public IEnumerable <Order> GetExecuted(string token) //not implemented in angular
{ //Returns all pending (Open or new) orders for this PM.
string pmid = t.Decode(token);
PortfolioManager P = new PortfolioManager(db);
return(P.ViewExecutedOrders(pmid));
}
// GET: api/PortfolioManager
public IEnumerable <Order> GetPending(string token) //done
{ //Returns all pending (Open or new) orders for this PM.
string pmid = t.Decode(token);
PortfolioManager P = new PortfolioManager(db);
return(P.ViewPendingOrders(pmid));
}
public IEnumerable <Portfolio> GetPortfolios(string token)//done
{
string pmid = t.Decode(token);
PortfolioManager P = new PortfolioManager(db);
return(P.GetPortfolios(pmid));
}
public RepositoryManager(
IMonitor monitor,
ManagingBaskets.BasketManager basketManager,
ManagingTargetingTypes.TargetingTypeManager targetingTypeManager,
CountryManager countryManager,
ManagingTaxonomies.TaxonomyManager taxonomyManager,
SecurityManager securityManager,
PortfolioManager portfolioManager,
ManagingBenchmarks.BenchmarkManager benchmarkManager,
ManagingPst.RepositoryManager portfolioSecurityTargerManager,
ManagingBpst.BasketSecurityPortfolioTargetRepositoryManager bpstManager,
ManagingBpst.TargetingTypeGroupBasketSecurityBaseValueRepositoryManager ttgbsbvrManager,
IssuerManager issuerManager
)
: base(monitor, countryManager, securityManager, portfolioManager, issuerManager)
{
this.monitor = monitor;
this.taxonomyManager = taxonomyManager;
this.targetingTypeManager = targetingTypeManager;
this.basketManager = basketManager;
this.benchmarkManager = benchmarkManager;
this.portfolioSecurityTargerManager = portfolioSecurityTargerManager;
this.bpstManager = bpstManager;
this.ttgbsbvrManager = ttgbsbvrManager;
}
/// <summary>
/// Tests an indicator by going through the values of the indicator and checking these values from a static file
/// </summary>
/// <param name="indicator"></param>
/// <param name="filename"></param>
/// <param name="targetColumns"></param>
/// <param name="valuecheck"></param>
public static BacktestResults BacktestStrategy(PortfolioManager portfolio, string filename, Action <BacktestResults, BacktestResults> valuecheck)
{
//Toreturn
BacktestResults actualresults = new BacktestResults();
BacktestResults expectedresults = new BacktestResults();
//Run backtest
SimpleBacktester backtester = new SimpleBacktester(portfolio, @"", 0);
//Set values
actualresults.Result = backtester.Results;
actualresults.Orders = backtester.Orders;
actualresults.Trades = backtester.Trades;
//Check and get file
FileInfo file = new FileInfo(Directory.GetCurrentDirectory() + @"\Backtests\ResultFiles\" + filename + ".csv");
bool first = true;
if (file.Exists)
{
expectedresults = JsonConvert.DeserializeObject <BacktestResults>("");
}
else
{
throw new Exception("Could not get results file, file does not exist");
}
//Check for realized and expected results
valuecheck.Invoke(actualresults, expectedresults);
return(null);
}
public void processAlertResponse(string alertID, responseCodes alertResponseCode, string alertResponse)
{
ILog log = Logger;
log.DebugFormat("Alert generated: {0} {1}", alertID, alertResponse);
TraderContext db = DbContext;
Guid alertGuid = Guid.Parse(alertID);
Alert alert = db.Alerts.Where(x => x.AlertId == alertGuid).FirstOrDefault();
