public void RemoveDeal(int dealId)
{
using (var db = new DevDbContext())
{
var deal = db.Deal.First(i => i.DealId == dealId);
deal.Status = "Deleted";
db.SaveChanges();
}
log.Info($"Remove deal ID: {dealId}");
}
public void AddVolParameter(VolParam newVolparam)
{
using (var db = new DevDbContext())
{
db.VolParam.Add(newVolparam);
db.SaveChanges();
}
log.Info($"Add New Vol product: {newVolparam.Product} price: {newVolparam.MaturityDate}");
}
public void AddDeal(Deal newDeal)
{
using (var db = new DevDbContext())
{
db.Deal.Add(newDeal);
db.SaveChanges();
}
log.Info($"New deal instru: {newDeal.InstrumentId} price: {newDeal.ExecPrice} " +
$"quantity: {newDeal.Quantity} by: {newDeal.UserProfil}");
}
public void AddInstruments(List <Instrument> newInstruments)
{
using (var db = new DevDbContext())
{
foreach (var price in newInstruments)
{
db.Instrument.Add(price);
}
db.SaveChanges();
}
log.Info($"{newInstruments.Count} new instruments inserted");
}
public void AddClosePrice(List <HistoricalPrice> priceCollection)
{
using (var db = new DevDbContext())
{
foreach (var price in priceCollection)
{
db.HistoricalPrice.Add(price);
}
db.SaveChanges();
}
log.Info($"{priceCollection.Count} Closing prices inserted");
}
public void UpdateVolParams(VolParam updatedParam)
{
using (var db = new DevDbContext())
{
VolParam param = db.VolParam.First(i => i.MaturityDate == updatedParam.MaturityDate && i.ProductId == updatedParam.ProductId);
param.A = updatedParam.A;
param.B = updatedParam.B;
param.Sigma = updatedParam.Sigma;
param.Rho = updatedParam.Rho;
param.M = updatedParam.M;
db.SaveChanges();
}
log.Info($"Volatility parameters updated for maturity: {updatedParam.MaturityDate} product: {updatedParam.ProductId}");
log.Info($"New parameters: A={updatedParam.A} B={updatedParam.B} Sigma={updatedParam.Sigma} Rho={updatedParam.Rho} M={updatedParam.M}");
}
public void UpdateDeal(Deal updatedDeal)
{
using (var db = new DevDbContext())
{
Deal deal = db.Deal.First(i => i.DealId == updatedDeal.DealId);
deal.TraderId = updatedDeal.TraderId;
deal.Quantity = updatedDeal.Quantity;
deal.ExecPrice = updatedDeal.ExecPrice;
deal.BookId = updatedDeal.BookId;
deal.InstrumentId = updatedDeal.InstrumentId;
deal.ClearingFee = updatedDeal.ClearingFee;
deal.TransactionFee = updatedDeal.TransactionFee;
deal.Broker = updatedDeal.Broker;
deal.Counterparty = updatedDeal.Counterparty;
deal.Comment = updatedDeal.Comment;
deal.Status = updatedDeal.Status;
deal.ForwardLevel = updatedDeal.ForwardLevel;
deal.VolatilityLevel = updatedDeal.VolatilityLevel;
db.SaveChanges();
}
log.Info($"Update deal instru: {updatedDeal.InstrumentId} price: {updatedDeal.ExecPrice} " +
$"quantity: {updatedDeal.Quantity} by: {updatedDeal.TraderId}");
}
