private IEnumerable <ScreeningResult> ConvertToScreeningResult(DataTable dt, ScreeningParams Params)
{
return(dt.AsEnumerable().Where(row =>
(Convert.ToDouble(row["PER"]) >= Params.MinPER && Convert.ToDouble(row["PER"]) <= Params.MaxPER || !Params.UsePER) &&
(Convert.ToDouble(row["PBR"]) >= Params.MinPBR && Convert.ToDouble(row["PBR"]) <= Params.MaxPBR || !Params.UsePBR) &&
(Convert.ToDouble(row["ROE"]) >= Params.MinROE && Convert.ToDouble(row["ROE"]) <= Params.MaxROE || !Params.UseROE) &&
(Convert.ToDouble(row["DebtRatio"]) >= Params.MinDebtRatio && Convert.ToDouble(row["DebtRatio"]) <= Params.MaxDebtRatio || !Params.UseDebtRatio) &&
(Convert.ToDouble(row["AggregateValue"]) >= (Params.MinAggregateValue * 100000000) && Convert.ToDouble(row["AggregateValue"]) <= (Params.MaxAggregateValue * 100000000) || !Params.UseAggregateValue) &&
(!((Convert.ToString(row["SectorName"]) == "금융지원 서비스업" || Convert.ToString(row["SectorName"]) == "기타 금융업" || Convert.ToString(row["SectorName"]) == "투자기관" || Convert.ToString(row["SectorName"]) == "은행 및 저축기관")) || !Params.OnlyNonFinance)
).Select(row =>
{
Screener screener = new Screener(Convert.ToDouble(row["PER"]), Convert.ToDouble(row["PBR"]), Convert.ToDouble(row["DebtRatio"]));
double score = screener.Scoring();
return new ScreeningResult
{
ISIN = Convert.ToString(row[0]),
Name = Convert.ToString(row[1]),
Date = Convert.ToDateTime(row["Date"]).ToShortDateString(),
Score = score.ToString("0.00", CultureInfo.InvariantCulture),
Price = String.Format("{0:#,###}", Convert.ToInt32(row["Price"])),
EPS = String.Format("{0:#,###}", Convert.ToInt32(row["EPS"])),
PER = Convert.ToDouble(row["PER"]).ToString("0.00", CultureInfo.InvariantCulture),
PBR = Convert.ToDouble(row["PBR"]).ToString("0.00", CultureInfo.InvariantCulture),
ROE = Convert.ToDouble(row["ROE"]).ToString("0.00", CultureInfo.InvariantCulture),
DebtRatio = Convert.ToDouble(row["DebtRatio"]).ToString("0.00", CultureInfo.InvariantCulture),
StockNumber = String.Format("{0:#,###}", Convert.ToInt32(row["StockNumber"])),
NetProfit = String.Format("{0:#,###}", Convert.ToDouble(row["NetProfit"])),
AggregateValue = String.Format("{0:#,###}", Convert.ToDouble(row["AggregateValue"]) / 100000000)
};
}));
}
private void Click_BnRunScreening(object sender, RoutedEventArgs e)
{
screeningParams = new ScreeningParams();
screeningParams.MinPER = Convert.ToDouble(TbPERMin.Text);
screeningParams.MaxPER = Convert.ToDouble(TbPERMax.Text);
screeningParams.MinPBR = Convert.ToDouble(TbPBRMin.Text);
screeningParams.MaxPBR = Convert.ToDouble(TbPBRMax.Text);
screeningParams.MinROE = Convert.ToDouble(TbROEMin.Text);
screeningParams.MaxROE = Convert.ToDouble(TbROEMax.Text);
screeningParams.MinDebtRatio = Convert.ToDouble(TbDebtRatioMin.Text);
screeningParams.MaxDebtRatio = Convert.ToDouble(TbDebtRatioMax.Text);
screeningParams.MinAggregateValue = Convert.ToDouble(TbMarketCapMin.Text);
screeningParams.MaxAggregateValue = Convert.ToDouble(TbMarketCapMax.Text);
screeningParams.UsePER = CbEnablePER.IsChecked == true ? true : false;
screeningParams.UsePBR = CbEnablePBR.IsChecked == true ? true : false;
screeningParams.UseROE = CbEnableROE.IsChecked == true ? true : false;
screeningParams.UseDebtRatio = CbEnableDebtRatio.IsChecked == true ? true : false;
screeningParams.UseAggregateValue = CbEnableMarketCap.IsChecked == true ? true : false;
screeningParams.OnlyNonFinance = CbExceptFinanceCompany.IsChecked == true ? true : false;
DataTable defaultTable = edenIF.GetScreeningBasis();
IEnumerable <ScreeningResult> screeningResult = ConvertToScreeningResult(defaultTable, screeningParams);
screeningResult = screeningResult.OrderByDescending(p => p.Score);
// convert screening result table
DGScreeningResult.ItemsSource = ConvertToDataTable(screeningResult).DefaultView;
}
