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153
ClassGen/HistoricDA.cs
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153
ClassGen/HistoricDA.cs
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using System;
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using System.Collections;
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using System.Data.SqlClient;
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namespace ZBI.Risk.Server.Mapped
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{
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public class HistoricDA
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{
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public ArrayList readAll()
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{
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SqlConnection sqlConnection=null;
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SqlDataReader sqlDataReader=null;
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SqlCommand sqlCommand=null;
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try
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{
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ArrayList arrayList=new ArrayList();
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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";
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sqlConnection=createSqlConnection(DRMS,dt_main_positions,"sa","");
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sqlCommand=new SqlCommand(strQuery,sqlConnection);
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sqlDataReader=sqlCommand.ExecuteReader();
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while(sqlDataReader.Read())
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{
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Historic historic=new Historic();
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historic.TradeDate=sqlDataReader.getDateTime(0);
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historic.TradeDateTxt=sqlDataReader.getString(1);
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historic.Portfolio=sqlDataReader.getString(2);
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historic.SubPortfolio=sqlDataReader.getString(3);
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historic.Ticker=sqlDataReader.getString(4);
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historic.TickerDesc=sqlDataReader.getString(5);
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historic.Uticker=sqlDataReader.getString(6);
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historic.Instrument=sqlDataReader.getString(7);
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historic.ContractSize=sqlDataReader.getDecimal(8);
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historic.HedgeIndex=sqlDataReader.getString(9);
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historic.HedgeSector=sqlDataReader.getString(10);
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historic.Area=sqlDataReader.getString(11);
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historic.AreaSector=sqlDataReader.getString(12);
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historic.YClose=sqlDataReader.getDecimal(13);
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historic.UtickerClose=sqlDataReader.getDecimal(14);
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historic.YUtickerClose=sqlDataReader.getDecimal(15);
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historic.Delta=sqlDataReader.getDecimal(16);
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historic.YDelta=sqlDataReader.getDecimal(17);
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historic.HedgeBeta=sqlDataReader.getDecimal(18);
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historic.AreaBeta=sqlDataReader.getDecimal(19);
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historic.SectorBeta=sqlDataReader.getDecimal(20);
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historic.GroupBeta=sqlDataReader.getDecimal(21);
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historic.Qty=sqlDataReader.getDecimal(22);
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historic.YQty=sqlDataReader.getDecimal(23);
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historic.QtyChange=sqlDataReader.getDecimal(24);
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historic.HedgeClose=sqlDataReader.getDecimal(25);
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historic.HedgePerc=sqlDataReader.getDecimal(26);
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historic.AreaClose=sqlDataReader.getDecimal(27);
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historic.AreaPerc=sqlDataReader.getDecimal(28);
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historic.SectorClose=sqlDataReader.getDecimal(29);
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historic.SectorPerc=sqlDataReader.getDecimal(30);
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historic.MktValue=sqlDataReader.getDecimal(31);
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historic.YMktValue=sqlDataReader.getDecimal(32);
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historic.Exposure=sqlDataReader.getDecimal(33);
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historic.YExposure=sqlDataReader.getDecimal(34);
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historic.HbExposure=sqlDataReader.getDecimal(35);
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historic.YHbExposure=sqlDataReader.getDecimal(36);
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historic.AbExposure=sqlDataReader.getDecimal(37);
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historic.YAbExposure=sqlDataReader.getDecimal(38);
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historic.SbExposure=sqlDataReader.getDecimal(39);
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historic.YSbExposure=sqlDataReader.getDecimal(40);
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historic.Pnl=sqlDataReader.getDecimal(41);
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historic.PnlPerc=sqlDataReader.getDecimal(42);
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historic.PriceChange=sqlDataReader.getDecimal(43);
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historic.PriceChangePerc=sqlDataReader.getDecimal(44);
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historic.PriceChangeAmt=sqlDataReader.getDecimal(45);
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historic.SectorAlphaPerc=sqlDataReader.getDecimal(46);
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historic.GroupAlphaPerc=sqlDataReader.getDecimal(47);
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historic.AreaAlphaPerc=sqlDataReader.getDecimal(48);
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historic.HedgeAlphaPerc=sqlDataReader.getDecimal(49);
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historic.AreaPnlAmt=sqlDataReader.getDecimal(50);
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historic.SectorPnlAmt=sqlDataReader.getDecimal(51);
