コード例 #1
0
        public void TestSubscribeOnCustomPortfolio()
        {
            var managerTrade = ManagerTrade.Instance;
            var portfolio = new TopPortfolio
                {
                    Criteria = "P",
                    DescendingOrder = true,
                    ParticipantCount = 6,
                    Name = "UserGeniusExclusiveTop",
                };
            var tradeSets = AutoTradeSettingsSampler.MakeSampleTradeSettings();
            tradeSets.TargetAccount = conn.PLATFORM_USER_ACCOUNT.First(pa => pa.PlatformUser == subscriber.ID).Account;
            var status = managerTrade.SubscribeOnPortfolio(ProtectedOperationContext.MakeServerSideContext(),
                                              subscriber.Login, portfolio, null, tradeSets);

            Assert.AreEqual(RequestStatus.OK, status, "SubscribeOnPortfolio - удалось подписаться");
            // проверить количество подписок
            var userSubsCount = conn.SUBSCRIPTION.Count(s => s.User == subscriber.ID);
            Assert.AreEqual(portfolio.ParticipantCount, userSubsCount, "SubscribeOnPortfolio - подписался на всех в портфеле");

            // проверить настройки авто-торговли
            var subSettings = conn.SUBSCRIPTION_SIGNAL.First(ss => ss.User == subscriber.ID);
            var wrongFields = AutoTradeSettingsSampler.TradeSignalSetsAreCorrect(tradeSets, subSettings);
            if (!string.IsNullOrEmpty(wrongFields))
                Assert.Fail("SubscribeOnPortfolio - настройки авто-торговли не сохранены в подписке: " + wrongFields);

            // настройки авто-торговли для самого портфеля
            var portfolioTradeSets = (from upf in conn.USER_TOP_PORTFOLIO
                                      join pf in conn.TOP_PORTFOLIO on upf.Portfolio equals pf.Id
                                      where upf.User == subscriber.ID
                                      select upf).FirstOrDefault();
            Assert.IsNotNull(portfolioTradeSets, "SubscribeOnPortfolio - портфель создан");
            var portfolioSignalSets = new SUBSCRIPTION_SIGNAL
                                          {
                                              AutoTrade = portfolioTradeSets.AutoTrade,
                                              MaxLeverage = portfolioTradeSets.MaxLeverage,
                                              PercentLeverage = portfolioTradeSets.PercentLeverage,
                                              HedgingOrdersEnabled = portfolioTradeSets.HedgingOrdersEnabled,
                                              FixedVolume = portfolioTradeSets.FixedVolume,
                                              MinVolume = portfolioTradeSets.MinVolume,
                                              MaxVolume = portfolioTradeSets.MaxVolume,
                                              VolumeRound = portfolioTradeSets.VolumeRound,
                                              StepVolume = portfolioTradeSets.StepVolume,
                                              TargetAccount = portfolioTradeSets.TargetAccount
                                          };
            wrongFields = AutoTradeSettingsSampler.TradeSignalSetsAreCorrect(tradeSets, portfolioSignalSets);
            if (!string.IsNullOrEmpty(wrongFields))
                Assert.Fail("SubscribeOnPortfolio - настройки авто-торговли не сохранены в портфеле: " + wrongFields);

