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backtestSMAMF.aspx.cs
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backtestSMAMF.aspx.cs
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using System;
using System.Collections.Generic;
using System.Data;
using System.Drawing;
using System.IO;
using System.Linq;
using System.Text;
using System.Web;
using System.Web.UI;
using System.Web.UI.DataVisualization.Charting;
using System.Web.UI.WebControls;
using DataAccessLayer;
namespace Analytics
{
public partial class backtestSMAMF : System.Web.UI.Page
{
protected void Page_Load(object sender, EventArgs e)
{
if (Session["EMAILID"] != null)
{
if (Request.QueryString["schemecode"] != null)
{
if (!IsPostBack)
{
ViewState["FromDate"] = null;
ViewState["ToDate"] = null;
ViewState["FetchedData"] = null;
ViewState["FetchedIndexData"] = null;
ViewState["VALUATION_TABLE"] = null;
ViewState["SelectedIndex"] = "0";
if ((Session["MFPORTFOLIONAME"] != null) && (Session["MFPORTFOLIOMASTERROWID"] != null))
{
ddlShowHidePortfolio.SelectedIndex = 0;
}
else
{
ddlShowHidePortfolio.SelectedIndex = 1;
ddlShowHidePortfolio.Enabled = false;
}
if (Request.QueryString["smasmall"] != null)
{
textboxSMASmallPeriod.Text = Request.QueryString["smasmall"].ToString();
}
if (Request.QueryString["smalong"] != null)
{
textboxSMALongPeriod.Text = Request.QueryString["smalong"].ToString();
}
if (Request.QueryString["buyspan"] != null)
{
textboxBuySpan.Text = Request.QueryString["buyspan"].ToString();
}
if (Request.QueryString["sellspan"] != null)
{
textboxSellSpan.Text = Request.QueryString["sellspan"].ToString();
}
if (Request.QueryString["simulationqty"] != null)
{
textboxSimulationQty.Text = Request.QueryString["simulationqty"].ToString();
}
}
ShowGraph();
if (panelWidth.Value != "" && panelHeight.Value != "")
{
chartBackTestMF.Visible = true;
chartBackTestMF.Width = int.Parse(panelWidth.Value);
chartBackTestMF.Height = int.Parse(panelHeight.Value);
}
}
else
{
//Response.Redirect(".\\" + Request.QueryString["parent"].ToString());
//Response.Write("<script language=javascript>alert('" + common.noPortfolioNameToOpen + "')</script>");
Page.ClientScript.RegisterStartupScript(GetType(), "myScript", "alert('Please select MF scheme');", true);
Response.Redirect("~/" + Request.QueryString["parent"].ToString());
}
}
else
{
//Response.Write("<script language=javascript>alert('" + common.noLogin + "')</script>");
Page.ClientScript.RegisterStartupScript(GetType(), "myScript", "alert('" + common.noLogin + "');", true);
Response.Redirect("~/Default.aspx");
}
}
public void FillData()
{
DataTable tempData = null;
DataTable dailyNAVSMA = null;
DataTable indexTable = null;
DataRow[] filteredRows = null;
string expression = "";
DataManager dataMgr = new DataManager();
string folderPath = Session["DATAFOLDER"].ToString();
int smallperiod = Int32.Parse(textboxSMASmallPeriod.Text.ToString());
int longperiod = Int32.Parse(textboxSMALongPeriod.Text.ToString());
int buySpan = Int32.Parse(textboxBuySpan.Text.ToString());
int sellSpan = Int32.Parse(textboxSellSpan.Text.ToString());
string schemeCode = Request.QueryString["schemecode"].ToString();
double simulationQty = double.Parse(textboxSimulationQty.Text.ToString());
//if we were called from portfolio page then get the portfolio data for selected scheme
//if (Request.QueryString["schemecode"] != null)
if ((Session["MFPORTFOLIONAME"] != null) && (Session["MFPORTFOLIOMASTERROWID"] != null))
{
if ((ddlShowHidePortfolio.SelectedIndex == 0) && ((ViewState["VALUATION_TABLE"] == null) || (((DataTable)ViewState["VALUATION_TABLE"]).Rows.Count == 0)))
