public void TestSubscribeOnCustomPortfolio()
{
var managerTrade = ManagerTrade.Instance;
var portfolio = new TopPortfolio
{
Criteria = "P",
DescendingOrder = true,
ParticipantCount = 6,
Name = "UserGeniusExclusiveTop",
};
var tradeSets = AutoTradeSettingsSampler.MakeSampleTradeSettings();
tradeSets.TargetAccount = conn.PLATFORM_USER_ACCOUNT.First(pa => pa.PlatformUser == subscriber.ID).Account;
var status = managerTrade.SubscribeOnPortfolio(ProtectedOperationContext.MakeServerSideContext(),
subscriber.Login, portfolio, null, tradeSets);
Assert.AreEqual(RequestStatus.OK, status, "SubscribeOnPortfolio - удалось подписаться");
// проверить количество подписок
var userSubsCount = conn.SUBSCRIPTION.Count(s => s.User == subscriber.ID);
Assert.AreEqual(portfolio.ParticipantCount, userSubsCount, "SubscribeOnPortfolio - подписался на всех в портфеле");
// проверить настройки авто-торговли
var subSettings = conn.SUBSCRIPTION_SIGNAL.First(ss => ss.User == subscriber.ID);
var wrongFields = AutoTradeSettingsSampler.TradeSignalSetsAreCorrect(tradeSets, subSettings);
if (!string.IsNullOrEmpty(wrongFields))
Assert.Fail("SubscribeOnPortfolio - настройки авто-торговли не сохранены в подписке: " + wrongFields);
// настройки авто-торговли для самого портфеля
var portfolioTradeSets = (from upf in conn.USER_TOP_PORTFOLIO
join pf in conn.TOP_PORTFOLIO on upf.Portfolio equals pf.Id
where upf.User == subscriber.ID
select upf).FirstOrDefault();
Assert.IsNotNull(portfolioTradeSets, "SubscribeOnPortfolio - портфель создан");
var portfolioSignalSets = new SUBSCRIPTION_SIGNAL
{
AutoTrade = portfolioTradeSets.AutoTrade,
MaxLeverage = portfolioTradeSets.MaxLeverage,
PercentLeverage = portfolioTradeSets.PercentLeverage,
HedgingOrdersEnabled = portfolioTradeSets.HedgingOrdersEnabled,
FixedVolume = portfolioTradeSets.FixedVolume,
MinVolume = portfolioTradeSets.MinVolume,
MaxVolume = portfolioTradeSets.MaxVolume,
VolumeRound = portfolioTradeSets.VolumeRound,
StepVolume = portfolioTradeSets.StepVolume,
TargetAccount = portfolioTradeSets.TargetAccount
};
wrongFields = AutoTradeSettingsSampler.TradeSignalSetsAreCorrect(tradeSets, portfolioSignalSets);
if (!string.IsNullOrEmpty(wrongFields))
Assert.Fail("SubscribeOnPortfolio - настройки авто-торговли не сохранены в портфеле: " + wrongFields);
// отписаться от портфеля
status = managerTrade.UnsubscribePortfolio(ProtectedOperationContext.MakeServerSideContext(),
subscriber.Login, true, true);
Assert.AreEqual(RequestStatus.OK, status, "SubscribeOnPortfolio - удалось отписаться");
userSubsCount = conn.SUBSCRIPTION.Count(s => s.User == subscriber.ID);
Assert.AreEqual(0, userSubsCount, "SubscribeOnPortfolio - отписался ото всех в портфеле");
}
public TopPortfolio(TopPortfolio topPortfolio)
{
Id = topPortfolio.Id;
Name = topPortfolio.Name;
Criteria = topPortfolio.Criteria;
ParticipantCount = topPortfolio.ParticipantCount;
DescendingOrder = topPortfolio.DescendingOrder;
ManagedAccount = topPortfolio.ManagedAccount;
Statistics = topPortfolio.Statistics;
ManagerIds = topPortfolio.ManagerIds.ToList();
Managers = topPortfolio.Managers.ToList();
Orders = topPortfolio.Orders.ToList();
MarginValue = topPortfolio.MarginValue;
OwnerUser = topPortfolio.OwnerUser;
}
public TopPortfolio(TopPortfolio topPortfolio)
{
Id = topPortfolio.Id;
Name = topPortfolio.Name;
Criteria = topPortfolio.Criteria;
