private void updateFundReport(DataRow rowShare, DataRow rowAsset, SeriesFundReport r, bool useAssetReportDate)
{
MutualFundReport rpt = new MutualFundReport();
if (rowShare != null)
{
rpt.PublishDate = DataManager.ConvertToDate(rowShare[C_ColName_DeclareDate]);
rpt.ReportDate = DataManager.ConvertToDate(rowShare[C_ColName_PublishDate]);
rpt.TotalShare = DataManager.ConvertToDouble(rowShare[C_ColName_FundShare]) * 10000; //单位：份
}
if (rowAsset != null)
{
if (useAssetReportDate)
{
rpt.PublishDate = DataManager.ConvertToDate(rowAsset[C_ColName_PublishDate]);
rpt.ReportDate = DataManager.ConvertToDate(rowAsset[C_ColName_ReportDate]);
}
rpt.TotalNetAsset = DataManager.ConvertToDouble(rowAsset[C_ColName_FundNetAsset]); //单位：元
rpt.TotalEquityAsset = DataManager.ConvertToDouble(rowAsset[C_ColName_FundEquityAsset]); //单位：元
rpt.TotalBondAsset = DataManager.ConvertToDouble(rowAsset[C_ColName_FundBondAsset]); //单位：元
rpt.ConvertableBondAsset = DataManager.ConvertToDouble(rowAsset[C_ColName_FundCBAsset]); //单位：元
rpt.PureBondAsset = rpt.TotalBondAsset - rpt.ConvertableBondAsset; //单位：元
}
rpt.TradeDate = rpt.PublishDate;
r.OriginalTimeSeries.Add(rpt);
}
public MutualFund GetWholeFund()
{
if (base.SecurityHoldings == null || base.SecurityHoldings.Count == 0)
{
return(null);
}
WholeFund = new MutualFund("");
WholeFund.Name = "基金组中包含的所有基金组成的整体";
WholeFund.SetDatePeriod(base.TimeSeriesStart, base.TimeSeriesEnd);
#region 构造整体基金的累计净值序列
//==========================
//计算公式：
// NAVw = Sum(NAVi * SHAREi)/Sum(SHAREi)
//==========================
try
{
WholeFund.TradingNAV.TradingDates = ((MutualFund)base.SecurityHoldings[0]).TradingNAV.TradingDates;
WholeFund.TradingNAV.InsideSampleLength = ((MutualFund)base.SecurityHoldings[0]).TradingNAV.InsideSampleLength;
WholeFund.TradingNAV.AdjustedTimeSeries = new List <ATimeItem>();
WholeFund.FundReport.AdjustedTimeSeries = new List <ATimeItem>();
//计算净值
for (int i = 0; i < WholeFund.TradingNAV.TradingDates.Count; i++)
{
NetAssetValue NAVw = new NetAssetValue();
NAVw.TradeDate = WholeFund.TradingNAV.TradingDates[i];
NAVw.IsTrading = true;
MutualFundReport RPTw = new MutualFundReport();
RPTw.TradeDate = NAVw.TradeDate;
RPTw.ReportDate = new DateTime(1900, 1, 1);
RPTw.IsTrading = true;
//SecurityHoldings[0]的时间序列可能不够长,不能在此处使用
//NAVw.IsOutsideSamplePeriod = ((MutualFund)base.SecurityHoldings[0]).TradingNAV.AdjustedTimeSeries[i].IsOutsideSamplePeriod;
foreach (MutualFund f in base.SecurityHoldings)
{
if (f.TradingNAV.AdjustedTimeSeries == null || f.FundReport.AdjustedTimeSeries == null ||
i >= f.TradingNAV.AdjustedTimeSeries.Count || i >= f.FundReport.AdjustedTimeSeries.Count)
{
continue;
}
NAVw.IsOutsideSamplePeriod = f.TradingNAV.AdjustedTimeSeries[i].IsOutsideSamplePeriod;
RPTw.IsOutsideSamplePeriod = NAVw.IsOutsideSamplePeriod;
//成立不足30天的去除
if (f.ListedDate.AddDays(30) > WholeFund.TradingNAV.TradingDates[i])
{
continue;
}
//计算净值 和 资产配置
NetAssetValue NAVi = (NetAssetValue)f.TradingNAV.AdjustedTimeSeries[i];
MutualFundReport RPTi = (MutualFundReport)f.FundReport.AdjustedTimeSeries[i];
NAVw.UnitNAV += NAVi.UnitNAV * RPTi.TotalShare;
RPTw.TotalShare += RPTi.TotalShare;
if (RPTw.ReportDate < RPTi.ReportDate)
{
RPTw.ReportDate = RPTi.ReportDate;
}
RPTw.TotalEquityAsset += RPTi.TotalEquityAsset;
RPTw.TotalBondAsset += RPTi.TotalBondAsset;
RPTw.TotalNetAsset += RPTi.TotalNetAsset;
RPTw.PureBondAsset += RPTi.PureBondAsset;
RPTw.ConvertableBondAsset += RPTi.ConvertableBondAsset;
}
NAVw.UnitNAV = NAVw.UnitNAV / RPTw.TotalShare;
NAVw.AccumUnitNAV = NAVw.UnitNAV;
WholeFund.TradingNAV.AdjustedTimeSeries.Add(NAVw);
WholeFund.FundReport.AdjustedTimeSeries.Add(RPTw);
}
//计算净值收益率
WholeFund.TradingNAV.Calculate();
WholeFund.FundReport.Calculate();
}
catch (Exception ex)
{
throw new Exception(Message.C_Msg_MF11, ex);
}
#endregion
return(WholeFund);
}
