private void ViewModelChanged(object sender, DependencyPropertyChangedEventArgs e)
{
if (this.DataContext != null)
{
this.viewModel_ = this.DataContext as Excel_instrumentViewModel;
//this.viewModel_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_.PropertyChanged +=
// this.viewModel_.Excel_parameterViewModel_.instrumentEventObserver;
this.MasterInfoGrid_.Children.Clear();
this.MasterInfoGrid_.Children.Add(this.viewModel_.MasterInformationViewModel_.view());
this.ProductGrid_.Children.Clear();
this.ProductGrid_.Children.Add(this.viewModel_.Excel_interfaceViewModel_.view());
this.ParameterGrid_.Children.Clear();
this.ParameterGrid_.Children.Add(this.viewModel_.Excel_parameterViewModel_.view());
this.ResultGrid_.Children.Clear();
this.ResultGrid_.Children.Add(this.viewModel_.Excel_parameterViewModel_.Excel_resultViewModel_.view());
this.ProfitLossGrid_.Children.Clear();
this.ProfitLossGrid_.Children.Add(this.viewModel_.Excel_profitLossViewModel_.view());
this.EventGrid_.Children.Clear();
this.EventGrid_.Children.Add(this.viewModel_.Excel_eventManagerViewModel_.view());
}
}
public ParameterSettingManager(DateTime refDate, Excel_instrumentViewModel e_instVM)
{
this.ReferenceDate_ = refDate;
this.Excel_InstrumentViewModel_ = e_instVM;
e_instVM.Excel_parameterViewModel_.ParameterSettingManager_ = this;
this.UnderlyingParaSetting_ = new UnderlyingParaSetting(this);
this.DiscountCurveParaSetting_ = new DiscountCurveParaSetting(this);
}
public override bool removeInstrument(Excel_instrumentViewModel e_ivm)
{
// list 에서 삭제함.
this.instrumentList_.Remove(e_ivm);
// db 에서 삭제함.
MasterInformationViewModel.removeMasterInfo(e_ivm.Item_code_);
return true;
}
public override string value(DateTime dateTime, Excel_instrumentViewModel excel_instrumentViewModel, Excel_underlyingInfoViewModel excel_uivm)
{
TD_MRSTOCKFACTOR_Table_DAO dao = new TD_MRSTOCKFACTOR_Table_DAO();
dao.STOCK_ID_ = excel_uivm.KrCode_;
dao.STD_DATE_ = StringConverter.dbDateTimeToDateString(dateTime);
dao.select_ID_Date(DataBaseConnectManager.ConnectionFactory("MRO"));
string v = dao.DIVIDEND_RATE_;
return v;
}
public static ParameterSettingManager makeParaSettingManager(string settingID,DateTime refDate,Excel_instrumentViewModel e_instVM)
{
ParameterSettingManager psm = new ParameterSettingManager(refDate, e_instVM);
// simulation Number
psm.SimulationNumber_ = 10000;
// underlying
{
UnderlyingParaSetting ups = new UnderlyingParaSetting(psm);
// stock
GBMSetting gbmSetting = new GBMSetting();
gbmSetting.GBMDriftSetting_ = new GBM_Const_DriftSetting("0.0289");
gbmSetting.GBMDividendSetting_ = new GBM_Const_DividendSetting("0.019");
gbmSetting.GBMVolatilitySetting_ = new GBM_Const_VolatilitySetting("0.3");
ups.StockParaSetting_ = new GBMSetting();
// ir
HullWhiteSetting hwSetting = new HullWhiteSetting();
hwSetting.HullWhite_AlphaSetting_ = new HullWhite_Const_AlphaSetting("");
hwSetting.HullWhite_SigmaSetting_ = new HullWhite_Const_SigmaSetting("");
hwSetting.HullWhite_FittingCurveSetting_ = new HullWhite_Const_FittingCurveSetting("");
ups.InterestRateParaSetting_ = hwSetting;
// fx
// corr
ups.CorrelationParaSetting_ = new Constant_CorrelationParaSetting(psm);
}
// discount
{
DiscountCurveParaSetting dcps = new DiscountCurveParaSetting(psm);
psm.DiscountCurveParaSetting_ = dcps;
}
return psm;
}
public override Excel_yieldCurveViewModel value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
Excel_interestRateViewModel e_irvm = excel_uivm as Excel_interestRateViewModel;
ObservableCollection<Excel_irCurveDataViewModel> e_ircdvmList = new ObservableCollection<Excel_irCurveDataViewModel>();
Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel();
e_ycvm.Excel_interpolationViewModel_ = Excel_interpolationViewModel_;
e_ycvm.Code_ = "constDefaultCurve";
e_ycvm.loadCurve(constRate_);
return e_ycvm;
}
private void ViewModelChanged(object sender, DependencyPropertyChangedEventArgs e)
{
this.viewModel_ = this.DataContext as Excel_instrumentViewModel;
this.MasterInfoGrid_.Children.Clear();
MasterInformationView masterInfoView = this.viewModel_.MasterInformationViewModel_.view();
masterInfoView.bookingModeSetting(BookingMode.Booking);
this.MasterInfoGrid_.Children.Add(masterInfoView);
this.ProductGrid_.Children.Clear();
this.ProductGrid_.Children.Add(this.viewModel_.Excel_interfaceViewModel_.view());
this.ProfitLossGrid_.Children.Clear();
this.ProfitLossGrid_.Children.Add(this.viewModel_.Excel_profitLossViewModel_.view());
}
public override string value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
OTC_TD_MRSTOCKFACTORVOL_Table_DAO dao = new OTC_TD_MRSTOCKFACTORVOL_Table_DAO();
dao.STD_DATE_ = StringConverter.dbDateTimeToDateString(dateTime);
dao.STOCK_ID_ = excel_uivm.KrCode_;
dao.KR_CODE_ = e_instVM.MasterInformationViewModel_.Export_itemcode_;
string sql = dao.select_date_code_id(DataBaseConnectManager.ConnectionFactory("MRO"));
if (dao.STOCK_ID_ == "KR7060980000")
{
dao.VOL_ = "0.33";
}
//SQL_Logger.addLog(sql);
return dao.VOL_;
}
public override Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm,
Excel_instrumentViewModel excel_instrumentViewModel,
DateTime dateTime)
{
Excel_geometricBMViewModel e_gbmvm = new Excel_geometricBMViewModel();
//excel_upvm.loadMarketData(dateTime);
string value = Excel_loaderViewModel.loadMarketData(dateTime, excel_uivm.Excel_type_, excel_uivm.KrCode_);
e_gbmvm.CurrentValue_ = value;
e_gbmvm.Drift_ = this.GBMDriftSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_gbmvm.Dividend_ = this.GBMDividendSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_gbmvm.Volatility_ = this.GBMVolatilitySetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
return e_gbmvm;
}
public override string value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
// 국고 커브를 로드함
DateTime maturity = e_instVM.Excel_interfaceViewModel_.Excel_issueInfoViewModel_.MaturityDate_;
Excel_yieldCurveViewModel e_ycvm =
e_instVM.Excel_parameterViewModel_.ParameterSettingManager_.DiscountCurveParaSetting_.discountCurve(dateTime,"KRW");
QLNet.YieldTermStructure q_y = e_ycvm.yieldCurve();
TimeSpan timeSpan = maturity - dateTime;
double t = timeSpan.TotalDays / 365;
InterestRate rate = q_y.zeroRate(t, QLNet.Compounding.Compounded);
double drift = rate.value();
return drift.ToString();
}
public override Excel_yieldCurveViewModel value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
IRCurveMarketDataLoader curveLoader = IRCurveMarketDataLoader.CreateMarketDataLoader("MRO");
Excel_interestRateViewModel e_irvm = excel_uivm as Excel_interestRateViewModel;
ObservableCollection<Excel_irCurveDataViewModel> e_ircdvmList = new ObservableCollection<Excel_irCurveDataViewModel>();
curveLoader.load(dateTime, e_irvm.LinkedCurveCode_, e_ircdvmList);
//e_icsvm.Symbol_ = excel_uivm.KrCode_;
//e_icsvm.dataLoad(dateTime, e_irvm.LinkedCurveCode_);
Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel();
e_ycvm.Excel_interpolationViewModel_ = Excel_interpolationViewModel_;
e_ycvm.Code_ = e_ircdvmList[0].Curve_code_;
e_ycvm.Excel_rateDataViewModel_ = e_ircdvmList[0].Excel_rateDataViewModelList_;
return e_ycvm;
}
public void enqueue_intrument(Excel_instrumentViewModel e_instVM)
{
BatchItemViewModel bvm = new BatchItemViewModel(e_instVM);
this.BatchItemViewModelQueueList_.Add(bvm);
