public static Index CreateIndexObject(FGAContext db, IDictionary <string, string> data, ILog ExceptionLogger)
{
Index index;
string isin = data["isin"];
CurrencyCode c = data["currency"] == null ? CurrencyCode.EUR : (CurrencyCode)data["currency"];
index = new Index(Name: data["name"], ISIN: isin, IndexCurrency: c);
index.IndexFrequency = FrequencyCode.getFrequencyByLabel("DAILY");
index.Identification.OtherIdentification = data["id"];
index.Identification.RIC = (RICIdentifier)data["ric"];
index.Identification.Bloomberg = (BloombergIdentifier)data["bloomberg"];
index.FamilyKeyObject = new MSCIFamilyObject();
if (data["country"] != null)
{
try
{
index.Identification.DomesticIdentificationSource = (CountryCode)data["country"];
}
catch (Exception e)
{
ExceptionLogger.Info("Country code :" + data["country"] + " Not recognized");
}
}
db.Indexes.Add(index);
return(index);
}
static void Main(string[] args)
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext())
{
#if DEBUG
FGABusinessComponent.BusinessComponent.Util.EFCodeFirstMethods.DumpDbCreationScriptToFile(db);
#endif
IndexBasket ex = new IndexBasket();
ex.Identification = new SecuritiesIdentification(Isin: "FR1234567890");
ex.IndexFixingDate = new DateTime(2000, 1, 1, 14, 30, 0); // 14h30
ex.IndexFrequency = FrequencyCode.getFrequencyByLabel("MONTHLY");
ex.IndexCurrency = CurrencyCode.getCurrencyByLabel("Euro");
IndexAsset ia = new IndexAsset();
ia.MarketCapitalization = new CurrencyAndAmount();
ia.MarketCapitalization.Value = 12;
ia.MarketCapitalization.Currency = (CurrencyCode)"EUR";
ia.InvestmentRate = new PercentageRate();
ia.InvestmentRate.Value = 10;
ia.EffectiveDate = DateTime.Now;
ia.HeldNumber = new SecuritiesQuantity();
ia.HeldNumber.SecurityIdentification = new ISINIdentifier();
ia.HeldNumber.SecurityIdentification.ISINCode = "XX0000000000";
ia.HeldNumber.Unit = 2;
ia.HeldNumber.Rate = new PercentageRate();
ia.HeldNumber.Amount = new CurrencyAndAmount();
ia.HeldNumber.Amount.Currency = (CurrencyCode)"USD";
ia.HeldNumber.Amount.Value = 66;
//ia.HeldNumber = new SecuritiesQuantity();
//ia.HeldNumber.SecurityIdentification = "10 EUR";
ex.Compo = new List <IndexAsset>();
ex.Compo.Add(ia);
db.Indexes.Add(ex);
ex = new IndexBasket();
ex.Identification = new SecuritiesIdentification(Isin: "FR0000000000");
ex.IndexFixingDate = new DateTime(2000, 1, 1, 14, 30, 0); // 14h30
ex.IndexFrequency = FrequencyCode.getFrequencyByLabel("MONTHLY");
ex.IndexCurrency = (CurrencyCode)"USD";
db.Indexes.Add(ex);
db.SaveChanges();
Index ex1 = db.Indexes.FirstOrDefault <Index>();
Index ex2 = db.Indexes.Where <Index>(t => t.Identification.SecurityIdentification == "FR1114567890").FirstOrDefault <Index>();
List <Index> results2 = db.Indexes.Where <Index>(t => t.Identification.SecurityIdentification == "FR0000000000").ToList();
var q = from c in db.Indexes
where c.Identification.SecurityIdentification == "FR0000000000"
select c;
List <Index> results = q.ToList();
Console.WriteLine(results);
}
}
public ActionResult Answer(BuildOptimalCodeModel model)
{
var suggestedCode = new FrequencyCode(model.ElementaryCodes, model.InputData.FrequencyList);
var optimalCode = OptimalCodeBuilder.GetOptimalCode(model.InputData.CodeAlphabet, model.InputData.FrequencyList);
double suggestedOptimality = suggestedCode.GetCodeOptimality();
double optimality = optimalCode.GetCodeOptimality();
string checkMessage = String.Format("Верно. Введенный код является кодом с минимальной избыточностью. " +
