private void GetDataButton_Click(object sender, RoutedEventArgs e)
{
bool securityFilled = (ticker.Text != "") ? true : false; // TRUE if ticker field has been indicated
if (DateTime.Compare(Convert.ToDateTime(dateFrom.Text), Convert.ToDateTime(dateTo.Text)) < 0)
{
if (securityFilled)
{
try
{
BlgWrapper wrap = new BlgWrapper();
List <string> tickers = new List <string>();
List <string> fields = new List <string>();
List <string> fields2 = new List <string>()
{
"PX_LAST"
};
List <double> histoValues = new List <double>();
Dictionary <string, Dictionary <string, string> > res_ref = new Dictionary <string, Dictionary <string, string> >();
Dictionary <string, Dictionary <string, List <HistoData> > > res_histo = new Dictionary <string, Dictionary <string, List <HistoData> > >();
Dictionary <string, Dictionary <string, List <HistoData> > > res_histo2 = new Dictionary <string, Dictionary <string, List <HistoData> > >();
MainModel mm = GridMain.DataContext as MainModel;
ResultModel rm = GridResult.DataContext as ResultModel;
tickers.Add(mm.Ticker);
fields.Add("PX_LAST"); // By default, we resquest the security's last price
// We need to convert dateTo & dateFrom value into a DateTime object
// to be able to use the method GetHistoricalData
rm.DateTo = Convert.ToDateTime(dateTo.Text);
rm.DateFrom = Convert.ToDateTime(dateFrom.Text);
if (wrap.GetHistoricalData(tickers, fields, BlgPeriodOpt.periodicity_sel, BlgPeriods.daily, rm.DateFrom, rm.DateTo))
{
res_histo = wrap.ResultHisto;
rm.Donnees1 = res_histo[fields.First()].Values.First();
}
else
{
string message = "";
foreach (var kvp in wrap.Errors)
{
message += kvp.Key + " : " + kvp.Value + Environment.NewLine;
MessageBox.Show(message, "Error", MessageBoxButton.OK, MessageBoxImage.Error);
return;
}
}
// Computing the perfomance with the formula we got during the course
List <double> perf = new List <double>();
perf.Add(0); // We initialize the performance of the first date as 0%
for (int i = 1; i < rm.Donnees1.Count; i++)
{
perf.Add((rm.Donnees1[i].Price / rm.Donnees1[i - 1].Price) - 1);
}
for (int i = 0; i < rm.Donnees1.Count; i++)
{
rm.Donnees1[i].Price = perf[i];
}
pcprod.ItemsSource = null;
pcprod.Items.Clear();
pcprod.ItemsSource = rm.DonneesChartable;
#region BLOOMBERG FIELDS
/* We add the Bloomberg fields which we need to get the data
* All these data will be save an ResultModel object
* Downloading data with GetReferenceData method */
fields.Clear();
fields.Add("NAME");
fields.Add("CIE_DES");
fields.Add("PX_LAST");
fields.Add("INDUSTRY_SECTOR");
fields.Add("PRIMARY_EXCHANGE_NAME");
fields.Add("NUM_OF_EMPLOYEES");
fields.Add("CURR_ENTP_VAL");
fields.Add("RTG_SP_LT_LC_ISSUER_CREDIT");
fields.Add("ALL_CALENDAR_DAYS");
fields.Add("PREVIOUS_VALUE");
fields.Add("PX_OPEN");
fields.Add("PREV_CLOSE_VAL");
fields.Add("HIGH_52WEEK");
fields.Add("LOW_52WEEK");
#endregion
// Download all Bloomberg data fields
if (wrap.GetReferenceData(tickers, fields))
{
res_ref = wrap.ResultRef;
// Get the value with the corresponding Bloomberg field from the wrap
rm.Name = res_ref["NAME"].Values.FirstOrDefault();
rm.Description = res_ref["CIE_DES"].Values.FirstOrDefault();
// Get Description Data
rm.Sector = res_ref["INDUSTRY_SECTOR"].Values.FirstOrDefault(); // Sector
rm.PrimaryExchange = res_ref["PRIMARY_EXCHANGE_NAME"].Values.FirstOrDefault();
rm.Employee = res_ref["NUM_OF_EMPLOYEES"].Values.FirstOrDefault(); // Number of employees
rm.CompanyValue = res_ref["CURR_ENTP_VAL"].Values.FirstOrDefault(); // Value of the company
rm.Rating = res_ref["RTG_SP_LT_LC_ISSUER_CREDIT"].Values.FirstOrDefault(); // S&P Rating
// Get Data Data
rm.LastPrice = res_ref["PX_LAST"].Values.FirstOrDefault(); // Last current price
rm.Open = res_ref["PX_OPEN"].Values.FirstOrDefault(); // Open price
rm.PreviousClose = res_ref["PREV_CLOSE_VAL"].Values.FirstOrDefault(); // Close Price day D-1