            // отписаться от портфеля
            status = managerTrade.UnsubscribePortfolio(ProtectedOperationContext.MakeServerSideContext(),
                                                       subscriber.Login, true, true);
            Assert.AreEqual(RequestStatus.OK, status, "SubscribeOnPortfolio - удалось отписаться");
            userSubsCount = conn.SUBSCRIPTION.Count(s => s.User == subscriber.ID);
            Assert.AreEqual(0, userSubsCount, "SubscribeOnPortfolio - отписался ото всех в портфеле");
        }
コード例 #2
0
 public TopPortfolio(TopPortfolio topPortfolio)
 {
     Id               = topPortfolio.Id;
     Name             = topPortfolio.Name;
     Criteria         = topPortfolio.Criteria;
     ParticipantCount = topPortfolio.ParticipantCount;
     DescendingOrder  = topPortfolio.DescendingOrder;
     ManagedAccount   = topPortfolio.ManagedAccount;
     Statistics       = topPortfolio.Statistics;
     ManagerIds       = topPortfolio.ManagerIds.ToList();
     Managers         = topPortfolio.Managers.ToList();
     Orders           = topPortfolio.Orders.ToList();
     MarginValue      = topPortfolio.MarginValue;
     OwnerUser        = topPortfolio.OwnerUser;
 }
コード例 #3
0
ファイル: TopPortfolio.cs プロジェクト: johnmensen/TradeSharp
 public TopPortfolio(TopPortfolio topPortfolio)
 {
     Id = topPortfolio.Id;
     Name = topPortfolio.Name;
     Criteria = topPortfolio.Criteria;
     ParticipantCount = topPortfolio.ParticipantCount;
     DescendingOrder = topPortfolio.DescendingOrder;
     ManagedAccount = topPortfolio.ManagedAccount;
     Statistics = topPortfolio.Statistics;
     ManagerIds = topPortfolio.ManagerIds.ToList();
     Managers = topPortfolio.Managers.ToList();
     Orders = topPortfolio.Orders.ToList();
     MarginValue = topPortfolio.MarginValue;
     OwnerUser = topPortfolio.OwnerUser;
 }
コード例 #4
0
        public void SetupPortfolio(TopPortfolio portfolio)
        {
            this.portfolio = portfolio;

            lblPortfolioName.Text =
                (portfolio.IsCompanyPortfolio
                    ? (Localizer.GetString("TitlePortfolio") + " \"" + portfolio.Name + "\"")
                    : (Localizer.GetString("TitleUserPortfolio")) +
                " [" + portfolio.ParticipantCount + "]");

            // сформировать формулу с подсветкой
            formulaBrowser.DocumentText = PerformerStatField.GetFormulaHighlightedHtml(portfolio.Criteria);

            tbCount.Value = portfolio.ParticipantCount;
            if (portfolio.IsCompanyPortfolio)
                tbCount.Enabled = false;
        }
コード例 #5
0
        /// <summary>
        /// подписать на портфель
        /// отключить остальные подписки
        /// если портфель пользовательский - сохранить его
        /// </summary>
        public RequestStatus SubscribeOnPortfolio(
            ProtectedOperationContext secCtx,
            string subscriberLogin,
            TopPortfolio portfolio,
            decimal? maxFee,
            AutoTradeSettings tradeAutoSettings)
        {
            //Logger.InfoFormat("SubscribeOnPortfolio({0})", subscriberLogin);
            if (UserOperationRightsStorage.IsProtectedOperation(UserOperation.BindToSignal))
                if (!UserSessionStorage.Instance.PermitUserOperation(secCtx,
                    UserOperationRightsStorage.IsTradeOperation(UserOperation.BindToSignal), false))
                        return RequestStatus.Unauthorized;

            try
            {
                using (var ctx = DatabaseContext.Instance.Make())
                    return walletRepository.SubscribeUserOnPortfolio(ctx, subscriberLogin, portfolio, maxFee, tradeAutoSettings);
            }
            catch (Exception ex)
            {
                Logger.Error("Ошибка в SubscribeOnPortfolio()", ex);
                return RequestStatus.ServerError;
            }
        }
コード例 #6
0
        public RequestStatus SubscribeUserOnPortfolio(
            TradeSharpConnection ctx,
            string subscriberLogin,
            TopPortfolio portfolio,
            decimal? maxFee,
            AutoTradeSettings tradeAutoSettings)
        {
            var user = ctx.PLATFORM_USER.FirstOrDefault(u => u.Login == subscriberLogin);
            if (user == null)
                return RequestStatus.Unauthorized;

            TOP_PORTFOLIO targetPortfolio = null;
            if (portfolio.Id > 0)
                targetPortfolio = ctx.TOP_PORTFOLIO.FirstOrDefault(p => p.Id == portfolio.Id);
            if (targetPortfolio != null)
                portfolio.ManagedAccount = targetPortfolio.ManagedAccount;