if (alert == null)
{
log.WarnFormat("Alert not found: {0}", alertID);
return;
}
alert.ResponseCode = alertResponseCode;
alert.Response = alertResponse;
db.SaveChanges();
if (alert.ResponseCode == responseCodes.Accept)
{
PortfolioManager pm = new PortfolioManager();
pm.LoadSettings();
if (alert.Type == tradeTypes.Buy)
{
pm.buy(alert.Symbol.name, alert.Quantity);
}
else
{
pm.sell(alert.Symbol.name, alert.Quantity);
}
}
db.Dispose();
}
public List <Portfolio> GetPortfolio([FromBody] Portfolio.GetRequest request)
{
PortfolioManager portfolioManager = new PortfolioManager();
List <Portfolio> portfolios = portfolioManager.GetPortfolios(request);
return(portfolios);
}
public void CalculateReturns()
{
var portfolio = new Portfolio();
portfolio.Entries.Add(new Portfolio.Stock
{
Symbol = "S1",
Qty = 5,
BuyingPrice = 2.0m,
CurrentPrice = 4.0m
});
portfolio.Entries.Add(new Portfolio.Stock
{
Symbol = "S2",
Qty = 10,
BuyingPrice = 11.0m,
CurrentPrice = 16.0m
});
var result = PortfolioManager.CalculateReturns(portfolio);
Assert.Equal(10.0m, result.Returns["S1"].Return);
Assert.Equal(1.0m, result.Returns["S1"].RateOfReturn);
Assert.Equal(50.0m, result.Returns["S2"].Return);
Assert.Equal(0.45m, result.Returns["S2"].RateOfReturn, 2);
Assert.Equal(60.0m, result.TotalReturn);
Assert.Equal(0.5m, result.TotalRateOfReturn);
}
public List <TradeRecommendation> GetDefaultDashboard()
{
PortfolioManager portfolioManager = new PortfolioManager();
List <TradeRecommendation> recommendations = portfolioManager.GetDefaultDashboard().Result;
return(recommendations);
}
public virtual void Initialize()
{
PreValidate();
InstrumentManager.InstrumentKeys = InstrumentKeys;
InstrumentManager.Initialize();
PortfolioManager.Initialize();
Strategy.Context = this;
Strategy.Initialize();
EventSources = EventSources.Union(new[] { TradingEngine }).ToArray();
foreach (var eventSource in EventSources)
{
eventSource.InstrumentKeys = InstrumentKeys;
eventSource.FromTime = FromTime;
eventSource.ToTime = ToTime;
eventSource.Initialize();
eventSource.NewEvent += (sender, e) => Strategy.EventEngine.SendEvent(e.Event);
}
TradingEngine.Initialize();
PostValidate();
}
public void BuyAlert(string symbolName, int quantity, double price)
{
PortfolioManager pm = new PortfolioManager();
IUserAgent ua = new UserAgent();
ua.generateAlert(symbolName, tradeTypes.Buy, pm.DefaultBuySize(price), price);
}
private Message GetMessage()
{
var errorMessage = "";
Portfolio portfolio = null;
if (!Password.Equals(ConfirmPassword))
{
errorMessage = "Passwords do not match";
}
else if (PortfolioManager.Portfolios.Any(p => p.Value.Username.Equals(Username)))
{
errorMessage = "A portfolio with that name already exists.";
}
else if (!PortfolioManager.TryToCreate(Username, Password, out portfolio))
{
errorMessage = "Broker could not create portfolio.";
}
if (!string.IsNullOrEmpty(errorMessage))
{
var errormessage = MessageFactory.GetMessage <ErrorMessage>(Config.GetInt(Config.BROKER_PROCESS_NUM), 0) as ErrorMessage;
errormessage.ErrorText = errorMessage;
errormessage.ConversationID = Conversation.Id;
errormessage.ReferenceMessageID = this.MessageId;
return(errormessage);
}
var message = MessageFactory.GetMessage <PortfolioUpdateMessage>(Config.GetInt(Config.BROKER_PROCESS_NUM), 0) as PortfolioUpdateMessage;
