if (strtotime($ir['trade_date']) >= strtotime($month9_start)) {
$return_9m = $return_9m * $ir['return'];
}
if (strtotime($ir['trade_date']) >= strtotime($month1y_start)) {
$return_1y = $return_1y * $ir['return'];
}
//if($inst_num == 0){
//}
}
$return_all_time = $port_chart_value;
if ($inst_num == 0) {
$series[] = ['name' => "Benchmark", 'data' => $bench_data[$i]];
}
$series[] = ['name' => $instrument['instrument'], 'data' => $port_data[$i]];
$i++;
$allstats = Calculators::CalcAllStats1($port_ret, $bench_ret);
$tbl_rows .= '<tr>
<td>' . $instrument['instrument'] . '</td>
<td>' . number_format(($return_all_time - 1) * 100, 1) . '%</td>
<td>' . number_format(($return_ytd - 1) * 100, 1) . '%</td>
<td>' . number_format(($return_3m - 1) * 100, 1) . '%</td>
<td>' . number_format(($return_6m - 1) * 100, 1) . '%</td>
<td>' . number_format(($return_9m - 1) * 100, 1) . '%</td>
<td>' . number_format(($return_1y - 1) * 100, 1) . '%</td>
<td>' . number_format($allstats[0] * 100, 1) . '%</td>
<td>' . number_format($allstats[1], 3) . '</td>
<td>' . number_format($allstats[2], 3) . '</td>
<td>' . number_format($allstats[4], 3) . '</td>
<td>' . number_format($allstats[13], 3) . '</td>
<td>' . number_format($allstats[14], 3) . '</td>
<td>' . number_format($allstats[3], 3) . '</td>
public function run()
{
Calculators::CurrenyRatesUpdate();
}
//Trades
$inst1 = Yii::app()->db->createCommand("select distinct trade_date, price from prices where instrument_id = {$instrument_id1} order by trade_date")->queryAll(true);
$inst2 = Yii::app()->db->createCommand("select distinct trade_date, price from prices where instrument_id = {$instrument_id2} order by trade_date")->queryAll(true);
foreach ($inst1 as $i1) {
$returnTarget[] = $i1['price'];
}
foreach ($inst2 as $i2) {
$returnBenchmark[] = $i2['price'];
}
?>
<div class="row-fluid"></div>
<div class="span1"></div>
<div class="span12">
<?php
if ($inst1 & $inst2) {
$allstats = Calculators::CalcAllStats1($returnTarget, $returnBenchmark);
?>
<table>
<tr>
<td>VolTarget</td>
<td><?php
echo $allstats[0];
?>
</td>
</tr>
<tr>
<td>Sharpe</td>
<td><?php
echo $allstats[1];
?>
</td>
}
if (strtotime($pr['trade_date']) >= strtotime($month9_start)) {
$return_9m = $return_9m * $pr['return'];
$return_9m_bench = $return_9m_bench * $pr['benchmark_return'];
}
if (strtotime($pr['trade_date']) >= strtotime($month1y_start)) {
$return_1y = $return_1y * $pr['return'];
$return_1y_bench = $return_1y_bench * $pr['benchmark_return'];
}
}
$return_all_time = $port_chart_value;
$return_all_time_bench = $bench_chart_value;
$series[] = ['name' => $port['portfolio'], 'data' => $port_data];
$series[] = ['name' => $port['portfolio'] . "-benchmark", 'data' => $bench_data];
$allstats = Calculators::CalcAllStats1($port_ret, $bench_ret);
$allstats_bench = Calculators::CalcAllStats_bench($bench_ret, $bench_ret);
$tbl_rows .= '<tr>
<td>' . $port['portfolio'] . '</td>
<td>' . number_format(($return_all_time - 1) * 100, 2) . '%</td>
<td>' . number_format(($return_ytd - 1) * 100, 2) . '%</td>
<td>' . number_format(($return_3m - 1) * 100, 2) . '%</td>
<td>' . number_format(($return_6m - 1) * 100, 2) . '%</td>
<td>' . number_format(($return_9m - 1) * 100, 2) . '%</td>
<td>' . number_format(($return_1y - 1) * 100, 2) . '%</td>
<td>' . number_format($allstats[0] * 100, 2) . '%</td>
<td>' . number_format($allstats[1], 3) . '</td>
</tr>';
$tbl_rows .= '<tr>
<td>' . $port['portfolio'] . '-Benchmark</td>
<td>' . number_format(($return_all_time_bench - 1) * 100, 2) . '%</td>
<td>' . number_format(($return_ytd_bench - 1) * 100, 2) . '%</td>
public function actionUpdateRates()
{
Calculators::CurrenyRatesUpdate();
}
