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Sean Kessler (Europa)
2024-08-07 09:12:07 -04:00
parent ca445435a0
commit fdfadd5c7e
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using System;
namespace ZBI.Risk.Server.Mapped
{
[Serializable]
public class Historic
{
private DateTime tradeDate;
private string tradeDateTxt;
private string portfolio;
private string subPortfolio;
private string ticker;
private string tickerDesc;
private string uticker;
private string instrument;
private decimal contractSize;
private string hedgeIndex;
private string hedgeSector;
private string area;
private string areaSector;
private decimal yClose;
private decimal utickerClose;
private decimal yUtickerClose;
private decimal delta;
private decimal yDelta;
private decimal hedgeBeta;
private decimal areaBeta;
private decimal sectorBeta;
private decimal groupBeta;
private decimal qty;
private decimal yQty;
private decimal qtyChange;
private decimal hedgeClose;
private decimal hedgePerc;
private decimal areaClose;
private decimal areaPerc;
private decimal sectorClose;
private decimal sectorPerc;
private decimal mktValue;
private decimal yMktValue;
private decimal exposure;
private decimal yExposure;
private decimal hbExposure;
private decimal yHbExposure;
private decimal abExposure;
private decimal yAbExposure;
private decimal sbExposure;
private decimal ySbExposure;
private decimal pnl;
private decimal pnlPerc;
private decimal priceChange;
private decimal priceChangePerc;
private decimal priceChangeAmt;
private decimal sectorAlphaPerc;
private decimal groupAlphaPerc;
private decimal areaAlphaPerc;
private decimal hedgeAlphaPerc;
private decimal areaPnlAmt;
private decimal sectorPnlAmt;
private decimal sectorAlphaAmt;
private decimal groupAlphaAmt;
private decimal areaAlphaAmt;
private decimal hedgeAlphaAmt;
private decimal abReturnAmt;
private decimal abReturnPerc;
private decimal altIndexReturnPerc;
private decimal altIndexReturnAmt;
private decimal indexBetaAdjPerc;
private decimal indexBetaAdjAmt;
private decimal intradayPerc;
private decimal intradayAmt;
private decimal optionalityPerc;
private decimal optionalityAmt;
private string currency;
private decimal baseClose;
private decimal yBaseClose;
private decimal fxPerc;
private decimal fxAmt;
private decimal fxRate;
private decimal yFxRate;
private string exposureView;
private string marketView;
private string callPut;
private int daysExpire;
private decimal strikePrice;
private string associate;
private bool ipo;
private decimal ratio;
private bool exported;
private string source;
private decimal vwap;
private decimal vwapPnl;
private decimal adh;
private decimal aac;
private decimal azap;
private DateTime goAround;
private decimal alphaGoAround;
private decimal alphaReal;
private decimal alphaUnreal;
private decimal pnlReal;
private decimal pnlUnreal;
private decimal cashFlow;
private decimal betaCashFlow;
private DateTime lastTradeDate;
private decimal lastTradeQty;
private decimal enterpriseValue;
private decimal mktCap;
private decimal wgtAve;
private decimal volume;
private long rowID;
public DateTime TradeDate
{
get{return tradeDate;}
set{tradeDate=value;}
}
public string TradeDateTxt
{
get{return tradeDateTxt;}
set{tradeDateTxt=value;}
}
public string Portfolio
{
get{return portfolio;}
set{portfolio=value;}
}
public string SubPortfolio
{
get{return subPortfolio;}
set{subPortfolio=value;}
}
public string Ticker
{
get{return ticker;}
set{ticker=value;}
}
public string TickerDesc
{
get{return tickerDesc;}
set{tickerDesc=value;}
}
public string Uticker
{
get{return uticker;}
set{uticker=value;}
}
public string Instrument
{
get{return instrument;}
set{instrument=value;}
}
public decimal ContractSize
{
get{return contractSize;}
set{contractSize=value;}
}
public string HedgeIndex
{
get{return hedgeIndex;}
set{hedgeIndex=value;}
}
public string HedgeSector
{
get{return hedgeSector;}
set{hedgeSector=value;}
}
public string Area
{
get{return area;}
set{area=value;}
}
public string AreaSector
{
get{return areaSector;}
set{areaSector=value;}
}
public decimal YClose
{
get{return yClose;}
set{yClose=value;}
}
public decimal UtickerClose
{
get{return utickerClose;}
set{utickerClose=value;}
}
public decimal YUtickerClose
{
get{return yUtickerClose;}
set{yUtickerClose=value;}
}
public decimal Delta
{
get{return delta;}
set{delta=value;}
}
public decimal YDelta
{
get{return yDelta;}
set{yDelta=value;}
}
public decimal HedgeBeta
{
get{return hedgeBeta;}
set{hedgeBeta=value;}
}
public decimal AreaBeta
{
get{return areaBeta;}
set{areaBeta=value;}
}
public decimal SectorBeta
{
get{return sectorBeta;}
set{sectorBeta=value;}
}
public decimal GroupBeta
{
get{return groupBeta;}
set{groupBeta=value;}
}
public decimal Qty
{
get{return qty;}
set{qty=value;}
}
public decimal YQty
{
get{return yQty;}
set{yQty=value;}
}
public decimal QtyChange
{
get{return qtyChange;}
set{qtyChange=value;}
}
public decimal HedgeClose
{
get{return hedgeClose;}
set{hedgeClose=value;}
}
public decimal HedgePerc
{
get{return hedgePerc;}
set{hedgePerc=value;}
}
public decimal AreaClose
{
get{return areaClose;}
set{areaClose=value;}
}
public decimal AreaPerc
{
get{return areaPerc;}
set{areaPerc=value;}
}
public decimal SectorClose
{
get{return sectorClose;}
set{sectorClose=value;}
}
public decimal SectorPerc
{
get{return sectorPerc;}
set{sectorPerc=value;}
}
public decimal MktValue
{
get{return mktValue;}
set{mktValue=value;}
}
public decimal YMktValue
{
get{return yMktValue;}
set{yMktValue=value;}
}
public decimal Exposure
{
get{return exposure;}
set{exposure=value;}
}
public decimal YExposure
{
get{return yExposure;}
set{yExposure=value;}
}
public decimal HbExposure
{
get{return hbExposure;}
set{hbExposure=value;}
}
public decimal YHbExposure
{
get{return yHbExposure;}
set{yHbExposure=value;}
}
public decimal AbExposure
{
get{return abExposure;}
set{abExposure=value;}
}
public decimal YAbExposure
{
get{return yAbExposure;}
set{yAbExposure=value;}
}
public decimal SbExposure
{
get{return sbExposure;}
set{sbExposure=value;}
}
public decimal YSbExposure
{
get{return ySbExposure;}
set{ySbExposure=value;}
}
public decimal Pnl
{
get{return pnl;}
set{pnl=value;}
}
public decimal PnlPerc
{
get{return pnlPerc;}
set{pnlPerc=value;}
}
public decimal PriceChange
{
get{return priceChange;}
set{priceChange=value;}
}
public decimal PriceChangePerc
{
get{return priceChangePerc;}
set{priceChangePerc=value;}
}
public decimal PriceChangeAmt
{
get{return priceChangeAmt;}
set{priceChangeAmt=value;}
}
public decimal SectorAlphaPerc
{
get{return sectorAlphaPerc;}
set{sectorAlphaPerc=value;}
}
public decimal GroupAlphaPerc
{
get{return groupAlphaPerc;}
set{groupAlphaPerc=value;}
}
public decimal AreaAlphaPerc
{
get{return areaAlphaPerc;}
set{areaAlphaPerc=value;}
}
public decimal HedgeAlphaPerc
{
get{return hedgeAlphaPerc;}
set{hedgeAlphaPerc=value;}
}
public decimal AreaPnlAmt
{
get{return areaPnlAmt;}
set{areaPnlAmt=value;}
}
public decimal SectorPnlAmt
{
get{return sectorPnlAmt;}
set{sectorPnlAmt=value;}
}
public decimal SectorAlphaAmt
{
get{return sectorAlphaAmt;}
set{sectorAlphaAmt=value;}
}
public decimal GroupAlphaAmt
{
get{return groupAlphaAmt;}
set{groupAlphaAmt=value;}
}
public decimal AreaAlphaAmt
{
get{return areaAlphaAmt;}
set{areaAlphaAmt=value;}
}
public decimal HedgeAlphaAmt
{
get{return hedgeAlphaAmt;}
set{hedgeAlphaAmt=value;}
}
public decimal AbReturnAmt
{
get{return abReturnAmt;}
set{abReturnAmt=value;}
}
public decimal AbReturnPerc
{
get{return abReturnPerc;}
set{abReturnPerc=value;}
}
public decimal AltIndexReturnPerc
{
get{return altIndexReturnPerc;}
set{altIndexReturnPerc=value;}
}
public decimal AltIndexReturnAmt
{
get{return altIndexReturnAmt;}
set{altIndexReturnAmt=value;}
}
public decimal IndexBetaAdjPerc
{
get{return indexBetaAdjPerc;}
set{indexBetaAdjPerc=value;}
}
public decimal IndexBetaAdjAmt
{
get{return indexBetaAdjAmt;}
set{indexBetaAdjAmt=value;}
}
public decimal IntradayPerc
{
get{return intradayPerc;}
set{intradayPerc=value;}
}
public decimal IntradayAmt
{
get{return intradayAmt;}
set{intradayAmt=value;}
}
public decimal OptionalityPerc
{
get{return optionalityPerc;}
set{optionalityPerc=value;}
}
public decimal OptionalityAmt
{
get{return optionalityAmt;}
set{optionalityAmt=value;}
}
public string Currency
{
get{return currency;}
set{currency=value;}
