public static string StoreSimulation(string set_key, PortfolioStrategy strategy, string description)
{
string entry_key = System.Guid.NewGuid().ToString();
string mkey = set_key == null ? "--Simulations-" + entry_key : set_key;
QuantApp.Kernel.M m = QuantApp.Kernel.M.Base(mkey);
//var res = m[x => true];
DateTime t1 = DateTime.Now;
string SimulationName = t1.ToString();
List <object> olist = new List <object>();
olist.Add(Simulation2JSON(strategy as Strategy));
foreach (var s in strategy.Instruments(DateTime.Now, false).Values)
{
if (s.InstrumentType == InstrumentType.Strategy && (s as Strategy).Portfolio != null)
{
olist.Add(Simulation2JSON(s as Strategy));
}
}
string key = m.Add(Newtonsoft.Json.JsonConvert.SerializeObject(new { Name = description, Strategies = olist }));
m.Save();
return(mkey);
}
private async Task SetUserSettingsAsync(DynamoDBEntry item, object id, PortfolioStrategy settings)
{
var table = Table.LoadTable(_dynamoDb, "Users");
var doc = new Document();
doc["Settings"] = Document.FromJson(JsonConvert.SerializeObject(settings));
await table.UpdateItemAsync(doc, new Primitive(id.ToString(), true));
}
private PortfolioStrategy MapSettingsRequestToProtfolioSettings(UserSettingsRequest req)
{
var settings = new PortfolioStrategy();
settings.RiskStrategy = req.riskstrategy;
if (req.salary.HasValue && req.contributionFrequency.HasValue)
{
settings.ContributionStrategy = new Contribution {
Salary = req.salary,
SalaryPercent = req.contributionPercentage,
CompanyMatch = req.companyMatch,
ContributionFrequency = req.contributionFrequency,
};
}
return(settings);
}
private int AddPortfolioStrategy(int portfolioID, PortfolioStrategy strategy, SqlConnection connection, SqlTransaction transaction)
{
var cmd = new SqlCommand("INSERT INTO [dbo].[PortfolioStrategies] ([Portfolio_ID], [StrategyName], "
+ "[StrategySignals], [StrategyDataFeeds], [ExposedBalance]) "
+ "VALUES (@portfolioId, @strategyName, @signals, @datafeeds, @exposedBalance) SELECT CONVERT(int, SCOPE_IDENTITY())", connection);
cmd.Parameters.AddWithValue("portfolioId", portfolioID);
cmd.Parameters.AddWithValue("strategyName", strategy.Name);
cmd.Parameters.AddWithValue("signals", strategy.Signals == null ? null : String.Join(",", strategy.Signals));
cmd.Parameters.AddWithValue("datafeeds", strategy.DataFeeds == null ? null : String.Join(",", strategy.DataFeeds));
cmd.Parameters.AddWithValue("exposedBalance", strategy.ExposedBalance);
try
{
cmd.Transaction = transaction;
return((int)cmd.ExecuteScalar());
}
catch (Exception e)
{
Logger.Error("Failed to insert portfolio strategy", e);
return(-1);
}
}
private bool UpdatePortfolioStrategy(PortfolioStrategy strategy, SqlConnection connection, SqlTransaction transaction)
{
var cmd = new SqlCommand("UPDATE [dbo].[PortfolioStrategies] "
+ "SET [StrategyName] = @name, [StrategySignals] = @signals, "
+ "[StrategyDataFeeds] = @feeds, [ExposedBalance] = @exposedBalance WHERE [ID] = @id", connection);
cmd.Parameters.AddWithValue("id", strategy.ID);
cmd.Parameters.AddWithValue("name", strategy.Name);
cmd.Parameters.AddWithValue("signals", strategy.Signals == null ? null : String.Join(",", strategy.Signals));
cmd.Parameters.AddWithValue("feeds", strategy.DataFeeds == null ? null : String.Join(",", strategy.DataFeeds));
cmd.Parameters.AddWithValue("exposedBalance", strategy.ExposedBalance);
try
{
cmd.Transaction = transaction;
cmd.ExecuteNonQuery();
}
catch (Exception e)
{
Logger.Error("Failed to update portfolio strategy", e);
return(false);
}
return(true);
}
public async Task SetSettingsToUserAsync(object userId, PortfolioStrategy settings)
{
var item = await GetSettingsById(userId);
await SetUserSettingsAsync(item, userId, settings);
}
private List <PortfolioStrategy> GetPortfolioStrategies(int portfolioId)
{
var result = new List <PortfolioStrategy>();
using (var connection = new SqlConnection(_connectionString))
{
var cmd = new SqlCommand("SELECT * FROM [dbo].[PortfolioStrategies] WHERE [Portfolio_ID] = @id", connection);
cmd.Parameters.AddWithValue("id", portfolioId);
SqlTransaction transaction = null;
try
{
connection.Open();
transaction = connection.BeginTransaction();
cmd.Transaction = transaction;
string s = null;
PortfolioStrategy strategy = null;
using (var reader = cmd.ExecuteReader())
{
if (!reader.HasRows)
{
return(result);
}
while (reader.Read())
{
try
{
strategy = new PortfolioStrategy((int)reader["ID"], (string)reader["StrategyName"]);
s = (string)reader["StrategySignals"];
if (!String.IsNullOrEmpty(s))
{
strategy.Signals = s.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
}
s = (string)reader["StrategyDataFeeds"];
if (!String.IsNullOrEmpty(s))
{
strategy.DataFeeds = s.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
}
strategy.ExposedBalance = (decimal)reader["ExposedBalance"];
result.Add(strategy);
}
catch (Exception ex)
{
Logger.Error("Failed to read portfolio strategy", ex);
}
}
}
transaction.Commit();
}
catch (Exception e)
{
Logger.Error("Failed to load portfolio strategies", e);
if (transaction != null)
{
transaction.Rollback();
}
}
}
return(result);
}
