public ActionResult MonteCarloSimulationModal(int id)
{
MonteCarloSimulationDto model = new MonteCarloSimulationDto();
if (id == 0)
{
TradingAccountDto tradingAccount = this._tradingAccountAppService.GetActive();
List <Market> markets = this._marketRepository.GetAll().Where(x => x.Active).ToList();
model.TimeStamp = DateTime.Now;
model.TradingAccountId = tradingAccount.Id;
model.NumberOfTradesInSample = this._tradeRepository.GetAll().Count(x => x.TradingAccountId == model.TradingAccountId && x.ExitReason != TradeExitReasons.None);
model.NumberOfTradesPerIteration = 30;
model.NumberOfIterations = 1000;
model.CumulativeProfitK = .95m;
model.ConsecutiveLossesK = 1m;
model.MaxDrawdownK = .99m;
model.AccountSize = tradingAccount.CurrentCapital;
model.RuinPoint = markets.Average(x => x.InitialMargin) + 10m;
model.MaxDrawdownMultiple = 2m;
}
else
{
MonteCarloSimulation monteCarloSimulation = this._repository.Single(x => x.Id == id);
monteCarloSimulation.MapTo(model);
}
return(PartialView("Modals/_MonteCarloSimulationModal", model));
}
public ActionResult GetActiveAsListItems()
{
DataSourceResult result = new DataSourceResult();
TradingAccountDto activeAccount = _tradingAccountAppService.GetActive();
List <ListItem> listItems = new List <ListItem>();
listItems.Add(new ListItem()
{
Display = "Name", Value = activeAccount.Name
});
listItems.Add(new ListItem()
{
Display = "Net Liq", Value = activeAccount.CurrentCapital.ToString("C")
});
listItems.Add(new ListItem()
{
Display = "P/L", Value = activeAccount.ProfitLoss.ToString("C")
});
listItems.Add(new ListItem()
{
Display = "Commissions", Value = activeAccount.Commissions.ToString("C")
});
result.Data = listItems;
return(new GuerillaLogisticsApiJsonResult(result));
}
public void Save(TradingAccountDto dto)
{
if (dto.IsNew)
{
TradingAccount tradingAccount = dto.MapTo <TradingAccount>();
this._repository.Insert(tradingAccount);
}
else
{
TradingAccount tradingAccount = this._repository.Get(dto.Id);
dto.MapTo(tradingAccount);
}
if (dto.Active)
{
this.SetActive(dto.Id);
}
}
public ActionResult TradingAccount_Destroy([DataSourceRequest] DataSourceRequest request, TradingAccountDto model)
{
this.SettingManager.IncrementCacheCounter("TradingAccounts");
if (model != null)
{
this._tradingAccountRepository.Delete(model.Id);
}
return(Json(new[] { model }.ToDataSourceResult(request, ModelState)));
}
public ActionResult TradingAccount_Update([DataSourceRequest] DataSourceRequest request, TradingAccountDto model)
{
this.SettingManager.IncrementCacheCounter("TradingAccounts");
if (model != null && ModelState.IsValid)
{
this._tradingAccountAppService.Save(model);
}
return(Json(new[] { model }.ToDataSourceResult(request, ModelState)));
}
public ActionResult TradingAccount_Create([DataSourceRequest] DataSourceRequest request, TradingAccountDto model)
{
if (model != null && ModelState.IsValid)
{
this._tradingAccountAppService.Save(model);
}
return(Json(new[] { model }.ToDataSourceResult(request, ModelState)));
}
public ActionResult TradingAccount_Destroy([DataSourceRequest] DataSourceRequest request, TradingAccountDto model)
{
if (model != null)
{
this._tradingAccountRepository.Delete(model.Id);
}
return(Json(new[] { model }.ToDataSourceResult(request, ModelState)));
}