{
tempData = dataMgr.GetValuationLineGraph(Session["MFPORTFOLIOMASTERROWID"].ToString(), Session["EMAILID"].ToString(),
Session["MFPORTFOLIONAME"].ToString());
expression = "SCHEME_CODE = '" + schemeCode + "'";
filteredRows = tempData.Select(expression);
if ((filteredRows != null) && (filteredRows.Length > 0))
{
ViewState["VALUATION_TABLE"] = (DataTable)filteredRows.CopyToDataTable();
//gridviewPortfolioValuation.DataSource = (DataTable)ViewState["VALUATION_TABLE"];
//gridviewPortfolioValuation.DataBind();
}
}
}
if ((ViewState["FetchedData"] == null) || (((DataTable)ViewState["FetchedData"]).Rows.Count == 0))
{
dailyNAVSMA = dataMgr.getBacktestFromSMA(Int32.Parse(schemeCode),
fromDate: ((ViewState["FromDate"] == null) || (ViewState["FromDate"].ToString().Equals(""))) ? null : ViewState["FromDate"].ToString(),
toDate: ((ViewState["ToDate"] == null) || (ViewState["ToDate"].ToString().Equals(""))) ? null : ViewState["ToDate"].ToString(),
smallPeriod: smallperiod, longPeriod: longperiod, buySpan: buySpan, sellSpan: sellSpan, simulationQty: simulationQty);
if (dailyNAVSMA != null)
{
ViewState["FetchedData"] = dailyNAVSMA;
//gridviewBackTestMF.DataSource = (DataTable)ViewState["FetchedData"];
//gridviewBackTestMF.DataBind();
}
}
if ((System.Convert.ToInt32((ViewState["SelectedIndex"].ToString())) != ddlIndex.SelectedIndex) && (ddlIndex.SelectedIndex > 0))
{
//Some index is selected by user
indexTable = StockApi.getDailyAlternate(folderPath, ddlIndex.SelectedValue, bIsTestModeOn: false, bSaveData: false,
apiKey: Session["ApiKey"].ToString());
ViewState["FetchedIndexData"] = indexTable;
ViewState["SelectedIndex"] = ddlIndex.SelectedIndex;
}
}
public void ShowGraph()
{
DataTable indexTable = null;
DataTable valuationTable = null;
DataTable dailysmaTable = null;
DataTable tempData = null;
DataRow[] filteredRows = null;
Series tempSeries = null;
string fromDate = "", toDate = "";
string expression = "";
int portfolioTxnNumber = 1;
string schemeCode = Request.QueryString["schemecode"].ToString();
int smallperiod = Int32.Parse(textboxSMASmallPeriod.Text.ToString());
int longperiod = Int32.Parse(textboxSMALongPeriod.Text.ToString());
FillData();
if (ViewState["FromDate"] != null)
fromDate = ViewState["FromDate"].ToString();
if (ViewState["ToDate"] != null)
toDate = ViewState["ToDate"].ToString();
if ((fromDate.Length > 0) && (toDate.Length > 0))
{
if (ViewState["FetchedData"] != null)
{
tempData = (DataTable)ViewState["FetchedData"];
expression = "NAVDATE >= '" + fromDate + "' and NAVDATE <= '" + toDate + "'";
filteredRows = tempData.Select(expression);
//if ((filteredRows != null) && (filteredRows.Length > 0))
// dailysmaTable = filteredRows.CopyToDataTable();
if ((filteredRows != null) && (filteredRows.Length > 0))
{
dailysmaTable = filteredRows.CopyToDataTable();
}
else
{
if (dailysmaTable != null)
{
dailysmaTable.Clear();
dailysmaTable.Dispose();
dailysmaTable = null;
}
}
tempData.Clear();
tempData.Dispose();
tempData = null;
}
if (ViewState["FetchedIndexData"] != null)
{
tempData = (DataTable)ViewState["FetchedIndexData"];
expression = "Date >= '" + fromDate + "' and Date <= '" + toDate + "'";
filteredRows = tempData.Select(expression);
//if ((filteredRows != null) && (filteredRows.Length > 0))
// indexTable = filteredRows.CopyToDataTable();
if ((filteredRows != null) && (filteredRows.Length > 0))
{
indexTable = filteredRows.CopyToDataTable();
}
else
{
if (indexTable != null)
{
indexTable.Clear();
indexTable.Dispose();
indexTable = null;
}
}
