public ChartItem TenYearReturn()
{
// get chart specs
XElement rpt = chartSpec("ten-year-return");
decimal x = (decimal?)rpt.Attribute("size-x") ?? DefaultSizeX;
decimal y = (decimal?)rpt.Attribute("size-y") ?? DefaultSizeY;
// set title
string title = rpt.Element("title").Value;
// get asset classes to plot (default is UKGB and GLEQ)
var assets = getAssetClasses(rpt);
var ctx = DataContext;
// create chart
TenYearLineChart lc = new TenYearLineChart();
C.Chart chart = lc.GenerateChart(null);
if (Client.ExistingAssets) {
var rtrn1 = getClientAssetReturn();
var data1 = calculateTenYearReturn(rtrn1);
string dataKey1 = "Current";
lc.AddLineChartSeries(chart, data1, dataKey1, clientColourHex);
}
// first asset class
var rtrn2 = getAssetClassReturn(assetClasses[0].ID);
var data2 = calculateTenYearReturn(rtrn2);
string dataKey2 = assetClasses[0].Name;
lc.AddLineChartSeries(chart, data2, dataKey2, assetClasses[0].ColourHex);
// second asset class
var rtrn3 = getAssetClassReturn(assetClasses[1].ID);
var data3 = calculateTenYearReturn(rtrn3);
string dataKey3 = assetClasses[1].Name;
lc.AddLineChartSeries(chart, data3, dataKey3, assetClasses[1].ColourHex);
// IMA Benchmark
var rtrn5 = DataContext.BenchmarkPrice(Client.Strategy.BenchmarkID).Where(b => b.Value > 0).ToList();
var data5 = calculateTenYearBenchmarkReturn(rtrn5);
string dataKey5 = Client.Strategy.Benchmark.Name;
lc.AddLineChartSeries(chart, data5, dataKey5, benchmarkColourHex);
// strategy
var rtrn4 = getModelReturn();
var data4 = calculateTenYearReturn(rtrn4);
string dataKey4 = StrategyName;
lc.AddLineChartSeries(chart, data4, dataKey4, strategyColourHex);
string ccn = rpt.Element("control-name").Value;
ChartItem chartItem = new ChartItem {
Chart = chart,
Title = title,
CustomControlName = ccn,
SizeX = x,
SizeY = y,
GraphData = lc.GraphData
};
return chartItem;
}
//private void AddChartToDoc(MainDocumentPart mainPart, ChartItem chartItem, string controlName) { }
private void AddChartToDoc(MainDocumentPart mainPart, ChartItem chartItem, string controlName)
{
// open Word documant and remove existing content from control
Paragraph para = findAndRemoveContent(mainPart, controlName);
// generate new ChartPart and ChartSpace
ChartPart chartPart = mainPart.AddNewPart<ChartPart>();
string relId = mainPart.GetIdOfPart(chartPart);
GraphData gd = chartItem.GraphData;
gd.AddEmbeddedToChartPart(chartPart);
C.ChartSpace chartSpace = GraphSpace.GenerateChartSpaceWithData(chartItem.Chart, gd.ExternalDataId);
chartPart.ChartSpace = chartSpace;
// generate a new Wordprocessing Drawing, add to a new Run,
// and relate to new ChartPart
Run run = new Run();
Drawing drawing = GraphDrawing.GenerateDrawing(relId, controlName, docPrId, Graph.Cx, Graph.Cy);
docPrId++;
para.Append(run);
run.Append(drawing);
}
public ChartItem StressTestMarketRise()
{
// get chart specs
XElement rpt = chartSpec("stress-test-market-rise");
decimal x = (decimal?)rpt.Attribute("size-x") ?? DefaultSizeX;
decimal y = (decimal?)rpt.Attribute("size-y") ?? DefaultSizeY;
// set title
string title = rpt.Element("title").Value;
// get asset classes to plot (default is UKGB and GLEQ)
var assets = getAssetClasses();
var ctx = DataContext;
// create chart
StressTestBarChart bc = new StressTestBarChart();
C.Chart chart = bc.GenerateChart(title);
if (Client.ExistingAssets) {
var prices1 = calculateClientAssetPrices();
var series1 = stressTestMarketRiseSeries(prices1, "Current", clientColourHex, rpt);
bc.AddBarChartSeries(chart, series1);
}
// first asset class (Note: GLEQ)
var prices2 = getAssetClassPrices(assets[1].ID).ToDictionary(d => d.Date);
var series2 = stressTestMarketRiseSeries(prices2, assets[1].Name, assets[1].ColourHex, rpt);
bc.AddBarChartSeries(chart, series2);
// second asset class
var prices3 = getAssetClassPrices(assets[0].ID).ToDictionary(d => d.Date);
var series3 = stressTestMarketRiseSeries(prices3, assets[0].Name, assets[0].ColourHex, rpt);
bc.AddBarChartSeries(chart, series3);
// strategy
var prices4 = calculateModelPrices();
var series4 = stressTestMarketRiseSeries(prices4, Client.Strategy.Name, strategyColourHex, rpt);
bc.AddBarChartSeries(chart, series4);
string ccn = rpt.Element("control-name").Value;
ChartItem chartItem = new ChartItem {
Chart = chart,
Title = title,
CustomControlName = ccn,
SizeX = x,
SizeY = y,
GraphData = bc.GraphData
};
return chartItem;
}
public ChartItem RollingReturnChart(int years)
{
string id = null;
switch (years) {
case 1:
id = "rolling-return-1yr";
break;
case 3:
id = "rolling-return-3yr";
break;
case 5:
id = "rolling-return-5yr";
break;
default:
throw new ArgumentException("Illegal argument: 1, 3 or 5 only are valid");
}
// get chart specs
XElement rpt = chartSpec(id);
