public UIManager(ManagerFileRecord managerFileRecord, StatsRecord dbStats, StatsRecord citiStats, StatsRecord jlsStats) { // create a new manager file record // in the UI for comparison with // disk file data m_managerFileRecord = new ManagerFileRecord(); m_managerFileRecord.ManagerName = managerFileRecord.ManagerName; m_managerFileRecord.DBManagerName = managerFileRecord.DBManagerName; m_managerFileRecord.CITIManagerName = managerFileRecord.CITIManagerName; m_managerFileRecord.MorganStanleyManagerName = managerFileRecord.MorganStanleyManagerName; m_managerFileRecord.JLSName = managerFileRecord.JLSName; m_managerFileRecord.Location = managerFileRecord.Location; m_managerFileRecord.ContactName = managerFileRecord.ContactName; m_managerFileRecord.ContactPhone = managerFileRecord.ContactPhone; m_managerFileRecord.FirmCode = managerFileRecord.FirmCode; m_managerFileRecord.ProgramCode = managerFileRecord.ProgramCode; m_managerFileRecord.Strategy = managerFileRecord.Strategy; m_managerFileRecord.SubStrat = managerFileRecord.SubStrat; m_managerFileRecord.MktsFocus = managerFileRecord.MktsFocus; if (Utility.FindManagerInStitch(managerFileRecord.ManagerName, frmMain.MainForm.StitchDatabaseFile) != null) { m_existsInStitch = true; } else { m_existsInStitch = false; } m_dbStats = dbStats; m_citiStats = citiStats; m_jlsStats = jlsStats; }
public static StatsRecord FindManagerInStats(string managerName, StatsFile statsFile) { StatsRecord statsRecord = null; List <StatsRecord> statsRecords = statsFile.StatsRecords(); foreach (StatsRecord rec in statsRecords) { if (rec.ManagerName == managerName) { statsRecord = rec; break; } } return(statsRecord); }
public UIManager(AliasNamesRecord aliasNamesRecord, StitchDatabaseFileRecord stitchDatabaseFileRecord, StatsRecord dbStats, StatsRecord citiStats, StatsRecord jlsStats) { // create a new manager file record // in the UI for comparison with // disk file data m_managerFileRecord = new ManagerFileRecord(); // alias names m_managerFileRecord.ManagerName = aliasNamesRecord.ManagerName; m_managerFileRecord.DBManagerName = aliasNamesRecord.DBManagerName; m_managerFileRecord.CITIManagerName = aliasNamesRecord.CITIManagerName; m_managerFileRecord.MorganStanleyManagerName = aliasNamesRecord.MorganStanleyManagerName; m_managerFileRecord.JLSName = aliasNamesRecord.JLS_Has_Data_Sent_directly_from_Mgr; m_managerFileRecord.FirmCode = aliasNamesRecord.FirmCode; m_managerFileRecord.ProgramCode = aliasNamesRecord.ProgramCode; // stitch database if (stitchDatabaseFileRecord != null) { m_managerFileRecord.Strategy = stitchDatabaseFileRecord.Strategy; m_managerFileRecord.SubStrat = stitchDatabaseFileRecord.SubStrat; m_managerFileRecord.MktsFocus = stitchDatabaseFileRecord.MktsFocus; m_existsInStitch = true; } else { m_managerFileRecord.Strategy = String.Empty; m_managerFileRecord.SubStrat = String.Empty; m_managerFileRecord.MktsFocus = String.Empty; m_existsInStitch = false; } // these only exist in manager.csv file m_managerFileRecord.Location = ""; m_managerFileRecord.ContactName = ""; m_managerFileRecord.ContactPhone = ""; //m_aliasNamesRecord = aliasNamesRecord; m_dbStats = dbStats; m_citiStats = citiStats; m_jlsStats = jlsStats; }
private void CreateManagerObjects_FromAliasNamesAndStitch() { m_managers = new List <UIManager>(); UIManager manager = null; StatsRecord dbStats = null; StatsRecord citiStats = null; StatsRecord jlsStats = null; StitchDatabaseFileRecord stitchRec = null; foreach (AliasNamesRecord aliasNamesRecord in m_aliasNamesFile.GetList()) { dbStats = Utility.FindManagerInStats(aliasNamesRecord.ManagerName, m_dbStatsFile); citiStats = Utility.FindManagerInStats(aliasNamesRecord.ManagerName, m_citiStatsFile); jlsStats = Utility.FindManagerInStats(aliasNamesRecord.ManagerName, m_jlsStatsFile); stitchRec = Utility.FindManagerInStitch(aliasNamesRecord.ManagerName, m_stitchDatabaseFile); manager = new UIManager(aliasNamesRecord, stitchRec, dbStats, citiStats, jlsStats); m_managers.Add(manager); } }