tempData.Clear();
tempData.Dispose();
tempData = null;
}
if ((Session["MFPORTFOLIONAME"] != null) && (Session["MFPORTFOLIOMASTERROWID"] != null))
{
if (ViewState["VALUATION_TABLE"] != null)
{
tempData = (DataTable)ViewState["VALUATION_TABLE"];
//expression = "PurchaseDate >= '" + fromDate + "' and PurchaseDate <= '" + toDate + "'";
expression = "Date >= '" + fromDate + "' and Date <= '" + toDate + "'";
filteredRows = tempData.Select(expression);
//if ((filteredRows != null) && (filteredRows.Length > 0))
// valuationTable = filteredRows.CopyToDataTable();
if ((filteredRows != null) && (filteredRows.Length > 0))
{
valuationTable = filteredRows.CopyToDataTable();
}
else
{
if (valuationTable != null)
{
valuationTable.Clear();
valuationTable.Dispose();
valuationTable = null;
}
}
tempData.Clear();
tempData.Dispose();
tempData = null;
}
}
}
else
{
dailysmaTable = (DataTable)ViewState["FetchedData"];
indexTable = (DataTable)ViewState["FetchedIndexData"];
valuationTable = (DataTable)ViewState["VALUATION_TABLE"];
}
//gridviewPortfolioValuation.DataSource = valuationTable;
//gridviewPortfolioValuation.DataBind();
gridviewBackTestMF.DataSource = dailysmaTable;
gridviewBackTestMF.DataBind();
if (chartBackTestMF.Annotations.Count > 0)
chartBackTestMF.Annotations.Clear();
if ((dailysmaTable != null) && (dailysmaTable.Rows.Count > 0))
{
if (smallperiod > 0)
{
if (chartBackTestMF.Series.FindByName("SMA_SMALL") == null)
{
chartBackTestMF.Series.Add("SMA_SMALL");
chartBackTestMF.Series["SMA_SMALL"].Name = "SMA_SMALL";
(chartBackTestMF.Series["SMA_SMALL"]).ChartType = System.Web.UI.DataVisualization.Charting.SeriesChartType.Line;
(chartBackTestMF.Series["SMA_SMALL"]).ChartArea = chartBackTestMF.ChartAreas[0].Name;
chartBackTestMF.Series["SMA_SMALL"].Legend = chartBackTestMF.Legends[0].Name;
chartBackTestMF.Series["SMA_SMALL"].LegendText = "SMA Period: " + smallperiod;//Request.QueryString["smasmall"].ToString();
chartBackTestMF.Series["SMA_SMALL"].LegendToolTip = "SMA Period: " + smallperiod;//Request.QueryString["smasmall"].ToString();
(chartBackTestMF.Series["SMA_SMALL"]).YValuesPerPoint = 2;
chartBackTestMF.Series["SMA_SMALL"].ToolTip = "SMA Period: " + smallperiod + " : Date:#VALX; SMA:#VALY (Click to see details)";
chartBackTestMF.Series["SMA_SMALL"].PostBackValue = "SMA_SMALL," + smallperiod + ",#VALX,#VALY";
}
(chartBackTestMF.Series["SMA_SMALL"]).Points.Clear();
}
//(chartBackTestMF.Series["SMA_SMALL"]).Points.DataBind(dailysmaTable.AsEnumerable(), "NAVDATE", "SMA_SMALL", "");
if (longperiod > 0)
{
if (chartBackTestMF.Series.FindByName("SMA_LONG") == null)
{
chartBackTestMF.Series.Add("SMA_LONG");
chartBackTestMF.Series["SMA_LONG"].Name = "SMA_LONG";
(chartBackTestMF.Series["SMA_LONG"]).ChartType = System.Web.UI.DataVisualization.Charting.SeriesChartType.Line;
(chartBackTestMF.Series["SMA_LONG"]).ChartArea = chartBackTestMF.ChartAreas[0].Name;
chartBackTestMF.Series["SMA_LONG"].Legend = chartBackTestMF.Legends[0].Name;
chartBackTestMF.Series["SMA_LONG"].LegendText = "SMA Period: " + longperiod; //Request.QueryString["smalong"].ToString();
chartBackTestMF.Series["SMA_LONG"].LegendToolTip = "SMA Period: " + longperiod; //Request.QueryString["smalong"].ToString();
(chartBackTestMF.Series["SMA_LONG"]).YValuesPerPoint = 2;
chartBackTestMF.Series["SMA_LONG"].ToolTip = "SMA Period: " + longperiod + " : Date:#VALX; SMA:#VALY (Click to see details)";
chartBackTestMF.Series["SMA_LONG"].PostBackValue = "SMA_LONG," + longperiod + ",#VALX,#VALY";
}
(chartBackTestMF.Series["SMA_LONG"]).Points.Clear();