}
public virtual void calculate(Excel_instrumentViewModel e_inst)
{
string productXmlStr = e_inst.Excel_interfaceViewModel_.productXml(true);
string parameterXmlStr = this.paraXml(false);
//DateTime tradeDate = e_inst.MasterInformationViewModel_.Trade_date_;
DateTime effectiveDate = e_inst.Excel_interfaceViewModel_.Excel_issueInfoViewModel_.EffectiveDate_;
// < date , value > //
//string underHistData = this.historyUnderData(effectiveDate, false);
string underHistData = e_inst.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_.historyUnderData(effectiveDate,this.referenceDate_, false);
string calculationType = e_inst.MasterInformationViewModel_.Booking_type_.ToUpper();
string result = "not calculated";
try
{
result = CalculationModuleDLL.calculationLibCall(calculationType,
productXmlStr,
parameterXmlStr,
underHistData,
this.referenceDate_
);
this.loadResult(e_inst,result);
}
catch (Exception e )
{
result = "dll error : " + e.Message;
OutputLogViewModel.addResult(result);
throw;
}
//string result = "empty";
//try
//{
// MessageManager messageManager = new MessageManager();
// messageManager.loadServerInformation();
// MessageViewModel mvm = new MessageViewModel();
// GridCalculationViewModel gcvm = MessageBodyViewModel.CreateMessageBody("gridCalculation") as GridCalculationViewModel;
// gcvm.mergeSetXml(productXmlStr, parameterXmlStr, underHistData);
// mvm.TargetCode_ = "gridCalculation";
// mvm.MessageBodyViewModel_ = gcvm;
// messageManager.send(mvm);
// //result = CalculationModuleDLL.calculationLibCall(calculationType,
// // productXmlStr,
// // parameterXmlStr,
// // underHistData
// // );
//}
//catch (Exception)
//{
// result = "dll error";
//}
}
public override string value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
return constVol_;
}
public static void SaveInstrument(Excel_instrumentViewModel e_instVM)
{
//positionDB.booking(this.viewModel_)
string productXmlStr = e_instVM.Excel_interfaceViewModel_.productXml();
//이놈은 나중에 다른 배치로 돌거임..
//string parameterXmlStr = this.viewModel_.Excel_parameterViewModel_.paraXml();
// < date , value > //
//string underHistDataStr = this.viewModel_.Excel_parameterViewModel_.historyUnderData();
// 현재 program foler로 저장됨
//System.IO.File.WriteAllText("testProductInfo.xml", productXmlStr);
XmlDocument xmlDoc = new XmlDocument();
xmlDoc.LoadXml(productXmlStr);
string itemCode = e_instVM.MasterInformationViewModel_.Item_code_;
try
{
xmlDoc.Save(path_ + itemCode + ".xml");
}
catch (Exception)
{
OutputLogViewModel.addResult("Instrument Xml save fail!");
}
}
public abstract Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm,
Excel_instrumentViewModel excel_instrumentViewModel,
DateTime dateTime);
public virtual void AddInstrument(Excel_instrumentViewModel e_instVM)
{
this.instrumentList_.Add(e_instVM);
System.Xml.XmlElement xmlEle
= this.node_.OwnerDocument.CreateElement("instrument");
xmlEle.InnerText = e_instVM.Item_code_;
this.node_["instrumentList"].AppendChild(xmlEle);
}
public abstract string value(DateTime dateTime, Excel_instrumentViewModel excel_instrumentViewModel, Excel_underlyingInfoViewModel excel_uivm);
public override void AddInstrument(Excel_instrumentViewModel e_instVM)
{
//base.AddInstrument(e_instVM);
}
public Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm, Excel_instrumentViewModel excel_instrumentViewModel, DateTime dateTime)
{
throw new NotImplementedException();
}
public void booking(Excel_instrumentViewModel e_instVM)
{
////w.Content = e_instVM.view(true);
//e_instVM.linkEventPass();
// // master db에 박고
// // file 저장하고
//e_instVM.bookingInstrument(); // db에 박음.