}
public decimal BaseClose
{
get{return baseClose;}
set{baseClose=value;}
}
public decimal YBaseClose
{
get{return yBaseClose;}
set{yBaseClose=value;}
}
public decimal FxPerc
{
get{return fxPerc;}
set{fxPerc=value;}
}
public decimal FxAmt
{
get{return fxAmt;}
set{fxAmt=value;}
}
public decimal FxRate
{
get{return fxRate;}
set{fxRate=value;}
}
public decimal YFxRate
{
get{return yFxRate;}
set{yFxRate=value;}
}
public string ExposureView
{
get{return exposureView;}
set{exposureView=value;}
}
public string MarketView
{
get{return marketView;}
set{marketView=value;}
}
public string CallPut
{
get{return callPut;}
set{callPut=value;}
}
public int DaysExpire
{
get{return daysExpire;}
set{daysExpire=value;}
}
public decimal StrikePrice
{
get{return strikePrice;}
set{strikePrice=value;}
}
public string Associate
{
get{return associate;}
set{associate=value;}
}
public bool Ipo
{
get{return ipo;}
set{ipo=value;}
}
public decimal Ratio
{
get{return ratio;}
set{ratio=value;}
}
public bool Exported
{
get{return exported;}
set{exported=value;}
}
public string Source
{
get{return source;}
set{source=value;}
}
public decimal Vwap
{
get{return vwap;}
set{vwap=value;}
}
public decimal VwapPnl
{
get{return vwapPnl;}
set{vwapPnl=value;}
}
public decimal Adh
{
get{return adh;}
set{adh=value;}
}
public decimal Aac
{
get{return aac;}
set{aac=value;}
}
public decimal Azap
{
get{return azap;}
set{azap=value;}
}
public DateTime GoAround
{
get{return goAround;}
set{goAround=value;}
}
public decimal AlphaGoAround
{
get{return alphaGoAround;}
set{alphaGoAround=value;}
}
public decimal AlphaReal
{
get{return alphaReal;}
set{alphaReal=value;}
}
public decimal AlphaUnreal
{
get{return alphaUnreal;}
set{alphaUnreal=value;}
}
public decimal PnlReal
{
get{return pnlReal;}
set{pnlReal=value;}
}
public decimal PnlUnreal
{
get{return pnlUnreal;}
set{pnlUnreal=value;}
}
public decimal CashFlow
{
get{return cashFlow;}
set{cashFlow=value;}
}
public decimal BetaCashFlow
{
get{return betaCashFlow;}
set{betaCashFlow=value;}
}
public DateTime LastTradeDate
{
get{return lastTradeDate;}
set{lastTradeDate=value;}
}
public decimal LastTradeQty
{
get{return lastTradeQty;}
set{lastTradeQty=value;}
}
public decimal EnterpriseValue
{
get{return enterpriseValue;}
set{enterpriseValue=value;}
}
public decimal MktCap
{
get{return mktCap;}
set{mktCap=value;}
}
public decimal WgtAve
{
get{return wgtAve;}
set{wgtAve=value;}
}
public decimal Volume
{
get{return volume;}
set{volume=value;}
}
public long RowID
{
get{return rowID;}
set{rowID=value;}
}
}
}

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package zbi.risk.server.vhi.mapped
public class Historic
{
private Timestamp tradeDate;
private String tradeDateTxt;
private String portfolio;
private String subPortfolio;
private String ticker;
private String tickerDesc;
private String uticker;
private String instrument;
private float mktCap;
private float wgtAve;
private float volume;
private float contractSize;
private String hedgeIndex;
private String hedgeSector;
private String area;
private String areaSector;
private float close;
private float yClose;
private float utickerClose;
private float yUtickerClose;
private float delta;
private float yDelta;
private int daysExpire;
private float strikePrice;
private float hedgeBeta;
private float areaBeta;
private float sectorBeta;
private float groupBeta;
private float qty;
private float yQty;
private float qtyChange;
private float hedgeClose;
private float hedgePerc;
private float areaClose;
private float areaPerc;
private float sectorClose;
private float sectorPerc;
private float mktValue;
private float yMktValue;
private float pnl;
private float exposure;
private float yExposure;
private float hbExposure;
private float yHbExposure;
private float abExposure;
private float yAbExposure;
private float sbExposure;
private float ySbExposure;
private float areaPnlAmt;
private float sectorPnlAmt;
private float pnlPerc;
private float priceChange;
private float priceChangePerc;
private float priceChangeAmt;
private float sectorAlphaPerc;
private float groupAlphaPerc;
private float areaAlphaPerc;
private float sectorAlphaAmt;
private float groupAlphaAmt;
private float areaAlphaAmt;
private float abReturnAmt;
private float abReturnPerc;
private float intradayPerc;
private float intradayAmt;
private float optionalityAmt;
private float optionalityPerc;
private String currency;
private float baseClose;
private float yBaseClose;
private float fxPerc;
private float fxAmt;
private float fxRate;
private float yFxRate;
private float altIndexReturnPerc;
private float altIndexReturnAmt;
private float indexBetaAdjPerc;
private float indexBetaAdjAmt;
private float vwap;
private float vwapPnl;
private float hedgeAlphaAmt;
private String exposureView;
private String marketView;
private String callPut;
private String [month];
private boolean private;
private boolean ipo;
private float ratio;
private String source;
private Timestamp goAround;
private float adh;
private float aac;
private float azap;
private boolean exported;
private float hedgeAlphaPerc;
private float alphaGoAround;
private float alphaReal;
private float alphaUnreal;
private float pnlReal;
private float pnlUnreal;
private float cashFlow;
private float betaCashFlow;
private Timestamp lastTradeDate;
private float lastTradeQty;
private float enterpriseValue;
private String associate;
public Timestamp getTradeDate()
{
return tradeDate;
}
public void setTradeDate(Timestamp tradeDate)
{
this.tradeDate=tradeDate;
}
public String getTradeDateTxt()
{
return tradeDateTxt;
}
public void setTradeDateTxt(String tradeDateTxt)
{
this.tradeDateTxt=tradeDateTxt;
}
public String getPortfolio()
{
return portfolio;
}
public void setPortfolio(String portfolio)
{
this.portfolio=portfolio;
}
public String getSubPortfolio()
{
return subPortfolio;
}
public void setSubPortfolio(String subPortfolio)
{
this.subPortfolio=subPortfolio;
}
public String getTicker()
{
return ticker;
}
public void setTicker(String ticker)
{
this.ticker=ticker;
}
public String getTickerDesc()
{
return tickerDesc;
}
public void setTickerDesc(String tickerDesc)
{
this.tickerDesc=tickerDesc;
}
public String getUticker()
{
return uticker;
}
public void setUticker(String uticker)
{
this.uticker=uticker;
}
public String getInstrument()
{
return instrument;
}
public void setInstrument(String instrument)
{
this.instrument=instrument;
}
public float getMktCap()
{
return mktCap;
}
public void setMktCap(float mktCap)
{
this.mktCap=mktCap;
}
public float getWgtAve()
{
return wgtAve;
}
public void setWgtAve(float wgtAve)
{
this.wgtAve=wgtAve;
}
public float getVolume()
{
return volume;
}
public void setVolume(float volume)
{
this.volume=volume;
}
public float getContractSize()
{
return contractSize;
}
public void setContractSize(float contractSize)
{
this.contractSize=contractSize;
}
public String getHedgeIndex()
{
return hedgeIndex;
}
public void setHedgeIndex(String hedgeIndex)
{
this.hedgeIndex=hedgeIndex;
}
public String getHedgeSector()
{
return hedgeSector;
}
public void setHedgeSector(String hedgeSector)
{
this.hedgeSector=hedgeSector;
}
public String getArea()
{
return area;
}
public void setArea(String area)
{
this.area=area;
}
public String getAreaSector()
{
return areaSector;
}
public void setAreaSector(String areaSector)
{
this.areaSector=areaSector;
}
public float get[close]()
{
return [close];
}
public void set[close](float [close])
{
this.[close]=[close];
}
public float getYClose()
{
return yClose;
}
public void setYClose(float yClose)
{
this.yClose=yClose;
}
public float getUtickerClose()
{
return utickerClose;
}
public void setUtickerClose(float utickerClose)
{
this.utickerClose=utickerClose;
}
public float getYUtickerClose()
{
return yUtickerClose;
}
public void setYUtickerClose(float yUtickerClose)
{
this.yUtickerClose=yUtickerClose;
}
public float getDelta()
{
return delta;
}
public void setDelta(float delta)
{
this.delta=delta;
}
public float getYDelta()
{
return yDelta;
}
public void setYDelta(float yDelta)
{
this.yDelta=yDelta;
}
public int getDaysExpire()
{
return daysExpire;
}
public void setDaysExpire(int daysExpire)
{
this.daysExpire=daysExpire;
}
public float getStrikePrice()
{
return strikePrice;
}
public void setStrikePrice(float strikePrice)
{
this.strikePrice=strikePrice;
}
public float getHedgeBeta()
{
