private void treeView_DragDrop(object sender, DragEventArgs e)
{
if (e.Data.GetDataPresent(typeof(TreeNode)))
{
TreeNode source = (TreeNode)e.Data.GetData(typeof(TreeNode));
TreeNode target = treeView.GetNodeAt(treeView.PointToClient(new Point(e.X, e.Y)));
if (source == null || target == null || source == target)
{
return;
}
if (!(source.Tag is DocTreeNode))
{
return;
}
if (IsChildNode(source, target))
{
return;
}
var src = ((DocTreeNode)source.Tag).Entry;
var dst = (target.Tag is DocTreeNode) ?
((DocTreeNode)target.Tag).Entry.Entries : _docviews.Document.Entries;
SI.MoveEntry(src, dst);
SI.Commit();
}
}
private void treeView_DragDrop(object sender, DragEventArgs e)
{
if (e.Data.GetDataPresent(typeof(TreeNode)))
{
Point pt = treeView.PointToClient(new Point(e.X, e.Y));
TreeNode target = treeView.GetNodeAt(pt);
TreeNode source = (TreeNode)e.Data.GetData(typeof(TreeNode));
if (target == null || target == source)
{
return;
}
if (!(source.Tag is TreeNodeBuilder))
{
return;
}
if (!(target.Tag is TreeNodeBuilder))
{
return;
}
if (IsChildNode(source, target))
{
return;
}
TreeNodeBuilder targetBuilder = (TreeNodeBuilder)target.Tag;
TreeNodeBuilder sourceBuilder = (TreeNodeBuilder)source.Tag;
Core.Breath.Increment();
Core.IEntryCollection dst = targetBuilder.SubEntries;
Core.IEntry src = (Core.IEntry)sourceBuilder.Tag;
CopyEntry(src, dst);
src.Owner.Remove(src.ID);
SI.Commit();
}
}
public void EqualsBaseUnitSystem_ConstructedFromDefaultSIUnits_ReturnsTrue()
{
var derivedSystem = new BaseUnitSystem(SI.GetDefaultSystemUnits());
Assert.Equal(UnitSystem.SI.BaseUnits, derivedSystem.BaseUnits);
Assert.Equal(UnitSystem.SI, derivedSystem);
}
public IList <SI> getStudentNameLeadandStudent(int MiscID)
{
var MyList = new List <SI>();
StringBuilder query = new StringBuilder();
query.AppendFormat("EXEC sptGetinformationForPayment {0}", MiscID);
using (IDataReader reader = this.ExecuteReader(CommandType.Text, query.ToString()))
{
while (reader.Read())
{
int colIndex = -1;
var newArm = new SI
{
Fname = reader.GetValue(++colIndex).ToString(),
Lname = reader.GetValue(++colIndex).ToString(),
email = reader.GetValue(++colIndex).ToString(),
email2 = reader.GetValue(++colIndex).ToString(),
EmailSent = reader.GetValue(++colIndex).ToString()
};
MyList.Add(newArm);
}
}
return(MyList);
}
void SelectNode(TreeNode target, bool append)
{
treeView.SelectedNode = target;
// 選択された TreeNodeBuilder2
var selected = (target != null) ? target.Tag as DocTreeNode : null;
// 選択されたエントリ
var entry = (selected != null) ? selected.Entry : null;
// SelectedEntries の設定
if (append && selected != null)
{
_docviews.Document.SelectedEntries.Add(entry);
}
else
{
_docviews.Document.SelectedEntry = entry;
}
// 現在のオペレーションをアボート
SI.Driver.Abort();
SI.Build();
_docviews.Invalidate();
}
public IList <SI> getStudentName(int StudentNo)
{
var MyList = new List <SI>();
StringBuilder query = new StringBuilder();
query.AppendFormat("select FirstName,LastName, Email,Email2,EmailSent ")
.AppendFormat(" FROM Students ")
.AppendFormat(" WHERE StudentNo = '{0}'", StudentNo);
using (IDataReader reader = this.ExecuteReader(CommandType.Text, query.ToString()))
{
while (reader.Read())
{
int colIndex = -1;
var newArm = new SI
{
Fname = reader.GetValue(++colIndex).ToString(),
Lname = reader.GetValue(++colIndex).ToString(),
email = reader.GetValue(++colIndex).ToString(),
email2 = reader.GetValue(++colIndex).ToString(),
EmailSent = reader.GetValue(++colIndex).ToString()
};
MyList.Add(newArm);
}
}
return(MyList);
}
public virtual void ResetToTime(DateTime Time)
{
foreach (var SI in Sources)
{
SI.ResetOutputTo(Time);
}
foreach (var SI in Sinks)
{
SI.ResetOutputTo(Time);
}
foreach (var SI in GroundwaterBoundaries)
{
SI.ResetOutputTo(Time);
}
foreach (var SI in EvaporationBoundaries)
{
SI.ResetOutputTo(Time);
}
foreach (var SI in Precipitation)
{
SI.ResetOutputTo(Time);
}
Output.ResetToTime(CurrentTime);
}
public async Task GoSave(SI.Data.EventDef event_, CarbonClient cc_, bool completeReSave_=false)
{
var dates = getDates(event_);
if (dates == null || dates.Count() == 0)
{
Logger.Debug(string.Format("Could not retrieve dates for {0}", event_), typeof(DateGetterBase));
return;
}
var eventCurrentDates = await event_.GetEvents(TZ.GMT,cc_);
// if doint a complete resave then need to load all, else work from the last point saved
var earliestDate = completeReSave_ || eventCurrentDates == null || eventCurrentDates.Length == 0
? _START_DATE
: eventCurrentDates.Last().AddMinutes(1d);
int updateCount = 0;
// whack in insert statements
foreach (var date in dates.Where(x => x > earliestDate))
{
updateCount += 1;
await event_.AddInGMTDateToLocalCache(date, cc_);
}
if (updateCount>0)
{
Logger.Debug(string.Format("About to save {0} dates for eventID:{1}", updateCount, event_), typeof(DateGetterBase));
await event_.WriteGMTEventsDatesToCarbon(cc_);
//Logger.Debug(string.Format("...{0}", success), typeof(DateGetterBase));
}
}
public static ConstructGen<double> GetSmoothCurvesColumnsAreValueDates(DateTime valueDate_, uint curveCount_, BondMarket market_, BondField field_, SI.Data.BondCurves curve_, string close_ = "MLP", string source_ = "MLP")