ParticipantCount = topPortfolio.ParticipantCount;
DescendingOrder = topPortfolio.DescendingOrder;
ManagedAccount = topPortfolio.ManagedAccount;
Statistics = topPortfolio.Statistics;
ManagerIds = topPortfolio.ManagerIds.ToList();
Managers = topPortfolio.Managers.ToList();
Orders = topPortfolio.Orders.ToList();
MarginValue = topPortfolio.MarginValue;
OwnerUser = topPortfolio.OwnerUser;
}
public void SetupPortfolio(TopPortfolio portfolio)
{
this.portfolio = portfolio;
lblPortfolioName.Text =
(portfolio.IsCompanyPortfolio
? (Localizer.GetString("TitlePortfolio") + " \"" + portfolio.Name + "\"")
: (Localizer.GetString("TitleUserPortfolio")) +
" [" + portfolio.ParticipantCount + "]");
// сформировать формулу с подсветкой
formulaBrowser.DocumentText = PerformerStatField.GetFormulaHighlightedHtml(portfolio.Criteria);
tbCount.Value = portfolio.ParticipantCount;
if (portfolio.IsCompanyPortfolio)
tbCount.Enabled = false;
}
/// <summary>
/// подписать на портфель
/// отключить остальные подписки
/// если портфель пользовательский - сохранить его
/// </summary>
public RequestStatus SubscribeOnPortfolio(
ProtectedOperationContext secCtx,
string subscriberLogin,
TopPortfolio portfolio,
decimal? maxFee,
AutoTradeSettings tradeAutoSettings)
{
//Logger.InfoFormat("SubscribeOnPortfolio({0})", subscriberLogin);
if (UserOperationRightsStorage.IsProtectedOperation(UserOperation.BindToSignal))
if (!UserSessionStorage.Instance.PermitUserOperation(secCtx,
UserOperationRightsStorage.IsTradeOperation(UserOperation.BindToSignal), false))
return RequestStatus.Unauthorized;
try
{
using (var ctx = DatabaseContext.Instance.Make())
return walletRepository.SubscribeUserOnPortfolio(ctx, subscriberLogin, portfolio, maxFee, tradeAutoSettings);
}
catch (Exception ex)
{
Logger.Error("Ошибка в SubscribeOnPortfolio()", ex);
return RequestStatus.ServerError;
}
}
public RequestStatus SubscribeUserOnPortfolio(
TradeSharpConnection ctx,
string subscriberLogin,
TopPortfolio portfolio,
decimal? maxFee,
AutoTradeSettings tradeAutoSettings)
{
var user = ctx.PLATFORM_USER.FirstOrDefault(u => u.Login == subscriberLogin);
if (user == null)
return RequestStatus.Unauthorized;
TOP_PORTFOLIO targetPortfolio = null;
if (portfolio.Id > 0)
targetPortfolio = ctx.TOP_PORTFOLIO.FirstOrDefault(p => p.Id == portfolio.Id);
if (targetPortfolio != null)
portfolio.ManagedAccount = targetPortfolio.ManagedAccount;
// если портфель - пользовательский - сохранить его
// для пользователя или обновить его имеющийся портфель
if (!portfolio.IsCompanyPortfolio)
{
Logger.Info("SubscribeOnPortfolio() - user portfolio");
try
{
var existPortfolio = ctx.TOP_PORTFOLIO.FirstOrDefault(p => p.OwnerUser == user.ID);
if (existPortfolio != null)
{
if (!LinqToEntity.DecoratePortfolio(existPortfolio).AreSame(portfolio))
{
// удалить старый портфель пользователя
ctx.TOP_PORTFOLIO.Remove(existPortfolio);
existPortfolio = null;
}
else
targetPortfolio = existPortfolio;
}
// создать портфель пользователя
if (existPortfolio == null)
{
targetPortfolio = LinqToEntity.UndecoratePortfolio(portfolio);
targetPortfolio.OwnerUser = user.ID;
targetPortfolio.ManagedAccount = null;
ctx.TOP_PORTFOLIO.Add(targetPortfolio);
ctx.SaveChanges();
}
}
catch (DbEntityValidationException dbEx)
{
Logger.Error("SubscribeUserOnPortfolio - ошибка сохранения портфеля");
foreach (var validationErrors in dbEx.EntityValidationErrors)
{
