public BackTestingViewModel GetBacktestingPortfolio(User user, int id)
{
// BacktestingPortfolioViewModel vmP = new BacktestingPortfolioViewModel();
// vmP = _manageBacktestingPortfolios.GetFullPortfolio(id, user.Currency.CurrencyId, user.Licence.Stocks.Select(t => t.id).ToList());
BackTestingViewModel vmB = new BackTestingViewModel();
var stocks = user.Licence.Stocks.Select(t => t.id).ToList();
_manageBacktestingPortfolios.SelectedPortfolio.openExistingPortfolio(id, true);
cPort = _manageBacktestingPortfolios.SelectedPortfolio;
//if (!_manageBacktestingPortfolios.SelectedPortfolio.instantiatePortfolioVariables(true, cPort.Details.CalcCurrency, stocks, null))
if (!_manageBacktestingPortfolios.SelectedPortfolio.instantiateVariablesForPortfolio(false, cPort.Details.CalcCurrency, stocks, null))
{
vmB.Messages.Add(new Models.App.Message {
LogLevel = Models.App.LogLevel.Error, Text = "Error Get Portfolio Data. Please Contanct System Administrator"
});
return(vmB);
}
//_backtestingHandler.setBacktestingPortfolio(_manageBacktestingPortfolios.SelectedPortfolio, _manageBacktestingPortfolios.SelectedPortfolio.Details.DateEdited, _manageBacktestingPortfolios.SelectedPortfolio.Details.LastOptimization, _manageBacktestingPortfolios.SelectedPortfolio.Details.Equity);
//vmB = _backtestingHandler.getBacktestingPortfolio(_manageBacktestingPortfolios.SelectedPortfolio, _manageBacktestingPortfolios.SelectedPortfolio.Details.DateEdited, _manageBacktestingPortfolios.SelectedPortfolio.Details.LastOptimization, _manageBacktestingPortfolios.SelectedPortfolio.Details.Equity);
_backtestingHandler.setBacktestingPortfolio(_manageBacktestingPortfolios.SelectedPortfolio, (DateTime)_manageBacktestingPortfolios.SelectedPortfolio.Details.StartDate, (DateTime)_manageBacktestingPortfolios.SelectedPortfolio.Details.EndDate, _manageBacktestingPortfolios.SelectedPortfolio.Details.Equity);
//vmB = _backtestingHandler.getBacktestingPortfolio(_manageBacktestingPortfolios.SelectedPortfolio, (DateTime)_manageBacktestingPortfolios.SelectedPortfolio.Details.StartDate, (DateTime)_manageBacktestingPortfolios.SelectedPortfolio.Details.EndDate, _manageBacktestingPortfolios.SelectedPortfolio.Details.Equity);
vmB = _backtestingHandler.getNewBacktestingPortfolio(_manageBacktestingPortfolios.SelectedPortfolio, (DateTime)_manageBacktestingPortfolios.SelectedPortfolio.Details.StartDate, (DateTime)_manageBacktestingPortfolios.SelectedPortfolio.Details.EndDate, _manageBacktestingPortfolios.SelectedPortfolio.Details.Equity);
return(vmB);
}//GetBacktestingPortfolio
public BackTestingViewModel GetPortfolioBackTesting(User user, BackTestingQuery query)
{
BackTestingViewModel vm = new BackTestingViewModel();
//cPort.openExistingPortfolio(query.PortID);
//if (!cPort.instantiatePortfolioVariables(true, cPort.Details.CalcCurrency, user.Licence.Stocks.Select(t=>t.id).ToList(), cPort.Details.SecurityData.Select(x=>x.idSecurity).ToList()))
// vm.Messages.Add(new Models.App.Message { LogLevel = Models.App.LogLevel.Error, Text = "Error Get Portfolio Data. Please Contanct System Administrator" });
//else
// vm = backTesingCalc.calculateBacktesting(cPort, query.StartDate, query.EndDate, query.Equity, query.BenchMarkID);
return(vm);
}
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
}//CreateDefaultPortfolio
public BaseViewModel UpdatePortfolio(UpdatePortfolioCommand cmd, BackTestingViewModel vmBack)
{
BaseViewModel vm = new BaseViewModel();
Entities.dbo.BacktestingPortfolio portEntity = null;;
repository.Execute(session =>
{
portEntity = session.Get <Entities.dbo.BacktestingPortfolio>(cmd.PortID);
AutoMapper.Mapper.Map <BasePortfolioCommand, Entities.dbo.BacktestingPortfolio>(cmd, portEntity);
portEntity.dCurrRisk = cmd.Risk;
portEntity.iSecsNum = cmd.Securities.Count;
portEntity.dCurrEquity = vmBack.Equity;
});
var secList = AutoMapper.Mapper.Map <List <Entities.dbo.BacktestingPortfolioSecurities> >(cmd.Securities).Where(x => x.Securities.idSecurity != "0000").ToList();
repository.ExecuteTransaction(session =>
{
session.Update(portEntity);
});
DeletePortfolioSecurities(cmd.PortID);
repository.ExecuteTransactionStateLess(session =>
{
foreach (var item in secList)
{
try
{
item.idPortSec = Guid.NewGuid();
item.Portfolios = new Entities.dbo.BacktestingPortfolio {
idPortfolio = cmd.PortID
};
session.Insert(item);
}
catch (Exception e)
{
m_objErrorHandler.LogInfo(e);
}
}
}, secList.Count);
return(vm);
}