return hedgeBeta;
}
public void setHedgeBeta(float hedgeBeta)
{
this.hedgeBeta=hedgeBeta;
}
public float getAreaBeta()
{
return areaBeta;
}
public void setAreaBeta(float areaBeta)
{
this.areaBeta=areaBeta;
}
public float getSectorBeta()
{
return sectorBeta;
}
public void setSectorBeta(float sectorBeta)
{
this.sectorBeta=sectorBeta;
}
public float getGroupBeta()
{
return groupBeta;
}
public void setGroupBeta(float groupBeta)
{
this.groupBeta=groupBeta;
}
public float getQty()
{
return qty;
}
public void setQty(float qty)
{
this.qty=qty;
}
public float getYQty()
{
return yQty;
}
public void setYQty(float yQty)
{
this.yQty=yQty;
}
public float getQtyChange()
{
return qtyChange;
}
public void setQtyChange(float qtyChange)
{
this.qtyChange=qtyChange;
}
public float getHedgeClose()
{
return hedgeClose;
}
public void setHedgeClose(float hedgeClose)
{
this.hedgeClose=hedgeClose;
}
public float getHedgePerc()
{
return hedgePerc;
}
public void setHedgePerc(float hedgePerc)
{
this.hedgePerc=hedgePerc;
}
public float getAreaClose()
{
return areaClose;
}
public void setAreaClose(float areaClose)
{
this.areaClose=areaClose;
}
public float getAreaPerc()
{
return areaPerc;
}
public void setAreaPerc(float areaPerc)
{
this.areaPerc=areaPerc;
}
public float getSectorClose()
{
return sectorClose;
}
public void setSectorClose(float sectorClose)
{
this.sectorClose=sectorClose;
}
public float getSectorPerc()
{
return sectorPerc;
}
public void setSectorPerc(float sectorPerc)
{
this.sectorPerc=sectorPerc;
}
public float getMktValue()
{
return mktValue;
}
public void setMktValue(float mktValue)
{
this.mktValue=mktValue;
}
public float getYMktValue()
{
return yMktValue;
}
public void setYMktValue(float yMktValue)
{
this.yMktValue=yMktValue;
}
public float getPnl()
{
return pnl;
}
public void setPnl(float pnl)
{
this.pnl=pnl;
}
public float getExposure()
{
return exposure;
}
public void setExposure(float exposure)
{
this.exposure=exposure;
}
public float getYExposure()
{
return yExposure;
}
public void setYExposure(float yExposure)
{
this.yExposure=yExposure;
}
public float getHbExposure()
{
return hbExposure;
}
public void setHbExposure(float hbExposure)
{
this.hbExposure=hbExposure;
}
public float getYHbExposure()
{
return yHbExposure;
}
public void setYHbExposure(float yHbExposure)
{
this.yHbExposure=yHbExposure;
}
public float getAbExposure()
{
return abExposure;
}
public void setAbExposure(float abExposure)
{
this.abExposure=abExposure;
}
public float getYAbExposure()
{
return yAbExposure;
}
public void setYAbExposure(float yAbExposure)
{
this.yAbExposure=yAbExposure;
}
public float getSbExposure()
{
return sbExposure;
}
public void setSbExposure(float sbExposure)
{
this.sbExposure=sbExposure;
}
public float getYSbExposure()
{
return ySbExposure;
}
public void setYSbExposure(float ySbExposure)
{
this.ySbExposure=ySbExposure;
}
public float getAreaPnlAmt()
{
return areaPnlAmt;
}
public void setAreaPnlAmt(float areaPnlAmt)
{
this.areaPnlAmt=areaPnlAmt;
}
public float getSectorPnlAmt()
{
return sectorPnlAmt;
}
public void setSectorPnlAmt(float sectorPnlAmt)
{
this.sectorPnlAmt=sectorPnlAmt;
}
public float getPnlPerc()
{
return pnlPerc;
}
public void setPnlPerc(float pnlPerc)
{
this.pnlPerc=pnlPerc;
}
public float getPriceChange()
{
return priceChange;
}
public void setPriceChange(float priceChange)
{
this.priceChange=priceChange;
}
public float getPriceChangePerc()
{
return priceChangePerc;
}
public void setPriceChangePerc(float priceChangePerc)
{
this.priceChangePerc=priceChangePerc;
}
public float getPriceChangeAmt()
{
return priceChangeAmt;
}
public void setPriceChangeAmt(float priceChangeAmt)
{
this.priceChangeAmt=priceChangeAmt;
}
public float getSectorAlphaPerc()
{
return sectorAlphaPerc;
}
public void setSectorAlphaPerc(float sectorAlphaPerc)
{
this.sectorAlphaPerc=sectorAlphaPerc;
}
public float getGroupAlphaPerc()
{
return groupAlphaPerc;
}
public void setGroupAlphaPerc(float groupAlphaPerc)
{
this.groupAlphaPerc=groupAlphaPerc;
}
public float getAreaAlphaPerc()
{
return areaAlphaPerc;
}
public void setAreaAlphaPerc(float areaAlphaPerc)
{
this.areaAlphaPerc=areaAlphaPerc;
}
public float getSectorAlphaAmt()
{
return sectorAlphaAmt;
}
public void setSectorAlphaAmt(float sectorAlphaAmt)
{
this.sectorAlphaAmt=sectorAlphaAmt;
}
public float getGroupAlphaAmt()
{
return groupAlphaAmt;
}
public void setGroupAlphaAmt(float groupAlphaAmt)
{
this.groupAlphaAmt=groupAlphaAmt;
}
public float getAreaAlphaAmt()
{
return areaAlphaAmt;
}
public void setAreaAlphaAmt(float areaAlphaAmt)
{
this.areaAlphaAmt=areaAlphaAmt;
}
public float getAbReturnAmt()
{
return abReturnAmt;
}
public void setAbReturnAmt(float abReturnAmt)
{
this.abReturnAmt=abReturnAmt;
}
public float getAbReturnPerc()
{
return abReturnPerc;
}
public void setAbReturnPerc(float abReturnPerc)
{
this.abReturnPerc=abReturnPerc;
}
public float getIntradayPerc()
{
return intradayPerc;
}
public void setIntradayPerc(float intradayPerc)
{
this.intradayPerc=intradayPerc;
}
public float getIntradayAmt()
{
return intradayAmt;
}
public void setIntradayAmt(float intradayAmt)
{
this.intradayAmt=intradayAmt;
}
public float getOptionalityAmt()
{
return optionalityAmt;
}
public void setOptionalityAmt(float optionalityAmt)
{
this.optionalityAmt=optionalityAmt;
}
public float getOptionalityPerc()
{
return optionalityPerc;
}
public void setOptionalityPerc(float optionalityPerc)
{
this.optionalityPerc=optionalityPerc;
}
public String getCurrency()
{
return currency;
}
public void setCurrency(String currency)
{
this.currency=currency;
}
public float getBaseClose()
{
return baseClose;
}
public void setBaseClose(float baseClose)
{
this.baseClose=baseClose;
}
public float getYBaseClose()
{
return yBaseClose;
}
public void setYBaseClose(float yBaseClose)
{
this.yBaseClose=yBaseClose;
}
public float getFxPerc()
{
return fxPerc;
}
public void setFxPerc(float fxPerc)
{
this.fxPerc=fxPerc;
}
public float getFxAmt()
{
return fxAmt;
}
public void setFxAmt(float fxAmt)
{
this.fxAmt=fxAmt;
}
public float getFxRate()
{
return fxRate;
}
public void setFxRate(float fxRate)
{
this.fxRate=fxRate;
}
public float getYFxRate()
{
return yFxRate;
}
public void setYFxRate(float yFxRate)
{
this.yFxRate=yFxRate;
}
public float getAltIndexReturnPerc()
{
return altIndexReturnPerc;
}
public void setAltIndexReturnPerc(float altIndexReturnPerc)
{
this.altIndexReturnPerc=altIndexReturnPerc;
}
public float getAltIndexReturnAmt()
{
return altIndexReturnAmt;
}
public void setAltIndexReturnAmt(float altIndexReturnAmt)
{
this.altIndexReturnAmt=altIndexReturnAmt;
}
public float getIndexBetaAdjPerc()
{
return indexBetaAdjPerc;
}
public void setIndexBetaAdjPerc(float indexBetaAdjPerc)
{
this.indexBetaAdjPerc=indexBetaAdjPerc;
}
public float getIndexBetaAdjAmt()
{
return indexBetaAdjAmt;
}
public void setIndexBetaAdjAmt(float indexBetaAdjAmt)
{
this.indexBetaAdjAmt=indexBetaAdjAmt;
}
public float getVwap()
{
return vwap;
}
public void setVwap(float vwap)
{
this.vwap=vwap;
}
public float getVwapPnl()
{
return vwapPnl;
}
public void setVwapPnl(float vwapPnl)
{
this.vwapPnl=vwapPnl;
}
public float getHedgeAlphaAmt()
{
return hedgeAlphaAmt;
}
public void setHedgeAlphaAmt(float hedgeAlphaAmt)
{
this.hedgeAlphaAmt=hedgeAlphaAmt;
}
public String getExposureView()
{
return exposureView;
}
public void setExposureView(String exposureView)
{
this.exposureView=exposureView;
}
public String getMarketView()
{
return marketView;
}
public void setMarketView(String marketView)
{
this.marketView=marketView;
}
public String getCallPut()
{
return callPut;
}
public void setCallPut(String callPut)
{
this.callPut=callPut;
}
public String get[month]()
{
return [month];
}
public void set[month](String [month])
{
this.[month]=[month];
}
public boolean getPrivate()
{
return private;
}
public void setPrivate(boolean private)
{
this.private=private;
}
public boolean getIpo()
{
return ipo;
}
public void setIpo(boolean ipo)
{
this.ipo=ipo;
}
public float getRatio()
{
return ratio;
}
public void setRatio(float ratio)
{
this.ratio=ratio;
}
public String getSource()
{
return source;
}
public void setSource(String source)
{
this.source=source;
}
public Timestamp getGoAround()
{
return goAround;
}
public void setGoAround(Timestamp goAround)
{
this.goAround=goAround;
}
public float getAdh()
{
return adh;
}
public void setAdh(float adh)
