//joint 해서 데이터를 우선 맹글음.
public void dataLoad()
{
bool flag = SystemVariableManager.getFlag(SystemVariable.CALCULATION_BATCH_END_FLAG);
if (!flag)
{
//error를 떨궈야함..
return;
}
// join query
//SelectQueryBuilder query = new SelectQueryBuilder();
//query.SelectFromTables("MASTERINFORMATION","POSITION_PL","CALCULATION_PRICE");
this.newDate_pl_dataList_ = new List <PL_Data>();
DataTable jointTB = new DataTable();
DataRow[] resultRows = jointTB.Select();
foreach (DataRow item in resultRows)
{
// trade List에 대한 정의가 필요함
// 여기서 로드 해서
List <TradePLEvent> tradeList = new List <TradePLEvent>();
PL_Data pre_pl = new PL_Data();
pre_pl.loadFromDataRow(item);
newDate_pl_dataList_.Add(
this.makePL(pre_pl, this.refDate_, tradeList));
}
}
// nowPrice : 평가가격
public PL_Data makePL(PL_Data prePL_Data, DateTime nowDate, List <TradePLEvent> teList)
{
PL_Data new_data = new PL_Data(nowDate);
new_data.calculate(prePL_Data, teList);
return(new_data);
}
//public void calculate(PL_Data prePL_Data,double nowPrice)
//{
// this.calculate(prePL_Data, nowPrice, new List<TradePLEvent>());
//}
//public void calculate(PL_Data prePL_Data,double nowPrice, List<TradePLEvent> teList)
//{
// this.CalcPrice_ = nowPrice;
// this.UnitPrice_ = prePL_Data.UnitPrice_;
// this.Notional_ = prePL_Data.Notional_;
// this.RemainNotional_ = prePL_Data.RemainNotional_;
// this.BookedPrice_ = prePL_Data.BookedPrice_;
// this.BookedNotional_ = prePL_Data.BookedNotional_;
// this.EvalPrice_ = (nowPrice / this.UnitPrice_) * this.RemainNotional_;
// this.TotalEvalFromBookValuePL_ = this.EvalPrice_ - this.RemainNotional_;
// foreach (TradePLEvent item in teList)
// {
// this.TradePL_ += item.tradePL();
// }
// // remainNotional이 증가하는 경우 생각
// this.DailyEvalPL_ = this.RemainNotional_ * (this.CalcPrice_ - prePL_Data.CalcPrice_) / this.UnitPrice_;
// this.TotalPL_ = this.DailyEvalPL_ + this.TradePL_;
//}
public void calculate(PL_Data prePL_Data, List <TradePLEvent> teList)
{
foreach (var item in teList)
{
item.calculate(this);
}
double eval_price = this.Remain_notional_ * (this.Calc_value_ / this.Unit_value_);
this.Eval_price_ = eval_price;
this.Total_eval_pl_ = eval_price - this.Book_notional_;
this.Daily_eval_pl_ = this.Remain_notional_ * (this.Calc_value_ / this.Unit_value_ - prePL_Data.Calc_value_ / prePL_Data.Unit_value_);
this.Total_pl_ = this.Total_eval_pl_ + this.Daily_eval_pl_ + this.Trade_pl_;
}
//public void calculate(PL_Data prePL_Data,double nowPrice)
//{
// this.calculate(prePL_Data, nowPrice, new List<TradePLEvent>());
//}
//public void calculate(PL_Data prePL_Data,double nowPrice, List<TradePLEvent> teList)
//{
// this.CalcPrice_ = nowPrice;
// this.UnitPrice_ = prePL_Data.UnitPrice_;
// this.Notional_ = prePL_Data.Notional_;
// this.RemainNotional_ = prePL_Data.RemainNotional_;
// this.BookedPrice_ = prePL_Data.BookedPrice_;
// this.BookedNotional_ = prePL_Data.BookedNotional_;
// this.EvalPrice_ = (nowPrice / this.UnitPrice_) * this.RemainNotional_;
// this.TotalEvalFromBookValuePL_ = this.EvalPrice_ - this.RemainNotional_;
// foreach (TradePLEvent item in teList)
// {
// this.TradePL_ += item.tradePL();
// }
// // remainNotional이 증가하는 경우 생각
// this.DailyEvalPL_ = this.RemainNotional_ * (this.CalcPrice_ - prePL_Data.CalcPrice_) / this.UnitPrice_;
// this.TotalPL_ = this.DailyEvalPL_ + this.TradePL_;
//}
public void calculate(PL_Data prePL_Data, List<TradePLEvent> teList)
{
foreach (var item in teList)
{
item.calculate(this);
}
double eval_price = this.Remain_notional_ * (this.Calc_value_ / this.Unit_value_);
this.Eval_price_ = eval_price;
this.Total_eval_pl_ = eval_price - this.Book_notional_;
this.Daily_eval_pl_ = this.Remain_notional_ * (this.Calc_value_ / this.Unit_value_ - prePL_Data.Calc_value_ / prePL_Data.Unit_value_);
this.Total_pl_ = this.Total_eval_pl_ + this.Daily_eval_pl_ + this.Trade_pl_;
}
//joint 해서 데이터를 우선 맹글음.
public void dataLoad()
{
bool flag = SystemVariableManager.getFlag(SystemVariable.CALCULATION_BATCH_END_FLAG);
if (!flag)
{
//error를 떨궈야함..
return;
}
// join query
//SelectQueryBuilder query = new SelectQueryBuilder();
//query.SelectFromTables("MASTERINFORMATION","POSITION_PL","CALCULATION_PRICE");
this.newDate_pl_dataList_ = new List<PL_Data>();
DataTable jointTB = new DataTable();
DataRow[] resultRows = jointTB.Select();
foreach (DataRow item in resultRows)
{
// trade List에 대한 정의가 필요함
// 여기서 로드 해서
List<TradePLEvent> tradeList = new List<TradePLEvent>();
PL_Data pre_pl = new PL_Data();
pre_pl.loadFromDataRow(item);
newDate_pl_dataList_.Add(
this.makePL(pre_pl, this.refDate_, tradeList));
}
}
public void calculate(PL_Data pL_Data)
{
//this.Remain_notional_ = Convert.ToDouble(item["REMAIN_NOTIONAL"]);
//this.Trade_pl_ = Convert.ToDouble(item["TRADE_PL"]);
//this.Etc_pl_ = Convert.ToDouble(item["ETC_PL"]);
}
// nowPrice : 평가가격
public PL_Data makePL(PL_Data prePL_Data, DateTime nowDate, List<TradePLEvent> teList)
{
PL_Data new_data = new PL_Data(nowDate);
new_data.calculate(prePL_Data,teList);
return new_data;
}