public void RemoveDeal(int dealId) { using (var db = new DevDbContext()) { var deal = db.Deal.First(i => i.DealId == dealId); deal.Status = "Deleted"; db.SaveChanges(); } log.Info($"Remove deal ID: {dealId}"); }
public void AddVolParameter(VolParam newVolparam) { using (var db = new DevDbContext()) { db.VolParam.Add(newVolparam); db.SaveChanges(); } log.Info($"Add New Vol product: {newVolparam.Product} price: {newVolparam.MaturityDate}"); }
public void AddDeal(Deal newDeal) { using (var db = new DevDbContext()) { db.Deal.Add(newDeal); db.SaveChanges(); } log.Info($"New deal instru: {newDeal.InstrumentId} price: {newDeal.ExecPrice} " + $"quantity: {newDeal.Quantity} by: {newDeal.UserProfil}"); }
public void AddInstruments(List <Instrument> newInstruments) { using (var db = new DevDbContext()) { foreach (var price in newInstruments) { db.Instrument.Add(price); } db.SaveChanges(); } log.Info($"{newInstruments.Count} new instruments inserted"); }
public void AddClosePrice(List <HistoricalPrice> priceCollection) { using (var db = new DevDbContext()) { foreach (var price in priceCollection) { db.HistoricalPrice.Add(price); } db.SaveChanges(); } log.Info($"{priceCollection.Count} Closing prices inserted"); }
public void UpdateVolParams(VolParam updatedParam) { using (var db = new DevDbContext()) { VolParam param = db.VolParam.First(i => i.MaturityDate == updatedParam.MaturityDate && i.ProductId == updatedParam.ProductId); param.A = updatedParam.A; param.B = updatedParam.B; param.Sigma = updatedParam.Sigma; param.Rho = updatedParam.Rho; param.M = updatedParam.M; db.SaveChanges(); } log.Info($"Volatility parameters updated for maturity: {updatedParam.MaturityDate} product: {updatedParam.ProductId}"); log.Info($"New parameters: A={updatedParam.A} B={updatedParam.B} Sigma={updatedParam.Sigma} Rho={updatedParam.Rho} M={updatedParam.M}"); }
public void UpdateDeal(Deal updatedDeal) { using (var db = new DevDbContext()) { Deal deal = db.Deal.First(i => i.DealId == updatedDeal.DealId); deal.TraderId = updatedDeal.TraderId; deal.Quantity = updatedDeal.Quantity; deal.ExecPrice = updatedDeal.ExecPrice; deal.BookId = updatedDeal.BookId; deal.InstrumentId = updatedDeal.InstrumentId; deal.ClearingFee = updatedDeal.ClearingFee; deal.TransactionFee = updatedDeal.TransactionFee; deal.Broker = updatedDeal.Broker; deal.Counterparty = updatedDeal.Counterparty; deal.Comment = updatedDeal.Comment; deal.Status = updatedDeal.Status; deal.ForwardLevel = updatedDeal.ForwardLevel; deal.VolatilityLevel = updatedDeal.VolatilityLevel; db.SaveChanges(); } log.Info($"Update deal instru: {updatedDeal.InstrumentId} price: {updatedDeal.ExecPrice} " + $"quantity: {updatedDeal.Quantity} by: {updatedDeal.TraderId}"); }