/**
* Returns the data model based on the primary key given in the GET variable.
* If the data model is not found, an HTTP exception will be raised.
* @param integer $id the ID of the model to be loaded
* @return PortfolioReturns the loaded model
* @throws CHttpException
*/
public function loadModel($id)
{
$model = PortfolioReturns::model()->findByPk($id);
if ($model === null) {
throw new CHttpException(404, 'The requested page does not exist.');
}
return $model;
}
//$rawData[$i]['chart'] = 1;
// $rawData[$i]['amount'] = 0;
// $amount_portfolio[$i] = 0;
// $amount_traded[$i] = 0;
// $amount_nominal[$i] = 0;
// $porfolio_amount[$i] = 0;
if ($i > 0) {
$div = $rawData[$i - 1]['top'] + $rawData[$i]['pnl'];
if ($div > 0) {
$rawData[$i]['return'] = $rawData[$i]['top'] / $div;
} else {
$rawData[$i]['return'] = 1;
}
}
//checking if the return for current instrument is not exist and inserting the calculated return.//
$existing_return = PortfolioReturns::model()->findByAttributes(['portfolio_id' => $portfolio_id, 'trade_date' => $rawData[$i]['trade_date'], 'is_prtfolio_or_group' => 1]);
if (count($existing_return) == 0) {
$return = new PortfolioReturns();
$return->portfolio_id = $portfolio_id;
$return->is_prtfolio_or_group = 1;
$return->trade_date = $rawData[$i]['trade_date'];
$return->return = $rawData[$i]['return'];
$return->save();
} else {
$existing_return->return = $rawData[$i]['return'];
$existing_return->save();
}
$i++;
}
?>
<div class="row-fluid"></div>
public function actionPortfolioReturns()
{
$this->layout = 'column1';
$portfolio_id = '';
$dt = '';
$where = ' 1 = 1 ';
if (isset($_REQUEST['portfolio']) && !($_REQUEST['portfolio'] == '')) {
$portfolio_id = $_REQUEST['portfolio'];
}
if (isset($_REQUEST['dt']) && !($_REQUEST['dt'] == '')) {
$dt = $_REQUEST['dt'];
$where .= " and p.trade_date >='{$dt}' ";
}
//if(isset($_REQUEST['portfolio']) && !($_REQUEST['portfolio'] == '')){$portfolio_id = $_REQUEST['portfolio'];}
//if(isset($_REQUEST['dt']) && !($_REQUEST['dt'] == '')){$dt = $_REQUEST['dt'];}
///////////////////////////////////////////////////////////////////////////////////
if ($portfolio_id > 0) {
ini_set('max_execution_time', 50000);
//Trades
$inst_sql = "select * from ledger l\n inner join instruments i on l.instrument_id = i.id\n where l.is_current = 1 and i.is_current = 1 and l.portfolio_id = {$portfolio_id} order by trade_date asc";
$trades = Yii::app()->db->createCommand($inst_sql)->queryAll(true);
if (count($trades) > 0) {
foreach ($trades as $trd) {
$ins_ids[] = $trd['instrument_id'];
}
$insids = implode("','", $ins_ids);
$portfolio_return_sql = "select p.trade_date,\n sum((select sum(if(trade_date=p.trade_date, nominal*price, 0)) from ledger where instrument_id = p.instrument_id)) pnl,\n sum(p.price * (select sum(if(trade_date<=p.trade_date, nominal, 0)) from ledger where instrument_id = p.instrument_id)) top\n from prices p\n where p.is_current = 1 and instrument_id in ('{$insids}') and " . $where . " group by p.trade_date\n order by p.trade_date asc";
$portfolio_returns = Yii::app()->db->createCommand($portfolio_return_sql)->queryAll(true);
if (count($portfolio_returns) > 0) {
$i = 0;
foreach ($portfolio_returns as $price) {
$rawData[$i]['id'] = $i;
$rawData[$i]['trade_date'] = $price['trade_date'];
$rawData[$i]['top'] = $price['top'];
$rawData[$i]['pnl'] = $price['pnl'];
$rawData[$i]['return'] = 1;
if ($i > 0) {
$div = $rawData[$i - 1]['top'] + $rawData[$i]['pnl'];
if ($div > 0) {
$rawData[$i]['return'] = $rawData[$i]['top'] / $div;
} else {
$rawData[$i]['return'] = 1;
}
}
//checking if the return for current instrument is not exist and inserting the calculated return.//
$existing_return = PortfolioReturns::model()->findByAttributes(['portfolio_id' => $portfolio_id, 'trade_date' => $rawData[$i]['trade_date'], 'is_prtfolio_or_group' => 1]);
if (count($existing_return) == 0) {
$return = new PortfolioReturns();
$return->portfolio_id = $portfolio_id;
$return->is_prtfolio_or_group = 1;
$return->trade_date = $rawData[$i]['trade_date'];
$return->return = $rawData[$i]['return'];
$return->save();
} else {
$existing_return->return = $rawData[$i]['return'];
$existing_return->save();
}
$i++;
}
} else {
///portfolio return is empty////
}
} else {
///treades are not found//
}
}
$this->redirect('portfolioReturns/admin');
///////////////////////////////////////////////////////////////////////////////////
// $this->render('portfolio_returns', ['portfolio' => $portfolio, 'dt' => $dt]);
}
