def __init__(self, parent=None):
QtGui.QWidget.__init__(self, parent)
self.ui = Ui_MainWindow()
self.ui.setupUi(self)
self.shift = 0
self.HOST = socket.gethostname()
self.PORT = 0x1234
self.MSGSIZE = 8192
self.ifStart = False
#self.fig = plt.figure()
#self.axe = self.fig.add_subplot(111)
self.start = 0
self.elapsed = 0
QtCore.QObject.connect(self.ui.originalBtn, QtCore.SIGNAL(_fromUtf8("clicked()")), self.calcOriginal)
QtCore.QObject.connect(self.ui.shiftUpBtn, QtCore.SIGNAL(_fromUtf8("clicked()")), self.calcShiftUp)
QtCore.QObject.connect(self.ui.shiftDownBtn, QtCore.SIGNAL(_fromUtf8("clicked()")), self.calcShiftDown)
class Client(QtGui.QMainWindow):
def __init__(self, parent=None):
QtGui.QWidget.__init__(self, parent)
self.ui = Ui_MainWindow()
self.ui.setupUi(self)
self.shift = 0
self.HOST = socket.gethostname()
self.PORT = 0x1234
self.MSGSIZE = 8192
self.ifStart = False
#self.fig = plt.figure()
#self.axe = self.fig.add_subplot(111)
self.start = 0
self.elapsed = 0
QtCore.QObject.connect(self.ui.originalBtn, QtCore.SIGNAL(_fromUtf8("clicked()")), self.calcOriginal)
QtCore.QObject.connect(self.ui.shiftUpBtn, QtCore.SIGNAL(_fromUtf8("clicked()")), self.calcShiftUp)
QtCore.QObject.connect(self.ui.shiftDownBtn, QtCore.SIGNAL(_fromUtf8("clicked()")), self.calcShiftDown)
#plt.ion()
def calc(self, bumpCurve=(0, 0, 0, 0)):
self.start = time()
sendMsg = "%.3f, %.3f, %.3f, %.3f, %.3f" % (self.shift, bumpCurve[0],
bumpCurve[1], bumpCurve[2], bumpCurve[3])
print sendMsg
s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
s.connect((self.HOST, self.PORT))
s.send(sendMsg)
recData = repr(s.recv(self.MSGSIZE))
s.close()
#recData = '''Server_Time,0.010,0.000,0.000,0.000;closing_position,-1.930,-1004035.121,17.292,1190.576,96.425,12323081.914,444.011,22644520.759;2yr_hedge,-97.723,875.449,4881.681,22478.724;shifted_position,-1.930,-1004035.121,17.292,1190.576,96.425,12323081.914,444.011,22644520.759;shifted_2yr_hedge,-97.723,875.449,4881.681,22478.724;Yield_Curve,1.000,2.000,3.000,4.000;FG,-1000.000,-0.278,0.600,100000.000,46.533,1.200,101000.000,46.811,0.600;GM,-111000.000,-30.711,0.000,-111000.000,-30.711,0.000,0.000,0.000,0.000;TT,501000.000,444.112,0.200,501000.000,444.112,0.200,0.000,0.000,0.000;XY,111000.000,95.208,0.000,111000.000,95.208,0.000,0.000,0.000,0.000;YU,1000.000,0.655,0.200,1000.000,0.655,0.200,0.000,0.000,0.000;AAA,500000.000,444.011,0.000,500000.000,444.011,0.000,0.000,0.000,0.000;AA,111000.000,95.208,0.000,111000.000,95.208,0.000,0.000,0.000,0.000;A,0.000,0.000,0.000,0.000,0.000,0.000,0.000,0.000,0.000;BBB,-111000.000,-30.711,0.000,-111000.000,-30.711,0.000,0.000,0.000,0.000;BB,1000.000,0.479,1.000,1000.000,0.380,0.600,0.000,-0.098,-0.400;B,0.000,0.000,0.000,101000.000,46.910,1.000,101000.000,46.910,1.000;CCC,0.000,0.000,0.000,0.000,0.000,0.000,0.000,0.000,0.000;CC,0.000,0.000,0.000,0.000,0.000,0.000,0.000,0.000,0.000;C,0.000,0.000,0.000,0.000,0.000,0.000,0.000,0.000,0.000;D,0.000,0.000,0.000,0.000,0.000,0.000,0.000,0.000,0.000;Investment_Grade,500000.000,508.508,0.000,500000.000,508.508,0.000,0.000,0.000,0.000;Junk,1000.000,0.479,1.000,102000.000,47.290,1.600,101000.000,46.811,0.600;VaR - credit spread;'''
#print 'Received response from the server of:', repr(recData)
self.updateCharts(recData, bumpCurve)
def calcOriginal(self):
self.shift = 0
bumpCurve = []
for i in range(4):
item = self.ui.maturityBucketTable.item(8, i * 2 + 2)
bumpCurve.append(item.text().toFloat()[0])
self.calc(bumpCurve)
def calcShiftUp(self):
self.shift += 0.5
bumpCurve = []
for i in range(4):
item = self.ui.maturityBucketTable.item(8, i * 2 + 2)
bumpCurve.append(item.text().toFloat()[0])
self.calc(bumpCurve)
def calcShiftDown(self):
self.shift -= 0.5
bumpCurve = []
for i in range(4):
item = self.ui.maturityBucketTable.item(8, i * 2 + 2)
bumpCurve.append(item.text().toFloat()[0])
self.calc(bumpCurve)
def updateCharts(self, data, bumpCurve):
parsedData = data.split(';')
# clear previous contents
self.ui.maturityBucketTable.clearContents()
self.ui.dailyChangeTable.clearContents()
self.ui.setFakeHeader(bumpCurve)
# update Maturity Bucket Table
tempData = parsedData[1].split(',')
for j in range(1, len(tempData)):
