public bool FillModelMonthlyReturns(List<AtModelMonthlyReturns> lst)
{
foreach (var entry in lst)
{
var iModelId = entry.ModelTknId;
ModelReturns pModelReturns;
if (m_pCalc.m_perf_data.m_model_data.ContainsKey(iModelId))
{
pModelReturns = m_pCalc.m_perf_data.m_model_data[iModelId];
}
else
{
pModelReturns = new ModelReturns();
m_pCalc.m_perf_data.m_model_data.Add(iModelId, pModelReturns);
}
var iYearMonth = entry.Yearmonth;
var pModelMonthlyReturns = new ModelMonthlyReturns();
if (entry.Turnover.HasValue)
pModelMonthlyReturns.m_turnover = Convert.ToDouble(entry.Turnover.Value);
if (entry.Totalreturn.HasValue)
pModelMonthlyReturns.m_total_return = Convert.ToDouble(entry.Totalreturn.Value);
if (entry.Dividendreturn.HasValue)
pModelMonthlyReturns.m_dividend_return = Convert.ToDouble(entry.Dividendreturn.Value);
if (entry.Pricereturn.HasValue)
pModelMonthlyReturns.m_price_return = Convert.ToDouble(entry.Pricereturn.Value);
pModelMonthlyReturns.m_dividend_yield = entry.Dividendyield.HasValue ? Convert.ToDouble(entry.Dividendyield.Value) : 0.0;
if (!pModelReturns.m_model_monthly_returns.ContainsKey(iYearMonth))
{
pModelReturns.m_model_monthly_returns.Add(iYearMonth, pModelMonthlyReturns);
}
}
return true;
}
public bool FillModelDailyReturns(List<AtModelDailyReturns> lst)
{
foreach (var entry in lst)
{
var iModelId = entry.ModelTknId;
ModelReturns pModelReturns;
if (m_pCalc.m_perf_data.m_model_data.ContainsKey(iModelId))
{
pModelReturns = m_pCalc.m_perf_data.m_model_data[iModelId];
}
else
{
pModelReturns = new ModelReturns();
m_pCalc.m_perf_data.m_model_data.Add(iModelId, pModelReturns);
}
var iDailyDate = Utility.getIntFromDate(entry.DailyDate);
var pModelDayReturns = new ModelDayReturns();
if (entry.PriceReturn.HasValue)
pModelDayReturns.m_price_return = Convert.ToDouble(entry.PriceReturn.Value);
if (entry.TotalReturn.HasValue)
pModelDayReturns.m_total_return = Convert.ToDouble(entry.TotalReturn.Value);
if (entry.DaysToMthEnd.HasValue)
pModelDayReturns.m_days_to_month_end = entry.DaysToMthEnd.Value;
if (entry.CmpTotalRetToMthEnd.HasValue)
pModelDayReturns.m_total_return_to_month_end = Convert.ToDouble(entry.CmpTotalRetToMthEnd.Value);
if (entry.CmpPriceRetToMthEnd.HasValue)
pModelDayReturns.m_price_return_to_month_end = Convert.ToDouble(entry.CmpPriceRetToMthEnd.Value);
if (!pModelReturns.m_model_daily_returns.ContainsKey(iDailyDate))
{
pModelReturns.m_model_daily_returns.Add(iDailyDate, pModelDayReturns);
}
}
return true;
}