{
var tempDict = new SortedDictionary<DateTime, RateCurve>();
var date = valueDate_;
for (int i = 0; i < curveCount_; ++i)
{
var curve = GetSmoothCurve(date, market_, field_, curve_, close_, source_);
if (curve == null) continue;
tempDict.Add(date, curve);
date = MyCalendar.PrevWeekDay(date);
}
var keys = tempDict.Keys.ToArray();
var con = new ConstructGen<double>(keys.Select(x => x.ToString("dd MMM")).ToArray());
for (int i = 0; i < keys.Length; ++i)
{
var curve = tempDict[keys[i]];
foreach (var node in curve.GetNodes())
{
var time = valueDate_.AddDays(Convert.ToDouble(node)*365.25).Date;
con.SetValue(time, i, curve.GetValue(node).Value*100d);
}
}
return con;
}
private void SiIqResult(object sender, IQ iq, object data)
{
// Parse the result of the form
if (iq.Type == IqType.result)
{
// <iq xmlns="jabber:client" id="aab4a" to="[email protected]/Psi" type="result"><si
// xmlns="http://jabber.org/protocol/si" id="s5b_405645b6f2b7c681"><feature
// xmlns="http://jabber.org/protocol/feature-neg"><x xmlns="jabber:x:data" type="submit"><field
// var="stream-
// method"><value>http://jabber.org/protocol/bytestreams</value></field></x></feature></si></iq>
SI si = iq.SelectSingleElement(typeof(SI)) as SI;
if (si != null)
{
FeatureNeg fNeg = si.FeatureNeg;
if (SelectedByteStream(fNeg))
{
SendStreamHosts();
}
}
}
else if (iq.Type == IqType.error)
{
agsXMPP.protocol.client.Error err = iq.Error;
if (err != null)
{
switch ((int)err.Code)
{
case 403:
Console.WriteLine("The file was rejected by the remote user", "Error");
break;
}
}
}
}
public MainForm2(string title, Form versionDlg)
{
// プログレスバーのダイアログ表示
new ProgressDialog().SetUp(this, false);
this.VersionDialog = versionDlg;
this.MainMenu = CreateMainMenu(versionDlg);
this.SplitContainer = CreateSplitContainer(this.ViewPanel, this.TreePanel);
// ツールバーの作成
foreach (ToolStrip ts in Ctrl.ToolStripRegistry.ToolStrips)
{
ToolStripContainer.TopToolStripPanel.Controls.Add(ts);
}
// _container
ToolStripContainer.Dock = DockStyle.Fill;
ToolStripContainer.TopToolStripPanelVisible = true;
ToolStripContainer.TopToolStripPanel.Controls.Add(this.MainMenu);
ToolStripContainer.BottomToolStripPanelVisible = true;
ToolStripContainer.BottomToolStripPanel.Controls.Add(StatusBar);
ToolStripContainer.ContentPanel.Controls.Add(SplitContainer);
// this
this.Controls.Add(ToolStripContainer);
// 初期化
SI.Tasks.Add(this.ViewPanel);
SI.Tasks.Add(this.TreePanel);
SI.PushIdlingSelection(SI.DocumentViews, true); // エントリの選択
SI.SetupMainForm(this, title);
// 設定ファイルの読み書き
SetupFormSettings(this);
}
public void Bind(SI.ReturnsEval.RegressionsAnalysis anal_)
{
SI.Controls.Util.ClearBindings(this);
SI.Controls.Util.CreateControl(this);
if (m_anal != null)
{
m_anal.DataChanged -= handleDataChanged;
m_anal.RollingDataChanged -= handleRollingChanged;
}
m_anal = anal_;
m_anal.DataChanged += handleDataChanged;
m_anal.RollingDataChanged += handleRollingChanged;
cmbPeriodType.AddItems(typeof (Periodicity));
cmbPeriodType.Bind(m_anal, "AnalysisPeriodType", new Validators.EnumDescValidator(Periodicity.Days));
tbWindowLength.Bind(m_anal, "WindowLength", new IntValidator());
if (rollowingWindowGrid.Grid.DataSource == null)
{
rollowingWindowGrid.Bind(anal_.RollingWindowList, typeof (ReturnsEval.RegressionParameter));
tbRollingWindowLength.Bind(anal_, "RollingWindowSpan", new Validators.IntValidator(null));
cbDoRollingStats.DataBindings.Add("Checked", anal_, "DoRollingWindow", false,
DataSourceUpdateMode.OnPropertyChanged);
}
BindToResult(m_anal.RegressionResult);
displayUnBoundBits();
}
void OnProgressChanged(object sender, Core.ProgressEventArgs e)
{
SI.UpdateToolStrips();
SI.DocumentViews.Invalidate();
if (e.Value >= 1.0)
{
if (this.Visible)
{
// 100% になったプログレスバーを一瞬表示
this.progressBar.Value = this.progressBar.Maximum;
this.Refresh();
System.Threading.Thread.Sleep(this.CompletionSleepMilliseconds);
}
_stopwatch.Reset();
this.progressBar.Value = 0;
this.labelMessage.Text = "";
this.Hide();
}
else if (!_stopwatch.IsRunning)
{
_stopwatch.Start();
}
else if (_stopwatch.ElapsedMilliseconds > this.DialogHiddenMilliseconds)
{
this.progressBar.Value = (int)(e.Value * (this.progressBar.Maximum - this.progressBar.Minimum));
this.labelMessage.Text = e.Caption;
this.Show();
Application.DoEvents();
}
}
protected override DateTime[] getDates(SI.Data.EventDef event_)
{
var v = BbgTalk.HistoryRequester.GetHistory(_START_DATE, event_.BbgTicker, "PX_LAST", false);
var refData =
BbgTalk.HistoryRequester.GetReferenceData(event_.BbgTicker, "ECO_FUTURE_RELEASE_DATE", _overrides,
BbgTalk.RefreshOption.AlwaysRefresh);
if (v != null && refData != null)
{
var d = refData.GetValue<DateTime>("ECO_FUTURE_RELEASE_DATE");
if (d != DateTime.MinValue)
v.SetValueOnDate(d, 1d);
else
{
// can get as string
var str = refData.GetValue<string>("ECO_FUTURE_RELEASE_DATE");
if (str != null && DateTime.TryParseExact(str,"yyyy/MM/dd HH:mm:ss",System.Globalization.CultureInfo.InvariantCulture,System.Globalization.DateTimeStyles.None,out d))
