private List portfolionames() {
Session session = HibernateUtil.getSessionFactory().openSession();
Query q_pname = session.getNamedQuery("Portfolioname.findAll");
List l_pname = q_pname.list();
session.close();
return l_pname;
}
/**
* Set as current portfolio the one having the specified name.
*
* @param portfolioname portfolio name
*/
public void setPortfolioname(String portfolioname) {
this.portfolioname = new Portfolioname(portfolioname);
Session session = HibernateUtil.getSessionFactory().openSession();
session.beginTransaction();
session.save(this.portfolioname);
session.getTransaction().commit();
session.close();
}
/**
* Update database with new operation.
*
* @param pname portfolio name
* @param iname instrument name
* @param amount portfolio amount
* @param otype operation type: 's' or 'b'
*/
public final void InstrumentOperation(String pname, String iname, Integer amount, String otype) {
Session session = HibernateUtil.getSessionFactory().openSession();
Query q_pname = session.getNamedQuery("Portfolioname.findByName").setParameter("name", pname);
Portfolioname o_pname = (Portfolioname) q_pname.list().get(0);
Query q_instr =
session.getNamedQuery("Instrument.findByDescription").setParameter("desc", iname);
Instrument instr = (Instrument) q_instr.list().get(0);
Portfolio portfolio = new Portfolio(o_pname, otype.charAt(0), getLastDate(instr), amount);
portfolio.setInstrument(instr);
session.beginTransaction();
session.save(portfolio);
session.getTransaction().commit();
session.close();
}
/** Create a new portfolio. */
public final void BuyItems() {
Instrument[] instruments = optimization.getHistoricalSeries().getInstruments();
int[][] quoteAmounts = optimization.getQuoteAmounts();
for (int i = 0; i < instruments.length; i++) {
if (quoteAmounts[selectedPtf][i] > 0) {
Session session = HibernateUtil.getSessionFactory().openSession();
Portfolio ptf =
new Portfolio(
portfolioname, 'b', getLastDate(instruments[i]), quoteAmounts[selectedPtf][i]);
ptf.setInstrument(instruments[i]);
session.beginTransaction();
session.save(ptf);
session.getTransaction().commit();
session.close();
}
}
}
/**
* Extract portfolio information.
*
* @param name portfolio name
* @return Portfolio information in <a>RawTable</a> container.
*/
public RawTable GetPortfolio(String name) {
Session session = HibernateUtil.getSessionFactory().openSession();
Query q_port = session.getNamedQuery("Portfolioname.findByName").setParameter("name", name);
portfolioname = (Portfolioname) q_port.list().get(0);
Object[] l_pnames = portfolioname.getPortfolios().toArray();
// Used instruments
List<Instrument> portfolioInstruments = new ArrayList<>();
for (Object l_pname : l_pnames) {
Instrument instrument = ((Portfolio) l_pname).getOperationDate().getInstrument();
if (!portfolioInstruments.contains(instrument)) portfolioInstruments.add(instrument);
}
// Start dates and prices
History[] startDate = new History[portfolioInstruments.size()];
for (Object l_pname : l_pnames) {
Portfolio portfolio = (Portfolio) l_pname;
int indexOf = portfolioInstruments.indexOf(portfolio.getOperationDate().getInstrument());
if (startDate[indexOf] == null) {
startDate[indexOf] = portfolio.getOperationDate();
} else if (startDate[indexOf]
.getInstrument()
.equals(portfolio.getOperationDate().getInstrument())
&& startDate[indexOf].getHdate().after(portfolio.getOperationDate().getHdate())) {
startDate[indexOf] = portfolio.getOperationDate();
}
}
// NOTE: multiple operations on startDate are cumulated.