{
this.adh=adh;
}
public float getAac()
{
return aac;
}
public void setAac(float aac)
{
this.aac=aac;
}
public float getAzap()
{
return azap;
}
public void setAzap(float azap)
{
this.azap=azap;
}
public boolean getExported()
{
return exported;
}
public void setExported(boolean exported)
{
this.exported=exported;
}
public float getHedgeAlphaPerc()
{
return hedgeAlphaPerc;
}
public void setHedgeAlphaPerc(float hedgeAlphaPerc)
{
this.hedgeAlphaPerc=hedgeAlphaPerc;
}
public float getAlphaGoAround()
{
return alphaGoAround;
}
public void setAlphaGoAround(float alphaGoAround)
{
this.alphaGoAround=alphaGoAround;
}
public float getAlphaReal()
{
return alphaReal;
}
public void setAlphaReal(float alphaReal)
{
this.alphaReal=alphaReal;
}
public float getAlphaUnreal()
{
return alphaUnreal;
}
public void setAlphaUnreal(float alphaUnreal)
{
this.alphaUnreal=alphaUnreal;
}
public float getPnlReal()
{
return pnlReal;
}
public void setPnlReal(float pnlReal)
{
this.pnlReal=pnlReal;
}
public float getPnlUnreal()
{
return pnlUnreal;
}
public void setPnlUnreal(float pnlUnreal)
{
this.pnlUnreal=pnlUnreal;
}
public float getCashFlow()
{
return cashFlow;
}
public void setCashFlow(float cashFlow)
{
this.cashFlow=cashFlow;
}
public float getBetaCashFlow()
{
return betaCashFlow;
}
public void setBetaCashFlow(float betaCashFlow)
{
this.betaCashFlow=betaCashFlow;
}
public Timestamp getLastTradeDate()
{
return lastTradeDate;
}
public void setLastTradeDate(Timestamp lastTradeDate)
{
this.lastTradeDate=lastTradeDate;
}
public float getLastTradeQty()
{
return lastTradeQty;
}
public void setLastTradeQty(float lastTradeQty)
{
this.lastTradeQty=lastTradeQty;
}
public float getEnterpriseValue()
{
return enterpriseValue;
}
public void setEnterpriseValue(float enterpriseValue)
{
this.enterpriseValue=enterpriseValue;
}
public String getAssociate()
{
return associate;
}
public void setAssociate(String associate)
{
this.associate=associate;
}
};

153
ClassGen/HistoricDA.cs Normal file
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using System;
using System.Collections;
using System.Data.SqlClient;
namespace ZBI.Risk.Server.Mapped
{
public class HistoricDA
{
public ArrayList readAll()
{
SqlConnection sqlConnection=null;
SqlDataReader sqlDataReader=null;
SqlCommand sqlCommand=null;
try
{
ArrayList arrayList=new ArrayList();
string strQuery="select trade_date, trade_date_txt, portfolio, sub_portfolio, ticker, ticker_desc, uticker, instrument, contract_size, hedge_index, hedge_sector, area, area_sector, y_close, uticker_close, y_uticker_close, delta, y_delta, hedge_beta, area_beta, sector_beta, group_beta, qty, y_qty, qty_change, hedge_close, hedge_perc, area_close, area_perc, sector_close, sector_perc, mkt_value, y_mkt_value, exposure, y_exposure, hb_exposure, y_hb_exposure, ab_exposure, y_ab_exposure, sb_exposure, y_sb_exposure, pnl, pnl_perc, price_change, price_change_perc, price_change_amt, sector_alpha_perc, group_alpha_perc, area_alpha_perc, hedge_alpha_perc, area_pnl_amt, sector_pnl_amt, sector_alpha_amt, group_alpha_amt, area_alpha_amt, hedge_alpha_amt, ab_return_amt, ab_return_perc, alt_index_return_perc, alt_index_return_amt, index_beta_adj_perc, index_beta_adj_amt, intraday_perc, intraday_amt, optionality_perc, optionality_amt, currency, base_close, y_base_close, fx_perc, fx_amt, fx_rate, y_fx_rate, exposure_view, market_view, call_put, days_expire, strike_price, associate, ipo, ratio, exported, source, vwap, vwap_pnl, adh, aac, azap, go_around, alpha_go_around, alpha_real, alpha_unreal, pnl_real, pnl_unreal, cash_flow, beta_cash_flow, last_trade_date, last_trade_qty, enterprise_value, mkt_cap, wgt_ave, volume, RowID from dt_main_positions";
sqlConnection=createSqlConnection(DRMS,dt_main_positions,"sa","");
sqlCommand=new SqlCommand(strQuery,sqlConnection);
sqlDataReader=sqlCommand.ExecuteReader();
while(sqlDataReader.Read())
{
Historic historic=new Historic();
historic.TradeDate=sqlDataReader.getDateTime(0);
historic.TradeDateTxt=sqlDataReader.getString(1);
historic.Portfolio=sqlDataReader.getString(2);
historic.SubPortfolio=sqlDataReader.getString(3);
historic.Ticker=sqlDataReader.getString(4);
historic.TickerDesc=sqlDataReader.getString(5);
historic.Uticker=sqlDataReader.getString(6);
historic.Instrument=sqlDataReader.getString(7);
historic.ContractSize=sqlDataReader.getDecimal(8);
historic.HedgeIndex=sqlDataReader.getString(9);
historic.HedgeSector=sqlDataReader.getString(10);
historic.Area=sqlDataReader.getString(11);
historic.AreaSector=sqlDataReader.getString(12);
historic.YClose=sqlDataReader.getDecimal(13);
historic.UtickerClose=sqlDataReader.getDecimal(14);
historic.YUtickerClose=sqlDataReader.getDecimal(15);
historic.Delta=sqlDataReader.getDecimal(16);
historic.YDelta=sqlDataReader.getDecimal(17);
historic.HedgeBeta=sqlDataReader.getDecimal(18);
historic.AreaBeta=sqlDataReader.getDecimal(19);
historic.SectorBeta=sqlDataReader.getDecimal(20);
historic.GroupBeta=sqlDataReader.getDecimal(21);
historic.Qty=sqlDataReader.getDecimal(22);
historic.YQty=sqlDataReader.getDecimal(23);
historic.QtyChange=sqlDataReader.getDecimal(24);
historic.HedgeClose=sqlDataReader.getDecimal(25);
historic.HedgePerc=sqlDataReader.getDecimal(26);
historic.AreaClose=sqlDataReader.getDecimal(27);
historic.AreaPerc=sqlDataReader.getDecimal(28);
historic.SectorClose=sqlDataReader.getDecimal(29);
historic.SectorPerc=sqlDataReader.getDecimal(30);
historic.MktValue=sqlDataReader.getDecimal(31);
historic.YMktValue=sqlDataReader.getDecimal(32);
historic.Exposure=sqlDataReader.getDecimal(33);
historic.YExposure=sqlDataReader.getDecimal(34);
historic.HbExposure=sqlDataReader.getDecimal(35);
historic.YHbExposure=sqlDataReader.getDecimal(36);
historic.AbExposure=sqlDataReader.getDecimal(37);
historic.YAbExposure=sqlDataReader.getDecimal(38);
historic.SbExposure=sqlDataReader.getDecimal(39);
historic.YSbExposure=sqlDataReader.getDecimal(40);
historic.Pnl=sqlDataReader.getDecimal(41);
historic.PnlPerc=sqlDataReader.getDecimal(42);
historic.PriceChange=sqlDataReader.getDecimal(43);
historic.PriceChangePerc=sqlDataReader.getDecimal(44);
historic.PriceChangeAmt=sqlDataReader.getDecimal(45);
historic.SectorAlphaPerc=sqlDataReader.getDecimal(46);
historic.GroupAlphaPerc=sqlDataReader.getDecimal(47);
historic.AreaAlphaPerc=sqlDataReader.getDecimal(48);
historic.HedgeAlphaPerc=sqlDataReader.getDecimal(49);
historic.AreaPnlAmt=sqlDataReader.getDecimal(50);
historic.SectorPnlAmt=sqlDataReader.getDecimal(51);
historic.SectorAlphaAmt=sqlDataReader.getDecimal(52);
historic.GroupAlphaAmt=sqlDataReader.getDecimal(53);
historic.AreaAlphaAmt=sqlDataReader.getDecimal(54);
historic.HedgeAlphaAmt=sqlDataReader.getDecimal(55);
historic.AbReturnAmt=sqlDataReader.getDecimal(56);
historic.AbReturnPerc=sqlDataReader.getDecimal(57);
historic.AltIndexReturnPerc=sqlDataReader.getDecimal(58);
historic.AltIndexReturnAmt=sqlDataReader.getDecimal(59);
historic.IndexBetaAdjPerc=sqlDataReader.getDecimal(60);
historic.IndexBetaAdjAmt=sqlDataReader.getDecimal(61);
historic.IntradayPerc=sqlDataReader.getDecimal(62);
historic.IntradayAmt=sqlDataReader.getDecimal(63);
historic.OptionalityPerc=sqlDataReader.getDecimal(64);
historic.OptionalityAmt=sqlDataReader.getDecimal(65);
historic.Currency=sqlDataReader.getString(66);
historic.BaseClose=sqlDataReader.getDecimal(67);
historic.YBaseClose=sqlDataReader.getDecimal(68);
historic.FxPerc=sqlDataReader.getDecimal(69);
historic.FxAmt=sqlDataReader.getDecimal(70);
historic.FxRate=sqlDataReader.getDecimal(71);
historic.YFxRate=sqlDataReader.getDecimal(72);
historic.ExposureView=sqlDataReader.getString(73);
historic.MarketView=sqlDataReader.getString(74);
historic.CallPut=sqlDataReader.getString(75);
historic.DaysExpire=sqlDataReader.getInt(76);
historic.StrikePrice=sqlDataReader.getDecimal(77);
historic.Associate=sqlDataReader.getString(78);
historic.Ipo=sqlDataReader.getBool(79);
historic.Ratio=sqlDataReader.getDecimal(80);
historic.Exported=sqlDataReader.getBool(81);
historic.Source=sqlDataReader.getString(82);
historic.Vwap=sqlDataReader.getDecimal(83);
historic.VwapPnl=sqlDataReader.getDecimal(84);
historic.Adh=sqlDataReader.getDecimal(85);
historic.Aac=sqlDataReader.getDecimal(86);
historic.Azap=sqlDataReader.getDecimal(87);
historic.GoAround=sqlDataReader.getDateTime(88);
historic.AlphaGoAround=sqlDataReader.getDecimal(89);
