public UIManager(ManagerFileRecord managerFileRecord, StatsRecord dbStats, StatsRecord citiStats, StatsRecord jlsStats)
{
// create a new manager file record
// in the UI for comparison with
// disk file data
m_managerFileRecord = new ManagerFileRecord();
m_managerFileRecord.ManagerName = managerFileRecord.ManagerName;
m_managerFileRecord.DBManagerName = managerFileRecord.DBManagerName;
m_managerFileRecord.CITIManagerName = managerFileRecord.CITIManagerName;
m_managerFileRecord.MorganStanleyManagerName = managerFileRecord.MorganStanleyManagerName;
m_managerFileRecord.JLSName = managerFileRecord.JLSName;
m_managerFileRecord.Location = managerFileRecord.Location;
m_managerFileRecord.ContactName = managerFileRecord.ContactName;
m_managerFileRecord.ContactPhone = managerFileRecord.ContactPhone;
m_managerFileRecord.FirmCode = managerFileRecord.FirmCode;
m_managerFileRecord.ProgramCode = managerFileRecord.ProgramCode;
m_managerFileRecord.Strategy = managerFileRecord.Strategy;
m_managerFileRecord.SubStrat = managerFileRecord.SubStrat;
m_managerFileRecord.MktsFocus = managerFileRecord.MktsFocus;
if (Utility.FindManagerInStitch(managerFileRecord.ManagerName, frmMain.MainForm.StitchDatabaseFile) != null)
{
m_existsInStitch = true;
}
else
{
m_existsInStitch = false;
}
m_dbStats = dbStats;
m_citiStats = citiStats;
m_jlsStats = jlsStats;
}
public static StatsRecord FindManagerInStats(string managerName, StatsFile statsFile)
{
StatsRecord statsRecord = null;
List <StatsRecord> statsRecords = statsFile.StatsRecords();
foreach (StatsRecord rec in statsRecords)
{
if (rec.ManagerName == managerName)
{
statsRecord = rec;
break;
}
}
return(statsRecord);
}
public UIManager(AliasNamesRecord aliasNamesRecord, StitchDatabaseFileRecord stitchDatabaseFileRecord, StatsRecord dbStats, StatsRecord citiStats, StatsRecord jlsStats)
{
// create a new manager file record
// in the UI for comparison with
// disk file data
m_managerFileRecord = new ManagerFileRecord();
// alias names
m_managerFileRecord.ManagerName = aliasNamesRecord.ManagerName;
m_managerFileRecord.DBManagerName = aliasNamesRecord.DBManagerName;
m_managerFileRecord.CITIManagerName = aliasNamesRecord.CITIManagerName;
m_managerFileRecord.MorganStanleyManagerName = aliasNamesRecord.MorganStanleyManagerName;
m_managerFileRecord.JLSName = aliasNamesRecord.JLS_Has_Data_Sent_directly_from_Mgr;
m_managerFileRecord.FirmCode = aliasNamesRecord.FirmCode;
m_managerFileRecord.ProgramCode = aliasNamesRecord.ProgramCode;
// stitch database
if (stitchDatabaseFileRecord != null)
{
m_managerFileRecord.Strategy = stitchDatabaseFileRecord.Strategy;
m_managerFileRecord.SubStrat = stitchDatabaseFileRecord.SubStrat;
m_managerFileRecord.MktsFocus = stitchDatabaseFileRecord.MktsFocus;
m_existsInStitch = true;
}
else
{
m_managerFileRecord.Strategy = String.Empty;
m_managerFileRecord.SubStrat = String.Empty;
m_managerFileRecord.MktsFocus = String.Empty;
m_existsInStitch = false;
}
// these only exist in manager.csv file
m_managerFileRecord.Location = "";
m_managerFileRecord.ContactName = "";
m_managerFileRecord.ContactPhone = "";
//m_aliasNamesRecord = aliasNamesRecord;
m_dbStats = dbStats;
m_citiStats = citiStats;
m_jlsStats = jlsStats;
}
private void CreateManagerObjects_FromAliasNamesAndStitch()
{
m_managers = new List <UIManager>();
UIManager manager = null;
StatsRecord dbStats = null;
StatsRecord citiStats = null;
StatsRecord jlsStats = null;
StitchDatabaseFileRecord stitchRec = null;
foreach (AliasNamesRecord aliasNamesRecord in m_aliasNamesFile.GetList())
{
dbStats = Utility.FindManagerInStats(aliasNamesRecord.ManagerName, m_dbStatsFile);
citiStats = Utility.FindManagerInStats(aliasNamesRecord.ManagerName, m_citiStatsFile);
jlsStats = Utility.FindManagerInStats(aliasNamesRecord.ManagerName, m_jlsStatsFile);
stitchRec = Utility.FindManagerInStitch(aliasNamesRecord.ManagerName, m_stitchDatabaseFile);
manager = new UIManager(aliasNamesRecord, stitchRec, dbStats, citiStats, jlsStats);
m_managers.Add(manager);
}
}
public List <StatsRecord> StatsRecords()
{
List <StatsRecord> recs = new List <StatsRecord>();
string line;
string[] fields = null;
int CODE_FIRM = 0;
string field = string.Empty;
for (int i = 1; i < m_lines.Length; i++)
{
line = m_lines[i];
// skip blank lines
if (line.Trim().Length == 0)
{
continue;
}
fields = line.Split(',');
// create new record object
StatsRecord rec = new StatsRecord();
field = fields[Actual_Idx];
field = field.Replace("\"", "");
rec.ManagerName = field;
field = fields[Stdt_Idx];