foreach (var validationError in validationErrors.ValidationErrors)
{
Logger.ErrorFormat("Свойство: {0}, ошибка: {1}",
validationError.PropertyName, validationError.ErrorMessage);
}
}
}
catch (Exception ex)
{
Logger.Error("Ошибка в SubscribeOnPortfolio() - обновление портфеля", ex);
return RequestStatus.ServerError;
}
}
else
{// портфель компании
Logger.Info("SubscribeOnPortfolio() - company portfolio");
if (targetPortfolio == null)
{
Logger.Error("Пользователь запросил несуществующий портфель компании " + portfolio.Id);
return RequestStatus.ServerError;
}
}
// очистить подписки пользователя на портфели
// и привязать его к целевому портфелю
//Logger.Info("SubscribeOnPortfolio() - removing bindings");
var oldBinding = ctx.USER_TOP_PORTFOLIO.FirstOrDefault(u => u.User == user.ID);
// "посмотреть" настройки портфельной торговли в имеющейся подписке
if (tradeAutoSettings == null)
{
if (oldBinding == null)
{
Logger.ErrorFormat("Подписка пользователя {0} на портфель {1} - нет данных по автоматической торговле",
user.Login, portfolio.Id > 0 ? portfolio.Id.ToString() : portfolio.Name);
return RequestStatus.BadRequest;
}
tradeAutoSettings = new AutoTradeSettings
{
FixedVolume = oldBinding.FixedVolume,
HedgingOrdersEnabled = oldBinding.HedgingOrdersEnabled,
MaxLeverage = oldBinding.MaxLeverage,
MaxVolume = oldBinding.MaxVolume,
MinVolume = oldBinding.MinVolume,
PercentLeverage = oldBinding.PercentLeverage ?? 100,
StepVolume = oldBinding.StepVolume,
TargetAccount = oldBinding.TargetAccount,
TradeAuto = oldBinding.AutoTrade ?? false,
VolumeRound = (VolumeRoundType?)oldBinding.VolumeRound
};
}
if (oldBinding != null)
ctx.USER_TOP_PORTFOLIO.Remove(oldBinding);
//Logger.Info("SubscribeOnPortfolio() - adding binding");
ctx.USER_TOP_PORTFOLIO.Add(new USER_TOP_PORTFOLIO
{
User = user.ID,
Portfolio = targetPortfolio.Id,
MaxFee = maxFee,
AutoTrade = tradeAutoSettings.TradeAuto,
MaxLeverage = tradeAutoSettings.MaxLeverage,
PercentLeverage = tradeAutoSettings.PercentLeverage,
HedgingOrdersEnabled = tradeAutoSettings.HedgingOrdersEnabled,
FixedVolume = tradeAutoSettings.FixedVolume,
MinVolume = tradeAutoSettings.MinVolume,
MaxVolume = tradeAutoSettings.MaxVolume,
VolumeRound = (int?)tradeAutoSettings.VolumeRound,
StepVolume = tradeAutoSettings.StepVolume,
TargetAccount = tradeAutoSettings.TargetAccount
});
ctx.SaveChanges();
//Logger.Info("SubscribeOnPortfolio() - changes are saved");
// найти трейдеров, удовлетворяющих критерию
List<PerformerStat> performers;
try
{
try
{
performers = TradeSharpAccountStatistics.Instance.proxy.GetAllPerformersWithCriteria(true,
targetPortfolio.Criteria, targetPortfolio.ParticipantCount,
!targetPortfolio.DescendingOrder, (float?)targetPortfolio.MarginValue, 0);
}
catch (Exception ex)
{
Logger.Error(
"Ошибка в SubscribeOnPortfolio() - получение перформеров (" + targetPortfolio.Criteria + ")",
ex);
return RequestStatus.ServerError;
}
if (performers == null)
{
Logger.Error("Ошибка в SubscribeOnPortfolio() - список перформеров не получен (" + targetPortfolio.Criteria + ")");
return RequestStatus.ServerError;
}
}
catch (Exception ex)
{
Logger.Error("Ошибка в SubscribeOnPortfolio() - подписка", ex);
return RequestStatus.ServerError;
}
// сравнить полученный список с текущими подписками заказчика ("инвестора")
// сформировать список для "отписки" и список для подписки
var performerAcs = performers.Select(p => p.Account).ToList();
