCode(GetString.Code.StrAndNum, 4);
_msgModel = MsgModel.CreateModel(msginfo, msg[0], msg[1], msg[2], msg[3]);
msgList.Add(new MsgViewModel(_msgModel));
this.Message++;
ChangePage(this._pagingMsg.CurrentPage == 0 ? 1 : this._pagingMsg.CurrentPage, Paging.MSG, this._pagingMsg);
break;
#endregion
#region 修改密码返回的信息_SET
case MessageTypes.SET:
this.PassWord = "";
this.NewPassWord = "";
this.ConPassWord = "";
XWT.MessageBox.Show(receiveMsgOrder.MsgContent, "提示", MessageBoxButton.OK, MessageBoxImage.Information);
break;
#endregion
#region 返回好友信息_FRI
case MessageTypes.FRI:
switch (msg[5])
{
case MessageTypes.Friend:
_friendModel = FriendModel.CreateModel(msg[0], msg[1], msg[2], msg[3], msg[5], msg[4] == MessageTypes.N ? true : false, msg[4] == MessageTypes.N ? false : true);
this.AllFriends.Add(new FriendViewModel(_friendModel));
this.Friend++;
break;
case MessageTypes.Family:
_familyModel = FamilyModel.CreateModel(msg[0], msg[1], msg[2], msg[3], msg[5], msg[4] == MessageTypes.N ? true : false, msg[4] == MessageTypes.N ? false : true);
this.AllFamilys.Add(new FamilyViewModel(_familyModel));
this.Friend++;
break;
case MessageTypes.Black:
_blackModel = BlackModel.CreateModel(msg[0], msg[1], msg[2], msg[3], msg[5], msg[4] == MessageTypes.N ? true : false, false);
this.AllBlacks.Add(new BlackViewModel(_blackModel));
this.Friend++;
break;
}
break;
#endregion
#region 返回查找好友结果_SFR
case MessageTypes.SFR:
_resultModel = ResultModel.CreateModel(msg[0], msg[1], msg[2], msg[3],
msg[1] == this.CardWord ? false : true, msg[4] == MessageTypes.N ? true : false);
this.AllResults.Add(new ResultViewModel(_resultModel));
break;
#endregion
#region 好友上线通知_UPL
case MessageTypes.UPL:
foreach (FriendViewModel friend in this.AllFriends.Where(f => f.FriendID == receiveMsgOrder.MsgContent))
{
friend.FriendStatus = false;
friend.MenuIsEnabled = true;
}
foreach (FamilyViewModel family in this.AllFamilys.Where(f => f.FriendID == receiveMsgOrder.MsgContent))
{
family.FriendStatus = false;
family.MenuIsEnabled = true;
}
break;
#endregion
#region 好友下线通知_OFF
case MessageTypes.OFF:
foreach (FriendViewModel friend in this.AllFriends.Where(f => f.FriendID == receiveMsgOrder.MsgContent))
{
friend.FriendStatus = true;
friend.MenuIsEnabled = false;
}
foreach (FamilyViewModel family in this.AllFamilys.Where(f => f.FriendID == receiveMsgOrder.MsgContent))
{
family.FriendStatus = true;
family.MenuIsEnabled = false;
}
break;
#endregion
#region 询问好友添加请求_ASK
case MessageTypes.ASK:
string msginfo1 = MessageTypes.F + "," + GetString.GetRandomCode(GetString.Code.StrAndNum, 4) + "," + msg[0];
_msgModel = MsgModel.CreateModel(msginfo1, MessageTypes.F, "请求添加您为好友.", "", msg[1]);
msgList.Add(new MsgViewModel(_msgModel));
this.Message++;
ChangePage(this._pagingMsg.CurrentPage == 0 ? 1 : this._pagingMsg.CurrentPage, Paging.MSG, this._pagingMsg);
break;
#endregion
#region 返回查找好友资料进行添加_AGR
case MessageTypes.AGR:
//添加信息提示
string msginfo2 = MessageTypes.T + "," + GetString.GetRandomCode(GetString.Code.StrAndNum, 4);
_msgModel = MsgModel.CreateModel(msginfo2, MessageTypes.T, "对方同意您的添加请求.", "", msg[1]);
msgList.Add(new MsgViewModel(_msgModel));
this.Message++;
ChangePage(this._pagingMsg.CurrentPage == 0 ? 1 : this._pagingMsg.CurrentPage, Paging.MSG, this._pagingMsg);
//添加好友
_friendModel = FriendModel.CreateModel(msg[0], msg[1], msg[2], msg[3], msg[5], msg[4] == MessageTypes.N ? true : false, msg[4] == MessageTypes.N ? false : true);
this.AllFriends.Add(new FriendViewModel(_friendModel));
this.Friend++;
//添加信息提示
string msginfo3 = MessageTypes.T + "," + GetString.GetRandomCode(GetString.Code.StrAndNum, 4);
_msgModel = MsgModel.CreateModel(msginfo3, MessageTypes.T, "新的好友添加成功.", "", "系统");
