private double GetOriginalOrSmoothBondSpread(HistSeriesInputPanelViewModel vm, BondSpreadResult bondSpreadResult)
{
return IsSmooth ? SmoothLiveBondSpread(vm, bondSpreadResult) : bondSpreadResult.BondSpread;
}
private double SmoothLiveBondSpread(HistSeriesInputPanelViewModel vm, BondSpreadResult bondSpreadResult)
{
// firstly we compare if the contract has change
// if not change
double smooth;
if(vm.SeriesData.Dates.Last() == DateTime.Today)
smooth = vm.SeriesData.Data.SkipLast().Last() + (bondSpreadResult.BondSpread - vm.OriginalLastPoint);
else
smooth = vm.SeriesData.Data.Last() + (bondSpreadResult.BondSpread - vm.OriginalLastPoint);
// if change
// todo! to implement because we have no way to find out the live ctd yet
//var smooth = vm.SeriesData.Data.Last() + (bondSpreadResult.oBondSpread - vm.OriginalLastPoint);
return smooth;
}
public void AddInputPanelVM(HistSeriesInputPanelViewModel vm)
{
CTInputVM.Add(vm);
}
private Tuple<bool, IStructure, DatedDataCollectionGen<double>> getData(int indx, bool isSmooth, DateTime endDate)
{
Logger.Info("Get data..", typeof(HistSeriesChartViewModel));
var o = CTDs.Structures.StructureFactory.GetStructure(CTInputVM[indx].KnownStructure, CTInputVM[indx].StructureEquation);
o.Configure(m_cd.Components);
ChartData carbonData=null;
if(useCarbonRoll)
carbonData = m_cd.GetDataFromCarbonFrame();
var dataSeries = useCarbonRoll ? (isSmooth ? carbonData.SmoothedData : carbonData.OriginalData) :
(isSmooth ? m_cd.GetData2().SmoothedData : m_cd.GetData2().OriginalData);
var dataWithRange = dataSeries.GetValuesBetweenDates(new DateTime(StartYear, 1, 1), endDate);
CTInputVM[indx].SeriesData = dataWithRange;
CTInputVM[indx].OriginalLastPoint = useCarbonRoll ? carbonData.OriginalData.LastDataValue : m_cd.GetData2().OriginalData.LastDataValue;
// get live data
var components = m_cd.Components.Where(x => x.IsReady()).ToList();
if (m_live != null && !HasTechnicals)
{
var subscriptionId = m_live.SubscribeAndCompute(components, BondCurves.USD3mLibor,
BondAnalytics.Country.US); // using US unless we know the country of the CT/CTDs..
subscriptions[subscriptionId] = new HistSeriesInputPanelViewModel()
{
KnownStructure = CTInputVM[indx].KnownStructure,
SeriesData = CTInputVM[indx].SeriesData,
Ticker = CTInputVM[indx].Ticker,
Type = CTInputVM[indx].Type,
OriginalLastPoint = CTInputVM[indx].OriginalLastPoint,
};
//if (liveSpread != null & !double.IsNaN(liveSpread))
//{
// dataSeries.SetValueOnDate(DateTime.Today, liveSpread);
//}
}
return new Tuple<bool, CTDs.Structures.IStructure, DatedDataCollectionGen<double>>(true, o, dataSeries);
}
private void AddNewInputPanel()
{
if (ViewModel.HistSeriesInputType == HistSeriesType.CT)
{
var histSeriesInput = new HistSeriesInputPanel();
var inputPanelVM = new HistSeriesInputPanelViewModel();
histSeriesInput.ViewModel = inputPanelVM;
ViewModel.AddInputPanelVM(inputPanelVM);
flowLayoutPanel1.Controls.Add(histSeriesInput);
}
else if (ViewModel.HistSeriesInputType == HistSeriesType.CMT)
{
var histSeriesInput = new HistSeriesCMTInputPanel();
var inputPanelVM = new HistSeriesCMTInputPanelViewModel();
histSeriesInput.ViewModel = inputPanelVM;
ViewModel.AddCMTInputPanelVM(inputPanelVM);
flowLayoutPanel1.Controls.Add(histSeriesInput);
}
else if (ViewModel.HistSeriesInputType == HistSeriesType.Future)
{
var histSeriesInput = new HistSeriesFutureInputPanel();
var inputPanelVM = new HistSeriesFutureInputPanelViewModel();
histSeriesInput.ViewModel = inputPanelVM;
ViewModel.AddFutureInputPanelVM(inputPanelVM);
flowLayoutPanel1.Controls.Add(histSeriesInput);
}
else if (ViewModel.HistSeriesInputType == HistSeriesType.Bbg)
{
var histSeriesInput = new HistSeriesBbgInputPanel();
var inputPanelVM = new HistSeriesBbgInputViewModel();
histSeriesInput.ViewModel = inputPanelVM;
ViewModel.AddBbgInputPanelVM(inputPanelVM);
flowLayoutPanel1.Controls.Add(histSeriesInput);
}
}
