public VanillaIRS_TradeViewModel(HedgeTradingViewModel htvm)
: base(htvm)
{
this.TradeName_ = "VanillaIRS";
this.AvailableInstList_ = new List<clsTRADABLE_OTC_VANILLA_IRS_TB>();
this.FP_MASTER_TYP_LEVEL_ = 2800;
}
public KOSPI200Futures_TradeViewModel(HedgeTradingViewModel htvm)
: base(htvm)
{
this.TradeName_ = "KOSPI200_Futures";
this.AvailableInstList_ = new List<clsTRADABLE_KRX_INDEXFUTURES_TB>();
this.FP_MASTER_TYP_LEVEL_ = 400;
}
public KOSPI200Option_TradeViewModel(HedgeTradingViewModel htvm)
: base(htvm)
{
this.TradeName_ = "KOSPI200_Option";
this.AvailableInstList_ = new List<clsTRADABLE_KRX_INDEXOPTION_TB>();
}
public void tradeBooking_check(TradeInfo ti,DateTime tradingDate)
{
// trade 함
HedgeTradingViewModel htvm = new HedgeTradingViewModel();
htvm.FinanceBook_ = FinanceBook.CreateBookFromUI("RootBook");
htvm.TradeMaker_.TradingDate_ = tradingDate;
htvm.FinancialMasterManager_ = new FinancialMasterManager();
htvm.ProfitLossCalculator_ = new ProfitLossCalculator();
htvm.doTrade(ti);
}
private void MainHedgeUI_Load(object sender, RibbonUIEventArgs e)
{
DatabaseLayer.DataBaseConnection.SqlConnection_.Open();
//ProgramVariable.Initialize();
this.HedgeTradingViewModel_ = new HedgeTradingViewModel();
// base data가 잘 생성 되면 그 날짜를 가져옴.
this.RefDate_ = DateTime.Now;
// 이건 배치로 돌려야함..
this._dataGen();
this._BookListDropDown_Initialize();
this._BookLoad(this.BookListDropDown.Items[0].Label);
this._buildRefDatePosition();
}
public VanillaSwap_TradeViewModel(HedgeTradingViewModel htvm)
: base(htvm)
{
this.TradeName_ = "VanillaSwap";
this.AvailableInstList_ = new List<clsTRADABLE_OTC_VANILLA_IRS_TB>();
}
public TradeViewModel(HedgeTradingViewModel htvm)
{
this.HedgeTradingViewModel_ = htvm;
}
public KTBFutures_TradeViewModel(HedgeTradingViewModel htvm)
: base(htvm)
{
this.TradeName_ = "KTB_Futures";
}
// ----------------------- Test ---------------------
//public void doTest()
//{
// // setting program variable
// ProgramVariable.Initialize();
// // input -----------------------------------------------------------------
// DateTime startDate = new DateTime();
// //DateTime endDate = new DateTime();
// // -----------------------------------------------------------------------
// // 북을 로드함.
// string bookCode = "testHedgeBook";
// //HedgeBook hedgeBook = HedgeBook.CreateBook(bookCode);
// //FinanceBook hedgeBook = FinanceBook.LoadBook(bookCode);
// // 이놈은 이제 그냥 C# ? Quantlib에서 가져오자.
// Financial_instrumentPricerManager financial_instrumentPricer = new Financial_instrumentPricerManager();
// //hedgeBook.Pricer_ = financial_instrumentPricer;
// string insuranceCode = "insuranceCode";
// InsuranceBook insuranceBook = InsuranceBook.CreateBook(insuranceCode,"bookName");
// Insurance_policyPricer insurance_policyPricer = new Insurance_policyPricer();
// insuranceBook.Pricer_ = insurance_policyPricer;
// // 헤지 전략
// HedgeStrategy hedgeStrategy = new HedgeStrategy();
// HedgePositionCalculator hedgePositionCalc = new HedgePositionCalculator();
// HedgePositionCalculator.HedgeSetting hedgeSetting = new HedgePositionCalculator.HedgeSetting();
// hedgePositionCalc.Setting_ = hedgeSetting;
// // hedge mapping load
// hedgePositionCalc.load_map_hedgeInst();
// // 시나리오.. test
// // 북이 아직 Open인가..? Close면
// if ( hedgeBook.isOpen(startDate) )
// {
// // book load with refDate ----------------------------------------------
// hedgeBook.loadPosition(startDate);
// insuranceBook.loadPolicy(startDate);
// // ---------------------------------------------------------------------
// DateTime next_hedge_t = startDate;
// while (next_hedge_t != null)
// {
// // Greek 의 존재 유무 계산 됬는지 검사? --------------------------------
// insuranceBook.evaluate(next_hedge_t);
// // 보증옵션 Position 이 있음.
