private void handleGridHeaderClick(object sender, Infragistics.Win.UltraWinGrid.BandEventArgs e_)
{
if (e_.Band.SortedColumns.Count == 0)
return;
string key = e_.Band.SortedColumns[0].Key;
switch (key)
{
case "Perf1Day": m_focus = SI.ReturnsEval.EvalComparer.TDType.OneDay; break;
case "PerfWTD": m_focus = SI.ReturnsEval.EvalComparer.TDType.WeekToDate; break;
case "PerfMTD": m_focus=SI.ReturnsEval.EvalComparer.TDType.MonthToDate; break;
case "PerfQTD": m_focus = SI.ReturnsEval.EvalComparer.TDType.QuarterToDate; break;
case "PerfYTD": m_focus = SI.ReturnsEval.EvalComparer.TDType.YearToDate; break;
case "PerfCTD": m_focus = SI.ReturnsEval.EvalComparer.TDType.CustomToDate; break;
case "PerfInception": m_focus = SI.ReturnsEval.EvalComparer.TDType.Inception; break;
case "PerfOneYear": m_focus = SI.ReturnsEval.EvalComparer.TDType.OneYear; break;
case "PerfTwoYear": m_focus = SI.ReturnsEval.EvalComparer.TDType.TwoYear; break;
}
reloadCumulatives();
reloadRollingSeries();
}
public void DoEmail(string subject_, string fromAddress_, List<string> recipients_, List<string> dailyAttInc_, List<string> mtdAttInc_, AddToEmailDelegate adder_)
{
MailMessage msg = new MailMessage();
msg.From = new MailAddress(fromAddress_);
msg.Subject = subject_;
foreach (string f in recipients_)
msg.To.Add(new MailAddress(f));
msg.IsBodyHtml = true;
StringBuilder bodyBuilder = new StringBuilder();
bodyBuilder.Append(string.Format("Model performance as of fix on {0}<p/>", m_comp.AsOfDate.ToString("dd-MMM-yyyy")));
//bodyBuilder.Append(SI.BindingListExtensions.ToHTML<PerfRow>(m_perfRows));
bodyBuilder.Append("<p/>");
Dictionary<string, string> mapOfResources = new Dictionary<string, string>();
string path, key;
m_focus = SI.ReturnsEval.EvalComparer.TDType.MonthToDate;
reloadCumulatives();
path = Environment.GetFolderPath(Environment.SpecialFolder.InternetCache);
path = path + "\\" + string.Format("{0}_cumPnls", DateTime.Today.ToString("ddMMyy"));
dataCollectionDisplay1.Chart.SaveTo(path, System.Drawing.Imaging.ImageFormat.Bmp);
key = "CumPnl";
LinkedResource res = new LinkedResource(path);
res.ContentId = key;
mapOfResources.Add(key, path);
bodyBuilder.Append(string.Format("MTD Cumulative Pnls:<br/> <img src=cid:{0}><p/>", key));
if (dailyAttInc_ != null)
foreach (string stratName in dailyAttInc_)
{
ReturnsEval.DataSeriesEvaluator e = m_comp.FindEval(stratName);
if (e == null) continue;
e.Evaluate(m_comp.GetDate(SI.ReturnsEval.EvalComparer.TDType.OneDay), m_comp.AsOfDate);
innerTotalReturnAttributionDisplayChart1.Bind(e, SI.ReturnsEval.Period.Daily);
path = Environment.GetFolderPath(Environment.SpecialFolder.InternetCache);
path = path + "\\" + string.Format("{0}_1D_{1}.bmp", e.Name, DateTime.Today.ToString("ddMMyy"));
innerTotalReturnAttributionDisplayChart1.Chart.SaveTo(path, System.Drawing.Imaging.ImageFormat.Bmp);
key = string.Format("{0}_1D", e.Name);
bodyBuilder.Append(string.Format("{0} 1D attribution:<br/> <img src=cid:{1}><p/>", e.Name, key));
mapOfResources.Add(key, path);
}
if (mtdAttInc_ != null)
foreach (string stratName in mtdAttInc_)
{
ReturnsEval.DataSeriesEvaluator e = m_comp.FindEval(stratName);
if (e == null) continue;
e.Evaluate(m_comp.GetDate(SI.ReturnsEval.EvalComparer.TDType.MonthToDate), m_comp.AsOfDate);
innerTotalReturnAttributionDisplayChart1.Bind(e, SI.ReturnsEval.Period.Daily);
path = Environment.GetFolderPath(Environment.SpecialFolder.InternetCache);
path = path + "\\" + string.Format("{0}_MTD_{1}.bmp", e.Name, DateTime.Today.ToString("ddMMyy"));
innerTotalReturnAttributionDisplayChart1.Chart.SaveTo(path, System.Drawing.Imaging.ImageFormat.Bmp);
key = string.Format("{0}_MTD", e.Name);
bodyBuilder.Append(string.Format("{0} MTD attribution:<br/> <img src=cid:{1}><p/>", e.Name, key));
mapOfResources.Add(key, path);
}
bodyBuilder.Append(string.Format("<p/>Correlation matrix over {0} days:<br/>", m_comp.CorrelWindow.ToString()));
bodyBuilder.Append(SI.DatatableToHtml.ConvertToHTML(dtCorrels, "##0.00%;(##0.00%);-"));
//bodyBuilder.AppendLine(string.Format("Generated by process run by '{0}'<br/>", Common.InvestmentTeam.GetCurrentUserInfo().FullName));
if (adder_ != null)