//(chartBackTestMF.Series["SMA_LONG"]).Points.DataBind(dailysmaTable.AsEnumerable(), "NAVDATE", "SMA_LONG", "");
}
if (chartBackTestMF.Series.FindByName("Daily") == null)
{
chartBackTestMF.Series.Add("Daily");
chartBackTestMF.Series["Daily"].Name = "Daily";
(chartBackTestMF.Series["Daily"]).ChartType = System.Web.UI.DataVisualization.Charting.SeriesChartType.Line;
(chartBackTestMF.Series["Daily"]).ChartArea = chartBackTestMF.ChartAreas[0].Name;
chartBackTestMF.Series["Daily"].Legend = chartBackTestMF.Legends[0].Name;
chartBackTestMF.Series["Daily"].LegendText = "Daily NAV";
chartBackTestMF.Series["Daily"].LegendToolTip = "Daily NAV";
(chartBackTestMF.Series["Daily"]).YValuesPerPoint = 2;
chartBackTestMF.Series["Daily"].ToolTip = "Daily NAV: " + " : Date:#VALX; NAV:#VALY (Click to see details)";
chartBackTestMF.Series["Daily"].PostBackValue = "Daily" + ",#VALX,#VALY";
}
//(chartBackTestMF.Series["Daily"]).Points.DataBind(dailysmaTable.AsEnumerable(), "NAVDATE", "NET_ASSET_VALUE", "");
(chartBackTestMF.Series["Daily"]).Points.Clear();
for (int rownum = 0; rownum < dailysmaTable.Rows.Count; rownum++)
{
if (smallperiod > 0)
{
(chartBackTestMF.Series["SMA_SMALL"]).Points.AddXY(dailysmaTable.Rows[rownum]["NAVDATE"], dailysmaTable.Rows[rownum]["SMA_SMALL"]);
(chartBackTestMF.Series["SMA_SMALL"]).Points[(chartBackTestMF.Series["SMA_SMALL"]).Points.Count - 1].PostBackValue =
"SMA_SMALL," +
dailysmaTable.Rows[rownum]["SCHEMENAME"] + "," + dailysmaTable.Rows[rownum]["NAVDATE"] + "," +
dailysmaTable.Rows[rownum]["NET_ASSET_VALUE"] + "," +
"SMA Period: " + smallperiod + "," +
"SMA: ," + dailysmaTable.Rows[rownum]["SMA_SMALL"];
}
if (longperiod > 0)
{
(chartBackTestMF.Series["SMA_LONG"]).Points.AddXY(dailysmaTable.Rows[rownum]["NAVDATE"], dailysmaTable.Rows[rownum]["SMA_LONG"]);
(chartBackTestMF.Series["SMA_LONG"]).Points[(chartBackTestMF.Series["SMA_LONG"]).Points.Count - 1].PostBackValue =
"SMA_LONG," +
dailysmaTable.Rows[rownum]["SCHEMENAME"] + "," + dailysmaTable.Rows[rownum]["NAVDATE"] + "," +
dailysmaTable.Rows[rownum]["NET_ASSET_VALUE"] + "," +
"SMA Period: " + longperiod + "," +
"SMA: ," + dailysmaTable.Rows[rownum]["SMA_LONG"];
}
(chartBackTestMF.Series["Daily"]).Points.AddXY(dailysmaTable.Rows[rownum]["NAVDATE"], dailysmaTable.Rows[rownum]["NET_ASSET_VALUE"]);
(chartBackTestMF.Series["Daily"]).Points[(chartBackTestMF.Series["Daily"]).Points.Count - 1].PostBackValue =
"Daily," +
dailysmaTable.Rows[rownum]["SCHEMENAME"] + "," + dailysmaTable.Rows[rownum]["NAVDATE"] + "," +
dailysmaTable.Rows[rownum]["NET_ASSET_VALUE"] + "," +
dailysmaTable.Rows[rownum]["BUY_FLAG"] + "," +
dailysmaTable.Rows[rownum]["SELL_FLAG"] + "," +
dailysmaTable.Rows[rownum]["QUANTITY"] + "," +
dailysmaTable.Rows[rownum]["BUY_COST"] + "," +
dailysmaTable.Rows[rownum]["SELL_VALUE"] + "," +
dailysmaTable.Rows[rownum]["PROFIT_LOSS"] + "," +
dailysmaTable.Rows[rownum]["RESULT"];
//if ((dailysmaTable.Rows[rownum]["CROSSOVER_FLAG"]).ToString().Equals("X") == true)
//{
//}
if (System.Convert.ToBoolean(dailysmaTable.Rows[rownum]["BUY_FLAG"]) == true)
{
//we just mark this point as cross over
(chartBackTestMF.Series["SMA_SMALL"]).Points[(chartBackTestMF.Series["SMA_SMALL"]).Points.Count - 1].MarkerSize = 11;
(chartBackTestMF.Series["SMA_SMALL"]).Points[(chartBackTestMF.Series["SMA_SMALL"]).Points.Count - 1].MarkerStyle = System.Web.UI.DataVisualization.Charting.MarkerStyle.Cross;
(chartBackTestMF.Series["SMA_SMALL"]).Points[(chartBackTestMF.Series["SMA_SMALL"]).Points.Count - 1].MarkerColor = Color.Blue;