            // если портфель - пользовательский - сохранить его
            // для пользователя или обновить его имеющийся портфель
            if (!portfolio.IsCompanyPortfolio)
            {
                Logger.Info("SubscribeOnPortfolio() - user portfolio");
                try
                {
                    var existPortfolio = ctx.TOP_PORTFOLIO.FirstOrDefault(p => p.OwnerUser == user.ID);
                    if (existPortfolio != null)
                    {
                        if (!LinqToEntity.DecoratePortfolio(existPortfolio).AreSame(portfolio))
                        {
                            // удалить старый портфель пользователя
                            ctx.TOP_PORTFOLIO.Remove(existPortfolio);
                            existPortfolio = null;
                        }
                        else
                            targetPortfolio = existPortfolio;
                    }
                    // создать портфель пользователя
                    if (existPortfolio == null)
                    {
                        targetPortfolio = LinqToEntity.UndecoratePortfolio(portfolio);
                        targetPortfolio.OwnerUser = user.ID;
                        targetPortfolio.ManagedAccount = null;
                        ctx.TOP_PORTFOLIO.Add(targetPortfolio);
                        ctx.SaveChanges();
                    }
                }
                catch (DbEntityValidationException dbEx)
                {
                    Logger.Error("SubscribeUserOnPortfolio - ошибка сохранения портфеля");
                    foreach (var validationErrors in dbEx.EntityValidationErrors)
                    {
                        foreach (var validationError in validationErrors.ValidationErrors)
                        {
                            Logger.ErrorFormat("Свойство: {0}, ошибка: {1}",
                                validationError.PropertyName, validationError.ErrorMessage);
                        }
                    }
                }
                catch (Exception ex)
                {
                    Logger.Error("Ошибка в SubscribeOnPortfolio() - обновление портфеля", ex);
                    return RequestStatus.ServerError;
                }
            }
            else
            {// портфель компании
                Logger.Info("SubscribeOnPortfolio() - company portfolio");
                if (targetPortfolio == null)
                {
                    Logger.Error("Пользователь запросил несуществующий портфель компании " + portfolio.Id);
                    return RequestStatus.ServerError;
                }
            }

            // очистить подписки пользователя на портфели
            // и привязать его к целевому портфелю
            //Logger.Info("SubscribeOnPortfolio() - removing bindings");
            var oldBinding = ctx.USER_TOP_PORTFOLIO.FirstOrDefault(u => u.User == user.ID);
            // "посмотреть" настройки портфельной торговли в имеющейся подписке
            if (tradeAutoSettings == null)
            {
                if (oldBinding == null)
                {
                    Logger.ErrorFormat("Подписка пользователя {0} на портфель {1} - нет данных по автоматической торговле",
                        user.Login, portfolio.Id > 0 ? portfolio.Id.ToString() : portfolio.Name);
                    return RequestStatus.BadRequest;
                }
                tradeAutoSettings = new AutoTradeSettings
                {
                    FixedVolume = oldBinding.FixedVolume,
                    HedgingOrdersEnabled = oldBinding.HedgingOrdersEnabled,
                    MaxLeverage = oldBinding.MaxLeverage,
                    MaxVolume = oldBinding.MaxVolume,
                    MinVolume = oldBinding.MinVolume,
                    PercentLeverage = oldBinding.PercentLeverage ?? 100,
                    StepVolume = oldBinding.StepVolume,
                    TargetAccount = oldBinding.TargetAccount,
                    TradeAuto = oldBinding.AutoTrade ?? false,
                    VolumeRound = (VolumeRoundType?)oldBinding.VolumeRound
                };
            }

            if (oldBinding != null)
                ctx.USER_TOP_PORTFOLIO.Remove(oldBinding);

