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