private void PortfolioData_DataChanged(object sender, DataEventArgs <RowChangeBase[]> e)
{
PortfolioData portfolioData = (PortfolioData)sender;
decimal portfolioPnl;
lock (this._summary)
{
decimal[] pnl = this._pnls[portfolioData.PortfolioId];
DataRow summaryRow = this._summary.Rows.Find(portfolioData.PortfolioId);
portfolioPnl = summaryRow.Field <decimal>("Pnl");
int portfolioDataPnlOrdinal = PositionData.SchemaTable.Columns.IndexOf("Pnl");
foreach (RowChangeBase rowChange in e.Data)
{
string ticker = (string)rowChange.RowKey;
int index = Array.BinarySearch(this._tickers, ticker);
if (rowChange.ChangeType == RowChangeType.Added)
{
decimal rowPnl = (decimal)((RowAdded)rowChange).Data[portfolioDataPnlOrdinal];
portfolioPnl += (pnl[index] = rowPnl);
}
else
{
decimal currentRowPnl = pnl[index];
switch (rowChange.ChangeType)
{
case RowChangeType.Removed:
portfolioPnl -= currentRowPnl;
pnl[index] = 0m;
break;
case RowChangeType.ColumnsChanged:
ColumnChange columnChange = ((RowColumnsChanged)rowChange).ColumnChanges.FirstOrDefault(change => change.ColumnOrdinal == portfolioDataPnlOrdinal);
if (columnChange == null)
{
continue;
}
decimal newRowPnl = (decimal)columnChange.Value;
pnl[index] = newRowPnl;
portfolioPnl += newRowPnl - currentRowPnl;
break;
}
}
}
summaryRow.SetField("Pnl", portfolioPnl);
summaryRow.AcceptChanges();
}
lock (this._rowChanges)
{
int index = this._rowChanges.BinarySearchByValue(portfolioData.PortfolioId, change => (string)change.RowKey);
if (index < 0)
{
this._rowChanges.Insert(~index, new RowColumnsChanged
{
RowKey = portfolioData.PortfolioId,
ColumnChanges =
{
new ColumnChange
{
ColumnOrdinal = this._summary.Columns.IndexOf("Pnl"),
Value = portfolioPnl
}
}
});
}
else
{
RowColumnsChanged rowChange = (RowColumnsChanged)this._rowChanges[index];
rowChange.ColumnChanges[0].Value = portfolioPnl;
}
}
}