"Средняя длина элементарного кода - {0:0.0000}.", optimality);
if (suggestedOptimality - optimality > 0.000001)
{
checkMessage = String.Format("Неверно. Введенный код не является кодом с минимальной избыточностью. " +
"Средняя длина элементарного кода - {0:0.0000}. Минимальная средняя длина - {1:0.0000}.",
suggestedOptimality, optimality);
}
model.Comment = checkMessage;
return(View(model));
}
public InterestCalculation(PercentageRate rate = null, FrequencyCode CalculationFrequency = null,
InterestComputationMethodCode DayCountBasis = null)
{
this.Rate = rate;
this.CalculationFrequency = CalculationFrequency;
if (CalculationFrequency == null)
{
this.CalculationFrequency = new FrequencyCode("S");
}
if (DayCountBasis == null)
{
this.DayCountBasis = new InterestComputationMethodCode();
}
else
{
this.DayCountBasis = DayCountBasis;
}
}
public void IndexContructionTest()
{
Equity e;
Debt s;
InvestmentFund f;
Rating r;
AssetHolding ia;
Index ex;
try
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext("PREPROD", compiledModel))
{
#if DEBUG
// xml seeder: le fichier xml est lu et est chargé comme valeurs par défaut
db.SaveChanges();
// ecriture du fichier pour permettre d avoir un fichier
FGABusinessComponent.BusinessComponent.Util.EFCodeFirstMethods.DumpDbCreationScriptToFile(db);
#endif
//Security_TEST stest = new Security_TEST();
//stest.ISIN = (ISINIdentifier)"TEST234567890";
//System.Console.WriteLine(stest.ISIN);
ex = new Index(Name: "Exemple d indice 1", ISIN: "BTS1TREU", IndexCurrency: (CurrencyCode)"EUR");
ex.IndexFixingDate = new TimeSpan(15, 30, 0); // 15h30
ex.IndexFrequency = FrequencyCode.getFrequencyByLabel("MONTHLY");
s = new Debt(ISIN: "PP11110000", FinancialInstrumentName: "Debt 1-Index test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
s.Identification = new SecuritiesIdentification(Isin: "PP11110000");
s.FinancialInstrumentName = "Security 1";
s.MaturityDate = new DateTime(2013, 1, 1);
ia = new AssetHolding(Date: this.dateOfData, ISIN: s.ISINId, HoldAsset: s, Holder: ex);
ia.MarketValue = new CurrencyAndAmount();
ia.MarketValue.Value = 12;
ia.MarketValue.Currency = (CurrencyCode)"EUR";
ia.FaceAmount = new CurrencyAndAmount();
ia.FaceAmount.Value = 5;
ia.FaceAmount.Currency = (CurrencyCode)"EUR";
ia.BookValue = new CurrencyAndAmount();
ia.BookValue.Value = 5;
ia.BookValue.Currency = (CurrencyCode)"EUR";
ia.Quantity = 30;
//SecuritiesQuantity held = new SecuritiesQuantity();
//held.Unit = 2;
//held.Rate = new PercentageRate();
//held.Rate.Value = 2;
//held.Amount = new CurrencyAndAmount();
//held.Amount.Currency = (CurrencyCode)"USD";
//held.Amount.Value = 666;
db.AssetHoldings.Add(ia);
db.Indexes.Add(ex);
db.SaveChanges();
ex = new Index(ISIN: "FR0000000000", Date: new DateTime(9999, 12, 31));
ex.IndexFixingDate = new TimeSpan(16, 30, 0); // 16h30
ex.IndexFrequency = FrequencyCode.getFrequencyByLabel("MONTHLY");
ex.IndexCurrency = (CurrencyCode)"USD";
db.Indexes.Add(ex);
db.SaveChanges();
// test sans ISIN (identification)
s = new Debt(ISIN: "PP11110000", FinancialInstrumentName: "Debt 2-Index test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
ia = new AssetHolding(Date: this.dateOfData, ISIN: s.ISINId, Holder: ex, HoldAsset: s);
db.AssetHoldings.Add(ia);
db.SaveChanges();
Index ex1 = db.Indexes.FirstOrDefault <Index>();
Index ex2 = db.Indexes.Where <Index>(t => t.Identification.SecurityIdentification.ISINCode == "BTS1TREU").FirstOrDefault <Index>();