            //Logger.Info("SubscribeOnPortfolio() - adding binding");
            ctx.USER_TOP_PORTFOLIO.Add(new USER_TOP_PORTFOLIO
            {
                User = user.ID,
                Portfolio = targetPortfolio.Id,
                MaxFee = maxFee,
                AutoTrade = tradeAutoSettings.TradeAuto,
                MaxLeverage = tradeAutoSettings.MaxLeverage,
                PercentLeverage = tradeAutoSettings.PercentLeverage,
                HedgingOrdersEnabled = tradeAutoSettings.HedgingOrdersEnabled,
                FixedVolume = tradeAutoSettings.FixedVolume,
                MinVolume = tradeAutoSettings.MinVolume,
                MaxVolume = tradeAutoSettings.MaxVolume,
                VolumeRound = (int?)tradeAutoSettings.VolumeRound,
                StepVolume = tradeAutoSettings.StepVolume,
                TargetAccount = tradeAutoSettings.TargetAccount
            });
            ctx.SaveChanges();
            //Logger.Info("SubscribeOnPortfolio() - changes are saved");

            // найти трейдеров, удовлетворяющих критерию
            List<PerformerStat> performers;
            try
            {
                try
                {
                    performers = TradeSharpAccountStatistics.Instance.proxy.GetAllPerformersWithCriteria(true,
                        targetPortfolio.Criteria, targetPortfolio.ParticipantCount,
                        !targetPortfolio.DescendingOrder, (float?)targetPortfolio.MarginValue, 0);
                }
                catch (Exception ex)
                {
                    Logger.Error(
                        "Ошибка в SubscribeOnPortfolio() - получение перформеров (" + targetPortfolio.Criteria + ")",
                        ex);
                    return RequestStatus.ServerError;
                }

                if (performers == null)
                {
                    Logger.Error("Ошибка в SubscribeOnPortfolio() - список перформеров не получен (" + targetPortfolio.Criteria + ")");
                    return RequestStatus.ServerError;
                }
            }
            catch (Exception ex)
            {
                Logger.Error("Ошибка в SubscribeOnPortfolio() - подписка", ex);
                return RequestStatus.ServerError;
            }

            // сравнить полученный список с текущими подписками заказчика ("инвестора")
            // сформировать список для "отписки" и список для подписки
            var performerAcs = performers.Select(p => p.Account).ToList();
            var subsToRemove = ctx.SUBSCRIPTION.Where(s => s.User == user.ID &&
                s.SERVICE1.ServiceType == (int)PaidServiceType.Signals &&
                !performerAcs.Contains(s.SERVICE1.AccountId ?? 0)).ToList();

            foreach (var sub in subsToRemove)
            {
                WalletError error;
                SubscribeOnService(ctx, user.ID, sub.Service, false, true, tradeAutoSettings, out error);
                if (error != WalletError.OK)
                {
                    Logger.ErrorFormat("Portfolio - unsubscribe user {0} from srv {1}: error {2}",
                        user.ID, sub.Service, error);
                }
            }

            // новоподписавшиеся
            foreach (var pf in performers)
            {
                WalletError error;
                SubscribeOnService(ctx, user.ID, pf.Service, true, false, tradeAutoSettings, out error);
                if (error != WalletError.OK)
                {
                    Logger.DebugFormat("Подписка SubscribeOnPortfolio({0}), сигн. {1}: {2}",
                        subscriberLogin, pf.Service, error);
                }
            }
            return RequestStatus.OK;
        }
コード例 #7
0
 public RequestStatus SubscribeOnPortfolio(ProtectedOperationContext secCtx, string subscriberLogin, TopPortfolio portfolio,
                                           decimal? maxFee, AutoTradeSettings tradeSets)
 {
     throw new NotImplementedException();
 }
コード例 #8
0
 public RequestStatus SubscribeOnPortfolio(ProtectedOperationContext secCtx, string subscriberLogin,
     TopPortfolio portfolio, decimal? maxFee, AutoTradeSettings tradeAutoSettings)
 {
     return RequestStatus.CommonError;
 }
コード例 #9
0
 public static void UndecoratePortfolio(TOP_PORTFOLIO dest, TopPortfolio src)
 {
     dest.Criteria = src.Criteria;
     dest.DescendingOrder = src.DescendingOrder;
     dest.ManagedAccount = src.ManagedAccount;
     dest.MarginValue = src.MarginValue;
     dest.Name = src.Name;
     dest.OwnerUser = src.OwnerUser;
     dest.ParticipantCount = src.ParticipantCount;
 }
コード例 #10
0
        private void CreatePortfolioButtonClick(object sender, EventArgs e)
        {
            var portfolioName = "TOP " + AccountModel.Instance.GetUserLogin();
            if (portfolioName.Length > 50)
                portfolioName = portfolioName.Substring(0, 50);
            var portfolio = new TopPortfolio
                {
                    Name = portfolioName,
                    Criteria = SelectedFunction.Function,
                    DescendingOrder = SelectedFunction.PreferredSortOrder == SortOrder.Descending,
                    MarginValue = SelectedFunction.MarginValue,
                    ParticipantCount = ParticipantCount
                };