{
v.SetValueOnDate(d, 1d);
}
}
}
return v == null ? null : v.Dates;
}
protected override DateTime[] getDates(SI.Data.EventDef event_)
{
var v = BbgTalk.HistoryRequester.GetReferenceData(event_.BbgTicker, BBG_FIELD, _overrides,BbgTalk.RefreshOption.RefreshIfOlderThanToday);
List<DateTime> ret=new List<DateTime>();
if (v != null && v[BBG_FIELD] != null)
{
var vv = v[BBG_FIELD];
if (vv.DataType == BbgTalk.RDDataType.SEQUENCE)
{
object[,] objs = (object[,])vv.Data;
for (int i = 0; i < objs.GetLength(0); ++i)
{
object o = objs[i,0];
if(o is DateTime)
ret.Add((DateTime)o);
else if (o is string)
{
DateTime d;
if(DateTime.TryParseExact((string)o,"yyyy/MM/dd HH:mm:ss",CultureInfo.InvariantCulture,DateTimeStyles.None,out d))
ret.Add(d);
}
}
}
}
return ret.Count==0 ? null : ret.ToArray();
}
public static ConstructGen<double> GetSmoothCurvesColumnsAreCurvePoints(DateTime valueDate_, uint curveCount_, BondMarket market_, BondField field_, SI.Data.BondCurves curve_, string close_ = "MLP", string source_ = "MLP")
{
DateTime date = valueDate_;
var points = new List<decimal>();
for (decimal d = 1M; d < 30M; d = d + 0.25M)
points.Add(d);
var con = new ConstructGen<double>(points.Select(x => x.ToString()).ToArray());
for (int i = 0; i < curveCount_; ++i)
{
var curve = GetSmoothCurve(date, market_, field_, curve_, close_, source_);
if (curve == null) continue;
foreach (var node in curve.GetNodes())
{
int index = points.IndexOf(node);
if (index == -1) continue;
var point = curve.GetValue(node);
if(point.HasValue)
con.SetValue(date, index, point.Value);
}
date = MyCalendar.PrevWeekDay(date);
}
con.SortKeys();
return con;
}
public static void SetStatus(SI.Controls.Button btn_, bool isSet_)
{
if (isSet_)
SetChecked(btn_);
else
SetUnchecked(btn_);
}
private void SiIqResult(object sender, IQ iq, object data)
{
// Parse the result of the form
if (iq.Type == IqType.result)
{
// <iq xmlns="jabber:client" id="aab4a" to="[email protected]/Psi" type="result"><si
// xmlns="http://jabber.org/protocol/si" id="s5b_405645b6f2b7c681"><feature
// xmlns="http://jabber.org/protocol/feature-neg"><x xmlns="jabber:x:data" type="submit"><field
// var="stream-
// method"><value>http://jabber.org/protocol/bytestreams</value></field></x></feature></si></iq>
//if (iq.Query != null && iq.Query.Namespace == "http://jabber.org/protocol/disco#items")
//{
// Proxy = true;
//}
SI si = iq.SelectSingleElement(typeof(SI)) as SI;
if (si != null)
{
FeatureNeg fNeg = si.FeatureNeg;
if (SelectedByteStream(fNeg))
{
//添加申请传输代理服务器
if (!Proxy)
{
IQ iq1 = new IQ();
iq1.Id = iq.Id;
//iq1.Namespace = "jabber:client";
iq1.Type = IqType.get;
//iq1.From = m_XmppCon.MyJID;
//iq1.To = m_To;
iq1.InnerXml = "<query xmlns=\"http://jabber.org/protocol/disco#items\" sid=\"" + m_Sid + "\" />";
//iq1.AddChild(new agsXMPP.Xml.Dom.Node(""));
//iq1.Query.Namespace = "http://jabber.org/protocol/disco#items";
// m_XmppCon.Send(iq1);
m_XmppCon.IqGrabber.SendIq2(iq1, new IqCB(SiIqResult1), null);
}
}
}
//if (Proxy)
//{
// SendStreamHosts();
//}
}
else if (iq.Type == IqType.error)
{
agsXMPP.protocol.client.Error err = iq.Error;
if (err != null)
{
switch ((int)err.Code)
{
case 403:
MessageBox.Show("The file was rejected by the remote user", "Error", MessageBoxButtons.OK, MessageBoxIcon.Information);
break;
}
}
}
}
private void ObjectListBox_SelectedIndexChanged(object sender, EventArgs e)
{
int selected = ObjectListBox.SelectedIndex;
PlacedObjectListBox.ClearSelected();
ObjectListBox.SelectedIndex = selected;
selectedItem = SI.Object;
}
void Update()
{
if (Char_Selected != Cur_Char_Selected)
{
St_Inventary SI;
SI = GetComponent <St_Inventary>();
SI.SetScenary();
Cur_Char_Selected = Char_Selected;
}
}
public void ToScaledStringUnitTest()
{
double totalUnits = 1F;
string unitName = " deco";
string expected = "10.000 d deco";
string actual;
actual = SI.ToScaledString(totalUnits, unitName);
Assert.AreEqual(expected, actual);
}
private ConstantMaturityFutures(SI.Data.FutureChainWithFixing underlying_, int daysSpan_, int numContracts_, string holidayCode_, int daysToSpot_, string quoteSource_="MLP", string snapCode_="MLP")
{
Underlying = underlying_;
DaysSpan = daysSpan_;
NumContracts = numContracts_;
QuoteSourceCode = quoteSource_;
MarketSnapCode = snapCode_;
HolidayCode = holidayCode_;
DaysToSpot = daysToSpot_;
}
public TimebaseVM()
{
Activator = new ViewModelActivator();
Protocol = new TimebaseProtocol(null);
Offset = new ScopeCommand <double>(this, Protocol.Offset, "0.0");
Offset.Value = SI.Parse("0V");
Scale = new ScopeCommand <double>(this, Protocol.Scale, "1u".ToReal()); // 1us/div
Scale.Value = SI.Parse("1u");
Mode = new ScopeCommand <string>(this, Protocol.Mode, "MAIN");
AllCommands = new List <IScopeCommand>()
{
Offset, Scale, Mode,
};
var GetAllMessage = ReactiveCommand.Create(() =>
Debug.WriteLine("------- Retrieving all TIMEBASE values from device ---------"));
GetAll = ReactiveCommand
.CreateCombined(new[]
{
// TODO: Should also get items that are dependencies of these
// like sample rate, memory depth, etc.