Index ex3 = db.Indexes.FirstOrDefault <Index>();
foreach (Component a in ex3.Items)
{
Console.Out.WriteLine(a.ToString());
}
Index ex4 = (Index)ex3;
List <Index> results2 = db.Indexes.Where <Index>(t => t.Identification.SecurityIdentification.ISINCode == "FR0000000000").ToList();
var q = from c in db.Indexes
where c.Identification.SecurityIdentification.ISINCode == "FR0000000000"
select c;
List <Index> results = q.ToList();
Console.WriteLine(results);
Index ex5 = db.Indexes.Find(new object[] { 3, "FR0000000000", new DateTime(9999, 12, 31) });
}
}
catch (Exception exc)
{
System.Console.WriteLine(exc);
throw exc;
}
}
public static FrequencyCode GetOptimalCode(string alphabet, Dictionary <char, double> frequencyList)
{
int q = frequencyList.Count % (alphabet.Length - 1);
if (q == 0)
{
q = alphabet.Length - 1;
}
if (q == 1)
{
q = alphabet.Length;
}
List <NodeContent> looseVertices = new List <NodeContent>();
OrientedGraph graph = new OrientedGraph();
foreach (var item in frequencyList)
{
NodeContent content = new NodeContent(item.Key, item.Value);
AddToListWithSort(looseVertices, content);
graph.AddNode(new GraphNode(content));
}
while (looseVertices.Count > 1)
{
NodeContent newContent = new NodeContent();
GraphNode newNode = new GraphNode(newContent);
for (int i = 0; i < q; i++)
{
NodeContent content = looseVertices[0];
newContent.Frequency += content.Frequency;
GraphNode node = graph.GetNode(content);
newNode.Connections.Add(node);
looseVertices.RemoveAt(0);
}
AddToListWithSort(looseVertices, newContent);
graph.AddNode(newNode);
q = alphabet.Length;
}
FrequencyCode code = new FrequencyCode();
Queue <GraphNode> broadSearchQueue = new Queue <GraphNode>();
broadSearchQueue.Enqueue(graph.GetNode(looseVertices[0]));
while (broadSearchQueue.Count > 0)
{
GraphNode node = broadSearchQueue.Dequeue();
NodeContent content = (NodeContent)node.NodeContent;
if (node.Connections.Count == 0)
{
code.Set(content.Symbol, content.Code, content.Frequency);
}
else
{
for (int i = 0; i < node.Connections.Count; i++)
{
NodeContent childContent = (NodeContent)node.Connections[i].NodeContent;
childContent.Code = content.Code + alphabet[i];
broadSearchQueue.Enqueue(node.Connections[i]);
}
}
}
return(code);
}
public ActionResult Upload(HttpPostedFileBase upload)
{
if (upload != null)
{
string format = Path.GetExtension(upload.FileName);
if (format == ".txt")
{
try
{
using (var reader = new StreamReader(upload.InputStream))
{
string alphabet = reader.ReadLine();
if (alphabet != null)
{
for (int i = 0; i < alphabet.Length - 1; i++)
{
for (int j = i + 1; j < alphabet.Length; j++)
{
if (alphabet[j] == alphabet[i])
{
ViewBag.ErrorMessage = "Все символы алфавита должны быть различны!";
return(View("Index"));
}
}
}
Dictionary <char, double> frequencies = new Dictionary <char, double>();
char[] separator = { ' ' };
double frequencySum = 0;
while (!reader.EndOfStream)
{
string[] symbolArgs = reader.ReadLine().Split(separator, StringSplitOptions.RemoveEmptyEntries);
if (symbolArgs.Length != 2)
{
ViewBag.ErrorMessage = "Пожалуйста, проверьте правильность введенных данных!";
return(View("Index"));
}
char symbol = Convert.ToChar(symbolArgs[0]);
double frequency = Convert.ToDouble(symbolArgs[1]);
frequencySum += frequency;
frequencies.Add(symbol, frequency);
}
if (frequencies.Count == 0)
{
ViewBag.ErrorMessage = "Пожалуйста, введите в файл данные для построения кода!";
}
else if (Math.Abs(frequencySum - 1) > 0.000001)