            var complete = new CompleteSubscribeOnPortfolioDlg(portfolio).ShowDialog() == DialogResult.OK;
            if (!complete) return;

            // открыть диалог настройки авто-торговли
            var dlg = new AutoTradeSettingsForm();
            if (dlg.ShowDialog(this) != DialogResult.OK)
                return;
            var tradeSettings = dlg.sets;

            RequestStatus status;
            try
            {
                status =
                    AccountModel.Instance.ServerProxy.SubscribeOnPortfolio(
                        CurrentProtectedContext.Instance.MakeProtectedContext(),
                        AccountModel.Instance.GetUserLogin(), portfolio, null, tradeSettings);
            }
            catch (Exception ex)
            {
                //4 debug
                MessageBox.Show(this, "Операция выполнена с ошибкой:" + Environment.NewLine + ex.Message, "Предупреждение",
                                MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
                Logger.Info("TopPortfolioControl.Subscribe: error calling SubscribeOnPortfolio/UnsubscribePortfolio", ex);
                return;
            }
            if (status == RequestStatus.OK)
                MessageBox.Show(this, "Операция выполнена успешно", "Информация", MessageBoxButtons.OK,
                                MessageBoxIcon.Information);
            else
                MessageBox.Show(this,
                                "Операция выполнена с ошибкой:" + Environment.NewLine +
                                EnumFriendlyName<RequestStatus>.GetString(status), "Предупреждение", MessageBoxButtons.OK,
                                MessageBoxIcon.Exclamation);
        }
コード例 #11
0
        public TopPortfolio GetTopPortfolio(int id, out AccountEfficiency userAccountEfficiency)
        {
            userAccountEfficiency = null;
            TopPortfolio result;

            try
            {
                // reading db
                using (var context = DatabaseContext.Instance.Make())
                {
                    try
                    {
                        var portfolio = context.TOP_PORTFOLIO.FirstOrDefault(p => p.Id == id);
                        if (portfolio == null)
                            return null;

                        result = new TopPortfolio
                            {
                                Id = portfolio.Id,
                                Name = portfolio.Name,
                                Criteria = portfolio.Criteria,
                                ParticipantCount = portfolio.ParticipantCount,
                                DescendingOrder = portfolio.DescendingOrder,
                                MarginValue = (float?) portfolio.MarginValue,
                                ManagedAccount = portfolio.ManagedAccount,
                                OwnerUser = portfolio.OwnerUser
                            };
                    }
                    catch (Exception ex)
                    {
                        Logger.Error("AccountEfficiencyCache.GetTopPortfolio.db - read error", ex);
                        return null;
                    }
                }

                // Statistics
                if (result.ManagedAccount.HasValue)
                    result.Statistics = GetPerformerByAccountId(result.ManagedAccount.Value);

                // идентификаторы сигнальщиков
                // тут будут корректировки, потому что вхождение сигнальщика в топ не всегда на данный момент времени соответствует критерию
                // потому что обновление топов и обновлние статистики сигнальщиков выполняются в разное время, а результаты выборки хранятся только run-time
                var performers = GetAllPerformersWithCriteria(true, result.Criteria, result.ParticipantCount,
                                                              !result.DescendingOrder, result.MarginValue, 0);

                if (result.Statistics == null || performers == null)
                {
                    Logger.ErrorFormat("GetTopPortfolio() - статистика / перформеры не получены, кеш обновлен: {0}", cacheUpdated);
                    return result;
                }