historic.AlphaReal=sqlDataReader.getDecimal(90);
historic.AlphaUnreal=sqlDataReader.getDecimal(91);
historic.PnlReal=sqlDataReader.getDecimal(92);
historic.PnlUnreal=sqlDataReader.getDecimal(93);
historic.CashFlow=sqlDataReader.getDecimal(94);
historic.BetaCashFlow=sqlDataReader.getDecimal(95);
historic.LastTradeDate=sqlDataReader.getDateTime(96);
historic.LastTradeQty=sqlDataReader.getDecimal(97);
historic.EnterpriseValue=sqlDataReader.getDecimal(98);
historic.MktCap=sqlDataReader.getDecimal(99);
historic.WgtAve=sqlDataReader.getDecimal(100);
historic.Volume=sqlDataReader.getDecimal(101);
historic.RowID=sqlDataReader.getLong(102);
arrayList.add(historic);
}
return arrayList;
}
finally
{
if(null!=sqlDataReader)sqlDataReader.Close();
if(null!=sqlConnection)sqlConnection.Close();
}
}
private static SqlConnection createSqlConnection(string datssource,string database,string username,string password)
{
try
{
string connectionString="Data Source=DRMS;User ID=sa;password=";
SqlConnection connection=new SqlConnection(connectionString);
connection.Open();
return connection;
}
catch(SqlException exception)
{
Console.WriteLine(exception.ToString());
return null;
}
}
}
}

154
ClassGen/HistoricDA.java Normal file
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package zbi.risk.server.vhi.mapped
public class HistoricDA
{
public List readAll()throws SQLException
{
Statement statement=null;
ResultSet rs=null;
Connection connection=null;
String strQuery=null;
List list=null;
try
{
Historic historic = new Historic();
connection=getConnection();
statement=connection.createStatement();
list=new ArrayList();
strQuery="select trade_date, trade_date_txt, portfolio, sub_portfolio, ticker, ticker_desc, uticker, instrument, mkt_cap, wgt_ave, volume, contract_size, hedge_index, hedge_sector, area, area_sector, [close], y_close, uticker_close, y_uticker_close, delta, y_delta, days_expire, strike_price, hedge_beta, area_beta, sector_beta, group_beta, qty, y_qty, qty_change, hedge_close, hedge_perc, area_close, area_perc, sector_close, sector_perc, mkt_value, y_mkt_value, pnl, exposure, y_exposure, hb_exposure, y_hb_exposure, ab_exposure, y_ab_exposure, sb_exposure, y_sb_exposure, area_pnl_amt, sector_pnl_amt, pnl_perc, price_change, price_change_perc, price_change_amt, sector_alpha_perc, group_alpha_perc, area_alpha_perc, sector_alpha_amt, group_alpha_amt, area_alpha_amt, ab_return_amt, ab_return_perc, intraday_perc, intraday_amt, optionality_amt, optionality_perc, currency, base_close, y_base_close, fx_perc, fx_amt, fx_rate, y_fx_rate, alt_index_return_perc, alt_index_return_amt, index_beta_adj_perc, index_beta_adj_amt, vwap, vwap_pnl, hedge_alpha_amt, exposure_view, market_view, call_put, [month], private, ipo, ratio, source, go_around, adh, aac, azap, exported, hedge_alpha_perc, alpha_go_around, alpha_real, alpha_unreal, pnl_real, pnl_unreal, cash_flow, beta_cash_flow, last_trade_date, last_trade_qty, enterprise_value, associate from dt_main_positions";
rs=statement.executeQuery(strQuery);
while(rs.next())
{
historic.setTradeDate(rs.getTimestamp("trade_date"));
historic.setTradeDateTxt(rs.getString("trade_date_txt"));
historic.setPortfolio(rs.getString("portfolio"));
historic.setSubPortfolio(rs.getString("sub_portfolio"));
historic.setTicker(rs.getString("ticker"));
historic.setTickerDesc(rs.getString("ticker_desc"));
historic.setUticker(rs.getString("uticker"));
historic.setInstrument(rs.getString("instrument"));
historic.setMktCap(rs.getFloat("mkt_cap"));
historic.setWgtAve(rs.getFloat("wgt_ave"));
historic.setVolume(rs.getFloat("volume"));
historic.setContractSize(rs.getFloat("contract_size"));
historic.setHedgeIndex(rs.getString("hedge_index"));
historic.setHedgeSector(rs.getString("hedge_sector"));
historic.setArea(rs.getString("area"));
historic.setAreaSector(rs.getString("area_sector"));
historic.set[close](rs.getFloat("[close]"));
historic.setYClose(rs.getFloat("y_close"));
historic.setUtickerClose(rs.getFloat("uticker_close"));
historic.setYUtickerClose(rs.getFloat("y_uticker_close"));
historic.setDelta(rs.getFloat("delta"));
historic.setYDelta(rs.getFloat("y_delta"));
historic.setDaysExpire(rs.getInt("days_expire"));
historic.setStrikePrice(rs.getFloat("strike_price"));
historic.setHedgeBeta(rs.getFloat("hedge_beta"));
historic.setAreaBeta(rs.getFloat("area_beta"));
historic.setSectorBeta(rs.getFloat("sector_beta"));
historic.setGroupBeta(rs.getFloat("group_beta"));
historic.setQty(rs.getFloat("qty"));
historic.setYQty(rs.getFloat("y_qty"));
historic.setQtyChange(rs.getFloat("qty_change"));
historic.setHedgeClose(rs.getFloat("hedge_close"));
historic.setHedgePerc(rs.getFloat("hedge_perc"));
historic.setAreaClose(rs.getFloat("area_close"));
historic.setAreaPerc(rs.getFloat("area_perc"));
historic.setSectorClose(rs.getFloat("sector_close"));
historic.setSectorPerc(rs.getFloat("sector_perc"));
historic.setMktValue(rs.getFloat("mkt_value"));
historic.setYMktValue(rs.getFloat("y_mkt_value"));
historic.setPnl(rs.getFloat("pnl"));
historic.setExposure(rs.getFloat("exposure"));
historic.setYExposure(rs.getFloat("y_exposure"));
historic.setHbExposure(rs.getFloat("hb_exposure"));
historic.setYHbExposure(rs.getFloat("y_hb_exposure"));
historic.setAbExposure(rs.getFloat("ab_exposure"));
historic.setYAbExposure(rs.getFloat("y_ab_exposure"));
historic.setSbExposure(rs.getFloat("sb_exposure"));
historic.setYSbExposure(rs.getFloat("y_sb_exposure"));
historic.setAreaPnlAmt(rs.getFloat("area_pnl_amt"));
historic.setSectorPnlAmt(rs.getFloat("sector_pnl_amt"));
historic.setPnlPerc(rs.getFloat("pnl_perc"));
historic.setPriceChange(rs.getFloat("price_change"));
historic.setPriceChangePerc(rs.getFloat("price_change_perc"));
historic.setPriceChangeAmt(rs.getFloat("price_change_amt"));
historic.setSectorAlphaPerc(rs.getFloat("sector_alpha_perc"));
historic.setGroupAlphaPerc(rs.getFloat("group_alpha_perc"));
historic.setAreaAlphaPerc(rs.getFloat("area_alpha_perc"));
historic.setSectorAlphaAmt(rs.getFloat("sector_alpha_amt"));
historic.setGroupAlphaAmt(rs.getFloat("group_alpha_amt"));
historic.setAreaAlphaAmt(rs.getFloat("area_alpha_amt"));
historic.setAbReturnAmt(rs.getFloat("ab_return_amt"));
historic.setAbReturnPerc(rs.getFloat("ab_return_perc"));
historic.setIntradayPerc(rs.getFloat("intraday_perc"));
historic.setIntradayAmt(rs.getFloat("intraday_amt"));
historic.setOptionalityAmt(rs.getFloat("optionality_amt"));
historic.setOptionalityPerc(rs.getFloat("optionality_perc"));
historic.setCurrency(rs.getString("currency"));
historic.setBaseClose(rs.getFloat("base_close"));
historic.setYBaseClose(rs.getFloat("y_base_close"));
historic.setFxPerc(rs.getFloat("fx_perc"));
historic.setFxAmt(rs.getFloat("fx_amt"));
historic.setFxRate(rs.getFloat("fx_rate"));
historic.setYFxRate(rs.getFloat("y_fx_rate"));
historic.setAltIndexReturnPerc(rs.getFloat("alt_index_return_perc"));
historic.setAltIndexReturnAmt(rs.getFloat("alt_index_return_amt"));
historic.setIndexBetaAdjPerc(rs.getFloat("index_beta_adj_perc"));
historic.setIndexBetaAdjAmt(rs.getFloat("index_beta_adj_amt"));
historic.setVwap(rs.getFloat("vwap"));
historic.setVwapPnl(rs.getFloat("vwap_pnl"));
historic.setHedgeAlphaAmt(rs.getFloat("hedge_alpha_amt"));
historic.setExposureView(rs.getString("exposure_view"));
historic.setMarketView(rs.getString("market_view"));
historic.setCallPut(rs.getString("call_put"));
historic.set[month](rs.getString("[month]"));
historic.setPrivate(rs.getBoolean("private"));
historic.setIpo(rs.getBoolean("ipo"));
historic.setRatio(rs.getFloat("ratio"));
historic.setSource(rs.getString("source"));
historic.setGoAround(rs.getTimestamp("go_around"));
historic.setAdh(rs.getFloat("adh"));
historic.setAac(rs.getFloat("aac"));
historic.setAzap(rs.getFloat("azap"));
historic.setExported(rs.getBoolean("exported"));
historic.setHedgeAlphaPerc(rs.getFloat("hedge_alpha_perc"));
historic.setAlphaGoAround(rs.getFloat("alpha_go_around"));
historic.setAlphaReal(rs.getFloat("alpha_real"));
historic.setAlphaUnreal(rs.getFloat("alpha_unreal"));
historic.setPnlReal(rs.getFloat("pnl_real"));
historic.setPnlUnreal(rs.getFloat("pnl_unreal"));
historic.setCashFlow(rs.getFloat("cash_flow"));
historic.setBetaCashFlow(rs.getFloat("beta_cash_flow"));
historic.setLastTradeDate(rs.getTimestamp("last_trade_date"));