{
ViewBag.ErrorMessage = "Сумма вероятностей должна быть равна 1!";
}
else
{
ViewBag.ErrorMessage = "";
FrequencyCode code = OptimalCodeBuilder.GetOptimalCode(alphabet, frequencies);
return(View("Index", code));
}
}
else
{
ViewBag.ErrorMessage = "Пожалуйста, введите в файл данные для построения кода!";
}
}
}
catch (FormatException)
{
ViewBag.ErrorMessage = "Пожалуйста, проверьте правильность введенных данных!";
}
}
else
{
ViewBag.ErrorMessage = "Пожалуйста, загрузите файл в формате .txt!";
}
}
else
{
ViewBag.ErrorMessage = "Пожалуйста, загрузите файл!";
}
return(View("Index"));
}
public ActionResult Upload(HttpPostedFileBase upload)
{
if (upload != null)
{
string format = Path.GetExtension(upload.FileName);
if (format == ".txt")
{
try
{
using (var reader = new StreamReader(upload.InputStream))
{
string alphabet = reader.ReadLine();
if (alphabet != null)
{
for (int i = 0; i < alphabet.Length - 1; i++)
{
for (int j = i + 1; j < alphabet.Length; j++)
{
if (alphabet[j] == alphabet[i])
{
ViewBag.ErrorMessage = "Все символы алфавита должны быть различны!";
return(View("Index"));
}
}
}
Dictionary <char, string> codewords = new Dictionary <char, string>();
Dictionary <char, double> frequencies = new Dictionary <char, double>();
char[] separator = { ' ' };
double frequencySum = 0;
while (!reader.EndOfStream)
{
string[] symbolArgs = reader.ReadLine().Split(separator, StringSplitOptions.RemoveEmptyEntries);
if (symbolArgs.Length != 3)
{
ViewBag.ErrorMessage = "Пожалуйста, проверьте правильность введенных данных!";
return(View("Index"));
}
char symbol = Convert.ToChar(symbolArgs[0]);
double frequency = Convert.ToDouble(symbolArgs[1]);
frequencySum += frequency;
string codeword = symbolArgs[2];
for (int i = 0; i < codeword.Length; i++)
{
if (alphabet.IndexOf(codeword[i]) == -1)
{
ViewBag.ErrorMessage = "Кодовые слова должны использовать только символы алфавита!";
return(View("Index"));
}
}
codewords.Add(symbol, codeword);
frequencies.Add(symbol, frequency);
}
if (frequencies.Count == 0)
{
ViewBag.ErrorMessage = "Пожалуйста, введите в файл данные для построения кода!";
}
else if (Math.Abs(frequencySum - 1) > 0.000001)
{
ViewBag.ErrorMessage = "Сумма вероятностей должна быть равна 1!";
}
else
{
ViewBag.ErrorMessage = "";
FrequencyCode suggestedCode = new FrequencyCode(codewords, frequencies);
FrequencyCode optimalCode = OptimalCodeBuilder.GetOptimalCode(alphabet, frequencies);
double suggestedCodeOptimality = suggestedCode.GetCodeOptimality();
double optimality = optimalCode.GetCodeOptimality();
if (suggestedCodeOptimality - optimality > 0.000001)
{
ViewBag.Answer = String.Format("Введенный код не является кодом с минимальной избыточностью. " +
"Средняя длина элементарного кода - {0}. Минимальная средняя длина - {1}. " +
"Ею обладает следующий код:", suggestedCodeOptimality, optimality);
return(View("Index", optimalCode));
}
else
{
ViewBag.Answer = String.Format("Введенный код является кодом с минимальной избыточностью. " +
"Средняя длина элементарного кода - {0}.", optimality);
return(View("Index"));
}
}
}
else
{
ViewBag.ErrorMessage = "Пожалуйста, введите в файл данные для построения кода!";
}
}
}
catch (FormatException)
{
ViewBag.ErrorMessage = "Пожалуйста, проверьте правильность введенных данных!";
}
}
else
{
ViewBag.ErrorMessage = "Пожалуйста, загрузите файл в формате .txt!";
}
}
else
{
ViewBag.ErrorMessage = "Пожалуйста, загрузите файл!";
}
return(View("Index"));
}