// DayPolicyPositions dayPolicyPosition = insuranceBook.DayPolicyPositions_;
// // 장중 Greek...?
// GreekPositions greeks = dayPolicyPosition.greekPositions();
// List<TradeInfo> hedgeTradeList = hedgePositionCalc.getHedgeTradeInfoList(greeks);
// //
// //hedgeBook.doTrade(hedgeTradeList);
// // 그동안 한걸 booking 함. history clear ?
// hedgeBook.doBooking();
// // 손익 마감 평가
// hedgeBook.evaluate(next_hedge_t);
// //
// next_hedge_t = hedgeStrategy.hedgeNextTime();
// }
// DayPositions end_hedgePosition = hedgeBook.getPosition();
// Console.WriteLine(end_hedgePosition);
// }
// else
// {
// // unable to hedge trade. book close.
// }
// //
//}
public void doTest2()
{
DatabaseLayer.DataBaseConnection.SqlConnection_.Open();
clsHITM_FP_GREEKRESULT_TB.TableClear();
//bool dailyCloseFlag = false;
// setting program variable
ProgramVariable.Initialize();
// input -----------------------------------------------------------------
DateTime startDate = new DateTime(2014,1,5);
DateTime endDate = startDate.AddYears(1);
MockTradeGenerator mockTradeGenerator = new MockTradeGenerator();
mockTradeGenerator.makeMockTrading(startDate, endDate);
// -----------------------------------------------------------------------
// 북을 로드함.
string bookCode = "testHedgeBook";
DatabaseLayer.clsHITM_FP_POSITION_TB.TableClear();
DatabaseLayer.clsHITM_TRADEINFO_TB.TableClear();
DatabaseLayer.clsMAST_CF_VANILLA_FLOATING_TB.TableClear();
DatabaseLayer.clsMAST_CF_FIXED_TB.TableClear();
DatabaseLayer.clsMAST_SWAP_TB.TableClear();
HedgeTradingViewModel hedgeTradingVM = new HedgeTradingViewModel();
hedgeTradingVM.TradingDate_ = startDate;
hedgeTradingVM.FinancialMasterManager_ = new FinancialMasterManager();
hedgeTradingVM.ProfitLossCalculator_ = new ProfitLossCalculator();
hedgeTradingVM.FinanceBook_ = new FinanceBook(bookCode);
int count = mockTradeGenerator.DailyTrades_.Count;
DateTime roopDate;
for (int i = 0; i < mockTradeGenerator.DailyTrades_.Count ; i++)
{
roopDate = mockTradeGenerator.DailyTrades_[i].refDate;
//전일자로 부터 복사함.
hedgeTradingVM.FinanceBook_.makePositionFromPreDate(roopDate.AddDays(-1), roopDate);
// 기준일자를 로드함.
hedgeTradingVM.FinanceBook_.loadPosition(roopDate);
// --------------------- 거래의 Group -----------------------------------
// 거래를 실행함.
hedgeTradingVM.doTrades(mockTradeGenerator.DailyTrades_[i].trades);
//hedgeTradingVM.futuresTrade();
//hedgeTradingVM.irsTrade();
// ----------------------------------------------------------------------
// 부킹함.
hedgeTradingVM.booking();
//// 중간평가
//hedgeTradingVM.liveEvaluate();
//// 최종 마감함 ----------------------------------------------------------
//if ( dailyCloseFlag )
//{
// 마감평가.
hedgeTradingVM.FinancialMasterManager_.calculatePrice(roopDate);
hedgeTradingVM.evaluate();
//}
Console.WriteLine(roopDate.ToString("yyyyMMdd") + " : ..................................");
}
}