(chartBackTestMF.Series["SMA_SMALL"]).Points[(chartBackTestMF.Series["SMA_SMALL"]).Points.Count - 1].ToolTip = "Backtest Initiator";
(chartBackTestMF.Series["Daily"]).Points[(chartBackTestMF.Series["Daily"]).Points.Count - 1].MarkerSize = 12;
(chartBackTestMF.Series["Daily"]).Points[(chartBackTestMF.Series["Daily"]).Points.Count - 1].MarkerStyle = System.Web.UI.DataVisualization.Charting.MarkerStyle.Diamond;
(chartBackTestMF.Series["Daily"]).Points[(chartBackTestMF.Series["Daily"]).Points.Count - 1].MarkerColor = Color.Yellow;
(chartBackTestMF.Series["Daily"]).Points[(chartBackTestMF.Series["Daily"]).Points.Count - 1].ToolTip = "Buy Signal";
}
if (System.Convert.ToBoolean(dailysmaTable.Rows[rownum]["SELL_FLAG"]) == true)
{
//we just mark this point as cross over
(chartBackTestMF.Series["Daily"]).Points[(chartBackTestMF.Series["Daily"]).Points.Count - 1].MarkerSize = 12;
(chartBackTestMF.Series["Daily"]).Points[(chartBackTestMF.Series["Daily"]).Points.Count - 1].MarkerStyle = System.Web.UI.DataVisualization.Charting.MarkerStyle.Circle;
(chartBackTestMF.Series["Daily"]).Points[(chartBackTestMF.Series["Daily"]).Points.Count - 1].MarkerColor = Color.Green;
(chartBackTestMF.Series["Daily"]).Points[(chartBackTestMF.Series["Daily"]).Points.Count - 1].ToolTip = "Sell Signal: " + dailysmaTable.Rows[rownum]["RESULT"].ToString();
}
}
}
else
{
tempSeries = chartBackTestMF.Series.FindByName("Daily");
if (tempSeries != null)
chartBackTestMF.Series.Remove(tempSeries);
tempSeries = chartBackTestMF.Series.FindByName("SMA_SMALL");
if (tempSeries != null)
chartBackTestMF.Series.Remove(tempSeries);
tempSeries = chartBackTestMF.Series.FindByName("SMA_LONG");
if (tempSeries != null)
chartBackTestMF.Series.Remove(tempSeries);
}
if ((valuationTable != null) && (valuationTable.Rows.Count > 0))
{
if (chartBackTestMF.Series.FindByName(schemeCode) == null)
{
chartBackTestMF.Series.Add(schemeCode);
chartBackTestMF.Series[schemeCode].Name = schemeCode; // "Portfolio";
(chartBackTestMF.Series[schemeCode]).ChartType = System.Web.UI.DataVisualization.Charting.SeriesChartType.Line;
(chartBackTestMF.Series[schemeCode]).ChartArea = chartBackTestMF.ChartAreas[0].Name;
chartBackTestMF.Series[schemeCode].Legend = chartBackTestMF.Legends[0].Name;
chartBackTestMF.Series[schemeCode].LegendText = valuationTable.Rows[0]["SCHEME_NAME"].ToString();
chartBackTestMF.Series[schemeCode].LegendToolTip = valuationTable.Rows[0]["SCHEME_NAME"].ToString();
(chartBackTestMF.Series[schemeCode]).YValuesPerPoint = 2;
chartBackTestMF.Series[schemeCode].ToolTip = "Portfolio: " + "Purchase Date:#VALX; Purchase NAV:#VALY (Click to see details)";
chartBackTestMF.Series[schemeCode].PostBackValue = "Portfolio:" + ",#VALX,#VALY";
}
//(chartBackTestMF.Series["Daily"]).Points.DataBind(dailysmaTable.AsEnumerable(), "NAVDATE", "NET_ASSET_VALUE", "");
(chartBackTestMF.Series[schemeCode]).Points.Clear();
for (int rownum = 0; rownum < valuationTable.Rows.Count; rownum++)
{
//(chartBackTestMF.Series[schemeCode]).Points.AddXY(valuationTable.Rows[rownum]["PurchaseDate"], valuationTable.Rows[rownum]["PurchaseNAV"]);
(chartBackTestMF.Series[schemeCode]).Points.AddXY(valuationTable.Rows[rownum]["DATE"], valuationTable.Rows[rownum]["NET_ASSET_VALUE"]);
(chartBackTestMF.Series[schemeCode]).Points[(chartBackTestMF.Series[schemeCode]).Points.Count - 1].PostBackValue =
"Portfolio," +
valuationTable.Rows[rownum]["SCHEME_NAME"] + "," + valuationTable.Rows[rownum]["DATE"] + "," +
valuationTable.Rows[rownum]["NET_ASSET_VALUE"] + "," +
valuationTable.Rows[rownum]["PurchaseDate"] + "," + valuationTable.Rows[rownum]["PurchaseNAV"] + "," +