                // ManagerIds
                result.ManagerIds = performers.Select(p => p.Account).ToList();

                // Manages
                result.Managers = performers;

                // Orders
                if (result.ManagedAccount.HasValue)
                    result.Orders = GetAccountDeals(result.ManagedAccount.Value, true);

                if (result.IsCompanyPortfolio)
                    return result;

                // ----------------
                // 4 user portfolio
                // ----------------
                if (!cacheUpdated)
                    return null;
                var managersFullStat = new List<AccountEfficiency>();

                // beginning of profit1000 chart
                if (result.ManagerIds == null)
                    throw new Exception("GetTopPortfolio(польз. портфель) - список Id менеджеров = null");

                DateTime? beginDate = null;
                try
                {
                    foreach (var managerId in result.ManagerIds)
                    {
                        var stat = dicPerformers.ReceiveValue(managerId);
                        if (stat == null)
                        {
                            Logger.Error("AccountEfficiencyCache.GetTopPortfolio.dicPerformers.TryGetValue returned null");
                            return null; // ManagerIds.Count != managersFullStat.Count
                        }
                        if (stat.listProfit1000 == null || stat.listProfit1000.Count == 0)
                            continue;
                        managersFullStat.Add(stat);
                        // detect beginning
                        var firstDate = stat.listProfit1000.Min(e => e.time);
                        if (!beginDate.HasValue)
                            beginDate = firstDate;
                        else
                            if (firstDate < beginDate.Value)
                                beginDate = firstDate;
                    }
                }
                catch (Exception ex)
                {
                    Logger.Error("AccountEfficiencyCache.GetTopPortfolio - stat gen error", ex);
                    return null;
                }

                // userAccountEfficiency
                userAccountEfficiency = new AccountEfficiency
                    {
                        listProfit1000 = new List<EquityOnTime>(),
                    };

                // pofit1000 calc
                if (beginDate.HasValue)
                    for (var date = beginDate.Value.Date; date < DateTime.Now; date = date.AddDays(1))
                    {
                        float equity = 0;
                        var equityCount = 0;
                        foreach (var fullStat in managersFullStat)
                        {
                            var equityOnTime = fullStat.listProfit1000.Find(e => e.time == date);
                            if (equityOnTime.time == default(DateTime))
                                continue;
                            equity += equityOnTime.equity;
                            equityCount++;
                        }
                        if (equityCount == 0) // данных на этот день недостаточно - пропускаем
                            continue;
                        equity /= equityCount;
                        userAccountEfficiency.listProfit1000.Add(new EquityOnTime(equity, date));
                    }

                // stats calc
                userAccountEfficiency.Statistics.DealsCount = managersFullStat.Sum(s => s.Statistics.DealsCount);
                Logger.InfoFormat("запрошен портфель - GetTopPortfolio({0}, {1} управляющих)", result.Name, result.Managers);

                return result;
            }
            catch (Exception ex)
            {
                Logger.Error("Ошибка в GetTopPortfolio", ex);
                throw;
            }
        }
コード例 #12
0
        private RequestStatus SubscribeOnUserOrCustomPortfolio(string hash, string userLogin, long localTime,
            TopPortfolio portfolio,
            AutoTradeSettings tradeAutoSettings)
        {
            if (portfolio == null)
            {
                Logger.Error("SubscribeOnUserOrCustomPortfolio(null)");
                return RequestStatus.BadRequest;
            }