//XMLFileLoader.SaveInstrument(e_instVM);
//MasterInformationViewModel.WholeMasterPosition_.Add(e_instVM);
//// 우선은 미분류로 보냄
//// favoriteViewModel에 instrument List 에 더하고
//this.rootFavoriteViewModel_.UnClassifiedFavoriteViewModel_.AddInstrument(e_instVM);
//////이놈은 상품 xml 저장이 아니고 favor xml 저장
//this.rootFavoriteViewModel_.saveXml();
////unclassified_fvm.InstrumentList_.Add(e_instVM);
//// menu booking의 경우 refDate기준으로 임시 파라메터를 만들어줌.
//e_instVM.buildParameterFromInstrument(ProgramVariable.ReferenceDate_);
//XMLFileLoader.SaveParameter(e_instVM.Excel_parameterViewModel_);
//XMLFileLoader.SaveHistoryData(e_instVM);
}
public override string value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
return(this.constDrift_);
}
private void loadInstrumentList(Excel_instrumentViewModel e_inst)
{
//bold로 표시한거 푸는것
this.rootBookViewModel_.clearSelection();
if (e_inst != null)
{
try
{
e_inst.loadDetailContext();
//this.rootBookViewModel_.clearSelection();
this.rootBookViewModel_.hasTradeInstrument(e_inst.Trade_id_);
this.detailContentsGrid_.Children.Clear();
//e_inst.View_.UpdateLayout();
e_inst.dataContextRefesh();
this.detailContentsGrid_.Children.Add(e_inst.view(false));
this.bookFolderTreeView_.Items.Refresh();
}
catch (Exception e)
{
OutputLogViewModel.addResult(e.Message);
//throw;
}
}
}
//private void fixedBondButton_Click(object sender, RoutedEventArgs e)
//{
// Excel_instrumentViewModel e_instVM = new Excel_instrument_fixedBondViewModel(true);
// this.menuBooking(e_instVM);
//}
//private void elsStepDownKIButton_Click(object sender, RoutedEventArgs e)
//{
// Excel_instrumentViewModel e_instVM = new Excel_instrument_hifiveViewModel(true);
// this.menuBooking(e_instVM);
//}
//private void elsStepDownKICustomButton_Click(object sender, RoutedEventArgs e)
//{
// Excel_instrumentViewModel e_instVM = new Excel_instrument_stepDownKICustomViewModel(true);
// this.menuBooking(e_instVM);
//}
//private void compositeOptionButton_Click(object sender, RoutedEventArgs e)
//{
// Excel_instrumentViewModel e_instVM = new Excel_instrument_compositeOptionViewModel(true);
// this.menuBooking(e_instVM);
//}
//private void makeInstButton_Click(object sender, RoutedEventArgs e)
//{
// Excel_instrumentViewModel e_instVM = new Excel_instrument_generalViewModel(true);
// this.menuBooking(e_instVM);
//}
//private void vanillaFloatingBondButton_Click(object sender, RoutedEventArgs e)
//{
//}
//private void etcFloatingBondButton_Click(object sender, RoutedEventArgs e)
//{
//}
private void menuBooking(Excel_instrumentViewModel e_instVM)
{
Window w = new Window();
w.Width = 400;
w.Height = 400;
w.Content = e_instVM.view(true);
e_instVM.linkEventPass();
w.Visibility = 0;
// booking button 눌리면
if (w.ShowDialog() == true)
{
// master db에 박고
// file 저장하고
e_instVM.bookingInstrument(); // db에 박음.
XMLFileLoader.SaveInstrument(e_instVM);
MasterInformationViewModel.WholeMasterPosition_.Add(e_instVM);
// 우선은 미분류로 보냄
// favoriteViewModel에 instrument List 에 더하고
this.rootFavoriteViewModel_.UnClassifiedFavoriteViewModel_.AddInstrument(e_instVM);
////이놈은 상품 xml 저장이 아니고 favor xml 저장
this.rootFavoriteViewModel_.saveXml();
//unclassified_fvm.InstrumentList_.Add(e_instVM);
// menu booking의 경우 refDate기준으로 임시 파라메터를 만들어줌.