valuationTable.Rows[rownum]["PurchaseUnits"] + "," +
valuationTable.Rows[rownum]["ValueAtCost"] + "," + valuationTable.Rows[rownum]["CumulativeUnits"] + "," +
valuationTable.Rows[rownum]["CumulativeCost"] + "," + valuationTable.Rows[rownum]["CurrentValue"];
//if( (rownum == 0) || (valuationTable.Rows[rownum - 1]["PurchaseDate"] != valuationTable.Rows[rownum]["PurchaseDate"])) // || ((rownum + 1) == valuationTable.Rows.Count))
if (valuationTable.Rows[rownum]["PurchaseDate"].ToString().Equals(valuationTable.Rows[rownum]["DATE"].ToString())) // || ((rownum + 1) == valuationTable.Rows.Count))
{
(chartBackTestMF.Series[schemeCode]).Points[(chartBackTestMF.Series[schemeCode]).Points.Count - 1].MarkerSize = 11;
(chartBackTestMF.Series[schemeCode]).Points[(chartBackTestMF.Series[schemeCode]).Points.Count - 1].MarkerStyle = System.Web.UI.DataVisualization.Charting.MarkerStyle.Diamond;
(chartBackTestMF.Series[schemeCode]).Points[(chartBackTestMF.Series[schemeCode]).Points.Count - 1].MarkerColor = Color.Black;
(chartBackTestMF.Series[schemeCode]).Points[(chartBackTestMF.Series[schemeCode]).Points.Count - 1].ToolTip = "Transaction: " + portfolioTxnNumber++;
}
}
(chartBackTestMF.Series[schemeCode]).Points[(chartBackTestMF.Series[schemeCode]).Points.Count - 1].MarkerSize = 10;
(chartBackTestMF.Series[schemeCode]).Points[(chartBackTestMF.Series[schemeCode]).Points.Count - 1].MarkerStyle = System.Web.UI.DataVisualization.Charting.MarkerStyle.Diamond;
(chartBackTestMF.Series[schemeCode]).Points[(chartBackTestMF.Series[schemeCode]).Points.Count - 1].MarkerColor = Color.Black;
(chartBackTestMF.Series[schemeCode]).Points[(chartBackTestMF.Series[schemeCode]).Points.Count - 1].ToolTip = "Click to see latest valuation";
}
else
{
tempSeries = chartBackTestMF.Series.FindByName(schemeCode);
if (tempSeries != null)
chartBackTestMF.Series.Remove(tempSeries);
}
if ((indexTable != null) && (indexTable.Rows.Count > 0))
{
if (chartBackTestMF.Series.FindByName(ddlIndex.SelectedValue) == null)
{
chartBackTestMF.Series.Add(ddlIndex.SelectedValue);
chartBackTestMF.Series[ddlIndex.SelectedValue].Name = ddlIndex.SelectedValue;
(chartBackTestMF.Series[ddlIndex.SelectedValue]).ChartType = System.Web.UI.DataVisualization.Charting.SeriesChartType.Line;
(chartBackTestMF.Series[ddlIndex.SelectedValue]).ChartArea = chartBackTestMF.ChartAreas[0].Name;
chartBackTestMF.Series[ddlIndex.SelectedValue].Legend = chartBackTestMF.Legends[0].Name;
chartBackTestMF.Series[ddlIndex.SelectedValue].LegendText = ddlIndex.SelectedValue;
chartBackTestMF.Series[ddlIndex.SelectedValue].LegendToolTip = ddlIndex.SelectedValue;
(chartBackTestMF.Series[ddlIndex.SelectedValue]).YValuesPerPoint = 4;
chartBackTestMF.Series[ddlIndex.SelectedValue].ToolTip = ddlIndex.SelectedValue + ": Date:#VALX; Close:#VALY4 (Click to see details)";
chartBackTestMF.Series[ddlIndex.SelectedValue].PostBackValue = ddlIndex.SelectedValue + ",#VALX,#VALY1,#VALY2,#VALY3,#VALY4";
}
(chartBackTestMF.Series[ddlIndex.SelectedValue]).Points.DataBindXY(indexTable.Rows, "Date", indexTable.Rows, "Open,High,Low,Close");
}
for (int i = 1; i < ddlIndex.Items.Count; i++)
{
tempSeries = chartBackTestMF.Series.FindByName(ddlIndex.Items[i].Value);
if (tempSeries != null)
{
if (ddlIndex.SelectedValue != ddlIndex.Items[i].Value)
{
chartBackTestMF.Series.Remove(tempSeries);
}
}
}
}
//"SMA_LONG," +
//dailysmaTable.Rows[rownum]["SCHEMENAME"] + "," +
//dailysmaTable.Rows[rownum]["NAVDATE"] + "," +
//dailysmaTable.Rows[rownum]["NET_ASSET_VALUE"] + "," +
//"SMA Period: " + Request.QueryString["smalong"].ToString() + "," +