            Logger.InfoFormat("SubscribeOnUserOrCustomPortfolio({0}, портфель {1})", userLogin,
                portfolio.Id > 0 ? "#" + portfolio.Id : portfolio.Criteria);
            try
            {
                using (var ctx = DatabaseContext.Instance.Make())
                {
                    var user = ctx.PLATFORM_USER.FirstOrDefault(u => u.Login == userLogin);
                    if (user == null)
                        return RequestStatus.Unauthorized;

                    var userHash = CredentialsHash.MakeCredentialsHash(userLogin, user.Password, localTime);
                    if (userHash != hash)
                        return RequestStatus.Unauthorized;

                    var status = walletRepository.SubscribeUserOnPortfolio(ctx, userLogin, portfolio, null, tradeAutoSettings);
                    if (status != RequestStatus.OK)
                        Logger.Info("SubscribeOnUserOrCustomPortfolio: status: " + status);
                    return status;
                }
            }
            catch (Exception ex)
            {
                Logger.Error("Ошибка в SubscribeOnUserOrCustomPortfolio()", ex);
                return RequestStatus.ServerError;
            }
        }
コード例 #13
0
 public CompleteSubscribeOnPortfolioDlg(TopPortfolio portfolio)
     : this()
 {
     completeSubscribeOnPortfolioControl1.SetupPortfolio(portfolio);
 }
コード例 #14
0
ファイル: TopPortfolio.cs プロジェクト: johnmensen/TradeSharp
 public bool AreSame(TopPortfolio p)
 {
     return Name == p.Name && Criteria == p.Criteria && ParticipantCount == p.ParticipantCount
            && DescendingOrder == p.DescendingOrder && MarginValue == p.MarginValue;
 }
コード例 #15
0
 public bool AreSame(TopPortfolio p)
 {
     return(Name == p.Name && Criteria == p.Criteria && ParticipantCount == p.ParticipantCount &&
            DescendingOrder == p.DescendingOrder && MarginValue == p.MarginValue);
 }
コード例 #16
0
        public RequestStatus GetUserPortfolioAndSubscriptions(string hash, string userLogin, long localTime,
            out List<Subscription> signals, out TopPortfolio portfolio)
        {
            portfolio = null;

            using (var ctx = DatabaseContext.Instance.Make())
            {
                var error = GetUserSubscribedCats(ctx, userLogin, hash, localTime, out signals);
                if (error != RequestStatus.OK)
                    return error;

                try
                {
                    var query = from us in ctx.PLATFORM_USER
                                join up in ctx.USER_TOP_PORTFOLIO on us.ID equals up.User
                                join pf in ctx.TOP_PORTFOLIO on up.Portfolio equals pf.Id
                                where us.Login == userLogin
                                select new TopPortfolio
                                {
                                    Id = pf.Id,
                                    ParticipantCount = pf.ParticipantCount,
                                    Criteria = pf.Criteria,
                                    MarginValue = (float?)pf.MarginValue,
                                    DescendingOrder = pf.DescendingOrder,
                                    ManagedAccount = pf.ManagedAccount,
                                    Name = pf.Name,
                                    OwnerUser = pf.OwnerUser
                                };

                    portfolio = query.FirstOrDefault();
                    return RequestStatus.OK;
                }
                catch (Exception ex)
                {
                    Logger.Error("Ошибка в GetUserPortfolioAndSubscriptions", ex);
                    return RequestStatus.ServerError;
                }
            }
        }
コード例 #17
0
 public TopPortfolioForm(TopPortfolio portfolio)
     : this()
 {
     Text = portfolio.Name;
     topPortfolioControl.Portfolio = portfolio;
 }
コード例 #18
0
 public RequestStatus SubscribeOnCustomPortfolio(string hash, string userLogin, long localTime,
                                                 string formula, float? marginValue, int topCount,
                                                 AutoTradeSettings tradeAutoSettings)
 {
     var portfolio = new TopPortfolio
     {
         Criteria = formula,
         MarginValue = marginValue,
         ParticipantCount = topCount
     };
     return SubscribeOnUserOrCustomPortfolio(hash, userLogin, localTime, portfolio, tradeAutoSettings);
 }
コード例 #19
0
        private static AccountEfficiency GeneratePortfolioAccountEfficiency(TopPortfolio portfolio, IAccountStatistics proxy)
        {
            var portfolioEfficiency = new AccountEfficiency();
            var efficiencies = new List<AccountEfficiency>();

