public PortfolioValueTimeSeriesViewModel(
PortfolioTrackerContext dbContext,
IMarketProvider provider)
{
DbContext = dbContext;
Provider = provider;
LoadPortfolioValueTimeSeriesDataCommand = new DelegateCommand <int>(LoadPortfolioValueTimeSeriesData, CanLoadPortfolioValueTimeSeriesData);
LoadPortfolioValueTimeSeriesDataCommand.Execute(30);
XAxisFormatter = value =>
{
var days = (DateTime.Today - MinDate).Days;
var date = new DateTime((long)(value * TimeSpan.FromHours(1).Ticks));
if (days < 365)
{
return(value < 0 ? "" : date.ToString("MMM dd"));
}
else
{
return(value < 0 ? "" : date.ToString("MMM `yy"));
}
};
}
public UmpaLumpaWorker(IMarketProvider providers, ICurrencyDAO currencyDAO, IStrategyDAO strategyDAO, ITransactionLayer transactionDAO)
{
this._providers = providers;
this._currencyDAO = currencyDAO;
this._strategyDAO = strategyDAO;
this._transactionDAO = transactionDAO;
}
public void Yield_()
{
IMarketProvider moex = GetMoex();
IMarketProvider cbr = GetCbr();
DataProvider.Input.CombinedProvider.Provider provider =
new DataProvider.Input.CombinedProvider.Provider(
new List <IMarketProvider>()
{
moex,
cbr
});
Core.Mir.Environment environment =
new Core.Mir.Environment();
environment.Market = new Core.Mir.MarketData(provider);
CalculationOneData calculation =
new Yield();
calculation.Environment = environment;
calculation.ReportDate = new DateTime(2018, 05, 14);
calculation.Run();
foreach (var x in calculation.returnResultSet().TimeSeries)
{
if (x.Value.Series.ContainsKey(calculation.ReportDate))
{
string message = string.Format("{0}\t{1}", x.Key.Ident, x.Value.Series[calculation.ReportDate]);
Console.WriteLine(message);
}
}
}
public void TestVolatAll()
{
IMarketProvider moex = GetMoex();
IMarketProvider cbr = GetCbr();
DataProvider.Input.CombinedProvider.Provider provider =
new DataProvider.Input.CombinedProvider.Provider(new List <IMarketProvider>()
{
moex,
cbr
});
Core.Mir.Environment environment =
new Core.Mir.Environment();
environment.Market = new MarketData(provider);
CalculationOneData calculation = new CalculateVolat.Volat();
calculation.ReportDate = new DateTime(2018, 05, 12);
Dictionary <string, object> pars = new Dictionary <string, object>()
{
{ CalculateVolat.Volat.WINDOW, 5 },
{ CalculateVolat.Volat.MINIMAL_AMOUT, 90 },
};
calculation.SetParams(pars);
calculation.Environment = environment;
calculation.Run();
}
public void TestGetOnlyBonds()
{
IMarketProvider marketProvider = TestConnection();
var result = marketProvider.GetAllPositions(FinType.Bond);
Assert.IsTrue(result != null && result.Count != 0 && result.Count(z => z.FinType != FinType.Default) != 0);
}
private void RunCalculation_Click(object sender, EventArgs e)
{
string commandExe = ConfigurationManager.AppSettings["run_program"];
System.Diagnostics.Process.Start(commandExe);
_provider.ClearCache();
_provider.Dispose();
curves = new List <string>();
subCurves = new Dictionary <string, List <string> >();
currencies = new Dictionary <string, string>();
_dbLink = null;
positions = null;
_cachedPositions = null;
var iConnection = DataBaseLink.Fabricate.CreateConnection(_connection, DataBaseLink.ConnectionType.Npgsql);
_dbLink = new DataBaseLink.DbLink(iConnection);
IMarketProvider moex = GetMoex();
IMarketProvider cbr = GetCbr();
_provider =
new DataProvider.Input.CombinedProvider.Provider(new List <IMarketProvider>()
{
moex,
cbr
});
LoadDataFinInstruments();
Paint();
LoadDataCurrencies();
LoadAttributes();
LoadDictionary();
LoadPercentCurves();
LoadCalculations();
}
public Form1()
{
InitializeComponent();
var iConnection = DataBaseLink.Fabricate.CreateConnection(_connection, DataBaseLink.ConnectionType.Npgsql);
_dbLink = new DataBaseLink.DbLink(iConnection);
IMarketProvider moex = GetMoex();
IMarketProvider cbr = GetCbr();
_provider =
new DataProvider.Input.CombinedProvider.Provider(new List <IMarketProvider>()
{
moex,
cbr
});
LoadDataFinInstruments();
Paint();
LoadDataCurrencies();
LoadAttributes();
LoadDictionary();
LoadPercentCurves();
LoadCalculations();
}
public void TestQuotes()
{
string ident = "CH0317921671";
position.Ident = ident;
IMarketProvider marketProvider = TestConnection();
var result = marketProvider.GetTimeSeries(position, TimeSeriesAttribute.Close);
}
public void TestScalarNum()
{
IMarketProvider marketProvider = TestConnection();
var result = marketProvider.GetScalarNum(position, ScalarAttribute.Nominal);
for (int i = 0; i < 100; ++i)
{
marketProvider.GetScalarNum(position, ScalarAttribute.Nominal);
}
}
public void TestScalarEnum()
{
IMarketProvider marketProvider = TestConnection();
var result = marketProvider.GetScalarEnum(position, ScalarAttribute.Currency);
for (int i = 0; i < 100; ++i)
{
marketProvider.GetScalarDate(position, ScalarAttribute.MatDate);