var subsToRemove = ctx.SUBSCRIPTION.Where(s => s.User == user.ID &&
s.SERVICE1.ServiceType == (int)PaidServiceType.Signals &&
!performerAcs.Contains(s.SERVICE1.AccountId ?? 0)).ToList();
foreach (var sub in subsToRemove)
{
WalletError error;
SubscribeOnService(ctx, user.ID, sub.Service, false, true, tradeAutoSettings, out error);
if (error != WalletError.OK)
{
Logger.ErrorFormat("Portfolio - unsubscribe user {0} from srv {1}: error {2}",
user.ID, sub.Service, error);
}
}
// новоподписавшиеся
foreach (var pf in performers)
{
WalletError error;
SubscribeOnService(ctx, user.ID, pf.Service, true, false, tradeAutoSettings, out error);
if (error != WalletError.OK)
{
Logger.DebugFormat("Подписка SubscribeOnPortfolio({0}), сигн. {1}: {2}",
subscriberLogin, pf.Service, error);
}
}
return RequestStatus.OK;
}
public RequestStatus SubscribeOnPortfolio(ProtectedOperationContext secCtx, string subscriberLogin, TopPortfolio portfolio,
decimal? maxFee, AutoTradeSettings tradeSets)
{
throw new NotImplementedException();
}
public RequestStatus SubscribeOnPortfolio(ProtectedOperationContext secCtx, string subscriberLogin,
TopPortfolio portfolio, decimal? maxFee, AutoTradeSettings tradeAutoSettings)
{
return RequestStatus.CommonError;
}
public static void UndecoratePortfolio(TOP_PORTFOLIO dest, TopPortfolio src)
{
dest.Criteria = src.Criteria;
dest.DescendingOrder = src.DescendingOrder;
dest.ManagedAccount = src.ManagedAccount;
dest.MarginValue = src.MarginValue;
dest.Name = src.Name;
dest.OwnerUser = src.OwnerUser;
dest.ParticipantCount = src.ParticipantCount;
}
private void CreatePortfolioButtonClick(object sender, EventArgs e)
{
var portfolioName = "TOP " + AccountModel.Instance.GetUserLogin();
if (portfolioName.Length > 50)
portfolioName = portfolioName.Substring(0, 50);
var portfolio = new TopPortfolio
{
Name = portfolioName,
Criteria = SelectedFunction.Function,
DescendingOrder = SelectedFunction.PreferredSortOrder == SortOrder.Descending,
MarginValue = SelectedFunction.MarginValue,
ParticipantCount = ParticipantCount
};
var complete = new CompleteSubscribeOnPortfolioDlg(portfolio).ShowDialog() == DialogResult.OK;
if (!complete) return;
// открыть диалог настройки авто-торговли
var dlg = new AutoTradeSettingsForm();
if (dlg.ShowDialog(this) != DialogResult.OK)
return;
var tradeSettings = dlg.sets;
RequestStatus status;
try
{
status =
AccountModel.Instance.ServerProxy.SubscribeOnPortfolio(
CurrentProtectedContext.Instance.MakeProtectedContext(),
AccountModel.Instance.GetUserLogin(), portfolio, null, tradeSettings);
}
catch (Exception ex)
{
//4 debug
MessageBox.Show(this, "Операция выполнена с ошибкой:" + Environment.NewLine + ex.Message, "Предупреждение",
MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
Logger.Info("TopPortfolioControl.Subscribe: error calling SubscribeOnPortfolio/UnsubscribePortfolio", ex);
return;
}
if (status == RequestStatus.OK)
MessageBox.Show(this, "Операция выполнена успешно", "Информация", MessageBoxButtons.OK,
MessageBoxIcon.Information);
else
MessageBox.Show(this,
"Операция выполнена с ошибкой:" + Environment.NewLine +
EnumFriendlyName<RequestStatus>.GetString(status), "Предупреждение", MessageBoxButtons.OK,
MessageBoxIcon.Exclamation);
}
public TopPortfolio GetTopPortfolio(int id, out AccountEfficiency userAccountEfficiency)
{
userAccountEfficiency = null;
TopPortfolio result;
try
{
// reading db
