public BackTestingViewModel calculateBacktesting(User user, Models.Command.CreatePortfolioCommand cmd, DateTime dtStartDate, DateTime dtEndDate, List <string> becnhMarkIDs)
{ // Service which creates a new backtesting portfolio + calculates proper backtesting values
BackTestingViewModel vmBacktesting = new BackTestingViewModel();
// Set up portfolio
int idPortfolio = _manageBacktestingPortfolios.CreateDefaultPortfolio(user, dtStartDate, dtEndDate, cmd);
_manageBacktestingPortfolios.SelectedPortfolio.openExistingPortfolio(idPortfolio, true);
_backtestingHandler.setBacktestingPortfolio(_manageBacktestingPortfolios.SelectedPortfolio, dtStartDate, dtEndDate, cmd.Equity);
cPort = _manageBacktestingPortfolios.SelectedPortfolio;
// Set portfolio data
List <int> colExchanges = (cmd.Exchanges != null && cmd.Exchanges.Count > 0 && cmd.Exchanges.Count <= user.Licence.Stocks.Count) ? cmd.Exchanges : user.Licence.Stocks.Select(t => t.id).ToList();
if (!_manageBacktestingPortfolios.SelectedPortfolio.instantiateVariablesForPortfolio(true, cPort.Details.CalcCurrency, colExchanges, cmd.Securities))
{ // Failed to get data
vmBacktesting.Messages.Add(new Models.App.Message {
LogLevel = Models.App.LogLevel.Error, Text = "Error Get Portfolio Data. Please Contanct System Administrator"
});
return(vmBacktesting);
}
if (cmd.Securities.Count > 0)
{
_manageBacktestingPortfolios.SelectedPortfolio.ColHandler.ActiveSecs = getFilteredSecByCustomList(cmd);
}
else
{
_manageBacktestingPortfolios.SelectedPortfolio.ColHandler.ActiveSecs = getFilteredSecByExchangesAndRisk(colExchanges);
}
// Run calculation
//vmBacktesting = _backtestingHandler.calculateBacktesting(_manageBacktestingPortfolios.SelectedPortfolio, dtStartDate, dtEndDate, cmd.Equity, becnhMarkIDs);
vmBacktesting = _backtestingHandler.calculateNewBacktesting(_manageBacktestingPortfolios.SelectedPortfolio, dtStartDate, dtEndDate, cmd.Equity, becnhMarkIDs);
// Save portfolio data
// Create command to update portfolio + portfolio securities
UpdatePortfolioCommand pc = new UpdatePortfolioCommand();
pc.CalcType = cmd.CalcType;
pc.Equity = cmd.Equity;
pc.PortID = _manageBacktestingPortfolios.SelectedPortfolio.Details.ID;
pc.Risk = vmBacktesting.Portfolios[vmBacktesting.PortNumA].Risk;
pc.Securities = vmBacktesting.Portfolios[vmBacktesting.PortNumA].Securities;
_manageBacktestingPortfolios.UpdatePortfolio(pc, vmBacktesting);
return(vmBacktesting);
}//calculateBacktesting
private ISecurities getFilteredSecByCustomList(Models.Command.CreatePortfolioCommand cmd)
{
List <string> missingSecs = new List <string>();
ISecurities newColl = new cSecurities(cPort);
for (int i = 0; i < cmd.Securities.Count; i++)
{
var sec = cPort.ColHandler.Securities.getSecurityByIdNormalSearch(cmd.Securities[i]);
if (sec != null)
{
newColl.Add(sec);
}
else
{
missingSecs.Add(cmd.Securities[i]);
}
}
if (missingSecs.Count > 0)
{
cPort.ColHandler.addMissingSecurities(newColl, missingSecs);
}
//********************************************************
//IRepository repository;
//repository = Resolver.Resolve<IRepository>();
//TopSecuritiesViewModel vm = new TopSecuritiesViewModel();
//repository.Execute(session =>
//{
// var securities = session.Query<TopSecurities>().Where(x => query.Securities.Contains(x.idSecurity));
// //return AutoMapper.Mapper.Map<List<Models.dbo.Security>>(topSecs);
// //TODO: have to do mapping probably
// newColl = newColl.GetCustomSecurities(securities);
//});
//********************************************************
return(newColl);
}