//"SMA: ," +
//dailysmaTable.Rows[rownum]["SMA_LONG"];
//"Portfolio," +
// valuationTable.Rows[rownum]["SCHEME_NAME"] + "," + valuationTable.Rows[rownum]["DATE"] + "," +
// valuationTable.Rows[rownum]["NET_ASSET_VALUE"] + "," +
// valuationTable.Rows[rownum]["PurchaseDate"] + "," + valuationTable.Rows[rownum]["PurchaseNAV"] + "," +
// valuationTable.Rows[rownum]["PurchaseUnits"] + "," +
// valuationTable.Rows[rownum]["ValueAtCost"] + "," + valuationTable.Rows[rownum]["CumulativeUnits"] + "," +
// valuationTable.Rows[rownum]["CumulativeCost"] + "," + portfolioTabvinayb68le.Rows[rownum]["CurrentValue"];
protected void chartBackTestMF_Click(object sender, ImageMapEventArgs e)
{
string[] postBackValues;
DateTime xDate;
double lineWidth = 0;
double lineHeight = 0;
string seriesName;
StringBuilder raString = new StringBuilder();
try
{
if (chartBackTestMF.Annotations.Count > 0)
chartBackTestMF.Annotations.Clear();
postBackValues = e.PostBackValue.Split(',');
if (postBackValues[0].Equals("AnnotationClicked"))
return;
HorizontalLineAnnotation HA = new HorizontalLineAnnotation();
VerticalLineAnnotation VA = new VerticalLineAnnotation();
RectangleAnnotation ra = new RectangleAnnotation();
seriesName = postBackValues[0];
if (seriesName.Equals("Daily"))
{
//NAV
xDate = System.Convert.ToDateTime(postBackValues[2]);
lineWidth = xDate.ToOADate();
lineHeight = System.Convert.ToDouble(postBackValues[3]);
// "Daily," +
//dailysmaTable.Rows[rownum]["SCHEMENAME"] + "," +
//dailysmaTable.Rows[rownum]["NAVDATE"] + "," +
//dailysmaTable.Rows[rownum]["NET_ASSET_VALUE"] + "," +
//dailysmaTable.Rows[rownum]["BUY_FLAG"] + "," +
//dailysmaTable.Rows[rownum]["SELL_FLAG"] + "," +
//dailysmaTable.Rows[rownum]["QUANTITY"] + "," +
//dailysmaTable.Rows[rownum]["BUY_COST"] + "," +
//dailysmaTable.Rows[rownum]["SELL_VALUE"] + "," +
//dailysmaTable.Rows[rownum]["PROFIT_LOSS"] + "," +
//dailysmaTable.Rows[rownum]["RESULT"];
raString.Clear();
raString.AppendLine("Backtest simulation for: " + postBackValues[1]);
raString.AppendLine("Current NAV Date: " + postBackValues[2]);
raString.AppendLine("Current NAV: " + postBackValues[3]);
raString.AppendLine("Buy flag: " + postBackValues[4]);
raString.AppendLine("Sell Flag: " + postBackValues[5]);
raString.AppendLine("Simulation QTY: " + postBackValues[6]);
raString.AppendLine("Buy Cost: " + postBackValues[7]);
raString.AppendLine("Sell Value: " + postBackValues[8]);
raString.AppendLine("Profit/Loss: " + postBackValues[9]);
raString.AppendLine("Backtest Result : " + postBackValues[10]);
//ra.Text = "Backtest simulation for: " + postBackValues[1] + "\nNAV Date:" + postBackValues[2] + "\nNAV:" + postBackValues[3];
ra.Text = raString.ToString();
HA.ToolTip = "NAV: " + postBackValues[3];
VA.ToolTip = postBackValues[2];
}
else if (seriesName.Equals("Portfolio"))
{
//purchase NAV
//xDate = System.Convert.ToDateTime(postBackValues[4]);
xDate = System.Convert.ToDateTime(postBackValues[2]);
lineWidth = xDate.ToOADate();
lineHeight = System.Convert.ToDouble(postBackValues[5]);
ra.Text = postBackValues[1] + "\nPurchase Date:" + postBackValues[4] + "\nPurchase NAV:" + postBackValues[5] + "\nPurchased Units: " + postBackValues[6] +
"\nPurchase Cost: " + postBackValues[7] + "\nCumulative Units: " + postBackValues[8] + "\nCumulative Cost: " + postBackValues[9] +
"\nValue as of date: " + postBackValues[10];
HA.ToolTip = "Purchase NAV: " + postBackValues[5];
VA.ToolTip = postBackValues[4];
}
else
{
//SMA
xDate = System.Convert.ToDateTime(postBackValues[2]);
