public Portfolio CreatePortfolio(User user, string portfolioname, bool isSimulated, Tuple <string, AssetClass>[] tuples)
{
Portfolio portfolio = new Portfolio()
{
Name = portfolioname,
AssetAllocations = new List <AssetAllocation>(),
UserId = user.Id,
};
Portfolios.Add(portfolio);
SaveChanges();
foreach (var tuple in tuples)
{
AssetBase assetBase = GetAssetyBy(tuple.Item2, tuple.Item1);
if (assetBase == null)
{
assetBase = CreateAsset(tuple.Item2, tuple.Item1);
}
AssetAllocation assetAllocation = new AssetAllocation()
{
Asset = assetBase,
PortfolioId = portfolio.Id,
};
AssetAllocations.Add(assetAllocation);
portfolio.AssetAllocations.Add(assetAllocation);
}
portfolio.UserId = user.Id;
portfolio.IsSimulated = true;
Update(portfolio);
return(portfolio);
}
public static void AddPosition(QuikConnectionManager.Position obj)
{
if (!Positions.Any(k => k.AccountName == obj.AccountName && k.Instrument.Code == obj.SecurityCode))
{
Entities.Instrument instr;
if (obj.AccountName == "FOUXK_001")
{
Console.Write("fnfyng");
}
try
{
instr = Instruments.First(k => k.Code == obj.SecurityCode);
var pos = new Entities.Position(obj.AccountName, instr, obj.TotalNet, obj.BuyQty, obj.SellQty, obj.VarMargin);
Positions.Add(pos);
log.Info("New position added. SecCode={0} Account={1}", obj.SecurityCode, obj.AccountName);
if (pos.Instrument.Type == Entities.InstrumentType.Futures)
{
if (Portfolios.Any(k => k.BaseCode == pos.Instrument.Code && k.Account == pos.AccountName))
{
Portfolios.First(k => k.BaseCode == pos.Instrument.Code && k.Account == pos.AccountName).Positions.Add(pos);
log.Info("Futures Position added to existing portfolio.");
}
else
{ // create new portfolio
Entities.Portfolio port = new Entities.Portfolio(pos.Instrument.Code, pos.AccountName);
port.Positions.Add(pos);
Portfolios.Add(port);
log.Info("New portfolio created. Name={0} Base={1} Account={2}", port.Name, port.BaseCode, port.Account);
}
}
else if (pos.Instrument.Type == Entities.InstrumentType.Option)
{
if (Portfolios.Any(k => k.BaseCode == pos.Instrument.BaseContract && k.Account == pos.AccountName))
{
Portfolios.First(k => k.BaseCode == pos.Instrument.BaseContract && k.Account == pos.AccountName).Positions.Add(pos);
log.Info("Option Position added to existing portfolio.");
}
else
{ // create new portfolio
Entities.Portfolio port = new Entities.Portfolio(pos.Instrument.BaseContract, pos.AccountName);
port.Positions.Add(pos);
Portfolios.Add(port);
log.Info("New portfolio created. Name={0} Base={1} Account={2}", port.Name, port.BaseCode, port.Account);
}
}
}
catch (SystemException exep)
{
log.Error("Try to add position for unknown instrument {0} {1} {2}", obj.SecurityCode, obj.AccountName, obj.TotalNet);
log.Error(exep.Message);
}
}
else
{
log.Warn("Try to add existing position. {0} {1}", obj.AccountName, obj.SecurityCode);
}
}
public Portfolio AddPortfolio(string portfolioName)
{
var newPortfolio = new Portfolio()
{
PortfolioId = Portfolios.Count() + 1,
PortfolioName = portfolioName
};
Portfolios.Add(newPortfolio);
return newPortfolio;
}
public Portfolio CreatePortfolio(User user, string portfolioname)
{
Portfolio portfolio = new Portfolio()
{
UserId = user.Id,
Name = portfolioname,
};
Portfolios.Add(portfolio);