using (var context = DatabaseContext.Instance.Make())
{
try
{
var portfolio = context.TOP_PORTFOLIO.FirstOrDefault(p => p.Id == id);
if (portfolio == null)
return null;
result = new TopPortfolio
{
Id = portfolio.Id,
Name = portfolio.Name,
Criteria = portfolio.Criteria,
ParticipantCount = portfolio.ParticipantCount,
DescendingOrder = portfolio.DescendingOrder,
MarginValue = (float?) portfolio.MarginValue,
ManagedAccount = portfolio.ManagedAccount,
OwnerUser = portfolio.OwnerUser
};
}
catch (Exception ex)
{
Logger.Error("AccountEfficiencyCache.GetTopPortfolio.db - read error", ex);
return null;
}
}
// Statistics
if (result.ManagedAccount.HasValue)
result.Statistics = GetPerformerByAccountId(result.ManagedAccount.Value);
// идентификаторы сигнальщиков
// тут будут корректировки, потому что вхождение сигнальщика в топ не всегда на данный момент времени соответствует критерию
// потому что обновление топов и обновлние статистики сигнальщиков выполняются в разное время, а результаты выборки хранятся только run-time
var performers = GetAllPerformersWithCriteria(true, result.Criteria, result.ParticipantCount,
!result.DescendingOrder, result.MarginValue, 0);
if (result.Statistics == null || performers == null)
{
Logger.ErrorFormat("GetTopPortfolio() - статистика / перформеры не получены, кеш обновлен: {0}", cacheUpdated);
return result;
}
// ManagerIds
result.ManagerIds = performers.Select(p => p.Account).ToList();
// Manages
result.Managers = performers;
// Orders
if (result.ManagedAccount.HasValue)
result.Orders = GetAccountDeals(result.ManagedAccount.Value, true);
if (result.IsCompanyPortfolio)
return result;
// ----------------
// 4 user portfolio
// ----------------
if (!cacheUpdated)
return null;
var managersFullStat = new List<AccountEfficiency>();
// beginning of profit1000 chart
if (result.ManagerIds == null)
throw new Exception("GetTopPortfolio(польз. портфель) - список Id менеджеров = null");
DateTime? beginDate = null;
try
{
foreach (var managerId in result.ManagerIds)
{
var stat = dicPerformers.ReceiveValue(managerId);
if (stat == null)
{
Logger.Error("AccountEfficiencyCache.GetTopPortfolio.dicPerformers.TryGetValue returned null");
return null; // ManagerIds.Count != managersFullStat.Count
}
if (stat.listProfit1000 == null || stat.listProfit1000.Count == 0)
continue;
managersFullStat.Add(stat);
// detect beginning
var firstDate = stat.listProfit1000.Min(e => e.time);
if (!beginDate.HasValue)
beginDate = firstDate;
else
if (firstDate < beginDate.Value)
beginDate = firstDate;
}
}
catch (Exception ex)
{
Logger.Error("AccountEfficiencyCache.GetTopPortfolio - stat gen error", ex);
return null;
}
// userAccountEfficiency
userAccountEfficiency = new AccountEfficiency
{
listProfit1000 = new List<EquityOnTime>(),
};
// pofit1000 calc
if (beginDate.HasValue)
for (var date = beginDate.Value.Date; date < DateTime.Now; date = date.AddDays(1))
{
float equity = 0;
var equityCount = 0;
foreach (var fullStat in managersFullStat)
{
var equityOnTime = fullStat.listProfit1000.Find(e => e.time == date);
if (equityOnTime.time == default(DateTime))
continue;
equity += equityOnTime.equity;
equityCount++;
}
if (equityCount == 0) // данных на этот день недостаточно - пропускаем
continue;
equity /= equityCount;
userAccountEfficiency.listProfit1000.Add(new EquityOnTime(equity, date));
}
// stats calc