historic.setLastTradeQty(rs.getFloat("last_trade_qty"));
historic.setEnterpriseValue(rs.getFloat("enterprise_value"));
historic.setAssociate(rs.getString("associate"));
list.add(historic);
}
return list;
}
finally
{
if(null!=rs)rs.close();
if(null!=statement)statement.close();
}
}
private Connection getConnection()throws SQLException
{
try
{
InitialContext jndiCntx=new InitialContext();
DataSource ds=(DataSource)jndiCntx.lookup("java:DRMS")
jndiCntx.close();
return ds.getConnection();
}
catch(NamingException exception)
{
message("[getConnection] Object not found");
throw new EJBException(exception);
}
}
};

425
ClassGen/Main.cpp Normal file
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#include <common/file.hpp>
#include <common/profile.hpp>
#include <common/string.hpp>
#include <common/block.hpp>
#include <ClassGen/NameValuePair.hpp>
class ClassMapper
{
public:
ClassMapper();
virtual ~ClassMapper();
bool createClass(const String &language,const String &packageName,String className,const String &databaseName,const String &tableName,const String &strPathMapFile,const String &strPathTable);
private:
bool loadMapping(const String &strPathMapFile);
bool mapType(const String &type,String &mapped);
bool createCSharpClass(const String &packageName,const String &className,Block<NameValuePair> &variables);
bool createCSharpDataAccess(const String &packageName,const String &className,const String &instanceName,const String &databaseName,const String &tableName,Block<NameValuePair> &variables,Block<NameValuePair> &originals);
bool createJAVAClass(const String &packageName,const String &className,Block<NameValuePair> &variables);
bool createJAVADataAccess(const String &packageName,const String &className,const String &instanceName,const String &databaseName,const String &tableName,Block<NameValuePair> &variables,Block<NameValuePair> &originals);
String makeHungarian(const String &name);
String makeAccessor(const String &name);
String makeMutator(const String &name);
String makeFirstUpper(const String &name);
String makeFirstLower(const String &name);
Block<NameValuePair> mNameValuePairs;
};
ClassMapper::ClassMapper()
{
}
ClassMapper::~ClassMapper()
{
}
bool ClassMapper::createClass(const String &language,const String &packageName,String className,const String &databaseName,const String &tableName,const String &strPathMapFile,const String &strPathTable)
{
File inFile;
String strLine;
String name;
String value;
String instanceName;
Block<NameValuePair> variables;
Block<NameValuePair> originals;
int errors=0;
if(!loadMapping(strPathMapFile))return false;
if(!inFile.open(strPathTable,"rb"))return false;
while(true)
{
inFile.readLine(strLine);
if(strLine.isNull())break;
name=strLine.betweenString(0,' ');
value=strLine.betweenString(' ',' ');
if(!mapType(value,value))
{
printf("Don't know how to map %s\n",value.str());
errors++;
continue;
}
variables.insert(&NameValuePair(makeFirstLower(makeHungarian(name)),value));
originals.insert(&NameValuePair(name,value));
}
inFile.close();
if(errors)return false;
if(!variables.size())return false;
instanceName=makeFirstLower(className);
className=makeFirstUpper(className);
if(language=="JAVA")
{
createJAVAClass(packageName,className,variables);
createJAVADataAccess(packageName,className,instanceName,databaseName,tableName,variables,originals);\
}
else if(language=="C#")
{
createCSharpClass(packageName,className,variables);
createCSharpDataAccess(packageName,className,instanceName,databaseName,tableName,variables,originals);\
}
printf("generation completed.\n");
return true;
}
bool ClassMapper::createCSharpClass(const String &packageName,const String &className,Block<NameValuePair> &variables)
{
File outFile;
bool closeNameSpace=false;
if(!outFile.open(className+String(".cs"),"wb"))return false;
outFile.writeLine("using System;");
outFile.writeLine("\t");
outFile.writeLine("\t");
if(!packageName.isNull())
{
outFile.writeLine(String("namespace ")+packageName);
outFile.writeLine("{");
closeNameSpace=true;
}
outFile.writeLine(" [Serializable]");
outFile.writeLine(String(" public class ")+className);
outFile.writeLine(" {");
for(int index=0;index<variables.size();index++)
{
NameValuePair &nameValuePair=variables[index];
outFile.writeLine(String(" private ")+nameValuePair.getValue()+String(" ")+nameValuePair.getName()+String(";"));
}
for(index=0;index<variables.size();index++)
{
NameValuePair &nameValuePair=variables[index];
outFile.writeLine(String(" public ")+nameValuePair.getValue()+String(" ")+makeFirstUpper(nameValuePair.getName()));
outFile.writeLine(" {");
outFile.writeLine(String(" get{return ")+nameValuePair.getName()+String(";}"));
outFile.writeLine(String(" set{")+nameValuePair.getName()+String("=value;}"));
outFile.writeLine(" }");
}
outFile.writeLine(" }");
if(closeNameSpace)outFile.writeLine("}");
outFile.close();
return true;
}
bool ClassMapper::createCSharpDataAccess(const String &packageName,const String &className,const String &instanceName,const String &databaseName,const String &tableName,Block<NameValuePair> &variables,Block<NameValuePair> &originals)
{
File outFile;
String select;
bool closeNameSpace=false;
if(!outFile.open(className+String("DA")+String(".cs"),"wb"))return false;
outFile.writeLine("using System;");
outFile.writeLine("using System.Collections;");
outFile.writeLine("using System.Data.SqlClient;");
outFile.writeLine("\t");
if(!packageName.isNull())
{
outFile.writeLine(String("namespace ")+packageName);
outFile.writeLine("{");
closeNameSpace=true;
}
outFile.writeLine(String(" public class ")+className+String("DA"));
outFile.writeLine(" {");
outFile.writeLine(" public ArrayList readAll()");
outFile.writeLine(" {");
outFile.writeLine(" SqlConnection sqlConnection=null;");
outFile.writeLine(" SqlDataReader sqlDataReader=null;");
outFile.writeLine(" SqlCommand sqlCommand=null;");
outFile.writeLine(" try");
outFile.writeLine(" {");
outFile.writeLine(" ArrayList arrayList=new ArrayList();");
select=" string strQuery=\"select ";
for(int index=0;index<originals.size();index++)
{
select+=originals[index].getName();
if(index<originals.size()-1)select+=String(", ");
}
select+=String(" from ")+tableName+String("\";");
outFile.writeLine(select);
outFile.writeLine(String(" sqlConnection=createSqlConnection(")+databaseName+String(",")+tableName+String(",\"sa\",\"\");"));
outFile.writeLine(" sqlCommand=new SqlCommand(strQuery,sqlConnection);");
outFile.writeLine(" sqlDataReader=sqlCommand.ExecuteReader();");
outFile.writeLine(" while(sqlDataReader.Read())");
outFile.writeLine(" {");
outFile.writeLine(String(" ")+className+String(" ")+instanceName+String("=new ")+className+String("();"));
for(index=0;index<variables.size();index++)
{
NameValuePair &original=originals[index];
NameValuePair &variable=variables[index];
outFile.writeLine(String(" ")+instanceName+String(".")+makeFirstUpper(variable.getName())+String("=sqlDataReader.get")+makeFirstUpper(variable.getValue())+String("(")+String().fromInt(index)+String(");"));
}
outFile.writeLine(String(" arrayList.add(")+instanceName+String(");"));
outFile.writeLine(" }");
outFile.writeLine(" return arrayList;");
outFile.writeLine(" }");
outFile.writeLine(" finally");
outFile.writeLine(" {");
outFile.writeLine(" if(null!=sqlDataReader)sqlDataReader.Close();");
outFile.writeLine(" if(null!=sqlConnection)sqlConnection.Close();");
outFile.writeLine(" }");
outFile.writeLine(" }");
String connectionString=" string connectionString=\"Data Source="+databaseName+";User ID="+"sa;password=\";";
outFile.writeLine(" private static SqlConnection createSqlConnection(string datssource,string database,string username,string password)");
outFile.writeLine(" {");
outFile.writeLine(" try");
outFile.writeLine(" {");
outFile.writeLine(connectionString);
outFile.writeLine(" SqlConnection connection=new SqlConnection(connectionString);");
outFile.writeLine(" connection.Open();");
outFile.writeLine(" return connection;");
outFile.writeLine(" }");
outFile.writeLine(" catch(SqlException exception)");
outFile.writeLine(" {");
outFile.writeLine(" Console.WriteLine(exception.ToString());");
outFile.writeLine(" return null;");
outFile.writeLine(" }");
outFile.writeLine(" }");
outFile.writeLine(" }");
if(closeNameSpace)outFile.writeLine("}");
outFile.close();
return true;
}
