public ActionResult MonteCarloSimulationModal(int id)
{
MonteCarloSimulationDto model = new MonteCarloSimulationDto();
if (id == 0)
{
TradingAccountDto tradingAccount = this._tradingAccountAppService.GetActive();
List <Market> markets = this._marketRepository.GetAll().Where(x => x.Active).ToList();
model.TimeStamp = DateTime.Now;
model.TradingAccountId = tradingAccount.Id;
model.NumberOfTradesInSample = this._tradeRepository.GetAll().Count(x => x.TradingAccountId == model.TradingAccountId && x.ExitReason != TradeExitReasons.None);
model.NumberOfTradesPerIteration = 30;
model.NumberOfIterations = 1000;
model.CumulativeProfitK = .95m;
model.ConsecutiveLossesK = 1m;
model.MaxDrawdownK = .99m;
model.AccountSize = tradingAccount.CurrentCapital;
model.RuinPoint = markets.Average(x => x.InitialMargin) + 10m;
model.MaxDrawdownMultiple = 2m;
}
else
{
MonteCarloSimulation monteCarloSimulation = this._repository.Single(x => x.Id == id);
monteCarloSimulation.MapTo(model);
}
return(PartialView("Modals/_MonteCarloSimulationModal", model));
}
public void RunSimulation(MonteCarloSimulationDto dto)
{
MonteCarloSimulation sim = _repository.Get(dto.Id);
sim.MapTo(dto);
List <Trade> sample = this._tradeRepository.GetAll().Where(x => x.TradingAccountId == dto.TradingAccountId && x.ExitReason != TradeExitReasons.None).ToList();
List <Market> markets = this._marketRepository.GetAll().Where(x => x.Active).ToList();
dto.Simulate(sample, markets, this._consoleHubProxy);
dto.MapTo(sim);
}
public void Save(MonteCarloSimulationDto dto)
{
if (dto.IsNew)
{
MonteCarloSimulation monteCarloSimulation = dto.MapTo <MonteCarloSimulation>();
int id = this._repository.InsertAndGetId(monteCarloSimulation);
this.RunSimulationEnqueue(new MonteCarloSimulationDto()
{
Id = id
});
}
else
{
MonteCarloSimulation monteCarloSimulation = this._repository.Get(dto.Id);
dto.MapTo(monteCarloSimulation);
}
}
public ActionResult MonteCarloSimulation_Destroy([DataSourceRequest] DataSourceRequest request, MonteCarloSimulationDto model)
{
if (model != null)
{
this._repository.Delete(model.Id);
}
return(Json(new[] { model }.ToDataSourceResult(request, ModelState)));
}
public ActionResult MonteCarloSimulation_Update([DataSourceRequest] DataSourceRequest request, MonteCarloSimulationDto model)
{
if (model != null && ModelState.IsValid)
{
this._monteCarloSimulationAppService.Save(model);
}
return(Json(new[] { model }.ToDataSourceResult(request, ModelState)));
}
public void RunSimulationEnqueue(MonteCarloSimulationDto dto)
{
_backgroundJobManager.Enqueue <RunMonteCarloSimulationBackgroundJob, MonteCarloSimulationDto>(dto);
}
