public HistoricalUnAllocatedPnl(CarbonClient cc_, PerfRow row_)
: base(
cc_: cc_,
text_: string.Format("{0} unallocated pnl", row_.Underlying.RootName),
row_: row_)
{
Image = DashboardResources.moneyBlack;
DisplayStyle = ToolStripItemDisplayStyle.ImageAndText;
}
protected ContextMenuItemBase(
CarbonClient cc_,
string text_,
PerfRow row_)
{
Text = text_;
Row = row_;
CarbonClient = cc_;
Click += handleClick;
}
public PerfRowCellClickedEventArgs(PerfRowCol col_, PerfRow row_)
{
Row = row_;
Col = col_;
}
public HistoricalWeights(CarbonClient client_, PerfRow row_)
: base(client_,string.Format("{0} unallocated weights",row_.Underlying.RootName),row_)
{
}
private async Task addPortfolio(Portfolio parentPortfolio_, Portfolio newPortfolio_, bool isInitialLoad_)
{
var newchildPerfRow = new PerfRow { Underlying = newPortfolio_, Portfolio = newPortfolio_.RootName, Weight = 1d };
OnProgressUpdated(new ReportProgressArgs(string.Format("Adding {0}...",newPortfolio_.RootName)));
m_mapOfRowsFromPortfolios.Add(newPortfolio_.RootName, newchildPerfRow);
subscribeToPortfolio(newPortfolio_);
if (parentPortfolio_ != null)
{
var parentPerfRow = m_mapOfRowsFromPortfolios[parentPortfolio_.RootName];
parentPerfRow.Rows.Add(newchildPerfRow);
newchildPerfRow.Portfolio = newPortfolio_.RootName.Split('.').Last();
var alloc = await parentPerfRow.Underlying.GetAllocationTo(newchildPerfRow.Portfolio, m_cc);
newchildPerfRow.Weight = alloc == null ? 0d : alloc.ValueOnDate(DateTime.Today);
}
else
{
m_gridList.Add(newchildPerfRow);
}
if (isInitialLoad_)
Grid.Rows.ExpandAll(true);
await newchildPerfRow.PopulateFromUnderlying(m_cc);
OnProgressUpdated(new ReportProgressArgs(string.Empty));
}
private void firePublishAll(PerfRow row_)
{
row_.FireAllUpdated();
foreach (var r in row_.Rows)
firePublishAll(r);
}
private void reloadPerf()
{
List<int> selected = new List<int>(getSelectedIndixes());
m_perfRows.Clear();
for (int i = 0; i < m_comp.Evals.Count; ++i)
{
PerfRow pfr = new PerfRow(m_comp.Evals[i].Name, i);
if (selected != null && selected.Count > 0 && selected.Contains(i) == false)
pfr.Selected = false;
m_perfRows.Add(pfr);
}
double[] vals;
vals = m_comp.GetStats(SI.ReturnsEval.EvalComparer.TDType.OneDay);
for (int i = 0; i < vals.Length; ++i)
m_perfRows[i].Perf1Day = vals[i];
vals = m_comp.GetStats(SI.ReturnsEval.EvalComparer.TDType.WeekToDate);
for (int i = 0; i < vals.Length; ++i)
m_perfRows[i].PerfWTD = vals[i];
vals = m_comp.GetStats(SI.ReturnsEval.EvalComparer.TDType.MonthToDate);
for (int i = 0; i < vals.Length; ++i)
m_perfRows[i].PerfMTD = vals[i];
vals = m_comp.GetStats(SI.ReturnsEval.EvalComparer.TDType.QuarterToDate);
for (int i = 0; i < vals.Length; ++i)
m_perfRows[i].PerfQTD = vals[i];
vals = m_comp.GetStats(SI.ReturnsEval.EvalComparer.TDType.YearToDate);
for (int i = 0; i < vals.Length; ++i)
m_perfRows[i].PerfYTD = vals[i];
vals = m_comp.GetStats(SI.ReturnsEval.EvalComparer.TDType.Inception);
for (int i = 0; i < vals.Length; ++i)
m_perfRows[i].PerfInception = vals[i];
vals = m_comp.GetStats(SI.ReturnsEval.EvalComparer.TDType.CustomToDate);
for (int i = 0; i < vals.Length; ++i)
m_perfRows[i].PerfCTD = vals[i];
ReturnsEval.EvalComparer.RetVolSharpe[] vals2 = null;
if ((vals2 = m_comp.GetStats(m_extraArgs.RetVolSharpeWindowLength,cbAnnualiseRVS.Checked)) != null)
for (int i = 0; i < vals2.Length; ++i)
m_perfRows[i].RVS_21 = vals2[i];
for (int i = 0; i < vals.Length; ++i)
m_perfRows[i].InceptionDate = m_comp.GetEval(i).MinDate;
vals = m_comp.GetStats(SI.ReturnsEval.EvalComparer.TDType.OneYear);
for (int i = 0; i < vals.Length; ++i)
m_perfRows[i].PerfOneYear = vals[i];
vals = m_comp.GetStats(SI.ReturnsEval.EvalComparer.TDType.TwoYear);
for (int i = 0; i < vals.Length; ++i)
m_perfRows[i].PerfTwoYear = vals[i];
gridPerf.Grid.DataBind();
}