rm.WKhigh = res_ref["HIGH_52WEEK"].Values.FirstOrDefault(); // Highest price last year
rm.WKlow = res_ref["LOW_52WEEK"].Values.FirstOrDefault(); // Lowest price last year
}
else
{
string message = "";
foreach (var kvp in wrap.Errors)
{
message += kvp.Key + " : " + kvp.Value + Environment.NewLine;
MessageBox.Show(message, "Error", MessageBoxButton.OK, MessageBoxImage.Error);
return;
}
}
// Download Volatility Data (1 year)
if (wrap.GetHistoricalData(tickers, fields, BlgPeriodOpt.periodicity_sel, BlgPeriods.daily, DateTime.Now.AddDays(-365), DateTime.Now))
{
res_histo2 = wrap.ResultHisto;
List <HistoData> data = res_histo2[fields.First()].Values.First();
foreach (HistoData hd in data)
{
histoValues.Add(hd.Price);
}
// We use the function Volatility() to compute vol
rm.Volatility30D = Math.Round(Volatility(histoValues.GetRange(histoValues.Count - 20, 20)), 2).ToString();
rm.Volatility90D = Math.Round(Volatility(histoValues.GetRange(histoValues.Count - 60, 60)), 2).ToString();
rm.Volatility180D = Math.Round(Volatility(histoValues.GetRange(histoValues.Count - 120, 120)), 2).ToString();
rm.Volatility1Y = Math.Round(Volatility(histoValues.GetRange(histoValues.Count - 180, 180)), 2).ToString();
}
else
{
string message = "";
foreach (var kvp in wrap.Errors)
{
message += kvp.Key + " : " + kvp.Value + Environment.NewLine;
MessageBox.Show(message, "Error", MessageBoxButton.OK, MessageBoxImage.Error);
return;
}
}
}
catch (Exception error)
{
MessageBox.Show(error.Message);
}
}
else
{
MessageBox.Show("Please fill in all the required fields");
}
}
else
{
MessageBox.Show("Please verify dates");
}
}
private void GetDataButton_Click(object sender, RoutedEventArgs e)
{
bool securityFilled = ((v_ticker1.Text != "") && (v_ticker2.Text != "") && (v_ticker3.Text != "")) ? true : false; // TRUE if v_ticker fields have been indicated
// We first check if dates are correct (dateFrom < dateTo)
if ((DateTime.Compare(Convert.ToDateTime(dateFrom.Text), Convert.ToDateTime(dateTo.Text)) < 0) && (DateTime.Compare(Convert.ToDateTime(dateTo.Text), Convert.ToDateTime(DateTime.Now)) < 0))
{
if (securityFilled)
{
// Then if all number of shares are positive
if ((Convert.ToInt32(v_nbShares1.Text) > 0) && (Convert.ToInt32(v_nbShares2.Text) > 0) && (Convert.ToInt32(v_nbShares3.Text) > 0) &&
(v_nbShares1.Text != "") && (v_nbShares2.Text != "") && (v_nbShares3.Text != ""))
{
try
{
BlgWrapper wrap = new BlgWrapper();
List <string> tickers = new List <string>();
List <string> fields = new List <string>();
List <int> nbShares = new List <int>();
MainModel mm = GridMain.DataContext as MainModel;
ResultModel rm = GridResult.DataContext as ResultModel;
rm.DateTo = Convert.ToDateTime(dateTo.Text);
rm.DateFrom = Convert.ToDateTime(dateFrom.Text);
// Adding security & number of shares to the list of data we will download
tickers.Add(v_ticker1.Text);
tickers.Add(v_ticker2.Text);
tickers.Add(v_ticker3.Text);
nbShares.Add(Convert.ToInt32(v_nbShares1.Text));
nbShares.Add(Convert.ToInt32(v_nbShares2.Text));
nbShares.Add(Convert.ToInt32(v_nbShares3.Text));
fields.Add("PX_LAST"); // Data obtain from this Bloomberg fields will be plotted on the reporting
Dictionary <string, Dictionary <string, List <HistoData> > > res_histo2 = new Dictionary <string, Dictionary <string, List <HistoData> > >();
List <string> _ticker;
List <List <HistoData> > histoPX = new List <List <HistoData> >();
// Download data for each security
foreach (string ticker in tickers)
{
_ticker = new List <string>();
_ticker.Add(ticker);
if (wrap.GetHistoricalData(_ticker, fields, BlgPeriodOpt.periodicity_sel, BlgPeriods.daily, rm.DateFrom, rm.DateTo))
{
res_histo2 = wrap.ResultHisto;
List <HistoData> result = res_histo2[fields.First()].Values.First();
histoPX.Add(result);
}
else
{
MessageBox.Show("No data collected for the security " + ticker);
return;
}
}
// Get the number of rows of the smallest List<HistoData>