userAccountEfficiency.Statistics.DealsCount = managersFullStat.Sum(s => s.Statistics.DealsCount);
Logger.InfoFormat("запрошен портфель - GetTopPortfolio({0}, {1} управляющих)", result.Name, result.Managers);
return result;
}
catch (Exception ex)
{
Logger.Error("Ошибка в GetTopPortfolio", ex);
throw;
}
}
private RequestStatus SubscribeOnUserOrCustomPortfolio(string hash, string userLogin, long localTime,
TopPortfolio portfolio,
AutoTradeSettings tradeAutoSettings)
{
if (portfolio == null)
{
Logger.Error("SubscribeOnUserOrCustomPortfolio(null)");
return RequestStatus.BadRequest;
}
Logger.InfoFormat("SubscribeOnUserOrCustomPortfolio({0}, портфель {1})", userLogin,
portfolio.Id > 0 ? "#" + portfolio.Id : portfolio.Criteria);
try
{
using (var ctx = DatabaseContext.Instance.Make())
{
var user = ctx.PLATFORM_USER.FirstOrDefault(u => u.Login == userLogin);
if (user == null)
return RequestStatus.Unauthorized;
var userHash = CredentialsHash.MakeCredentialsHash(userLogin, user.Password, localTime);
if (userHash != hash)
return RequestStatus.Unauthorized;
var status = walletRepository.SubscribeUserOnPortfolio(ctx, userLogin, portfolio, null, tradeAutoSettings);
if (status != RequestStatus.OK)
Logger.Info("SubscribeOnUserOrCustomPortfolio: status: " + status);
return status;
}
}
catch (Exception ex)
{
Logger.Error("Ошибка в SubscribeOnUserOrCustomPortfolio()", ex);
return RequestStatus.ServerError;
}
}
public CompleteSubscribeOnPortfolioDlg(TopPortfolio portfolio)
: this()
{
completeSubscribeOnPortfolioControl1.SetupPortfolio(portfolio);
}
public bool AreSame(TopPortfolio p)
{
return Name == p.Name && Criteria == p.Criteria && ParticipantCount == p.ParticipantCount
&& DescendingOrder == p.DescendingOrder && MarginValue == p.MarginValue;
}
public bool AreSame(TopPortfolio p)
{
return(Name == p.Name && Criteria == p.Criteria && ParticipantCount == p.ParticipantCount &&
DescendingOrder == p.DescendingOrder && MarginValue == p.MarginValue);
}
public RequestStatus GetUserPortfolioAndSubscriptions(string hash, string userLogin, long localTime,
out List<Subscription> signals, out TopPortfolio portfolio)
{
portfolio = null;
using (var ctx = DatabaseContext.Instance.Make())
{
var error = GetUserSubscribedCats(ctx, userLogin, hash, localTime, out signals);
if (error != RequestStatus.OK)
return error;
try
{
var query = from us in ctx.PLATFORM_USER
join up in ctx.USER_TOP_PORTFOLIO on us.ID equals up.User
join pf in ctx.TOP_PORTFOLIO on up.Portfolio equals pf.Id
where us.Login == userLogin
select new TopPortfolio
{
Id = pf.Id,
ParticipantCount = pf.ParticipantCount,
Criteria = pf.Criteria,
MarginValue = (float?)pf.MarginValue,
DescendingOrder = pf.DescendingOrder,
ManagedAccount = pf.ManagedAccount,
Name = pf.Name,
OwnerUser = pf.OwnerUser
};
portfolio = query.FirstOrDefault();
return RequestStatus.OK;
}
catch (Exception ex)
{
Logger.Error("Ошибка в GetUserPortfolioAndSubscriptions", ex);
return RequestStatus.ServerError;
}
}
}
public TopPortfolioForm(TopPortfolio portfolio)
: this()
{
Text = portfolio.Name;
topPortfolioControl.Portfolio = portfolio;
}
public RequestStatus SubscribeOnCustomPortfolio(string hash, string userLogin, long localTime,
string formula, float? marginValue, int topCount,
AutoTradeSettings tradeAutoSettings)
{
var portfolio = new TopPortfolio
{
Criteria = formula,
MarginValue = marginValue,
ParticipantCount = topCount
};