public List <StatsRecord> StatsRecords() { List <StatsRecord> recs = new List <StatsRecord>(); string line; string[] fields = null; int CODE_FIRM = 0; string field = string.Empty; for (int i = 1; i < m_lines.Length; i++) { line = m_lines[i]; // skip blank lines if (line.Trim().Length == 0) { continue; } fields = line.Split(','); // create new record object StatsRecord rec = new StatsRecord(); field = fields[Actual_Idx]; field = field.Replace("\"", ""); rec.ManagerName = field; field = fields[Stdt_Idx]; field = field.Replace("\"", ""); rec.StartDate = DateTime.Parse(field); field = fields[Enddt_Idx]; field = field.Replace("\"", ""); rec.EndDate = DateTime.Parse(field); field = fields[Average_Idx]; field = field.Replace("\"", ""); if (field != "NA") { rec.Average = Decimal.Parse(field); } else { rec.Average = 0; } field = fields[Volty_Idx]; field = field.Replace("\"", ""); if (field != "NA") { rec.Volatility = Decimal.Parse(field); } else { rec.Volatility = 0; } field = fields[Sortino_Idx]; field = field.Replace("\"", ""); if (field != "NA") { rec.Sortino = Decimal.Parse(field); } else { rec.Sortino = 0; } field = fields[Corr_Idx]; field = field.Replace("\"", ""); if (field != "NA") { rec.Correlation = Decimal.Parse(field); } else { rec.Correlation = 0; } field = fields[VIXCorr_Idx]; field = field.Replace("\"", ""); if (field != "NA") { rec.VIXCorrelation = Decimal.Parse(field); } else { rec.VIXCorrelation = 0; } field = fields[CTACorr_Idx]; field = field.Replace("\"", ""); if (field != "NA") { rec.CTACorrelation = Decimal.Parse(field); } else { rec.CTACorrelation = 0; } recs.Add(rec); } return(recs); }
private void ShowManagerData() { dgvManagersNew.Rows.Clear(); UIManager uiManager = null; for (int i = 0; i < m_managers.Count; i++) { uiManager = m_managers[i]; // Don't show filtered managers if (uiManager.DontShow == true) { continue; } dgvManagersNew.Rows.Add(); // and add manager info to row dgvManagersNew.Rows[i].Cells[(int)ManagerCols.Manager].Value = uiManager.ManagerFileRecord.ManagerName; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.InStitch].Value = uiManager.ExistsInStitch; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.DBManagerName].Value = uiManager.ManagerFileRecord.DBManagerName; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.CITIManagerName].Value = uiManager.ManagerFileRecord.CITIManagerName; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.JLSName].Value = uiManager.ManagerFileRecord.JLSName; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.Location].Value = uiManager.ManagerFileRecord.Location; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.ContactName].Value = uiManager.ManagerFileRecord.ContactName; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.ContactPhone].Value = uiManager.ManagerFileRecord.ContactPhone; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.ManagerCode].Value = uiManager.ManagerFileRecord.FirmCode; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.ProgramCode].Value = uiManager.ManagerFileRecord.ProgramCode.ToString(); dgvManagersNew.Rows[i].Cells[(int)ManagerCols.Strategy].Value = uiManager.ManagerFileRecord.Strategy; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.SubStrategy].Value = uiManager.ManagerFileRecord.SubStrat; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.MarketFocus].Value = uiManager.ManagerFileRecord.MktsFocus; // stats StatsRecord stats = null; if (uiManager.JLSStats != null) { stats = uiManager.JLSStats; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.JS].Value = true; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.CL].Value = false; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.DB].Value = false; } else if (uiManager.CITIStats != null) { stats = uiManager.CITIStats; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.JS].Value = false; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.CL].Value = true; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.DB].Value = false; } else if (uiManager.DBStats != null) { stats = uiManager.DBStats; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.JS].Value = false; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.CL].Value = false; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.DB].Value = true; } // if (stats != null) { dgvManagersNew.Rows[i].Cells[(int)ManagerCols.Volatility].Value = stats.Volatility; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.Sortino].Value = stats.Sortino; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.CTACorrelation].Value = stats.CTACorrelation; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.VIXCorrelation].Value = stats.VIXCorrelation; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.StartDate].Value = stats.StartDate; dgvManagersNew.Rows[i].Cells[(int)ManagerCols.EndDate].Value = stats.EndDate; } } // manager filter list // supports filtering of managers // and needs to be updated anytime // managers change //CreateManagerFilterList(); //SetManagersGridColors(); }