Symantec Visual Cafe for Java 2.5/symantec-visual-cafe-2.5-database-dev-edition.iso/Extras/ODesign/SetupPSE.exe/data.z/Portfolio.java

Java Source | 1997-04-23 | 4.9 KB | 211 lines

package COM.odi.demo.pport;

/**
 *      <H3>Copyright (C) Object Design Inc. 1996, 1997</H3>
 *
 * A Portfolio contains a sequence of trades, over time, each of
 * which is a purchase or sale of some number of some security on
 * some date.
 */

import java.io.*;
import java.util.*;
import COM.odi.*;
import COM.odi.util.*;

final
public class Portfolio
{
  /* The name. */

  String name;

  /* The sequence of trades. */

  private OSVector trades;

  /* Hash table of all Portfolio objects, keyed by symbol. */

  static OSHashtable all = new OSHashtable();


  Portfolio(String name)
  {
    this.name = name;
    trades = new OSVector();
    all.put(name, this);
  }

  /**
   * Get the Portfolio with the given name.  If there isn't one,
   * create one automatically and return it.
   * @param name The name of the Portfolio to get.
   */
  static Portfolio get(String name)
  {
    Portfolio result = (Portfolio)all.get(name);
    if (result == null) {
      result = new Portfolio(name);

      /* Temporary, for debugging */
      System.out.println("New portfolio " + name);

    }
    return result;
  }

  /**
   * Get the Portfolio with the given name.  If there isn't one,
   * throw Error.
   * @param name The name of the Portfolio to get.
   */
  static Portfolio lookup(String name)
  {
    Portfolio result = (Portfolio)all.get(name);
    if (result == null) {
      throw new Error("Portfolio not found");
    }
    return result;
  }

  /**
   * Add a trade to the Portfolio's list of trades.
   * @param trade The trade to add.
   */
  void add(Trade trade) {
    trades.addElement(trade);
  }

  /**
   * Compute the total "net asset value" of the portfolio for each of
   * the days within the specified sequence.
   * @param startDate The first date of the sequence.
   * @param endDate The last date of the sequence.
   * @return An array with one element per day of the sequence, giving the
   *         total value of the portfolio on each day.
   */
  int[] computeNAV(TradeDate startDate, TradeDate endDate)
  {
    Hashtable secPP = new Hashtable();
    int [] result = new int[startDate.daysUntil(endDate) + 1];

    TradeDate date = new TradeDate(startDate);
    int relativeDate = 0;

    Enumeration tradeEnum = trades.elements();
    Trade trade = (Trade)tradeEnum.nextElement();

    while (! date.equals(endDate)) {

      /* Update the SecurityPP objects to reflect all trades up to
         the current date. */

      while (trade != null) {

    if (! trade.date.equals(date))
      break;

    /* Get the SecurityPP for this trade's security.  Adjust
       its position by the delta of this trade. */

    SecurityPP pp = (SecurityPP)secPP.get(trade.security);
    if (pp == null) {
      pp = new SecurityPP(trade.security, trade.delta);
      secPP.put(trade.security, pp);
    } else {
      pp.position += trade.delta;
    }

    /* Update the price of the security for this date.  A price of
       zero can mean that there wasn't any trading this day, so
       the date's price is zero, leave the price unaltered. */

    int price = trade.security.getPrice(date);
    if (price > 0)
      pp.price = price;

    trade = (Trade)tradeEnum.nextElement();
      }

      /* Compute the portfolio's net asset value for this date. */

      Enumeration ppEnum = secPP.elements();
      int value = 0;
      while (ppEnum.hasMoreElements()) {
    SecurityPP pp = (SecurityPP)ppEnum.nextElement();
    value += pp.price * pp.position;
      }
      result[relativeDate++] = value;

      date.next();
    }
    return result;
  }

  /**
   * Load up a new database from the textual portfolios file.
   * @param pathname The pathname of the portfolios file.
   * @param db The database to store the objects into.
   */
  static void load(String pathname, Database db) throws IOException
  {
    BufferedReader stream = null;
    try {
      stream = new BufferedReader(new FileReader(pathname));
      all.clear();
      String line = stream.readLine();
      while (line != null) {
    StringTokenizer tkn = new StringTokenizer(line, "\t");
    Portfolio port = get(tkn.nextToken());
    Security sec = Security.get(tkn.nextToken());
    TradeDate date = new TradeDate(tkn.nextToken());
    int delta = (new Integer(tkn.nextToken())).intValue();
    port.add(new Trade(sec, date, delta));
    line = stream.readLine();
      }
    } finally {
      if (stream != null)
    stream.close();
    }
    db.createRoot("portfolios", all);
  }

  static void initialize(Database db)
  {
    all = (OSHashtable)db.getRoot("portfolios");
  }

  public String getName() {
    return name;
  }

  static public Enumeration getAll() {
    return all.elements();
  }

  public OSVector getTrades() {
    return trades;
  }


  /* This class is never used as a persistent hash key. */
  public int hashCode() {
    return super.hashCode();
  }

}

class SecurityPP
{
  Security security;
  int position;
  int price;

  SecurityPP(Security security, int position)
  {
    this.security = security;
    this.position = position;
  }
}