bool ClassMapper::createJAVAClass(const String &packageName,const String &className,Block<NameValuePair> &variables)
{
File outFile;
if(!outFile.open(className+String(".java"),"wb"))return false;
if(!packageName.isNull())outFile.writeLine(String("package ")+packageName);
outFile.writeLine("\t");
outFile.writeLine("\t");
outFile.writeLine(String("public class ")+className);
outFile.writeLine("{");
for(int index=0;index<variables.size();index++)
{
NameValuePair &nameValuePair=variables[index];
outFile.writeLine(String(" private ")+nameValuePair.getValue()+String(" ")+nameValuePair.getName()+String(";"));
}
for(index=0;index<variables.size();index++)
{
NameValuePair &nameValuePair=variables[index];
outFile.writeLine(String(" public ")+nameValuePair.getValue()+String(" ")+makeAccessor(nameValuePair.getName())+String("()"));
outFile.writeLine(" {");
outFile.writeLine(String(" return ")+nameValuePair.getName()+String(";"));
outFile.writeLine(" }");
outFile.writeLine(String(" public void ")+makeMutator(nameValuePair.getName())+String("(")+nameValuePair.getValue()+String(" ")+nameValuePair.getName()+String(")"));
outFile.writeLine(" {");
outFile.writeLine(String(" this.")+nameValuePair.getName()+String("=")+nameValuePair.getName()+String(";"));
outFile.writeLine(" }");
}
outFile.writeLine("};");
outFile.close();
return true;
}
bool ClassMapper::createJAVADataAccess(const String &packageName,const String &className,const String &instanceName,const String &databaseName,const String &tableName,Block<NameValuePair> &variables,Block<NameValuePair> &originals)
{
File outFile;
String select;
if(!outFile.open(className+String("DA")+String(".java"),"wb"))return false;
if(!packageName.isNull())outFile.writeLine(String("package ")+packageName);
outFile.writeLine("import java.util.*;");
outFile.writeLine("import javax.naming.*;");
outFile.writeLine("import java.sql.*;");
outFile.writeLine("import javax.sql.*;");
outFile.writeLine("import javax.ejb.*");
outFile.writeLine("\t");
outFile.writeLine("\t");
outFile.writeLine(String("public class ")+className+String("DA"));
outFile.writeLine("{");
outFile.writeLine(" public List readAll()throws SQLException");
outFile.writeLine(" {");
outFile.writeLine(" Statement statement=null;");
outFile.writeLine(" ResultSet rs=null;");
outFile.writeLine(" Connection connection=null;");
outFile.writeLine(" String strQuery=null;");
outFile.writeLine(" List list=null;");
outFile.writeLine("\t");
outFile.writeLine(" try");
outFile.writeLine(" {");
outFile.writeLine(String(" ")+className+String(" ")+instanceName+String(" = new ")+className+String("();"));
outFile.writeLine(" connection=getConnection();");
outFile.writeLine(" statement=connection.createStatement();");
outFile.writeLine(" list=new ArrayList();");
select=" strQuery=\"select ";
for(int index=0;index<originals.size();index++)
{
select+=originals[index].getName();
if(index<originals.size()-1)select+=String(", ");
}
select+=String(" from ")+tableName+String("\";");
outFile.writeLine(select);
outFile.writeLine(" rs=statement.executeQuery(strQuery);");
outFile.writeLine(" while(rs.next())");
outFile.writeLine(" {");
for(index=0;index<variables.size();index++)
{
NameValuePair &original=originals[index];
NameValuePair &variable=variables[index];
outFile.writeLine(String(" ")+instanceName+String(".")+makeMutator(variable.getName())+String("(rs.get")+makeFirstUpper(variable.getValue())+String("(\"")+original.getName()+String("\"));"));
}
outFile.writeLine(String(" list.add(")+instanceName+String(");"));
outFile.writeLine(" }");
outFile.writeLine(" return list;");
outFile.writeLine(" }");
outFile.writeLine(" finally");
outFile.writeLine(" {");
outFile.writeLine(" if(null!=rs)rs.close();");
outFile.writeLine(" if(null!=statement)statement.close();");
outFile.writeLine(" }");
outFile.writeLine(" }");
outFile.writeLine(" private Connection getConnection()throws SQLException");
outFile.writeLine(" {");
outFile.writeLine(" try");
outFile.writeLine(" {");
outFile.writeLine(" InitialContext jndiCntx=new InitialContext();");
outFile.writeLine(String(" DataSource ds=(DataSource)jndiCntx.lookup(\"java:") +databaseName+String("\")"));
outFile.writeLine(" jndiCntx.close();");
outFile.writeLine(" return ds.getConnection();");
outFile.writeLine(" }");
outFile.writeLine(" catch(NamingException exception)");
outFile.writeLine(" {");
outFile.writeLine(" message(\"[getConnection] Object not found\");");
outFile.writeLine(" throw new EJBException(exception);");
outFile.writeLine(" }");
outFile.writeLine(" }");
outFile.writeLine("};");
outFile.close();
return true;
}
bool ClassMapper::mapType(const String &type,String &mapped)
{
for(int index=0;index<mNameValuePairs.size();index++)
{
NameValuePair &nameValuePair=mNameValuePairs[index];
if(nameValuePair.getName()==type)return mapped=nameValuePair.getValue(),true;
}
return false;
}
bool ClassMapper::loadMapping(const String &strPathMapFile)
{
File inFile;
String strLine;
String key;
String value;
mNameValuePairs.remove();
if(!inFile.open(strPathMapFile,"rb"))return false;
while(true)
{
inFile.readLine(strLine);
if(strLine.isNull())break;
key=strLine.betweenString(0,'=');
value=strLine.betweenString('=',0);
mNameValuePairs.insert(&NameValuePair(key,value));
}
return true;
}
String ClassMapper::makeHungarian(const String &name)
{
String hungarianName;
int length=name.length();
for(int index=0;index<length;index++)
{
char ch=name.charAt(index);
if(ch=='_')
{
if(index+1>=length)break;
index++;
ch=toupper(name.charAt(index));
hungarianName+=ch;
}
else hungarianName+=ch;
}
return hungarianName;
}
String ClassMapper::makeAccessor(const String &name)
{
String str;
str+="get";
str+=toupper(name.charAt(0));
str+=name.substr(1);
return str;
}
String ClassMapper::makeMutator(const String &name)
{
String str;
str+="set";
str+=toupper(name.charAt(0));
str+=name.substr(1);
return str;
}
String ClassMapper::makeFirstUpper(const String &name)
{
String str;
str+=toupper(name.charAt(0));
str+=name.substr(1);
return str;
}
String ClassMapper::makeFirstLower(const String &name)
{
String str;
str+=tolower(name.charAt(0));
str+=name.substr(1);
return str;
}
int main(int argc,char **argv)
{
if(8!=argc)
{
printf("USAGE: mapclass <java{c#}><packagename><classname><databasename><tablename><pathtomappingtable><pathtotable>\n");
printf("(ie) mapclass c# zbi.risk.server.vhi.mapped Historic DRMS dt_main_positions c:\\work\\classgen\\mapping.txt c:\\work\\classgen\\table.txt\n");
printf("where 'table.txt' contains lines of pairs...\n");
printf("trade_date smalldatetime 4 0\n\n");
printf("and 'mapping.txt' contains lines of pairs...\n");
printf("nvarchar=string\n");
printf("decimal=decimal\n");
return 0;
}
ClassMapper classMapper;
if(!classMapper.createClass(argv[1],argv[2],argv[3],argv[4],argv[5],argv[6],argv[7]))return 1;
return 0;
}

72
ClassGen/NameValuePair.hpp Normal file
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#ifndef _PROTO_NAMEVALUE_HPP_
#define _PROTO_NAMEVALUE_HPP_
#ifndef _COMMON_STRING_HPP_
#include <common/string.hpp>
#endif
class NameValuePair
{
public:
NameValuePair();
NameValuePair(const String &name,const String &value);
const String &getName(void)const;
void setName(const String &name);
const String &getValue(void)const;
void setValue(const String &value);
bool fromString(const String &string);
String toString(void)const;
private:
String mName;
String mValue;
};
inline
NameValuePair::NameValuePair()
{
}
inline
NameValuePair::NameValuePair(const String &name,const String &value)
: mName(name), mValue(value)
{
}
inline
const String &NameValuePair::getName(void)const
{
return mName;
}
inline
void NameValuePair::setName(const String &name)
{
mName=name;
}
inline
const String &NameValuePair::getValue(void)const
{
return mValue;
}
inline
void NameValuePair::setValue(const String &value)
{
mValue=value;
}
inline
bool NameValuePair::fromString(const String &string)
{
if(string.isNull())return false;
mName=string.betweenString(0,'=');
mValue=string.betweenString('=',0);
return true;
}
inline
String NameValuePair::toString(void)const
{
return mName+String("=")+mValue;
}
#endif

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ClassGen/classgen.dsp Normal file
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44
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Microsoft Developer Studio Workspace File, Format Version 6.00