lineWidth = xDate.ToOADate();
lineHeight = System.Convert.ToDouble(postBackValues[6]);
ra.Text = postBackValues[1] + "\nNAV Date:" + postBackValues[2] + "\nNAV:" + postBackValues[3] + "\n" + postBackValues[4] + "\n" + postBackValues[5] + postBackValues[6];
HA.ToolTip = "SMA: " + postBackValues[6];
VA.ToolTip = postBackValues[2];
}
HA.AxisY = chartBackTestMF.ChartAreas[0].AxisY;
VA.AxisY = chartBackTestMF.ChartAreas[0].AxisY;
ra.AxisY = chartBackTestMF.ChartAreas[0].AxisY;
HA.AxisX = chartBackTestMF.ChartAreas[0].AxisX;
HA.IsSizeAlwaysRelative = false;
HA.AnchorY = lineHeight;
HA.IsInfinitive = true;
HA.ClipToChartArea = chartBackTestMF.ChartAreas[0].Name;
HA.LineDashStyle = ChartDashStyle.Dash;
HA.LineColor = Color.Red;
HA.LineWidth = 1;
chartBackTestMF.Annotations.Add(HA);
VA.AxisX = chartBackTestMF.ChartAreas[0].AxisX;
VA.IsSizeAlwaysRelative = false;
VA.AnchorX = lineWidth;
VA.IsInfinitive = true;
VA.ClipToChartArea = chartBackTestMF.ChartAreas[0].Name;
VA.LineDashStyle = ChartDashStyle.Dash;
VA.LineColor = Color.Red;
VA.LineWidth = 1;
chartBackTestMF.Annotations.Add(VA);
ra.Name = seriesName;
ra.AxisX = chartBackTestMF.ChartAreas[0].AxisX;
ra.IsSizeAlwaysRelative = true;
ra.AnchorX = lineWidth;
ra.AnchorY = lineHeight;
ra.IsMultiline = true;
//ra.ClipToChartArea = chartADX.ChartAreas[0].Name;
ra.LineDashStyle = ChartDashStyle.Solid;
ra.LineColor = Color.Blue;
ra.LineWidth = 1;
//ra.Text = seriesName + "\nDate:" + postBackValues[1] + "\nValuation:" + postBackValues[2] + "\nCum Qty:" + quantity + "\nCost:" + cost;
//ra.SmartLabelStyle = sl;
ra.PostBackValue = "AnnotationClicked";
chartBackTestMF.Annotations.Add(ra);
}
catch (Exception ex)
{
Page.ClientScript.RegisterStartupScript(GetType(), "myScript", "alert('Exception while plotting lines:" + ex.Message + "');", true);
}
}
protected void buttonShowGraph_Click(object sender, EventArgs e)
{
string fromDate = textboxFromDate.Text;
string toDate = textboxToDate.Text;
//string fileName = Session["PortfolioNameMF"].ToString();
ViewState["FromDate"] = textboxFromDate.Text;
ViewState["ToDate"] = textboxToDate.Text;
ViewState["FetchedData"] = null;
ViewState["FetchedIndexData"] = null;
ViewState["VALUATION_TABLE"] = null;
ShowGraph();
}
protected void buttonShowGrid_Click(object sender, EventArgs e)
{
//if ((gridviewBackTestMF.Visible) || (gridviewPortfolioValuation.Visible))
if (gridviewBackTestMF.Visible)
{
gridviewBackTestMF.Visible = false;
//gridviewPortfolioValuation.Visible = false;
buttonShowGrid.Text = "Show Raw Data";
}
else
{
//if (ViewState["FetchedData"] != null)
//{
gridviewBackTestMF.Visible = true;
//gridviewPortfolioValuation.Visible = true;
buttonShowGrid.Text = "Hide Raw Data";
//gridviewPortfolioValuation.DataSource = (DataTable)ViewState["FetchedData"];
//gridviewPortfolioValuation.DataBind();
//}
}
}
protected void gridviewBackTestMF_PageIndexChanging(object sender, GridViewPageEventArgs e)
{
gridviewBackTestMF.PageIndex = e.NewPageIndex;
//gridviewBackTestMF.DataSource = (DataTable)ViewState["FetchedData"];
//gridviewBackTestMF.DataBind();
ShowGraph();
}
protected void gridviewPortfolioValuation_PageIndexChanging(object sender, GridViewPageEventArgs e)
{
gridviewPortfolioValuation.PageIndex = e.NewPageIndex;
//gridviewPortfolioValuation.DataSource = (DataTable)ViewState["VALUATION_TABLE"];
//gridviewPortfolioValuation.DataBind();
ShowGraph();
}
protected void chart_PreRender(object sender, EventArgs e)
{
ScriptManager.RegisterClientScriptBlock(this, this.GetType(), "resetCursor1", "document.body.style.cursor = 'default';", true);
}
}
}