GetAllMessage,
Offset.GetCommand,
Scale.GetCommand,
Mode.GetCommand,
});
var SetAllMessage = ReactiveCommand.Create(() =>
Debug.WriteLine("------- Setting all TIMEBASE values on device ---------"));
SetAll = ReactiveCommand.CreateCombined(new[]
{
SetAllMessage,
Offset.SetCommand,
Scale.SetCommand,
Mode.SetCommand,
});
this.WhenActivated(disposables =>
{
this.HandleActivation();
Disposable
.Create(() => this.HandleDeactivation())
.DisposeWith(disposables);
foreach (var scopeCommand in AllCommands)
{
scopeCommand.WhenActivated(disposables);
}
});
}
// 从参数中获得当前代码，同时保存代码编辑器滚动的垂直坐标
private void ReloadCodeWithPosition(string info)
{
DT deserializedArgs = JsonConvert.DeserializeObject <DT>(info);
defaultTab = deserializedArgs.tab;
currentCodeOrigin = deserializedArgs.code;
SI scrollPos = deserializedArgs.pos;
currentCode = JsonConvert.SerializeObject(currentCodeOrigin);
currentPosTop = scrollPos.top;
}
public void ToScaledStringTest()
{
double totalUnits = 10F;
int decimalPlaces = 3;
string unitName = " nano";
string expected = "1.000 da nano";
string actual = string.Empty;
actual = SI.ToScaledString(totalUnits, decimalPlaces, unitName);
Assert.AreEqual(expected, actual);
}
static void DumpCommands()
{
var dialog = new SaveFileDialog {
Filter = "XMLファイル(*.xml)|*.xml"
};
if (dialog.ShowDialog() == DialogResult.OK)
{
SI.WriteCommandCaptionsXML(dialog.FileName);
}
}
public void ToScaledStringFormatUnitNameTest()
{
double totalUnits = 1F;
string format = string.Empty;
string unitName = " deco";
string expected = "10 d deco";
string actual;
actual = SI.ToScaledString(totalUnits, format, unitName);
Assert.AreEqual(expected, actual);
}
public void Handle(List <string> listArgs)
{
List <ModelSensitiveInformation> listSI = CoreManagerSensitiveInformation.Read();
listSI = HandlerListHelper.Handle(listArgs, listSI);
foreach (var SI in listSI)
{
Console.WriteLine(SI.ToStringJson());
}
}
public void Handle(List <string> listArgs)
{
List <SensitiveInformation> listSI = ContainerUseCase.getUseCaseCrud().Read();
listSI = HandlerListHelper.Handle(listArgs, listSI);
foreach (var SI in listSI)
{
Console.WriteLine(SI.ToStringJson());
}
}
private void setButtonSelectedAppearance(SI.Controls.Button btn_, bool isSelected_)
{
if (isSelected_)
{
BtnCheckedAppearances.SetChecked(btn_);
}
else
{
BtnCheckedAppearances.SetUnchecked(btn_);
}
}
public static MenuStrip CreateMainMenu(Form versionDlg)
{
var help = new ToolStripMenuItem("ヘルプ");
var version = new ToolStripMenuItem("バージョン情報");
help.DropDownItems.Add(version);
version.Click += (sender, e) => versionDlg.ShowDialog();
MenuStrip menu = SI.CreateMainMenu();
menu.Items.Add(help);
return(menu);
}
private void showStateInfoToolStripMenuItem_Click(object sender, EventArgs e)
{
if (SI == null)
{
SI = new SysInfo(sys);
}
else
{
SI.UpdateInfo(sys);
}
this.SI.Show();
}
private void setup(SI.Controls.Button btn_, Day day_)
{
btn_.Click += (x, y) =>
{
m_d = m_d.Toggle(day_);
BtnCheckedAppearances.SetStatus(btn_, m_d.Has(day_));
OnSelectionChanged(EventArgs.Empty);
};
BtnCheckedAppearances.SetChecked(btn_);
}
public bool ShouldIncludeCurrency(DateTime rebalDate_, SI.Data.Currency ccy_)
{
bool ret = true;
switch (m_ccyExcludeMethod)
{
case CcyExclusionMethod.None:
ret = true;
break;
case CcyExclusionMethod.List:
if(!string.IsNullOrEmpty(CcysToExclude))
ret = !CcysToExclude.Contains(ccy_.Code);
break;
case CcyExclusionMethod.VolBreakout_1:
case CcyExclusionMethod.VolBreakout_1_Context_1MVols:
{
if (rebalDate_ < excludeValues.Dates[0])
ret = true;
else
{
if (excludeValues.Dates.Contains(rebalDate_))
ret = excludeValues.GetValue(rebalDate_, ccy_.ArrayIndex) > 1;
}
}
break;
case CcyExclusionMethod.VolBreakout_2:
case CcyExclusionMethod.VolBreakout_2_Context_1MVols:
{
if (rebalDate_ < excludeValues.Dates[0])
ret = true;
else
{
if (excludeValues.Dates.Contains(rebalDate_))
ret = excludeValues.GetValue(rebalDate_, ccy_.ArrayIndex) > 2;
}
}
break;
case CcyExclusionMethod.VolBreakout_3:
{
if (rebalDate_ < excludeValues.Dates[0])
ret = true;
else
{
if (excludeValues.Dates.Contains(rebalDate_))
ret = excludeValues.GetValue(rebalDate_, ccy_.ArrayIndex) > 3;
}
}
break;
}
return ret;
}
public void Inequalities()
{
var si1 = new SI(42);
var si2 = new SI(43);
var si3 = new SI(42);
Assert.True(si1 < si2);
Assert.False(si1 < si3);
Assert.True(si1 <= si2);
Assert.True(si1 <= si3);
Assert.True(si2 > si1);
Assert.False(si3 > si1);
Assert.True(si2 >= si1);
Assert.True(si3 >= si1);
Assert.True(si1.CompareTo(si2) < 0);
Assert.True(si2.CompareTo(si1) > 0);
Assert.True(si1.CompareTo(si1) == 0);
Assert.True(si1.CompareTo(si3) == 0);
Assert.True(si2 > null);
Assert.True(si2 >= null);
Assert.False(si2 < null);
Assert.False(si2 <= null);
Assert.True(null < si1);
Assert.True(null <= si1);
Assert.False(null > si1);
Assert.False(null >= si1);
Assert.True(si1.CompareTo(null) > 0);
var si4 = new SI2(43, -1);
var si5 = new SI2(44, -1);
Assert.True(si4 > si1);
Assert.True(si4 >= si1);
Assert.True(si1 < si4);
Assert.True(si1 <= si4);
Assert.False(si4 > si2);
Assert.True(si4 >= si2);
Assert.False(si2 < si4);
Assert.True(si2 <= si4);
Assert.True(si5 > si4);
Assert.True(si5 >= si4);
Assert.False(si4 > si5);
Assert.False(si4 >= si5);
Assert.True(si4 < si5);
Assert.True(si4 <= si5);
Assert.False(si5 < si4);
Assert.False(si5 <= si4);
}
void PrintRegisters()
{
Console.WriteLine("Real machine registers:");
Console.WriteLine("PI = " + PI.ToString("X"));
Console.WriteLine("TI = " + TI.ToString("X"));
Console.WriteLine("SI = " + SI.ToString("X"));
Console.WriteLine("MODE = " + MODE);
Console.WriteLine("CS = " + CS.ToString("X"));
Console.WriteLine("SS = " + SS.ToString("X"));
Console.WriteLine("DS = " + DS.ToString("X"));
Console.WriteLine("DSTI = " + DSTI.ToString("X"));
Console.WriteLine("SRCI = " + SRCI.ToString("X"));
}
public ContextMenuStrip CreateContextMenu()
{
if (_treeView.SelectedNode == _rootNode)
{
Ctrl.Current.Self = _doc;
return(SI.CreateContextMenu(_doc));
}
else
{
Ctrl.Current.Self = null;
return(SI.CreateContextMenu(_doc.SelectedEntries));
}
}
void Import(string filename, Hix.IFormatImporter importer, Ctrl.IContext con)
{
using (var progress = SI.PushProgress("importing: " + filename)) {
var entry = this.GetDestination(con).Put(null);
using (var stream = File.OpenRead(filename)) {
progress.Step(0.8);
importer.Import(stream, entry);
}
entry.Caption = Path.GetFileNameWithoutExtension(filename);
progress.Step(0.2);
con.View.Fit();
}
}
///<summary>
/// Returns a single repetition of Transaction Reference Key(FT1-31).
/// throws HL7Exception if the repetition number is invalid.
/// <param name="rep">The repetition number (this is a repeating field)</param>
///</summary>
public SI GetTransactionReferenceKey(int rep)
{
SI ret = null;
try
{
IType t = this.GetField(31, rep);
ret = (SI)t;
} catch (System.Exception ex) {
HapiLogFactory.GetHapiLog(GetType()).Error("Unexpected problem obtaining field value. This is a bug.", ex);
throw new System.Exception("An unexpected error ocurred", ex);
}
return(ret);
}
public List <SI> GetServiceInfos <SI>() where SI : class
{
List <SI> results = new List <SI>();
foreach (IServiceInfo info in _serviceInfos)
{
SI si = info as SI;
if (si != null)
{
results.Add(si);
}
}
return(results);
}
/**
* Returns a single repetition of SET ID - PROCEDURE(PR1-1).
* @param rep the repetition number (this is a repeating field)
* @throws HL7Exception if the repetition number is invalid.