message.ConversationID = Conversation.Id;
message.PortfolioID = portfolio.PortfolioID;
message.Assets = portfolio.CloneAssets();
return(message);
}
public PortfolioQueryResult Handle(PortfolioQuery query)
{
var portfolio = _repo.Load();
var portfolioReturns = PortfolioManager.CalculateReturns(portfolio);
return(Result());
PortfolioQueryResult Result()
{
return(new PortfolioQueryResult {
PortfolioValue = portfolio.Entries.Sum(e => e.Qty * e.CurrentPrice),
PortfolioRateOfReturn = portfolioReturns.TotalRateOfReturn,
Stocks = portfolio.Entries.Select(Map).ToArray()
});
PortfolioQueryResult.StockInfo Map(Portfolio.Stock e)
=> new PortfolioQueryResult.StockInfo
{
Name = e.Name,
Symbol = e.Symbol,
Currency = e.Currency,
Qty = e.Qty,
BuyingPrice = e.BuyingPrice,
CurrentPrice = e.CurrentPrice,
BuyingValue = e.Qty * e.BuyingPrice,
CurrentValue = e.Qty * e.CurrentPrice,
Return = portfolioReturns.Returns[e.Symbol].Return,
RateOfReturn = portfolioReturns.Returns[e.Symbol].RateOfReturn
};
}
}
public void Setup()
{
_instrumentDictionary = new SpotInstrumentDictionaryMock();
_instrumentDictionary.Data.Add("BTCUSD", new SpotInstrument()
{
Symbol = "BTCUSD",
BaseAsset = "BTC",
QuoteAsset = "USD",
BrokerId = "broker"
});
_repository = new PortfolioRepositoryMock();
_portfolioReport = new PortfolioReportMock();
_loggerFactory =
LoggerFactory.Create(builder =>
builder.AddSimpleConsole(options =>
{
options.IncludeScopes = true;
options.SingleLine = true;
options.TimestampFormat = "hh:mm:ss ";
}));
_manager = new PortfolioManager(
_loggerFactory.CreateLogger <PortfolioManager>(),
_repository,
_instrumentDictionary,
_portfolioReport
);
}
public List <TradeRecommendation> GetTradeRecommendation(Guid portfolioGuid, [FromBody] TradeRecommendation.GetRequest request)
{
PortfolioManager portfolioManager = new PortfolioManager();
List <TradeRecommendation> recommendations = portfolioManager.GetTradeRecommendation(portfolioGuid, request);
return(recommendations);
}
public Guid CreatePortfolio([FromBody] Portfolio.CreateRequest request)
{
PortfolioManager portfolioManager = new PortfolioManager();
Guid portfolioGuid = portfolioManager.CreatePortfolio(request);
return(portfolioGuid);
}
public void SellAlert(string symbolName, double price)
{
IPortfolioManager pm = new PortfolioManager();
PositionMessage pos = pm.GetPosition(symbolName);
UserAgent ua = new UserAgent();
ua.generateAlert(symbolName, tradeTypes.Sell, pos.Quantity, price);
}
private void btnClearPortfolioDB_Click(object sender, EventArgs e)
{
if (MessageBox.Show("警告！是否确定要清空投资组合数据库？", "警告", MessageBoxButtons.OKCancel, MessageBoxIcon.Warning) == DialogResult.OK)
{
PortfolioManager manager = new PortfolioManager();
int count = manager.DeleteAll();
MessageBox.Show(string.Format("Done! Deteled {0} lines.", count));
}
}
public void AddPortfolioFailTest()
{
PortfolioManager.TryToCreate(DataGenerator.GetRandomString(3), DataGenerator.GetRandomString(6), out Portfolio portfolio);
Assert.IsFalse(PortfolioManager.TryToCreate(portfolio.Username, DataGenerator.GetRandomString(6), out Portfolio newPortfolio));
Assert.IsNull(newPortfolio);
PortfolioManager.TryToRemove(portfolio.PortfolioID);
}
public void RemovePortfolioSuccessTest()
{
PortfolioManager.TryToCreate(DataGenerator.GetRandomString(3), DataGenerator.GetRandomString(6), out Portfolio portfolio);