adder_(bodyBuilder);
AlternateView htmlView = AlternateView.CreateAlternateViewFromString(bodyBuilder.ToString(), null, "text/html");
foreach (string k in mapOfResources.Keys)
{
LinkedResource lr = new LinkedResource(mapOfResources[k]);
lr.ContentId = k;
htmlView.LinkedResources.Add(lr);
}
msg.AlternateViews.Add(htmlView);
//msg.Body = bodyBuilder.ToString();
Emailer.GetClient().Send(msg);
}
public virtual void Create(IList<ReturnsEval.DataSeriesEvaluator> evals_,SI.ReturnsEval.EvalComparer.TDType initialFocus_=ReturnsEval.EvalComparer.TDType.Inception)
{
hideInnerAttributionPanel(do_: true);
m_focus = initialFocus_;
m_comp = new ReturnsEval.EvalComparer();
m_comp.Create(evals_);
m_workingEval = new ReturnsEval.DataSeriesEvaluator("working", ReturnsEval.DataSeriesType.Returns);
for (int i = 0; i < evals_.Count; ++i)
m_workingEval.AddInnerSeries(m_comp.PnlConstruct.Dates.ToArray(), m_comp.PnlConstruct.GetColumnValues(i), evals_[i].Name);
m_workingEval.Evaluate();
dateTimePickerAsOfDate.Value = m_comp.AsOfDate;
dateTimePickerAsOfDate.ValueChanged += dateTimePickerAsOfDate_ValueChanged;
dateTimePickerCustomStartDate.Value = m_comp.CustomStartDate;
dateTimePickerCustomStartDate.ValueChanged += dateTimePickerCustomStartDate_ValueChanged;
//dateTimePickerAsOfDate.DataBindings.Add("Value", m_comp, "AsOfDate", false, DataSourceUpdateMode.OnPropertyChanged);
m_comp.PropertyChanged += handleCompChanged;
reloadPerf();
//reloadCorrels();
gridPerf.ColourNegativesRed();
gridPerf.Bind(m_perfRows, typeof(PerfRow));
gridPerf.AutoSizeGridColumns();
reloadCumulatives();
setHeaderClickAction(doSort_: false);
gridPerf.AddClickHandler("Perf1Day", new SI.Controls.RowClickedEventHandler(handle1DClicked));
gridPerf.AddClickHandler("PerfWTD", new SI.Controls.RowClickedEventHandler(handleWTDClicked));
gridPerf.AddClickHandler("PerfMTD", new SI.Controls.RowClickedEventHandler(handleMTDClicked));
gridPerf.AddClickHandler("PerfYTD", new SI.Controls.RowClickedEventHandler(handleYTDClicked));
gridPerf.AddClickHandler("PerfQTD", new SI.Controls.RowClickedEventHandler(handleQTDClicked));
gridPerf.AddClickHandler("PerfInception", new SI.Controls.RowClickedEventHandler(handleInceptionClicked));
gridPerf.AddClickHandler("PerfCTD", new SI.Controls.RowClickedEventHandler(handleCTDClicked));
gridPerf.AddClickHandler("RVS_21", new SI.Controls.RowClickedEventHandler(handleRVSSharpeClicked));
gridPerf.AddClickHandler("StrategyName", new SI.Controls.RowClickedEventHandler(handleStratNameClicked));
gridPerf.AddClickHandler("PerfOneYear", new SI.Controls.RowClickedEventHandler(handle1YClicked));
gridPerf.AddClickHandler("PerfTwoYear", new SI.Controls.RowClickedEventHandler(handle2YClicked));
gridPerf.AddClickHandler("Selected", new SI.Controls.RowClickedEventHandler(handleSelectedClicked));
gridPerf.AddClickHandler("DD", new SI.Controls.RowClickedEventHandler(handleDDClicked));
innerTotalReturnAttributionDisplayChart1.Chart.EmptyChartText = "Click Strategy period to show attribution";
tbWinLength.Bind(m_extraArgs, "RetVolSharpeWindowLength", new Validators.IntValidator());
tbRollVolWin.Bind(m_extraArgs, "RollingWindowLength", new Validators.IntValidator());
tbCorrWin.Bind(m_comp, "CorrelWindow", new Validators.IntValidator());
cmbRollType.AddItems(typeof(ReturnsEval.RollingSeriesType));
cmbRollType.Bind(m_extraArgs, "RollingSeriesType", new Validators.EnumDescValidator(ReturnsEval.RollingSeriesType.Vol));
m_extraArgs.PropertyChanged += handleExtraArgsChanged;
gridCorrs.ColourNegativesRed();
gridPerf.Grid.DisplayLayout.Override.RowSelectors = Infragistics.Win.DefaultableBoolean.False;
innerTotalReturnAttributionDisplayChart1.DataClicked += handleDataClicked;
periodReturnsColumnChart1.ColumnClicked += handlePeriodReturnsChartClicked;
periodReturnsColumnChart2.ColumnClicked += handlePeriodReturnsChartClicked;
gridPerf.RowRightClicked += (a, b) =>
{
var pr = b.ListObject as PerfRow;
if (pr == null) return;
getContextMenu().Items.Clear();
getContextMenu().Items.Add(new StrategyPnlDetailMenuItem(pr.StrategyName.Name, m_comp.FindEval(pr.StrategyName.Name),m_comp.GetDate(m_focus)));
getContextMenu().Show(Cursor.Position);
};
}
