public override MutualFundGroup GetMutualFunds(AFundCategory category)
{
try
{
//读取数据库
this.LoadMutualFundInfo();
//以Group输出
MutualFundGroup mfg = new MutualFundGroup();
foreach (DataRow oRow in _FundInfo.Tables[0].Rows)
{
MutualFund f = new MutualFund(oRow[C_ColName_Code].ToString());
this.LoadMutualFundInfo(f);
if (category == null ||
(
(f.Category.AssetCategory == category.AssetCategory || category.AssetCategory == FundAssetCategory.Undefined) &&
(f.Category.InvestmentCategory == category.InvestmentCategory || category.InvestmentCategory == FundInvestmentCategory.Undefined) &&
(f.Category.OperationCategory == category.OperationCategory || category.OperationCategory == FundOperationCategory.Undefined) &&
(f.Category.StructureCategory == category.StructureCategory || category.StructureCategory == FundStructureCategory.Undefined)
)
)
{
mfg.Add(f);
}
}
return(mfg);
}
catch (Exception ex)
{
throw ex;
}
}
public override void LoadMutualFundInfo(MutualFund f)
{
try
{
//读取数据库
this.LoadMutualFundInfo();
//更新数据
DataRow[] rows = _FundInfo.Tables[0].Select("SYMBOL='" + f.Code + "'");
if (rows.Length >= 1)
{
f.DataSource = this.DataSource;
f.Category.DataSource = this.DataSource;
DataRow row = rows[0];
f.Name = row[C_ColName_Name].ToString();
f.ListedDate = DataManager.ConvertToDate(row[C_ColName_ListedDate]);
f.DelistedDate = DataManager.ConvertToDate(row[C_ColName_DelistedDate]);
f.Category.SetupCategory(row[C_ColName_GSFundType].ToString(), 3);
if (row[C_ColName_ParentCode] == DBNull.Value)
{
//非分级基金
f.IsStructured = false;
f.Category.StructureCategory = FundStructureCategory.Parent;
}
else
{
//分级基金
f.IsStructured = true;
f.ParentFundCode = row[C_ColName_ParentCode].ToString();
if (row[C_ColName_ParentCode].ToString() == row[C_ColName_Code].ToString())
{
f.Category.StructureCategory = FundStructureCategory.Parent;
//查找子基金
string sql = @"Select SYMBOL From CURFSCODE WHERE Symbol_Comp = '" + f.Code + "' AND Symbol <> Symbol_Comp";
DataSet ds = base.DBInstance.ExecuteSQL(sql);
if (ds == null || ds.Tables.Count == 0 || ds.Tables[0].Rows.Count == 0)
{
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_MF8, f.Code);
}
else
{
if (f.SubFundCodes == null)
{
f.SubFundCodes = new List <string>();
}
foreach (DataRow rowsub in ds.Tables[0].Rows)
{
string code = rowsub[C_ColName_Code].ToString();
f.SubFundCodes.Add(code);
}
}
}
else
{
f.Category.StructureCategory = FundStructureCategory.Child;
}
}
}
else
{
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_MF5, f.Code);
}
}
catch (Exception ex)
{
throw ex;
}
}
public MutualFund GetWholeFund()
{
if (base.SecurityHoldings == null || base.SecurityHoldings.Count == 0)
{
return(null);
}
WholeFund = new MutualFund("");
WholeFund.Name = "基金组中包含的所有基金组成的整体";
WholeFund.SetDatePeriod(base.TimeSeriesStart, base.TimeSeriesEnd);
#region 构造整体基金的累计净值序列
//==========================
//计算公式：
// NAVw = Sum(NAVi * SHAREi)/Sum(SHAREi)
//==========================
try
{
WholeFund.TradingNAV.TradingDates = ((MutualFund)base.SecurityHoldings[0]).TradingNAV.TradingDates;
WholeFund.TradingNAV.InsideSampleLength = ((MutualFund)base.SecurityHoldings[0]).TradingNAV.InsideSampleLength;
WholeFund.TradingNAV.AdjustedTimeSeries = new List <ATimeItem>();
WholeFund.FundReport.AdjustedTimeSeries = new List <ATimeItem>();
//计算净值
for (int i = 0; i < WholeFund.TradingNAV.TradingDates.Count; i++)
{
NetAssetValue NAVw = new NetAssetValue();
NAVw.TradeDate = WholeFund.TradingNAV.TradingDates[i];
NAVw.IsTrading = true;
MutualFundReport RPTw = new MutualFundReport();
RPTw.TradeDate = NAVw.TradeDate;
RPTw.ReportDate = new DateTime(1900, 1, 1);
RPTw.IsTrading = true;
//SecurityHoldings[0]的时间序列可能不够长,不能在此处使用
//NAVw.IsOutsideSamplePeriod = ((MutualFund)base.SecurityHoldings[0]).TradingNAV.AdjustedTimeSeries[i].IsOutsideSamplePeriod;
foreach (MutualFund f in base.SecurityHoldings)
{
if (f.TradingNAV.AdjustedTimeSeries == null || f.FundReport.AdjustedTimeSeries == null ||
i >= f.TradingNAV.AdjustedTimeSeries.Count || i >= f.FundReport.AdjustedTimeSeries.Count)
{
continue;
}
NAVw.IsOutsideSamplePeriod = f.TradingNAV.AdjustedTimeSeries[i].IsOutsideSamplePeriod;
RPTw.IsOutsideSamplePeriod = NAVw.IsOutsideSamplePeriod;
//成立不足30天的去除
if (f.ListedDate.AddDays(30) > WholeFund.TradingNAV.TradingDates[i])
{
continue;
}
//计算净值 和 资产配置
NetAssetValue NAVi = (NetAssetValue)f.TradingNAV.AdjustedTimeSeries[i];
MutualFundReport RPTi = (MutualFundReport)f.FundReport.AdjustedTimeSeries[i];
NAVw.UnitNAV += NAVi.UnitNAV * RPTi.TotalShare;
RPTw.TotalShare += RPTi.TotalShare;
if (RPTw.ReportDate < RPTi.ReportDate)
{
RPTw.ReportDate = RPTi.ReportDate;
}
RPTw.TotalEquityAsset += RPTi.TotalEquityAsset;
RPTw.TotalBondAsset += RPTi.TotalBondAsset;
RPTw.TotalNetAsset += RPTi.TotalNetAsset;
RPTw.PureBondAsset += RPTi.PureBondAsset;
RPTw.ConvertableBondAsset += RPTi.ConvertableBondAsset;
}
NAVw.UnitNAV = NAVw.UnitNAV / RPTw.TotalShare;
NAVw.AccumUnitNAV = NAVw.UnitNAV;
WholeFund.TradingNAV.AdjustedTimeSeries.Add(NAVw);
WholeFund.FundReport.AdjustedTimeSeries.Add(RPTw);
}
//计算净值收益率
WholeFund.TradingNAV.Calculate();
WholeFund.FundReport.Calculate();
}
catch (Exception ex)
{
throw new Exception(Message.C_Msg_MF11, ex);
}
#endregion
return(WholeFund);
}
public abstract void LoadMutualFundInfo(MutualFund f);