int[] amounts = new int[portfolioInstruments.size()];
Double portfolioStartValue = 0.0;
for (Object l_pname : l_pnames) {
Portfolio p = (Portfolio) l_pname;
int indexOf = portfolioInstruments.indexOf(p.getOperationDate().getInstrument());
if (p.getOperationDate().equals(startDate[indexOf])) {
if (p.getBuyOrSell() == 'b') {
amounts[indexOf] += p.getAmount();
portfolioStartValue += p.getAmount() * p.getOperationDate().getPrice();
// Add transaction costs
portfolioStartValue += 19.0; // TODO Parametrize transaction costs
} else {
amounts[indexOf] -= p.getAmount();
portfolioStartValue -= p.getAmount() * p.getOperationDate().getPrice();
}
}
}
// Re-run for updating amounts on newer operations
double realizedGains = 0.0;
double realizedLosses = 0.0;
for (Object l_pname : l_pnames) {
Portfolio p = (Portfolio) l_pname;
int indexOf = portfolioInstruments.indexOf(p.getOperationDate().getInstrument());
double currentPrice = p.getOperationDate().getPrice();
// NOTE: multiple operations on startDate are not elaborated here.
if (!p.getOperationDate().equals(startDate[indexOf])) {
// Re-allocate amounts and update initial portfolio value
if (p.getBuyOrSell() == 'b') {
amounts[indexOf] += p.getAmount();
portfolioStartValue += p.getAmount() * currentPrice;
} else {
amounts[indexOf] -= p.getAmount();
portfolioStartValue -= p.getAmount() * startDate[indexOf].getPrice();
if (amounts[indexOf] == 0) {
double delta = currentPrice - startDate[indexOf].getPrice();
if (delta > 0.0) realizedGains += p.getAmount() * delta;
else realizedLosses += p.getAmount() * delta;
}
}
}
}
// Current dates and prices
History[] currentDate = new History[portfolioInstruments.size()];
Double portfolioCurrentValue = 0.0;
int nullAmounts = 0;
for (int i = 0; i < portfolioInstruments.size(); i++) {
currentDate[i] = getLastDate(portfolioInstruments.get(i));
if (amounts[i] > 0) portfolioCurrentValue += amounts[i] * currentDate[i].getPrice();
else nullAmounts++;
}
int n = portfolioInstruments.size() - nullAmounts + 3;
Object[][] data = new Object[n][];
nullAmounts = 0;
for (int i = 0; i < portfolioInstruments.size(); i++) {
if (amounts[i] == 0) {
nullAmounts++;
continue;
}
int m = i - nullAmounts;
data[m] = new Object[RawTable.headers.length];
data[m][0] = portfolioInstruments.get(i).getDescription();
data[m][1] = portfolioInstruments.get(i).getName();
data[m][2] = startDate[i].getHdate();
data[m][3] = startDate[i].getPrice();
data[m][4] = amounts[i];
data[m][5] = currentDate[i].getPrice();
data[m][6] =
String.format("%.2f%%", 100.0 * ((Double) data[m][5] / (Double) data[m][3] - 1.0));
}
data[portfolioInstruments.size() - nullAmounts] = new Object[RawTable.headers.length];
data[portfolioInstruments.size() - nullAmounts][0] = "Portfolio";
data[portfolioInstruments.size() - nullAmounts][1] = portfolioname.getName();
data[portfolioInstruments.size() - nullAmounts][2] = data[0][2];
data[portfolioInstruments.size() - nullAmounts][3] = portfolioStartValue;
data[portfolioInstruments.size() - nullAmounts][4] = 1;
data[portfolioInstruments.size() - nullAmounts][5] = portfolioCurrentValue;
data[portfolioInstruments.size() - nullAmounts][6] =
String.format("%.2f%%", 100.0 * (portfolioCurrentValue / portfolioStartValue - 1.0));
data[portfolioInstruments.size() - nullAmounts + 1] = new Object[RawTable.headers.length];
data[portfolioInstruments.size() - nullAmounts + 1][0] = "Gains";
data[portfolioInstruments.size() - nullAmounts + 1][3] = realizedGains;
data[portfolioInstruments.size() - nullAmounts + 2] = new Object[RawTable.headers.length];
data[portfolioInstruments.size() - nullAmounts + 2][0] = "Losses";
data[portfolioInstruments.size() - nullAmounts + 2][3] = realizedLosses;
return new RawTable(data);
}