}
}
public AccountSummaryViewModel(
EF.PortfolioTrackerContext dbContext,
IMarketProvider provider,
PortfolioValueTimeSeriesViewModel portfolioValueTimeSeriesViewModel)
{
DbContext = dbContext;
Provider = provider;
PortfolioValueTimeSeriesViewModel = portfolioValueTimeSeriesViewModel;
PortfolioValueTimeSeriesViewModel.IsBusyChanged += ChildIsBusyChangedEventHandler;
}
public void LoadData()
{
treeView1.Nodes.Clear();
var iConnection = DataBaseLink.Fabricate.CreateConnection(_connection, DataBaseLink.ConnectionType.Npgsql);
DataBaseLink.DbLink _dbLink = new DataBaseLink.DbLink(iConnection);
//достаем финансовые инструменты и сортируем по папкам
IMarketProvider moex = GetMoex();
IMarketProvider cbr = GetCbr();
DataProvider.Input.CombinedProvider.Provider provider =
new DataProvider.Input.CombinedProvider.Provider(new List <IMarketProvider>()
{
moex,
cbr
});
List <FinType> finTypes = new List <FinType>()
{
FinType.Bond,
FinType.Certificate,
FinType.DepositaryReceipt,
FinType.Equity,
FinType.Fund
};
Dictionary <FinType, string> types = new Dictionary <FinType, string>()
{
{ FinType.Bond, "Облигации" },
{ FinType.Certificate, "Сертификаты" },
{ FinType.DepositaryReceipt, "Депозитарные распискы" },
{ FinType.Equity, "Акции" },
{ FinType.Fund, "Фонды" },
};
List <PortfolioPosition> positions = provider.GetAllPositions(finTypes);
foreach (var x in types)
{
TreeNode root = treeView1.Nodes.Add(x.Value, x.Value);
foreach (var z in positions.Where(p => p.FinType == x.Key))
{
root.Nodes.Add(z.Ident, z.Ident);
}
}
}
public void TestCalculateVar()
{
IMarketProvider moex = GetMoex();
IMarketProvider cbr = GetCbr();
DataProvider.Input.CombinedProvider.Provider provider =
new DataProvider.Input.CombinedProvider.Provider(new List <IMarketProvider>()
{
moex,
cbr
});
Core.Mir.Environment environment =
new Core.Mir.Environment();
environment.Market = new MarketData(provider);
CalculationOneData calculation = new Var();
calculation.ReportDate = new DateTime(2018, 05, 04);
Dictionary <string, object> pars = new Dictionary <string, object>()
{
{ Var.WINDOW, 5 },
{ Var.QUANTILE, 0.9m },
};
calculation.SetParams(pars);
calculation.Environment = environment;
bool result = false;
try
{
result = calculation.Run();
}
catch
{
result = false;
}
#region Settings Output
#region Выгрузка данных в мир
if (result)
{
#region Settings outputProvider
string mirConnection = ConfigurationManager.AppSettings["mirconnection"];
DataProvider.Output.Mir.Mapping outMapping = new DataProvider.Output.Mir.Mapping();
outMapping.AI = new Dictionary <Enum, string>()
{
#region Финансовые инструменты
{ FinType.Equity, "12" },
{ FinType.Bond, "13" },
{ FinType.Fund, "14" },
{ FinType.Certificate, "15" },
{ FinType.DepositaryReceipt, "16" },
{ FinType.FxRate, "20" },
{ TimeSeriesAttribute.Var, "21675" },
#endregion
};
outMapping.TKE = new Dictionary <KeyValuePair <Type, string>, Enum>()
{
#region Валюта
{ new KeyValuePair <Type, string>(typeof(Currencies), "CHF"), Currencies.CHF },
{ new KeyValuePair <Type, string>(typeof(Currencies), "EUR"), Currencies.EUR },
{ new KeyValuePair <Type, string>(typeof(Currencies), "GBP"), Currencies.GBP },
{ new KeyValuePair <Type, string>(typeof(Currencies), "RUB"), Currencies.RUB },
{ new KeyValuePair <Type, string>(typeof(Currencies), "RUR"), Currencies.RUB },
{ new KeyValuePair <Type, string>(typeof(Currencies), "USD"), Currencies.USD },
#endregion
};
outMapping.ET = new Dictionary <Enum, Type>()
{
{ ScalarAttribute.DetailedType, typeof(FinTypeDetailedLevel) },
{ ScalarAttribute.Currency, typeof(Currencies) },
{ ScalarAttribute.FinType, typeof(FinType) },
};
mirConnection = "Host = localhost; Username =postgres; Password =roman; Database =MIR";
using (var outProvider = new DataProvider.Output.Mir.Provider(mirConnection, outMapping))
{
outProvider.SetParams(new Dictionary <string, object>()
{
{ DataProvider.Output.Mir.Provider.SCALAR, "CALCULATED" },
{ DataProvider.Output.Mir.Provider.QUOTE, "CALCULATED" }
});
outProvider.Save(calculation.returnResultSet());
}
#endregion
}
#endregion
#region Выгрузка данных в Excel
string excelPath = @"C:\Users\RomanBushuev\YandexDisk\MarketData\Reports\Var\";
string excelFileName = string.Format("{0}.xlsx",
calculation.ReportDate.ToString("yyyy.MM.dd"));
DataProvider.Output.Excel.Provider excelProvider =
new DataProvider.Output.Excel.Provider(excelPath + excelFileName);
excelProvider.Save(calculation.returnResultSet());
#endregion
#endregion
}
public void TestGetEnum()
{
IMarketProvider marketProvider = TestConnection();
var result = marketProvider.Get <Currencies>(position, ScalarAttribute.Currency, DateTime.Today, Currencies.Default);
}
public MarketData(IMarketProvider dataProvider)
{
_dataProvider = dataProvider;
}