decimal x = (decimal?)rpt.Attribute("size-x") ?? DefaultSizeX;
decimal y = (decimal?)rpt.Attribute("size-y") ?? DefaultSizeY;
// set title
string title = rpt.Element("title").Value;
// get asset classes to plot (default is UKGB and GLEQ)
var assets = getAssetClasses();
var ctx = DataContext;
// create chart
RollingReturnLineChart lc = new RollingReturnLineChart();
C.Chart chart = lc.GenerateChart(title);
if (Client.ExistingAssets) {
string dataKey1 = "Current";
var data1 = getClientAssetReturn();
var rrex = calulateRollingReturn(data1, years);
lc.AddLineChartSeries(chart, rrex, dataKey1, clientColourHex);
}
// first asset class
var data2 = ctx.RollingReturn(years, assetClasses[0].ID);
string dataKey2 = assetClasses[0].Name;
lc.AddLineChartSeries(chart, data2.ToList(), dataKey2, assetClasses[0].ColourHex);
// add second data series
var data3 = ctx.RollingReturn(years, assetClasses[1].ID);
string dataKey3 = assetClasses[1].Name;
lc.AddLineChartSeries(chart, data3.ToList(), dataKey3, assetClasses[1].ColourHex);
// add appropriate strategy data
var data4 = getModelReturn();
string dataKey4 = StrategyName + " Strategy";
var rr = calulateRollingReturn(data4, years);
lc.AddLineChartSeries(chart, rr, dataKey4, strategyColourHex);
string ccn = rpt.Element("control-name").Value;
ChartItem chartItem = new ChartItem {
Chart = chart,
Title = title,
CustomControlName = ccn,
SizeX = x,
SizeY = y,
GraphData = lc.GraphData
};
return chartItem;
}
public ChartItem Drawdown()
{
// get chart specs
XElement rpt = chartSpec("drawdown");
decimal x = (decimal?)rpt.Attribute("size-x") ?? DefaultSizeX;
decimal y = (decimal?)rpt.Attribute("size-y") ?? DefaultSizeY;
// set title
string title = rpt.Element("title").Value;
// get asset classes to plot (default is UKGB and GLEQ)
var assets = getAssetClasses();
// create chart
DrawdownLineChart lc = new DrawdownLineChart();
C.Chart chart = lc.GenerateChart(title);
// client assets
if (Client.ExistingAssets) {
var data1 = calculateClientAssetDrawdown();
lc.AddLineChartSeries(chart, data1, "Current", clientColourHex);
}
// first asset class
var data2 = calculateAssetClassDrawdown(assets[0].ID);
lc.AddLineChartSeries(chart, data2, assets[0].Name, assets[0].ColourHex);
// second asset class
var data3 = calculateAssetClassDrawdown(assets[1].ID);
lc.AddLineChartSeries(chart, data3, assets[1].Name, assets[1].ColourHex);
// model drawdown
var data4 = calculateModelDrawdown(Client.StrategyID, Client.StatusName);
lc.AddLineChartSeries(chart, data4, StrategyName + " Strategy", strategyColourHex);
string ccn = rpt.Element("control-name").Value;
ChartItem chartItem = new ChartItem {
Chart = chart,
Title = title,
CustomControlName = ccn,
SizeX = x,
SizeY = y,
GraphData = lc.GraphData
};
return chartItem;
}
public ChartItem AllocationComparison()
{
// get chart specs
XElement rpt = chartSpec("allocation-comparison");
decimal x = (decimal?)rpt.Attribute("size-x") ?? DefaultSizeX;
decimal y = (decimal?)rpt.Attribute("size-y") ?? DefaultSizeY;
// set title
string title = String.Format(rpt.Element("title").Value, StrategyName);
var comp = DataContext.ClientWeightingComparison(Client.GUID, Client.StrategyID);
var diff = from c in comp
let weight = Client.HighNetWorth ? c.WeightingDifferenceHNW : c.WeightingDifferenceAffluent
select new AssetWeighting { AssetClass = c.AssetClassName, Weighting = weight };
var data = diff.ToList();
AllocationComparisonBarChart bc = new AllocationComparisonBarChart();
C.Chart chart = bc.GenerateChart(title, data);
string ccn = rpt.Element("control-name").Value;
ChartItem chartItem = new ChartItem
{
Chart = chart,
Title = title,
CustomControlName = ccn,
SizeX = x,
SizeY = y,
GraphData = bc.GraphData
};
return chartItem;
}
public ChartItem Allocation()
{
XElement rpt = chartSpec("allocation");
decimal x = (decimal?)rpt.Attribute("size-x") ?? DefaultSizeX;
decimal y = (decimal?)rpt.Attribute("size-y") ?? DefaultSizeY;
string title = null;
// set title
if (Client.ExistingAssets) {
title = rpt.Element("title").Element("existing-assets").Value;
} else {
title = String.Format(rpt.Element("title").Element("cash").Value, StrategyName);
}
List<AssetWeighting> data;
if (Client.ExistingAssets) {
data = ClientAssetClass.GetClientAssetWeighting(Client.GUID).Where(a => a.Weighting > 0).ToList();
} else {
data = Model.GetModelAllocation(Client.StrategyID, Client.HighNetWorth).Where(a => a.Weighting > 0).ToList();
}
AllocationPieChart pie = new AllocationPieChart();
C.Chart chart = pie.GenerateChart(title, data);
string ccn = rpt.Element("control-name").Value;
ChartItem chartItem = new ChartItem
{
Chart = chart,
Title = title,
CustomControlName = ccn,
SizeX = x,
SizeY = y,
GraphData = pie.GraphData
};
return chartItem;
}