msgList.Add(new MsgViewModel(_msgModel));
this.Message++;
ChangePage(this._pagingMsg.CurrentPage == 0 ? 1 : this._pagingMsg.CurrentPage, Paging.MSG, this._pagingMsg);
break;
#endregion
#region 返回查找好友资料进行添加_AFR
case MessageTypes.AFR:
//添加好友信息
_friendModel = FriendModel.CreateModel(msg[0], msg[1], msg[2], msg[3], msg[5], msg[4] == MessageTypes.N ? true : false, msg[4] == MessageTypes.N ? false : true);
this.AllFriends.Add(new FriendViewModel(_friendModel));
this.Friend++;
//添加信息提示
string msginfo4 = MessageTypes.T + "," + GetString.GetRandomCode(GetString.Code.StrAndNum, 4);
_msgModel = MsgModel.CreateModel(msginfo4, MessageTypes.T, "新的好友添加成功.", "", "系统");
msgList.Add(new MsgViewModel(_msgModel));
this.Message++;
ChangePage(this._pagingMsg.CurrentPage == 0 ? 1 : this._pagingMsg.CurrentPage, Paging.MSG, this._pagingMsg);
break;
#endregion
#region 对方将自己删除，此处也将对方删除_DFR
case MessageTypes.DFR:
foreach (FriendViewModel friend in this.AllFriends)
{
if (friend.FriendID == receiveMsgOrder.MsgContent)
{
this.AllFriends.Remove(friend);
break;
}
}
if (this.Friend > 0)
{
this.Friend--;
}
break;
#endregion
#region 返回移动好友结果，本地进行移动_MFR
case MessageTypes.MFR:
switch (msg[1])
{
#region 该好友原来在“我的好友”组
case MessageTypes.Friend:
foreach (FriendViewModel friend in this.AllFriends)
{
if (friend.FriendID == msg[0])
{
//从该组移除
this.AllFriends.Remove(friend);
switch (msg[2])
{
//现移动到“我的家族”
case MessageTypes.Family:
_familyModel = FamilyModel.CreateModel(friend.FriendID, friend.FriendCard, friend.FriendName, friend.FriendImg, MessageTypes.Family, friend.FriendStatus, friend.MenuIsEnabled);
this.AllFamilys.Add(new FamilyViewModel(_familyModel));
break;
//现移动到“黑名单”
case MessageTypes.Black:
_blackModel = BlackModel.CreateModel(friend.FriendID, friend.FriendCard, friend.FriendName, friend.FriendImg, MessageTypes.Black, friend.FriendStatus, false);
this.AllBlacks.Add(new BlackViewModel(_blackModel));
break;
}
break;
}
}
break;
#endregion
#region 该好友原来在“我的家族”组
case MessageTypes.Family:
foreach (FamilyViewModel family in this.AllFamilys)
{
if (family.FriendID == msg[0])
{
//从该组移除
this.AllFamilys.Remove(family);
switch (msg[2])
{
//现移动到“我的好友”
case MessageTypes.Friend:
_friendModel = FriendModel.CreateModel(family.FriendID, family.FriendCard, family.FriendName, family.FriendImg, MessageTypes.Friend, family.FriendStatus, family.MenuIsEnabled);
this.AllFriends.Add(new FriendViewModel(_friendModel));
break;
//现移动到“黑名单”
case MessageTypes.Black:
_blackModel = BlackModel.CreateModel(family.FriendID, family.FriendCard, family.FriendName, family.FriendImg, MessageTypes.Black, family.FriendStatus, false);
this.AllBlacks.Add(new BlackViewModel(_blackModel));
break;
}
break;
}
}
break;
#endregion
#region 该好友原来在“黑名单”组
case MessageTypes.Black:
foreach (BlackViewModel black in this.AllBlacks)
{
if (black.FriendID == msg[0])
{
//从该组移除
this.AllBlacks.Remove(black);
switch (msg[2])
{
//现移动到“我的好友”
case MessageTypes.Friend:
_friendModel = FriendModel.CreateModel(black.FriendID, black.FriendCard, black.FriendName, black.FriendImg, MessageTypes.Friend, black.FriendStatus, !black.FriendStatus);
this.AllFriends.Add(new FriendViewModel(_friendModel));
break;
//现移动到“我的家族”
case MessageTypes.Family:
_familyModel = FamilyModel.CreateModel(black.FriendID, black.FriendCard, black.FriendName, black.FriendImg, MessageTypes.Friend, black.FriendStatus, !black.FriendStatus);
this.AllFamilys.Add(new FamilyViewModel(_familyModel));
break;
}
break;
}
}
break;
#endregion
}
break;
#endregion
}
//MessageBox.Show(receiveMsgOrder.MsgContent);
//ReceiveMsgEvent msgEvent = receive_Aggregator.GetEvent<ReceiveMsgEvent>();
//if (subscriptionToken != null)
// msgEvent.Unsubscribe(subscriptionToken);
}
