// debug Kevin
//protected void Application_Start()
protected void Application_Start(object sender, EventArgs e)
{
// debug kevin
String _path = String.Concat(System.Environment.GetEnvironmentVariable("PATH"), ";", System.AppDomain.CurrentDomain.RelativeSearchPath);
System.Environment.SetEnvironmentVariable("PATH", _path, EnvironmentVariableTarget.Process);
AreaRegistration.RegisterAllAreas();
WebApiConfig.Register(GlobalConfiguration.Configuration);
FilterConfig.RegisterGlobalFilters(GlobalFilters.Filters);
RouteConfig.RegisterRoutes(RouteTable.Routes);
BundleConfig.RegisterBundles(BundleTable.Bundles);
/*
//List<string> list_equities = new List<String> { "AAPL", "SAN", "0939.HK", "0941.HK", "CSGN.VX", "XOM", "HSBA.L", "1398.HK", "JNJ", "MSFT", "NESN.VX", "NOVN.VX", "PG", "ROG.VX", "SAN.PA", "SIE.DE", "TEF.TI", "FP.PA", "UBSG.VX", "VOD.L" };
List<string> list_equities = new List<String> { "AAPL" };
DateTime beginning = new DateTime(2015, 12, 1);
DateTime end = DateTime.Now;
string xmlfilePath = "C:/Users/ensimag/Desktop/Everglades/peps/Everglades/bin/YahooDataPeps.xml";
List<HistoricalColumn> columns = new List<HistoricalColumn>();
columns.Add(HistoricalColumn.Close);
columns.Add(HistoricalColumn.High);
columns.Add(HistoricalColumn.Open);
columns.Add(HistoricalColumn.Volume);
columns.Add(HistoricalColumn.Low);
DataActif donnees = new DataActif(list_equities, columns, beginning, end);
Environment.CurrentDirectory = "C:/Users/ensimag/Desktop/Everglades/peps/Everglades/bin";
donnees.ImportData(new ImportYahoo());
donnees.Export(new ExportXML(xmlfilePath));
*/
//HomeController.Yahoo_Finance_Parsing();
Mmodel = new ModelManage();
Application["Mmodel"] = Mmodel;
}
public ModelManage()
{
//double[,] var0 = HistoricCompute.RiskMetrics.var0();
//double[,] var = HistoricCompute.RiskMetrics.var(var0, HistoricCompute.RiskMetrics.t0.AddDays(1));
timers.start("ModelManage initialization");
timers.start("Database initialization");
qpcptfaw db = new qpcptfaw();
//Access.Clear_Everglades_Prices();
DBInitialisation.DBInit(db);
HistoricCompute.RiskMetrics.initRiskMetrics(24);
timers.stop("Database initialization");
/*
for (int i = 1; i < 50 ; i++ )
{
DateTime d = DateTime.Today - TimeSpan.FromDays(i);
AccessDB.setHedgingPortfolioValue(d, 0);
}
*/
//Access.ClearPrice(db, 65);
//Access.ClearAsset(db, 65);
//Access.ClearPrice(db, 68);
//Access.ClearAsset(db, 68);
//Access.ClearPrices(db);
//Access.ClearDbConnections(db);
//Access.ClearAssets(db);
//Access.Clear_Everglades_Price(new DateTime(2016, 3, 2));
try
{
//Access.Clear_Everglades_Price(new DateTime(2016, 3, 9));
//Access.Clear_Everglades_Price(new DateTime(2016, 3, 10));
//Access.Clear_Everglades_Price(new DateTime(2016, 3, 11));
//Access.Clear_Everglades_Price(new DateTime(2016, 3, 5));
//Access.Clear_Prices_After(new DateTime(2016, 2, 1), Access.GetIdEverglades());
}
catch (Exception)
{}
// initialize main variables and lists
instance = this;
Assets = new List<IAsset>();
Assets_Currencies = new List<ICurrency>();
Dictionary<string, Currencies> curEnum = Access.Get_Equities_Currencies();
foreach (KeyValuePair<string, Currencies> ent in curEnum)
{
Currency cur = new Currency(ent.Value);
Assets.Add(new Equity(ent.Key, cur));
if (!Assets_Currencies.Any(x => x.getEnum() == ent.Value) && ent.Value != Currencies.EUR)
{
Assets_Currencies.Add(cur);
}
}
everg = new Everglades(Assets, Assets_Currencies);
shares_everg = 100000;
// TODO : change or delete
//simulateBackTestEvolution(true, DateTime.Today - TimeSpan.FromDays(10), TimeSpan.FromDays(1));
try
{
cash = Access.getCashDB(DateTime.Today).value;
Hedging_Portfolio = getHedgingPortfolioFromBD(DateTime.Today);
}
catch (Exception)
{
cash = shares_everg * everg.getPrice();
Hedging_Portfolio = new Portfolio(Assets.Concat(Assets_Currencies.ConvertAll(x => (IAsset)x)).ToList());
}
DateTime d_temp = DateTime.Today;
//Hedging_Portfolio = new Portfolio(Assets.Concat(Assets_Currencies.ConvertAll(x => (IAsset)x)).ToList());
Operations_History = new LinkedList<Operation.Operation>();
derivatives = new List<IDerivative>();
derivatives.Add(new EuropeanCall());
derivatives.Add(new EuropeanPut());
derivatives.Add(new AmericanCall());
derivatives.Add(new AmericanPut());
derivatives.Add(new AsianCall());
derivatives.Add(new AsianPut());
derivatives.Add(new QuantoCall());
derivatives.Add(new QuantoPut());
timers.stop("ModelManage initialization");
}