field = field.Replace("\"", "");
rec.StartDate = DateTime.Parse(field);
field = fields[Enddt_Idx];
field = field.Replace("\"", "");
rec.EndDate = DateTime.Parse(field);
field = fields[Average_Idx];
field = field.Replace("\"", "");
if (field != "NA")
{
rec.Average = Decimal.Parse(field);
}
else
{
rec.Average = 0;
}
field = fields[Volty_Idx];
field = field.Replace("\"", "");
if (field != "NA")
{
rec.Volatility = Decimal.Parse(field);
}
else
{
rec.Volatility = 0;
}
field = fields[Sortino_Idx];
field = field.Replace("\"", "");
if (field != "NA")
{
rec.Sortino = Decimal.Parse(field);
}
else
{
rec.Sortino = 0;
}
field = fields[Corr_Idx];
field = field.Replace("\"", "");
if (field != "NA")
{
rec.Correlation = Decimal.Parse(field);
}
else
{
rec.Correlation = 0;
}
field = fields[VIXCorr_Idx];
field = field.Replace("\"", "");
if (field != "NA")
{
rec.VIXCorrelation = Decimal.Parse(field);
}
else
{
rec.VIXCorrelation = 0;
}
field = fields[CTACorr_Idx];
field = field.Replace("\"", "");
if (field != "NA")
{
rec.CTACorrelation = Decimal.Parse(field);
}
else
{
rec.CTACorrelation = 0;
}
recs.Add(rec);
}
return(recs);
}
private void ShowManagerData()
{
dgvManagersNew.Rows.Clear();
UIManager uiManager = null;
for (int i = 0; i < m_managers.Count; i++)
{
uiManager = m_managers[i];
// Don't show filtered managers
if (uiManager.DontShow == true)
{
continue;
}
dgvManagersNew.Rows.Add();
// and add manager info to row
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.Manager].Value = uiManager.ManagerFileRecord.ManagerName;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.InStitch].Value = uiManager.ExistsInStitch;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.DBManagerName].Value = uiManager.ManagerFileRecord.DBManagerName;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.CITIManagerName].Value = uiManager.ManagerFileRecord.CITIManagerName;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.JLSName].Value = uiManager.ManagerFileRecord.JLSName;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.Location].Value = uiManager.ManagerFileRecord.Location;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.ContactName].Value = uiManager.ManagerFileRecord.ContactName;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.ContactPhone].Value = uiManager.ManagerFileRecord.ContactPhone;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.ManagerCode].Value = uiManager.ManagerFileRecord.FirmCode;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.ProgramCode].Value = uiManager.ManagerFileRecord.ProgramCode.ToString();
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.Strategy].Value = uiManager.ManagerFileRecord.Strategy;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.SubStrategy].Value = uiManager.ManagerFileRecord.SubStrat;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.MarketFocus].Value = uiManager.ManagerFileRecord.MktsFocus;
// stats
StatsRecord stats = null;
if (uiManager.JLSStats != null)
{
stats = uiManager.JLSStats;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.JS].Value = true;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.CL].Value = false;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.DB].Value = false;
}
else if (uiManager.CITIStats != null)
{
stats = uiManager.CITIStats;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.JS].Value = false;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.CL].Value = true;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.DB].Value = false;
}
else if (uiManager.DBStats != null)
{
stats = uiManager.DBStats;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.JS].Value = false;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.CL].Value = false;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.DB].Value = true;
}
//
if (stats != null)
{
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.Volatility].Value = stats.Volatility;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.Sortino].Value = stats.Sortino;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.CTACorrelation].Value = stats.CTACorrelation;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.VIXCorrelation].Value = stats.VIXCorrelation;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.StartDate].Value = stats.StartDate;
dgvManagersNew.Rows[i].Cells[(int)ManagerCols.EndDate].Value = stats.EndDate;
}
}
// manager filter list
// supports filtering of managers
// and needs to be updated anytime
// managers change
//CreateManagerFilterList();
//SetManagersGridColors();
}
