public void UpdateSummary(string portfolio)
{
string[] list = new string[]
{
"Portfolio Investment",
"Portfolio Return If Unchange",
"Portfolio Current Return",
"Portfolio Theta [day]"
};
foreach (string item in list)
{
bool is_new = false;
DataRow row = SummaryTable.FindByCriteria(item);
if (row == null)
{
row = SummaryTable.NewRow();
is_new = true;
}
row["Criteria"] = item;
row["Total"] = DBNull.Value;
row["TotalPrc"] = DBNull.Value;
if (is_new)
{
SummaryTable.Rows.Add(row);
}
SummaryTable.AcceptChanges();
}
try
{
// get portfolio rows
DataRow[] portfolio_rows = PortfolioTable.Select("PortfolioMembership LIKE '*" + portfolio + ",*'");
// update net-investment
double net_investment = 0;
foreach (DataRow prw in portfolio_rows)
{
net_investment += (double)prw["NetInvestment"];
}
DataRow row = SummaryTable.FindByCriteria(list[0]);
if (row != null)
{
row["Total"] = net_investment;
}
// update return-if-unchange
double return_if_unchanged = 0;
foreach (DataRow prw in portfolio_rows)
{
return_if_unchanged += (double)prw["ReturnIfUnchange"];
}
row = SummaryTable.FindByCriteria(list[1]);
if (row != null)
{
row["Total"] = return_if_unchanged;
double prc = return_if_unchanged / net_investment;
if (double.IsNaN(prc))
{
row["TotalPrc"] = DBNull.Value;
}
else
{
row["TotalPrc"] = prc;
}
row["IsCredit"] = true;
}
// update current-return
double current_return = 0;
foreach (DataRow prw in portfolio_rows)
{
current_return += (double)prw["CurrentReturn"];
}
row = SummaryTable.FindByCriteria(list[2]);
if (row != null)
{
row["Total"] = current_return;
double prc = current_return / net_investment;
if (double.IsNaN(prc))
{
row["TotalPrc"] = DBNull.Value;
}
else
{
row["TotalPrc"] = prc;
}
row["IsCredit"] = true;
}
// update total-theta
double total_theta = 0;
foreach (DataRow prw in portfolio_rows)
{
if (!double.IsNaN((double)prw["TotalTheta"]))
{
total_theta += (double)prw["TotalTheta"];
}
}
row = SummaryTable.FindByCriteria(list[3]);
if (row != null)
{
row["Total"] = total_theta;
double prc = total_theta / net_investment;
if (double.IsNaN(prc))
{
row["TotalPrc"] = DBNull.Value;
}
else
{
row["TotalPrc"] = prc;
}
row["IsCredit"] = true;
}
}
catch { }
}
