public void PnLTableUpdate()
{
if (dataGridViewPnL.InvokeRequired)
{
DelegateTables d = new DelegateTables(PnLTableUpdate);
this.Invoke(d, new object[] { });
}
else
{
// start date
DateTime dateStart = PnLExplainStartDateSelector.Date.GetRoundDate(TenorUnit.Day);
var dataStart = TSP.GetAllocationToTable(dateStart);
// end date
DateTime dateEnd = PnLExaplainEndDateSelector.Date.GetRoundDate(TenorUnit.Day);
Dictionary <string, PnLElement> dataEnd;
if (dateEnd == TSP.FXMH.LastRealDate_NoLive.Date)
{
dataEnd = TSP.GetLastAllocationToTable();
}
else
{
dataEnd = TSP.GetAllocationToTable(dateEnd);
}
// Total Statistics
double value1 = dataStart["Total"].Position - (dataStart["Total"].Deposit - dataStart["Total"].Withdrawal);
double value2 = dataEnd["Total"].Position - (dataEnd["Total"].Deposit - dataEnd["Total"].Withdrawal);
double AbsoluteValueChange = value2 - value1;
double RelativeChange = AbsoluteValueChange / dataStart["Total"].Position;
// fill rows
dataGridViewPnL.Rows.Clear();
foreach (var key in dataStart.Keys)
{
PnLElement item = dataStart[key];
PnLElement item2 = dataEnd[key];
Currency ccy = CurrencyPorperties.FromNameToCurrency(key);
if (ccy.IsNone())
{
ccy = Fiat;
}
double depositNetTotal = Math.Round((item2.Deposit - item.Deposit) - (item2.Withdrawal - item.Withdrawal), 2);
double realizedPnLChange = item2.RealizedPnL - item.RealizedPnL;
double onGoingPnLChange = item2.OnGoingPnL - item.OnGoingPnL + realizedPnLChange;
if (key != "Total")
{
dataGridViewPnL.Rows.
Add(key, // Ccy
item.Presentation_Position(ccy), // Position
item.Presentation_XChangeRate(ccy), // Rate
PercentageToString(item.Weight), // Weight
PercentageToString(item2.Position / item.Position - 1), // Delta Pos.
PercentageToString(item2.xChangeRate / item.xChangeRate - 1), // Delta Rate
Math.Round(onGoingPnLChange, 2), // Delta On Going PnL
Math.Round(realizedPnLChange, 2), // Delta Realizes PnL
depositNetTotal); // Deposit Net Total
}
else
{
dataGridViewPnL.Rows.
Add(key, // Ccy
item.Presentation_Position(ccy), // Total
0, // 0
PercentageToString(item.Weight), // Weight (100%)
Math.Round(AbsoluteValueChange, 2), // Delta Pos. (Total Absolute Change)
PercentageToString(RelativeChange), // Delta Rate (Total Relative Change)
Math.Round(onGoingPnLChange, 2), // Delta On Going PnL
Math.Round(realizedPnLChange, 2), // Delta Realized PnL
depositNetTotal); // Deposit Net Total
}
}
}
}