int numberOfRows = histoPX[0].Count;
foreach (List <HistoData> hd in histoPX)
{
if (hd.Count < numberOfRows)
{
numberOfRows = hd.Count;
}
}
#region COMPUTING THE PERFORMANCE OF THE PORTFOLIO FOR GRAPH
List <double> value_portfolio = new List <double>();
double sum = 0;
for (int i = 0; i < numberOfRows; i++)
{
sum = 0;
for (int j = 0; j < histoPX.Count; j++) //histoPX.Count = number of tickers
{
sum += histoPX[j][i].Price * nbShares[j];
}
value_portfolio.Add(sum);
}
List <double> perf_portfolio = new List <double>();
perf_portfolio.Add(0);
//compute the perf of the portfolio
for (int i = 1; i < numberOfRows; i++)
{
perf_portfolio.Add((value_portfolio[i] / value_portfolio[i - 1]) - 1);
}
rm.Donnees1 = new List <HistoData>();
for (int i = 0; i < perf_portfolio.Count; i++)
{
HistoData data = new HistoData(res_histo2[fields.First()].Values.First()[i].Date, perf_portfolio[i]);
rm.Donnees1.Add(data);
}
graph_perf.ItemsSource = null;
graph_perf.Items.Clear();
graph_perf.ItemsSource = rm.DonneesChartable;
#endregion
#region COMPUTING THE VOLATILITY OF THE PORTFOLIO FOR GRAPH
rm.Donnees1 = new List <HistoData>();
for (int i = 0; i < numberOfRows; i++)
{
HistoData data = new HistoData(res_histo2[fields.First()].Values.First()[i].Date, Volatility(histoPX, nbShares, i));
rm.Donnees1.Add(data);
}
graph_volat.ItemsSource = null;
graph_volat.Items.Clear();
graph_volat.ItemsSource = rm.DonneesChartable;
#endregion
#region COMPUTING PERFOMANCE OF EACH SECURITY FOR GRAPH
// Perf of first security
rm.Donnees1 = new List <HistoData>();
HistoData hdTMP = new HistoData(histoPX[0][0].Date, 0);
rm.Donnees1.Add(hdTMP);
for (int i = 1; i < histoPX[0].Count; i++)
{
hdTMP = new HistoData(histoPX[0][i].Date, (histoPX[0][i].Price / histoPX[0][i - 1].Price) - 1);
rm.Donnees1.Add(hdTMP);
}
graph_1.ItemsSource = null;
graph_1.Items.Clear();
graph_1.ItemsSource = rm.DonneesChartable;
// Perf of second security
rm.Donnees1 = new List <HistoData>();
hdTMP = new HistoData(histoPX[1][0].Date, 0);
rm.Donnees1.Add(hdTMP);
for (int i = 1; i < histoPX[1].Count; i++)
{
hdTMP = new HistoData(histoPX[1][i].Date, (histoPX[1][i].Price / histoPX[1][i - 1].Price) - 1);
rm.Donnees1.Add(hdTMP);
}
graph_2.ItemsSource = null;
graph_2.Items.Clear();
graph_2.ItemsSource = rm.DonneesChartable;
// Perf of third security
rm.Donnees1 = new List <HistoData>();
hdTMP = new HistoData(histoPX[2][0].Date, 0);
rm.Donnees1.Add(hdTMP);
for (int i = 1; i < histoPX[2].Count; i++)
{
hdTMP = new HistoData(histoPX[2][i].Date, (histoPX[2][i].Price / histoPX[2][i - 1].Price) - 1);
rm.Donnees1.Add(hdTMP);
}
graph_3.ItemsSource = null;
graph_3.Items.Clear();
graph_3.ItemsSource = rm.DonneesChartable;
#endregion
#region COMPUTING THE INITIAL AND LAST VALUES OF THE PORTFOLIO AND THE P&L
double price_portfolio_begin = 0;
for (int i = 0; i < histoPX.Count; i++)
{
price_portfolio_begin += histoPX[i][0].Price * nbShares[i];
}
double price_portfolio_end = price_portfolio_begin;
for (int i = 0; i < perf_portfolio.Count; i++)
{
price_portfolio_end *= 1 + perf_portfolio[i];
}
v_priceportofolio_end.Text = Math.Round(price_portfolio_end, 2).ToString(); // We keep two significant digits
v_priceportofolio_begin.Text = Math.Round(price_portfolio_begin, 2).ToString();
// Compute P&L = Last_value - Initial_value
v_pl.Text = Math.Round(price_portfolio_end - price_portfolio_begin, 2).ToString();
if (price_portfolio_begin - price_portfolio_end >= 0)
{
v_pl.Background = Brushes.Red; // Case of negative P&L
}
else
{
v_pl.Background = Brushes.Green; // Case of postivie P&L
}
#endregion
// Once the reporting is complete, we can print it
PrintButton.IsEnabled = true;
}
catch (Exception error)
{
MessageBox.Show(error.Message);
}
}
else
{
MessageBox.Show("Enter positive values for the number of parts !");
}
}
else
{
MessageBox.Show("Please fill in all the required fields");
}
}
else
{
MessageBox.Show("Please verify dates");
}
}