var count = PortfolioManager.Portfolios.Count;
var id = portfolio.PortfolioID;
Assert.IsTrue(PortfolioManager.TryToRemove(id));
Assert.AreEqual(count - 1, PortfolioManager.Portfolios.Count);
}
/// <summary>
/// Tests an indicator by going through the values of the indicator and checking these values from a static file
/// </summary>
/// <param name="indicator"></param>
/// <param name="filename"></param>
/// <param name="targetColumns"></param>
/// <param name="valuecheck"></param>
public static Result BacktestStrategy(PortfolioManager portfolio, string filename)
{
//Run backtest
//LocalBacktester backtester = new LocalBacktester(portfolio, @"", 0);
//Check and get file
FileInfo file = new FileInfo(Directory.GetCurrentDirectory() + @"\Backtests\ResultFiles\" + filename + ".csv");
return(null);
}
public void RemovePortfolioFailTest()
{
PortfolioManager.TryToCreate(DataGenerator.GetRandomString(3), DataGenerator.GetRandomString(6), out Portfolio portfolio);
var count = PortfolioManager.Portfolios.Count;
Assert.IsFalse(PortfolioManager.TryToRemove(portfolio.PortfolioID + 123));
Assert.AreEqual(count, PortfolioManager.Portfolios.Count);
PortfolioManager.TryToRemove(portfolio.PortfolioID);
}
public void TestCleanup()
{
ConversationManager.Stop();
ComService.RemoveClient(Config.DEFAULT_UDP_CLIENT);
foreach (Portfolio p in PortfolioManager.Portfolios.Values)
{
PortfolioManager.TryToRemove(p.PortfolioID);
}
Assert.IsTrue(PortfolioManager.Portfolios.Count == 0);
}
public void SendOrder(IEnumerable <int> list = null)
{
if (list != null)
{
PortfolioManager P = new PortfolioManager(db);
P.SendToTrader(list);
}
else
{
throw new ProcessException("Null List passed");
}
}
public IEnumerable <Order> GetExecuted(string id = null)
{//Returns all pending (Open or new) orders for this PM.
if (id != null)
{
PortfolioManager P = new PortfolioManager(db);
return(P.ViewExecutedOrders(id));
}
else
{
throw new ProcessException("ID is null");
}
}
public void SetPortfolio(PortfolioManager portfolio)
{
LocalLog(LogLevel.Debug, "Setting agent portfolio to portfolio with id {0}", portfolio.Id);
if (_portfolio == null)
{
_portfolio = portfolio;
}
else
{
LocalLog(LogLevel.Warn, "Could not set new portfolio (with id {0}) to agent, portfolio was already set to {1}", portfolio.Id, Portfolio.Id);
}
}
public IEnumerable <Portfolio> GetPortfolios(string pmid = null)
{
if (pmid != null)
{
PortfolioManager P = new PortfolioManager(db);
return(P.GetPortfolios(pmid));
}
else
{
throw new ProcessException("ID is null");
}
}
public void CreateOrder([FromBody] Order O = null)
{
if (O != null)
{
PortfolioManager P = new PortfolioManager(db);
P.Add(O);
}
else
{
throw new ProcessException("Order contains null attribute");
}
}
public void LoadSettingsFromDb()
{
PortfolioManager pm = new PortfolioManager();
pm.LoadSettings();
PortfolioRule r = pm.Rules.FirstOrDefault <PortfolioRule>(x => typeof(AllocationRule).IsInstanceOfType(x));
Assert.IsNotNull(r);
AllocationRule a = (AllocationRule)r;
Assert.AreEqual(0.9, a.MaxAllocation);
}
public void DeleteOrders(IEnumerable <int> list = null)
{
if (list != null)
{
PortfolioManager P = new PortfolioManager(db);
P.DeleteOrders(list);
}
else
{
throw new ProcessException("Null List passed");
}
}