return SubscribeOnUserOrCustomPortfolio(hash, userLogin, localTime, portfolio, tradeAutoSettings);
}
private static AccountEfficiency GeneratePortfolioAccountEfficiency(TopPortfolio portfolio, IAccountStatistics proxy)
{
var portfolioEfficiency = new AccountEfficiency();
var efficiencies = new List<AccountEfficiency>();
// detect beginning
DateTime? beginDate = null;
foreach (var performerStat in portfolio.Managers)
{
var efficiency = proxy.GetAccountEfficiencyShort(performerStat.Account, false, false);
efficiencies.Add(efficiency);
var firstDate = efficiency.listProfit1000.Min(e => e.time);
if (!beginDate.HasValue)
beginDate = firstDate;
else
if (firstDate < beginDate.Value)
beginDate = firstDate;
}
if (!beginDate.HasValue)
return null;
// pofit1000 calc
portfolioEfficiency.listProfit1000 = new List<EquityOnTime>();
portfolioEfficiency.listEquity = new List<EquityOnTime>();
for (var date = beginDate.Value; date < DateTime.Now; date = date.AddDays(1))
{
float equity = 0;
foreach (var efficiency in efficiencies)
{
var equityOnTime = efficiency.listProfit1000.Find(e => e.time == date);
if (equityOnTime.time == default(DateTime))
continue;
equity += equityOnTime.equity;
}
equity /= efficiencies.Count;
portfolioEfficiency.listProfit1000.Add(new EquityOnTime(equity, date));
}
if (!AccountModel.Instance.AccountId.HasValue || portfolioEfficiency.listProfit1000.Count == 0)
return null;
// pofit calc
var stat = proxy.GetPerformerByAccountId(AccountModel.Instance.AccountId.Value);
// пусть performerStat.Equity соответствует последней точке на кривой доходности на 1000
var profitFactor = stat.Equity / portfolioEfficiency.listProfit1000.Last().equity;
foreach (var equityOnTime in portfolioEfficiency.listProfit1000)
{
portfolioEfficiency.listEquity.Add(new EquityOnTime(equityOnTime.equity * profitFactor, equityOnTime.time));
}
// stats calc
portfolioEfficiency.listTransaction = new List<BalanceChange>();
portfolioEfficiency.InitialBalance = portfolioEfficiency.listEquity[0].equity;
portfolioEfficiency.StartDate = portfolioEfficiency.listEquity[0].time;
new EfficiencyCalculator().CalculateProfitCoeffs(portfolioEfficiency);
return portfolioEfficiency;
}
public RequestStatus SubscribeOnPortfolio(string hash, string userLogin, long localTime,
int portfolioId, AutoTradeSettings tradeAutoSettings)
{
var portfolio = new TopPortfolio
{
Id = portfolioId
};
return SubscribeOnUserOrCustomPortfolio(hash, userLogin, localTime, portfolio, tradeAutoSettings);
}
private void LoadPortfolioSubscribers(TopPortfolio portfolio)
{
var perfs = new List<PerformerStatEx>();
var cats = SubscriptionModel.Instance.SubscribedCategories ?? new List<Contract.Entity.Subscription>();
try
{
perfs.AddRange(portfolio.Managers.Select(performer => new PerformerStatEx(performer)
{
IsSubscribed = cats.Any(c => c.Service == performer.Service),
}));
}
catch (Exception ex)
{
Logger.Info("SubscriptionControl.LoadPortfolioSubscribers", ex);
}
performers = perfs;
performerGridCtrl.DataBind(performers, chat);
topFilterControl.RefreshButtonEnabled = true;
refreshButton.Enabled = true;
}
public static TOP_PORTFOLIO UndecoratePortfolio(TopPortfolio p)
{
return new TOP_PORTFOLIO
{
Criteria = p.Criteria,
DescendingOrder = p.DescendingOrder,
Id = p.Id,
ManagedAccount = p.ManagedAccount,
MarginValue = p.MarginValue,
Name = p.Name,
ParticipantCount = p.ParticipantCount,
OwnerUser = p.OwnerUser
};
}