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historic.SectorAlphaAmt=sqlDataReader.getDecimal(52);
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historic.GroupAlphaAmt=sqlDataReader.getDecimal(53);
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historic.AreaAlphaAmt=sqlDataReader.getDecimal(54);
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historic.HedgeAlphaAmt=sqlDataReader.getDecimal(55);
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historic.AbReturnAmt=sqlDataReader.getDecimal(56);
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historic.AbReturnPerc=sqlDataReader.getDecimal(57);
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historic.AltIndexReturnPerc=sqlDataReader.getDecimal(58);
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historic.AltIndexReturnAmt=sqlDataReader.getDecimal(59);
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historic.IndexBetaAdjPerc=sqlDataReader.getDecimal(60);
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historic.IndexBetaAdjAmt=sqlDataReader.getDecimal(61);
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historic.IntradayPerc=sqlDataReader.getDecimal(62);
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historic.IntradayAmt=sqlDataReader.getDecimal(63);
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historic.OptionalityPerc=sqlDataReader.getDecimal(64);
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historic.OptionalityAmt=sqlDataReader.getDecimal(65);
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historic.Currency=sqlDataReader.getString(66);
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historic.BaseClose=sqlDataReader.getDecimal(67);
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historic.YBaseClose=sqlDataReader.getDecimal(68);
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historic.FxPerc=sqlDataReader.getDecimal(69);
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historic.FxAmt=sqlDataReader.getDecimal(70);
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historic.FxRate=sqlDataReader.getDecimal(71);
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historic.YFxRate=sqlDataReader.getDecimal(72);
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historic.ExposureView=sqlDataReader.getString(73);
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historic.MarketView=sqlDataReader.getString(74);
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historic.CallPut=sqlDataReader.getString(75);
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historic.DaysExpire=sqlDataReader.getInt(76);
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historic.StrikePrice=sqlDataReader.getDecimal(77);
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historic.Associate=sqlDataReader.getString(78);
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historic.Ipo=sqlDataReader.getBool(79);
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historic.Ratio=sqlDataReader.getDecimal(80);
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historic.Exported=sqlDataReader.getBool(81);
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historic.Source=sqlDataReader.getString(82);
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historic.Vwap=sqlDataReader.getDecimal(83);
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historic.VwapPnl=sqlDataReader.getDecimal(84);
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historic.Adh=sqlDataReader.getDecimal(85);
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historic.Aac=sqlDataReader.getDecimal(86);
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historic.Azap=sqlDataReader.getDecimal(87);
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historic.GoAround=sqlDataReader.getDateTime(88);
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historic.AlphaGoAround=sqlDataReader.getDecimal(89);
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historic.AlphaReal=sqlDataReader.getDecimal(90);
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historic.AlphaUnreal=sqlDataReader.getDecimal(91);
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historic.PnlReal=sqlDataReader.getDecimal(92);
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historic.PnlUnreal=sqlDataReader.getDecimal(93);
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historic.CashFlow=sqlDataReader.getDecimal(94);
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historic.BetaCashFlow=sqlDataReader.getDecimal(95);
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historic.LastTradeDate=sqlDataReader.getDateTime(96);
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historic.LastTradeQty=sqlDataReader.getDecimal(97);
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historic.EnterpriseValue=sqlDataReader.getDecimal(98);
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historic.MktCap=sqlDataReader.getDecimal(99);
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historic.WgtAve=sqlDataReader.getDecimal(100);
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historic.Volume=sqlDataReader.getDecimal(101);
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historic.RowID=sqlDataReader.getLong(102);
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arrayList.add(historic);
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}
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return arrayList;
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}
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finally
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{
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if(null!=sqlDataReader)sqlDataReader.Close();
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if(null!=sqlConnection)sqlConnection.Close();
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}
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}
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private static SqlConnection createSqlConnection(string datssource,string database,string username,string password)
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{
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try
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{
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string connectionString="Data Source=DRMS;User ID=sa;password=";
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SqlConnection connection=new SqlConnection(connectionString);
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connection.Open();
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return connection;
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}
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catch(SqlException exception)
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{
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Console.WriteLine(exception.ToString());
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return null;
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}
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}
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}
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}
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