*/
public SI getSETIDPROCEDURE(int rep)
{
SI ret = null;
try
{
Type t = this.getField(1, rep);
ret = (SI)t;
} catch (System.Exception ex) {
HapiLogFactory.getHapiLog(GetType()).error("Unexpected problem obtaining field value. This is a bug.", ex);
throw new System.Exception("An unexpected error ocurred", ex);
}
return(ret);
}
private static RateCurve GetSmoothCurve(DateTime valueDate_, BondMarket market_, BondField field_, SI.Data.BondCurves curve_, string close_ = "MLP", string source_ = "MLP")
{
var moniker = RateCurve.CreateBondSeriesCurveMoniker(
valueDate: valueDate_,
curveType: GetDBCurveTypeNameFromField(field_),
country: convertMarketCode(market_),
series: 1,
close: close_,
source: source_,
curveName: EnumDescriptionAttribute.GetDescription(curve_)
);
var curve = SObjectManager.Instance().LoadSObject<RateCurve>(moniker);
return curve;
}
private void add(WtsSeriesAnalyzer analyzer_, SI.Controls.Panel panel_, FXGroup group_)
{
ZoneChart zc = new ZoneChart();
zc.Dock = DockStyle.Fill;
panel_.ClientArea.Controls.Add(zc);
double[] pnl = new double[analyzer_.Performance.Dates.Count];
double[] wts = new double[analyzer_.SourceWts.Dates.Count];
for (int i = 0; i < analyzer_.Performance.ArrayLength; ++i)
{
Currency ccy = Singleton<FXIDs>.Instance[i];
if (ccy.IsGroup(group_) == false)
continue;
for (int j = 0; j < pnl.Length; ++j)
{
pnl[j] += analyzer_.Performance.GetValue(analyzer_.Performance.Dates[j], i);
}
for (int j = 0; j < wts.Length; ++j)
{
wts[j] += analyzer_.SourceWts.GetValue(analyzer_.SourceWts.Dates[j], i);
}
DatedDataCollectionGen<double> perf = new DatedDataCollectionGen<double>(analyzer_.Performance.Dates.ToArray(), pnl);
DatedDataCollectionGen<double> wwww = new DatedDataCollectionGen<double>(analyzer_.SourceWts.Dates.ToArray(), wts);
if (m_startDate != null && m_endDate != null)
{
perf = perf.GetSubValues(m_startDate.Value, m_endDate.Value);
wwww = wwww.GetSubValues(m_startDate.Value, m_endDate.Value);
}
zc.Create(
new DatedDataCollectionGen<double>(perf.Dates, perf.Data.Cumulative()),
wwww,
new ZoneDefinition[] {
new ZoneDefinition("Short",double.MinValue,0d,Color.IndianRed),
new ZoneDefinition("Long",0d,double.MaxValue,Color.LightGreen)
});
}
}
public void BindToResult(SI.ReturnsEval.RegressionResult result_)
{
if (paramsGrid.Grid.DataSource == null)
paramsGrid.Bind(paramList, typeof(ReturnsEval.RegressionParameter));
lblRSquared.Bind(result_, "RSquared", new Validators.DoubleValidator("0.####"));
lblAdjustedRSquared.Bind(result_, "AdjustedRSquared", new Validators.DoubleValidator("0.####"));
lblErrorDegreesOfFreedom.Bind(result_, "ErrorDegreesOfFreedom", new Validators.IntValidator("##0"));
lblModelDegreesOfFreedom.Bind(result_, "ModelDegreesOfFreedom", new Validators.IntValidator("##0"));
lblFStatistic.Bind(result_, "FStatistic", new Validators.DoubleValidator("#0.000"));
lblFStatPVal.Bind(result_, "FStatisticPValue", new Validators.DoubleValidator("#0.00#%"));
lblMeanSquaredResidual.Bind(result_, "MeanSquaredRegression", new Validators.DoubleValidator("##0.###"));
lblMeanSquaredResidual.Bind(result_,"MeanSquaredResidual", new Validators.DoubleValidator("##0.###"));
lblResidualSumOfSquares.Bind(result_, "RegressionSumOfSquares", new Validators.DoubleValidator("##0.###"));
lblResidualSumOfSquares.Bind(result_,"ResidualSumOfSquares", new Validators.DoubleValidator("##0.###"));
}
public CarrySwapRateEnv(SI.Data.FXGroup group_, int topBottomNumber_ = 3)
{
var swapData = Singleton<SwapRates2Y>.Instance.GetData(DataConstants.DATA_START, DateTime.Today);
var swapDataReturns = swapData.ToDiffs();
var ccys = Singleton<FXIDs>.Instance.Where(x => x.IsGroup(group_)).ToArray();
var indexValues = new double[swapDataReturns.Dates.Count];
for (int i = 1; i < swapData.Dates.Count; ++i)
{
var date = swapData.Dates[i];
var swapChangesToday = swapDataReturns.GetValues(date);
var allSwaps = swapData.GetValues(date);
var subset = new double[ccys.Length];
for (int j = 0; j < subset.Length; ++j)
subset[j] = allSwaps[ccys[j].ArrayIndex];
var ranks = subset.ToRanks();
var indexValue = 0d;
for (int j = 0; j < subset.Length; ++j)
{
if (ranks[j] <= topBottomNumber_)
{
// have found top
indexValue += swapChangesToday[ccys[j].ArrayIndex];
}
else if (ranks[j] > ccys.Length - topBottomNumber_)
{
// have found bottom
indexValue -= swapChangesToday[ccys[j].ArrayIndex];
}
}
indexValues[i - 1] = indexValue;
}
IndexValues = new DatedDataCollectionGen<double>(swapDataReturns.Dates.ToArray(), indexValues);
}
public static IEnumerable<KeyValuePair<string, double>> GetHistoricValues(
BondMarket market_,
SI.Data.Bond bond_,
double price_,
DateTime asOf_,
CarbonClient client_
)
{
try
{
var baseBondId = getBaseBondID(market_, bond_.Maturity.Value);
var result = client_.PriceBondAsync(
baseBondId: (long) baseBondId,