# WARNING: DO NOT EDIT OR DELETE THIS WORKSPACE FILE!
###############################################################################
Project: "classgen"=.\classgen.dsp - Package Owner=<4>
Package=<5>
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Package=<4>
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BIN
ClassGen/classgen.opt Normal file
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33
ClassGen/classgen.plg Normal file
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<html>
<body>
<pre>
<h1>Build Log</h1>
<h3>
--------------------Configuration: classgen - Win32 Debug--------------------
</h3>
<h3>Command Lines</h3>
Creating temporary file "C:\WINNT\Profiles\sean\LOCALS~1\Temp\RSP17B.tmp" with contents
[
/nologo /Gz /MTd /Gm /GX /ZI /Od /D "_DEBUG" /D "_CONSOLE" /D "_MBCS" /D "WIN32" /D "STRICT" /D "__FLAT__" /Fp"Debug/classgen.pch" /YX /Fo"Debug/" /Fd"Debug/" /FD /GZ /c
"D:\work\ClassGen\Main.cpp"
]
Creating command line "cl.exe @C:\WINNT\Profiles\sean\LOCALS~1\Temp\RSP17B.tmp"
Creating temporary file "C:\WINNT\Profiles\sean\LOCALS~1\Temp\RSP17C.tmp" with contents
[
kernel32.lib user32.lib gdi32.lib winspool.lib comdlg32.lib advapi32.lib shell32.lib ole32.lib oleaut32.lib uuid.lib odbc32.lib odbccp32.lib kernel32.lib user32.lib gdi32.lib winspool.lib comdlg32.lib advapi32.lib shell32.lib ole32.lib oleaut32.lib uuid.lib odbc32.lib odbccp32.lib /nologo /subsystem:console /incremental:yes /pdb:"Debug/classgen.pdb" /debug /machine:I386 /out:"Debug/classgen.exe" /pdbtype:sept
.\Debug\Main.obj
\work\exe\mscommon.lib
]
Creating command line "link.exe @C:\WINNT\Profiles\sean\LOCALS~1\Temp\RSP17C.tmp"
<h3>Output Window</h3>
Compiling...
Main.cpp
Linking...
<h3>Results</h3>
classgen.exe - 0 error(s), 0 warning(s)
</pre>
</body>
</html>

103
ClassGen/historic.txt Normal file
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trade_date smalldatetime 4 0
trade_date_txt varchar 10 1
portfolio varchar 30 0
sub_portfolio varchar 30 0
ticker varchar 25 0
ticker_desc varchar 60 1
uticker varchar 25 0
instrument varchar 3 0
contract_size decimal 9 1
hedge_index varchar 4 1
hedge_sector varchar 4 1
area varchar 6 1
area_sector varchar 6 1
y_close decimal 9 1
uticker_close decimal 9 1
y_uticker_close decimal 9 1
delta decimal 9 1
y_delta decimal 9 1
hedge_beta decimal 5 1
area_beta decimal 5 1
sector_beta decimal 5 1
group_beta decimal 5 1
qty decimal 9 0
y_qty decimal 9 0
qty_change decimal 9 1
hedge_close decimal 9 1
hedge_perc decimal 9 1
area_close decimal 9 1
area_perc decimal 9 1
sector_close decimal 9 1
sector_perc decimal 9 1
mkt_value decimal 13 1
y_mkt_value decimal 13 1
exposure decimal 13 1
y_exposure decimal 13 1
hb_exposure decimal 13 1
y_hb_exposure decimal 13 1
ab_exposure decimal 13 1
y_ab_exposure decimal 13 1
sb_exposure decimal 13 1
y_sb_exposure decimal 13 1
pnl decimal 13 1
pnl_perc decimal 13 1
price_change decimal 13 1
price_change_perc decimal 13 1
price_change_amt decimal 13 1
sector_alpha_perc decimal 13 1
group_alpha_perc decimal 13 1
area_alpha_perc decimal 13 1
hedge_alpha_perc decimal 13 1
area_pnl_amt decimal 13 1
sector_pnl_amt decimal 13 1
sector_alpha_amt decimal 13 1
group_alpha_amt decimal 13 1
area_alpha_amt decimal 13 1
hedge_alpha_amt decimal 13 1
ab_return_amt decimal 13 1
ab_return_perc decimal 13 1
alt_index_return_perc decimal 13 1
alt_index_return_amt decimal 13 1
index_beta_adj_perc decimal 13 1
index_beta_adj_amt decimal 13 1
intraday_perc decimal 13 1
intraday_amt decimal 13 1
optionality_perc decimal 13 1
optionality_amt decimal 13 1
currency varchar 5 1
base_close decimal 9 1
y_base_close decimal 9 1
fx_perc decimal 9 1
fx_amt decimal 9 1
fx_rate decimal 9 1
y_fx_rate decimal 9 1
exposure_view varchar 5 1
market_view varchar 5 0
call_put varchar 4 1
days_expire int 4 1
strike_price decimal 9 1
associate nvarchar 30 1
ipo bit 1 1
ratio decimal 9 1
exported bit 1 0
source varchar 10 1
vwap decimal 13 1
vwap_pnl decimal 13 1
adh decimal 13 1
aac decimal 13 1
azap decimal 13 1
go_around smalldatetime 4 1
alpha_go_around decimal 13 1
alpha_real decimal 13 1
alpha_unreal decimal 13 1
pnl_real decimal 13 1
pnl_unreal decimal 13 1
cash_flow decimal 13 1
beta_cash_flow decimal 13 1
last_trade_date smalldatetime 4 1
last_trade_qty decimal 9 1
enterprise_value decimal 13 1
mkt_cap decimal 13 1
wgt_ave decimal 9 1
volume decimal 13 1
RowID bigint 8 0

8
ClassGen/mapping.txt Normal file
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nvarchar=string
decimal=decimal
float=float
varchar=string
smalldatetime=DateTime
int=int
bit=bool
bigint=long

25
ClassGen/scraps.txt Normal file
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/*
bool ClassMapper::createResultClass(const String &packageName,const String &className,const String &instanceName,Block<NameValuePair> &variables,Block<NameValuePair> &originals)
{
File outFile;
if(!outFile.open(className+String("RS")+String(".java"),"wb"))return false;
if(!packageName.isNull())outFile.writeLine(String("package ")+packageName);
outFile.writeLine("\t");
outFile.writeLine("\t");
outFile.writeLine("public void processResult()");
outFile.writeLine("{");
outFile.writeLine(String(" ")+className+String(" ")+instanceName+String(";"));
outFile.writeLine(" ResultSet rs;");
outFile.writeLine("// fill in the blanks");
for(int index=0;index<variables.size();index++)
{
NameValuePair &original=originals[index];
NameValuePair &variable=variables[index];
outFile.writeLine(String(" ")+instanceName+String(".")+makeMutator(variable.getName())+String("(rs.get")+makeFirstUpper(variable.getValue())+String("(\"")+original.getName()+String("\"));"));
}
outFile.writeLine("}");
outFile.close();
return true;
}
*/