            // detect beginning
            DateTime? beginDate = null;
            foreach (var performerStat in portfolio.Managers)
            {
                var efficiency = proxy.GetAccountEfficiencyShort(performerStat.Account, false, false);
                efficiencies.Add(efficiency);
                var firstDate = efficiency.listProfit1000.Min(e => e.time);
                if (!beginDate.HasValue)
                    beginDate = firstDate;
                else
                    if (firstDate < beginDate.Value)
                        beginDate = firstDate;
            }
            if (!beginDate.HasValue)
                return null;

            // pofit1000 calc
            portfolioEfficiency.listProfit1000 = new List<EquityOnTime>();
            portfolioEfficiency.listEquity = new List<EquityOnTime>();
            for (var date = beginDate.Value; date < DateTime.Now; date = date.AddDays(1))
            {
                float equity = 0;
                foreach (var efficiency in efficiencies)
                {
                    var equityOnTime = efficiency.listProfit1000.Find(e => e.time == date);
                    if (equityOnTime.time == default(DateTime))
                        continue;
                    equity += equityOnTime.equity;
                }
                equity /= efficiencies.Count;
                portfolioEfficiency.listProfit1000.Add(new EquityOnTime(equity, date));
            }
            if (!AccountModel.Instance.AccountId.HasValue || portfolioEfficiency.listProfit1000.Count == 0)
                return null;

            // pofit calc
            var stat = proxy.GetPerformerByAccountId(AccountModel.Instance.AccountId.Value);
            // пусть performerStat.Equity соответствует последней точке на кривой доходности на 1000
            var profitFactor = stat.Equity / portfolioEfficiency.listProfit1000.Last().equity;
            foreach (var equityOnTime in portfolioEfficiency.listProfit1000)
            {
                portfolioEfficiency.listEquity.Add(new EquityOnTime(equityOnTime.equity * profitFactor, equityOnTime.time));
            }

            // stats calc
            portfolioEfficiency.listTransaction = new List<BalanceChange>();
            portfolioEfficiency.InitialBalance = portfolioEfficiency.listEquity[0].equity;
            portfolioEfficiency.StartDate = portfolioEfficiency.listEquity[0].time;
            new EfficiencyCalculator().CalculateProfitCoeffs(portfolioEfficiency);

            return portfolioEfficiency;
        }
コード例 #20
0
 public RequestStatus SubscribeOnPortfolio(string hash, string userLogin, long localTime,
                                           int portfolioId, AutoTradeSettings tradeAutoSettings)
 {
     var portfolio = new TopPortfolio
     {
         Id = portfolioId
     };
     return SubscribeOnUserOrCustomPortfolio(hash, userLogin, localTime, portfolio, tradeAutoSettings);
 }
コード例 #21
0
 private void LoadPortfolioSubscribers(TopPortfolio portfolio)
 {
     var perfs = new List<PerformerStatEx>();
     var cats = SubscriptionModel.Instance.SubscribedCategories ?? new List<Contract.Entity.Subscription>();
     try
     {
         perfs.AddRange(portfolio.Managers.Select(performer => new PerformerStatEx(performer)
         {
             IsSubscribed = cats.Any(c => c.Service == performer.Service),
         }));
     }
     catch (Exception ex)
     {
         Logger.Info("SubscriptionControl.LoadPortfolioSubscribers", ex);
     }
     performers = perfs;
     performerGridCtrl.DataBind(performers, chat);
     topFilterControl.RefreshButtonEnabled = true;
     refreshButton.Enabled = true;
 }
コード例 #22
0
 public static TOP_PORTFOLIO UndecoratePortfolio(TopPortfolio p)
 {
     return new TOP_PORTFOLIO
     {
         Criteria = p.Criteria,
         DescendingOrder = p.DescendingOrder,
         Id = p.Id,
         ManagedAccount = p.ManagedAccount,
         MarginValue = p.MarginValue,
         Name = p.Name,
         ParticipantCount = p.ParticipantCount,
         OwnerUser = p.OwnerUser
     };
 }