issueDate: DateConversions.ToNodaLocalDate(bond_.IssueDate.Value),
maturityDate: DateConversions.ToNodaLocalDate(bond_.Maturity.Value),
coupon: bond_.Coupon/100d,
asof: asOf_,
pricingSetup: "Sym_LIBOR",
quantity: 1000000d,
stubDate: DateConversions.ToNodaLocalDate(bond_.FirstCouponDate.Value),
price: price_).Result;
if (result.Results.Any(x => double.IsNaN(x.Value)))
{
Logger.Error(
string.Format("At least one Null value returned from carbon Date={0}, Market={1}", asOf_.ToString("dd-MMM-yyyy"),
market_), typeof (CarbonHistoricRetriever));
}
return result.Results;
}
catch (Exception ex_)
{
Logger.Error("Error pricing bond", typeof (CarbonHistoricRetriever), ex_);
return null;
}
}
protected override DateTime[] getDates(SI.Data.EventDef event_)
{
var v = BbgTalk.HistoryRequester.GetReferenceData(event_.BbgTicker, BBG_FIELD, _overrides);
List<DateTime> ret = new List<DateTime>();
if (v != null && v[BBG_FIELD] != null)
{
var vv = v[BBG_FIELD];
if (vv.DataType == BbgTalk.RDDataType.SEQUENCE)
{
object[,] objs = (object[,])vv.Data;
for (int i = 0; i < objs.GetLength(0); ++i)
{
object o = objs[i, 1];
if (o is DateTime)
{
if((DateTime)o >= _START_DATE)
ret.Add((DateTime)o);
}
else if (o is string)
{
DateTime d;
if (DateTime.TryParseExact((string)o, "yyyy-mm-dd HH:mm:ss", CultureInfo.InvariantCulture, DateTimeStyles.AssumeUniversal, out d))
{
if (d >= _START_DATE)
ret.Add(d);
}
}
}
}
}
return ret.Count == 0 ? null : ret.ToArray();
}
private void handleCachedChanged(object sender, SI.Data.MongoBackCacheChangedArgs<OTR> item_)
{
if (Points.Any(x => x.Item1 == item_.Item.Tenor))
rebuild();
}
public ScheduleFXGroup(PriceState source_, SI.Data.FXGroup group_, int hourStart_, int hourEnd_)
: base(source_, hourStart_,hourEnd_)
{
m_group = group_;
}
private void handleLiveCellClicked(object sender, SI.Controls.RowClickedEventArgs e_)
{
var datarow = e_.ListObject as System.Data.DataRowView;
if (datarow == null) return;
try
{
var headingString = (string)datarow.Row.ItemArray[0];
var sCount = headingString.ToCharArray().Count(x => x == 's');
var yCount = headingString.ToCharArray().Count(x => x == 'Y');
var market = (BondMarket)Enum.Parse(typeof(BondMarket), e_.ColumnId.Replace("_Live", string.Empty));
if (yCount == 1)
if ((m_liveContentsOption & LiveDTOption.CMTOutrights) != 0)
showOutright_CMT(headingString, market);
else
showOutright_OTR(headingString, market);
if (yCount == 2) showFwdFwd(headingString, market);
if (sCount == 2)
if ((m_liveContentsOption & LiveDTOption.CMTCurves) != 0)
showCurve_CMT(headingString, market);
else
showCurve_OTR(headingString, market);
if (sCount == 3)
if ((m_liveContentsOption & LiveDTOption.CMTButterflies) != 0)
showButterfly_CMT(headingString, market);
else
showButterfly_OTR(headingString, market);
}
catch (Exception ex_)
{
}
}
private void handleStratNameClicked(object sender, SI.Controls.RowClickedEventArgs e_)
{
var wa = (WtsAnalyzerBase)e_.ListObject;
WtsSeriesAnalyzer wsa = m_seriesAnalyzers.FirstOrDefault(x => string.Compare(wa.Strat, x.Name) == 0);
if (wsa == null) return;
foreach (BaseMenuItem bmi in contextMenuStrip1.Items)
bmi.Dispose();
contextMenuStrip1.Items.Clear();
contextMenuStrip1.Items.Add(new ShowReturnsMenuStrip(wsa));
contextMenuStrip1.Items.Add(new ShowWeightsMenuStrip(wsa));
contextMenuStrip1.Items.Add(new ShowWeightsAnalysis(wsa,false));
if (wsa.SourceWts.ArrayLength == Singleton<FXIDs>.Instance.Count)
{
contextMenuStrip1.Items.Add(new RestrictWeightsMenuStripItem(wsa));
contextMenuStrip1.Items.Add(new ShowAsLongShortPortfolioMenuStripItem(wsa));
}
contextMenuStrip1.Show(Cursor.Position);
//if ((ModifierKeys & Keys.Shift) != 0 && (ModifierKeys & Keys.Control) != 0 && e_.ListObject is WtsAnalyzer)
//{
// WtsAnalyzer wa = (WtsAnalyzer)e_.ListObject;
// WtsSeriesAnalyzer wsa = m_seriesAnalyzers.Where<WtsSeriesAnalyzer>(x => string.Compare(wa.Strat, x.Name) == 0).FirstOrDefault<WtsSeriesAnalyzer>();
// if (wsa == null) return;
// LongShortResultDisplay lsrd = new LongShortResultDisplay();
// lsrd.Create(wsa);
// OverallLongShortDisplay olsd = new OverallLongShortDisplay();
// olsd.Create(wsa);
// OverallPersistenceDisplay olpd = new OverallPersistenceDisplay();
// olpd.Create(wsa);
// RegionSidePnlChart rspc = new RegionSidePnlChart();
// rspc.Create(wsa);
// USDWeightRegionalBreakdownDisplay uwrbd = new USDWeightRegionalBreakdownDisplay();
// uwrbd.Create(wsa.SourceWts,new FXGroup[] { FXGroup.G10,FXGroup.EMEA,FXGroup.LATAM,FXGroup.ASIA});
// new KeyValuePair<string, Control>[]
// {
// new KeyValuePair<string,Control>("Overall portfolio",olsd),
// new KeyValuePair<string,Control>("Position persistence",olpd),
// new KeyValuePair<string,Control>("Per Currency",lsrd),
// new KeyValuePair<string,Control>("Regional Pnl / Positioning",rspc),
// new KeyValuePair<string,Control>("Region Concentration",uwrbd)
