public static AssetMarket CreateAssetMarket(FXMarket populate_fx = null)
{
AssetMarket aMkt = new AssetMarket();
aMkt.AddQuote(new AssetCcyPair(Asset3(), Ccy1()), 48.5);
aMkt.AddQuote(new AssetCcyPair(Asset1(), Ccy1()), 15000.0);
if (populate_fx != null)
{
aMkt.PopulateWithFXMarket(populate_fx);
}
return(aMkt);
}
//public void AddNewCcy(string ccyName, CurrencyStatics ccyStatics, CurrencyPair cp, double cpValue)
//{
// bool testAdd = _CcyDB.AddCcy(ccyName, ccyStatics);
// if (!testAdd)
// MessageBox.Show($"The new Currency [{ccyName}] does already exist.");
// else
// {
// _FXMarket.AddQuote(cp, cpValue);
// }
//}
//public void AddRefCcy(string ccyName, CurrencyStatics ccyStatics)
//{
// bool testAdd = _CcyDB.AddCcy(ccyName, ccyStatics);
// if (!testAdd)
// throw new Exception($"Add Ref Ccy Error {ccyName}");
// _Ccy = new Currency(ccyName);
// _FXMarket.SetCcyRef(_Ccy);
//}
public void AddNewAsset(string assetName, AssetStatics aSt, double acpValue)
{
bool testAdd = _CcyDB.AddAsset(assetName, aSt);
if (!testAdd)
{
MessageBox.Show($"The new Asset [{assetName}] does already exist.");
}
else
{
AssetCcyPair acp = new AssetCcyPair(new Asset(assetName), aSt.Ccy);
_AssetMarket.AddQuote(acp, acpValue);
}
}
public void HistoricalAccountingData()
{
HistoricalAccountingData had = new HistoricalAccountingData();
had.SetCcyDB(GetCcyDB());
// Create AccData 1
FXMarket fx1 = Init.CreateFXMarket();
fx1.CcyRef = had.CcyDB.RefCcy;
fx1.AddQuote(new CurrencyPair("GBP", "EUR"), 1.1);
fx1.AddQuote(new CurrencyPair("GBP", "JPY"), 130);
AssetMarket amkt1 = Init.CreateAssetMarket();
amkt1.AddQuote(new AssetCcyPair(new Asset("AAPL"), new Currency("USD")), 1234.56);
amkt1.PopulateWithFXMarket(fx1);
List <Category> list = new List <Category> {
Init.CreateCategory1(), Init.CreateCategory2()
};
AccountingData ad1 = new AccountingData(list, fx1, amkt1);
had.AddData(new DateTime(2020, 1, 1), ad1);
// Create AccData2
FXMarket fx2 = new FXMarket();
fx2.Copy(fx1);
fx2.AddQuote(new CurrencyPair("EUR", "USD"), 1.2);
fx2.AddQuote(new CurrencyPair("GBP", "EUR"), 1.15);
AssetMarket amkt2 = new AssetMarket();
amkt2.Copy(amkt1);
amkt2.AddQuote(new AssetCcyPair(new Asset("BNP"), new Currency("EUR")), 50.0);
amkt2.PopulateWithFXMarket(fx2);
AccountingData ad2 = new AccountingData(list, fx2, amkt2);
had.AddData(new DateTime(2020, 2, 3), ad2);
// Test
string fileName = SerializeObject(had, "HistoricalAccountingData");
HistoricalAccountingData desHad = DeserializeObject <HistoricalAccountingData>(fileName);
Assert.IsTrue(had == desHad);
}