e_instVM.buildParameterFromInstrument(ProgramVariable.ReferenceDate_);
XMLFileLoader.SaveParameter(e_instVM.Excel_parameterViewModel_);
XMLFileLoader.SaveHistoryData(e_instVM);
}
else
{
}
}
public override void AddInstrument(Excel_instrumentViewModel e_instVM)
{
//base.AddInstrument(e_instVM);
}
public void loadResult(Excel_instrumentViewModel e_inst,string result)
{
this.excel_resultViewModel_.Notional_ =
e_inst.Excel_interfaceViewModel_.Excel_issueInfoViewModel_.Notional_;
this.excel_resultViewModel_.loadResultXml(result);
}
public BatchItemViewModel(Excel_instrumentViewModel e_inst)
{
this.excel_instrumentViewModel_ = e_inst;
}
public void setFromXml(System.Xml.XmlNode InstNode)
{
this.node_ = InstNode;
//InstNode["book"]["bookInfo"];
System.Xml.XmlNode bookInfoNode
= InstNode["favoriteInfo"];
this.favoriteName_ = bookInfoNode["favoriteName"].InnerText;
this.favoriteCode_ = bookInfoNode["favoriteCode"].InnerText;
System.Xml.XmlNodeList instrumentListNodeList
= InstNode["instrumentList"].SelectNodes("instrument");
foreach (System.Xml.XmlNode item in instrumentListNodeList)
{
string instCode = item.InnerText;
Excel_instrumentViewModel instrument = new Excel_instrumentViewModel();
instrument.Item_code_ = instCode;
this.instrumentList_.Add(instrument);
}
}
public override string value(DateTime dateTime, Excel_instrumentViewModel excel_instrumentViewModel, Excel_underlyingInfoViewModel excel_uivm)
{
return this.constDiv_;
}
public BatchItemViewModel(Excel_instrumentViewModel e_inst)
{
this.excel_instrumentViewModel_ = e_inst;
}
public override string value(DateTime dateTime, Excel_instrumentViewModel excel_instrumentViewModel, Excel_underlyingInfoViewModel excel_uivm)
{
return(constSigma_);
}
public abstract Excel_yieldCurveViewModel value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm);
public virtual bool removeInstrument(Excel_instrumentViewModel e_ivm)
{
System.Xml.XmlNodeList instrumentListNodeList
= this.node_["instrumentList"].SelectNodes("instrument");
foreach (System.Xml.XmlNode item in instrumentListNodeList)
{
string code = item.InnerText;
if (code == e_ivm.Item_code_)
{
this.instrumentList_.Remove(e_ivm);
this.node_["instrumentList"].RemoveChild(item);
return true;
}
}
return false;
}
public void mergeSetXml(Excel_instrumentViewModel e_inst,DateTime refDate)
{
this.inst_code_ = e_inst.Item_code_;
this.inst_type_ = e_inst.MasterInformationViewModel_.Booking_type_;
this.inst_name_ = e_inst.MasterInformationViewModel_.Item_name_;
this.para_refDate_ = refDate;
this.InnerXml_ = e_inst.mergedXml(this.para_refDate_);
}
public abstract Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm,
Excel_instrumentViewModel excel_instrumentViewModel,
DateTime dateTime);
public static void SaveHistoryData(Excel_instrumentViewModel e_inst)
{
Excel_parameterViewModel e_paraVM = e_inst.Excel_parameterViewModel_;
//DateTime tradeDate = e_inst.MasterInformationViewModel_.Trade_date_;
DateTime effectiveDate = e_inst.Excel_interfaceViewModel_.Excel_issueInfoViewModel_.EffectiveDate_;
//string historyUnderStr = e_paraVM.historyUnderData(effectiveDate);
string historyUnderStr = e_inst.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_.historyUnderData(effectiveDate, e_paraVM.ReferenceDate_);
XmlDocument xmlDoc = new XmlDocument();
xmlDoc.LoadXml(historyUnderStr);
string itemCode = e_paraVM.ItemCode_;
string refDateStr = e_paraVM.ReferenceDate_.ToString("yyyyMMdd");
bool exists = System.IO.Directory.Exists(path_ + refDateStr);
if (!exists)
{
System.IO.Directory.CreateDirectory(path_ + refDateStr);
}
try
{
xmlDoc.Save(path_ + refDateStr + "\\" + itemCode + "_" + refDateStr + "_historyData.xml");
}
catch (Exception )
{
OutputLogViewModel.addResult("history Xml save fail!");
}
}
public abstract string value(DateTime dateTime, Excel_instrumentViewModel excel_instrumentViewModel, Excel_underlyingInfoViewModel excel_uivm);
public void enqueue_intrument(Excel_instrumentViewModel e_instVM)
{
BatchItemViewModel bvm = new BatchItemViewModel(e_instVM);
this.BatchItemViewModelQueueList_.Add(bvm);
}