// }.DisplayInShowForm(wsa.Name);
// //lsrd.DisplayInShowForm(string.Format("LongShort Performance display of inner attribution for {0}", wsa.Name));
//}
//else if ((ModifierKeys & Keys.Shift)!=0 && e_.ListObject is WtsAnalyzer)
//{
// WtsAnalyzer wa = (WtsAnalyzer)e_.ListObject;
// WtsSeriesAnalyzer wsa = m_seriesAnalyzers.Where<WtsSeriesAnalyzer>(x => string.Compare(wa.Strat, x.Name) == 0).FirstOrDefault<WtsSeriesAnalyzer>();
// if (wsa == null) return;
// DataTable dt = wsa.SourceWts.ToDataTable2(wsa.SourceWts.ColumnHeadings);
// SI.Controls.BoundInfraGrid wtsGrid = new SI.Controls.BoundInfraGrid();
// wtsGrid.ColourNegativesRed();
// wtsGrid.Bind(dt);
// SI.Controls.ShowForm.Show(wtsGrid, string.Format("{0} wts", wa.Strat));
//}
//else if ((ModifierKeys & Keys.Control) != 0 && e_.ListObject is WtsAnalyzer)
//{
// WtsAnalyzer wa = (WtsAnalyzer)e_.ListObject;
// WtsSeriesAnalyzer wsa = m_seriesAnalyzers.Where<WtsSeriesAnalyzer>(x => string.Compare(wa.Strat, x.Name) == 0).FirstOrDefault<WtsSeriesAnalyzer>();
// if (wsa == null) return;
// FX.ReturnsEval.DataSeriesEvaluator eval = new FX.ReturnsEval.DataSeriesEvaluator(wa.Strat, FX.ReturnsEval.DataSeriesType.Returns);
// eval.Name=wa.Strat;
// eval.AddInnerSeries(wsa.Performance.Dates.ToArray<DateTime>(), wsa.Performance.ToArray(), wsa.SourceWts.ColumnHeadings);
// FX.ReturnsEvalDisplay.ReturnsDisplay rd = new FX.ReturnsEvalDisplay.ReturnsDisplay();
// rd.RebalDates = wsa.SourceWts.Dates;
// //rd.RebalDates = wsa.Performance.Dates;
// rd.Bind(eval);
// SI.Controls.ShowForm.Show(rd, eval.Name);
//}
}
private void handleWtsColumnChartDataClicked(object sender, SI.Controls.SimpleWtsColumnChart.DataClickedEventArgs e_)
{
if ((ModifierKeys & Keys.Shift) != 0 && (ModifierKeys & Keys.Control) != 0)
{
string name = e_.ColumnLabel.Substring(0, e_.ColumnLabel.LastIndexOf('.') );
WtsSeriesAnalyzer analyzer = m_seriesAnalyzers.Where(x => x.Name.Equals(name)).FirstOrDefault();
DateTime startDate, endDate;
string formatString = ExtensionMethods.FormatStringForPeriodicity(m_brArgs.Period);
switch (m_brArgs.Period)
{
case Periodicity.Days:
startDate = endDate = DateTime.ParseExact(e_.RowLabel, formatString, System.Globalization.CultureInfo.InvariantCulture);
break;
case Periodicity.Months:
startDate = DateTime.ParseExact(e_.RowLabel, formatString, System.Globalization.CultureInfo.InvariantCulture);
endDate = MyCalendar.LastWeekDayOfMonth(startDate);
break;
case Periodicity.Weeks:
startDate = DateTime.ParseExact(e_.RowLabel, formatString, System.Globalization.CultureInfo.InvariantCulture);
endDate = startDate.AddDays(6d);
break;
case Periodicity.Years:
startDate = DateTime.ParseExact(e_.RowLabel, formatString, System.Globalization.CultureInfo.InvariantCulture);
endDate = new DateTime(startDate.Year, 12, 31);
break;
default:
startDate = endDate = DateTime.Today;
break;
}
LongShortResultDisplay lsrd = new LongShortResultDisplay();
lsrd.Create(analyzer, startDate, endDate);
RegionSidePnlChart rspc = new RegionSidePnlChart();
rspc.Create(analyzer, startDate, endDate);
OverallLongShortDisplay olsd = new OverallLongShortDisplay();
olsd.Create(analyzer,startDate,endDate);
new KeyValuePair<string, Control>[]
{
new KeyValuePair<string,Control>("Overall portfolio",olsd),
//new KeyValuePair<string,Control>("Position persistence",olpd),
new KeyValuePair<string,Control>("Per Currency",lsrd),
new KeyValuePair<string,Control>("Regional Pnl / Positioning",rspc),
//new KeyValuePair<string,Control>("Region Concentration",uwrbd)
}.DisplayInShowForm(string.Format("{0} ({1} to {2})", name, startDate.ToString("dd-MMM-yy"), endDate.ToString("dd-MMM-yy")));
}
}
public static void SetUnchecked(SI.Controls.Button btn_)
{
btn_.Appearance = UnChecked;
if (btn_.Font.Underline == true)
btn_.Font = new Font(btn_.Font, FontStyle.Regular);
}
private void handleDeleteClicked(object sender, SI.Controls.RowClickedEventArgs e_)
{
IndicRangeAffect ira = (IndicRangeAffect)e_.ListObject;
m_calc.Affectors.Remove(ira);
}
public static void SetChecked(SI.Controls.Button btn_)
{
btn_.Appearance = Checked;
if (btn_.Font.Underline == false)
btn_.Font = new Font(btn_.Font, FontStyle.Underline | FontStyle.Bold);
}
double GetWeightConstraint(SI.Data.Currency ccy_)
{
if (ccy_.IsGroup(Data.FXGroup.G10))
return Wt_G10;
if(ccy_.IsGroup(Data.FXGroup.NDF))
return Split==InstrumentSplit.G10_EM_NDF ? Wt_NDF : Wt_EM;
return Wt_EM;
}
public bool CanEdit(SI.Controls.CellEditEventArgs e_)
{
return true;
}
public abstract void Chart(SI.Controls.LineChartDataDisplay lcdd_, Backtest.ProductBase product_);
public void DoEdit(SI.Controls.CellEditEventArgs e_)
{
// do nothing
}
private bool checkIsSelectedAndAdjustAppearance(Quarters q1_, SI.Controls.Button btn_)
{
bool isSelected = m_quarters.Has(q1_);
setButtonSelectedAppearance(btn_, isSelected);
return isSelected;
}