//https://docs.microsoft.com/en-us/ef/core/saving/related-data
//TODO: falta resolver el cascade insert, es decir: si existe obtnerlo y si no crearlo
SaveChanges();
return(portfolio);
}
private void AddNewPortfolio(object parameter)
{
Portfolio NewPortfolio = new Portfolio();
NewPortfolioViewModel NPVM = new NewPortfolioViewModel();
NewPortfolioWindow NPW = new NewPortfolioWindow();
NPW.DataContext = NPVM;
NPW.ShowDialog();
if (NPW.DialogResult.HasValue && NPW.DialogResult.Value)
{
NewPortfolio.PortfolioName = NPW.PortfolioNameTextBox.Text;
}
NewPortfolio.BenchmarkInstrument = NPW.BenchmarkInstrumentTextBox.Text;
NewPortfolio.InceptionDate = DateTime.Today;
Portfolios.Add(NewPortfolio);
RepositoryWriter.WritePortfolio(NewPortfolio.PortfolioName, NewPortfolio.BenchmarkInstrument, NewPortfolio.InceptionDate);
}
public static Portfolios Process(DataTable table, string source, DateTime valueDate)
{
var stopWatch = new Stopwatch();
stopWatch.Start();
var portfolios = new Portfolios {
Source = source
};
var tenorCol = table.Columns["tenor"];
var portfolioidCol = table.Columns["portfolioid"];
var valueCol = table.Columns["value"];
var sql = "tenor is not null AND portfolioid <> 0";
//remove any null rows. Its assumed all other data is valid that has been saved to file.
var rows = table.Select(sql);
//todo: AsParallel() this read.
foreach (DataRow tableRow in rows)
{
var tenor = tableRow[tenorCol].ToString();
var portfolioid = Utils.SafeCastToIntParse(tableRow[portfolioidCol].ToString());
var value = Utils.SafeCastToDoubleParse(tableRow[valueCol].ToString());
var pr = new PortfolioRisk()
{
Tenor = tenor,
PortfolioId = portfolioid,
Value = value,
ValueDate = valueDate,
Source = source,
LastUpdated = ConfigDataHandler.SystemName,
UpdateDate = DateTime.UtcNow
};
portfolios.Add(pr);
}
stopWatch.Stop();
portfolios.LoadTime = stopWatch.Elapsed;
return(portfolios);
}
public override void Read(Stream stream)
{
base.Read(stream);
BeginValue = ReadInfo(stream);
CurrentValue = ReadInfo(stream);
BlockedValue = ReadInfo(stream);
CurrentPrice = ReadInfo(stream);
AveragePrice = ReadInfo(stream);
UnrealizedPnL = ReadInfo(stream);
RealizedPnL = ReadInfo(stream);
VariationMargin = ReadInfo(stream);
Leverage = ReadInfo(stream);
Commission = ReadInfo(stream);
CurrentValueInLots = ReadInfo(stream);
var pfCount = stream.Read <int>();
for (var i = 0; i < pfCount; i++)
{
Portfolios.Add(stream.Read <string>());
}
var ccCount = stream.Read <int>();
for (var i = 0; i < ccCount; i++)
{
ClientCodes.Add(stream.Read <string>());
}
var dnCount = stream.Read <int>();
for (var i = 0; i < dnCount; i++)
{
DepoNames.Add(stream.Read <string>());
}
if (Version < MarketDataVersions.Version33)
{
return;
}
SettlementPrice = ReadInfo(stream);
}
public void Add(Portfolio portfolio, bool emitEvent = true)
{
if (portfolio.Id == -1)
{
portfolio.Id = this.counter++;
}
else
{
if (Portfolios.Contains(portfolio.Id))
{
Console.WriteLine($"PortfolioManager::Add portfolio {portfolio.Name} error. Portfolio with Id {portfolio.Id} already added.");
}
if (portfolio.Id >= this.counter)
{
this.counter = portfolio.Id + 1;
}
}
Portfolios.Add(portfolio);
if (emitEvent)
{
this.framework.EventServer.OnPortfolioAdded(portfolio);
}
}
