public FirmData(IDataContext dataContext, IMarketDataProvider marketDataProvider, ITradeFactory tradeFactory)
{
this._marketDataProvider = marketDataProvider;
this._tradeFactory = tradeFactory;
this._summary = new DataTable
{
TableName = nameof(FirmData),
Columns =
{
{ "PortfolioId", typeof(string) },
{ "PortfolioName", typeof(string) },
{ "Pnl", typeof(decimal) }
}
};
this._summary.PrimaryKey = new[] { this._summary.Columns[0] };
this._tickers = dataContext.Securities.Select(security => security.Ticker).OrderBy(ticker => ticker).ToArray();
foreach (Portfolio portfolio in dataContext.Portfolios.OrderBy(portfolio => portfolio.Id))
{
PortfolioData portfolioData = new PortfolioData(portfolio, dataContext);
decimal portfolioPnl = 0m;
decimal[] pnl = new decimal[this._tickers.Length];
DataTable dataTable = portfolioData.GetData();
for (int index = 0; index < this._tickers.Length; index++)
{
string ticker = this._tickers[index];
DataRow dataRow = dataTable.Rows.Find(ticker);
if (dataRow == null)
{
continue;
}
portfolioPnl += (pnl[index] = dataRow.Field <decimal>("Pnl"));
}
DataRow summaryRow = this._summary.NewRow();
summaryRow.SetField("PortfolioId", portfolio.Id);
summaryRow.SetField("PortfolioName", portfolio.Name);
summaryRow.SetField("Pnl", portfolioPnl);
this._summary.Rows.Add(summaryRow);
this._pnls.Add(portfolio.Id, pnl);
portfolioData.DataChanged += this.PortfolioData_DataChanged;
this._portfolios.Add(portfolioData);
}
this._tradeFactory.TradesCreated += this.TradeFactory_TradesCreated;
this._marketDataProvider.PricesChanged += this.MarketDataProvider_PricesChanged;
this._timer = new Timer(this.Timer_Elapsed, null, 5000, 4000);
}