newItem = QtGui.QTableWidgetItem(tempData[j])
self.ui.maturityBucketTable.setItem(2, j, newItem)
tempData = parsedData[2].split(',')
for j in range(1, len(tempData)):
newItem = QtGui.QTableWidgetItem(tempData[j])
self.ui.maturityBucketTable.setItem(3, j * 2, newItem)
if not self.shift == 0:
tempData = parsedData[3].split(',')
for j in range(1, len(tempData)):
newItem = QtGui.QTableWidgetItem(tempData[j])
self.ui.maturityBucketTable.setItem(4, j, newItem)
tempData = parsedData[4].split(',')
for j in range(1, len(tempData)):
newItem = QtGui.QTableWidgetItem(tempData[j])
self.ui.maturityBucketTable.setItem(5, j * 2, newItem)
'''
for i in range(1, 4, 2):
tempData = parsedData[i].split(',')
for j in range(1, len(tempData)):
newItem = QtGui.QTableWidgetItem(tempData[j])
self.ui.maturityBucketTable.setItem(i + 1, j, newItem)
for i in range(2, 5, 2):
tempData = parsedData[i].split(',')
for j in range(1, len(tempData)):
newItem = QtGui.QTableWidgetItem(tempData[j])
self.ui.maturityBucketTable.setItem(i + 1, j * 2, newItem)
'''
tempData = parsedData[5].split(',')
for j in range(1, len(tempData)):
newItem = QtGui.QTableWidgetItem(tempData[j])
self.ui.maturityBucketTable.setItem(7, j * 2, newItem)
self.ui.maturityBucketTable.resizeColumnsToContents()
# update Daily Change Table
varIndex = 0
rowFactor = 0
for i in range(6, len(parsedData)):
tempData = parsedData[i].split(',')
if tempData[0] == 'VaR-CreditSpread':
varIndex = i
row = self.ui.dailyChangeTable.rowCount()
self.ui.dailyChangeTable.setRowCount(row + 1)
rowFactor = 3
break
elif tempData[0] == 'AAA':
row = self.ui.dailyChangeTable.rowCount()
self.ui.dailyChangeTable.setRowCount(row + 1)
rowFactor = 1
elif tempData[0] == 'Investment_Grade':
row = self.ui.dailyChangeTable.rowCount()
self.ui.dailyChangeTable.setRowCount(row + 1)
rowFactor = 2
#if i >= 24:
# print 'Error, infinite loop'
# break
row = self.ui.dailyChangeTable.rowCount()
self.ui.dailyChangeTable.setRowCount(row + 1)
for j in range(0, len(tempData)):
newItem = QtGui.QTableWidgetItem(tempData[j])
self.ui.dailyChangeTable.setItem(i - 4 + rowFactor, j, newItem)
# update VaR
for k in range(3):
tempData = parsedData[varIndex].split(',')
row = self.ui.dailyChangeTable.rowCount()
self.ui.dailyChangeTable.setRowCount(row + 1)
for j in range(len(tempData)):
newItem = QtGui.QTableWidgetItem(tempData[j])
self.ui.dailyChangeTable.setItem(varIndex - 4 + rowFactor, j, newItem)
varIndex += 1
self.ui.dailyChangeTable.resizeColumnsToContents()
# update PnL bar chart
data = [1.11, 2.11, 3.11, 4.11, 5.11, 6.11, 7.11, 8.11, 9.11, 10.11, 11.11,]
self.elapsed = time() - self.start
self.drawBarChart(parsedData[varIndex].split(','))
print len(parsedData)
print varIndex
#self.drawBarChart(data)
# update time
tempData = parsedData[0].split(',')
clientTime = self.elapsed - float(tempData[1])
string = 'Client time: %.3f\n' % (clientTime)
string += 'Server time: Real\tUser\tSystem\tUser+Sys\n\t%s\t' \
'%s\t%s\t%s' % (tempData[1], tempData[2], tempData[3],
tempData[4])
print string
textStr = QtCore.QString(string)
self.ui.timeDisplay.setPlainText(textStr)
def drawBarChart(self, data):
N = 99
menMeans = (20, 35, 30, 35, 27)
menStd = (2, 3, 4, 1, 2)
data.pop()
ind = np.arange(N) # the x locations for the groups
width = 0.35 # the width of the bars
fig = plt.figure()
axe = fig.add_subplot(111)
fdata = map(float, data)
#fdata.sort()
scope = (fdata[len(data) - 1] - fdata[0]) / 11.0
print 'max:%f, min:%f' % (fdata[len(data) - 1], fdata[0])
print 'scope'
print scope
barData = [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
for i in range(len(fdata)):
for j in range(11):
if math.fabs(fdata[i]) >= scope * j and math.fabs(fdata[i]) < scope * (j + 1):
barData[j] = barData[j] + 1
print barData
#self.axe.clear()
#data.pop(len(data))
#rect = ax.bar(ind, data, width, color = 'b')
rects1 = axe.bar(ind, fdata, width, color='r')
womenMeans = (25, 32, 34, 20, 25)
womenStd = (3, 5, 2, 3, 3)
#rects2 = ax.bar(ind+width, womenMeans, width, color='y', yerr=womenStd)
#plt.draw()
plt.show()
# add some
#ax.set_ylabel('Scores')
#ax.set_title('Scores by group and gender')
#ax.set_xticks(ind+width)
#ax.set_xticklabels( ('G1', 'G2', 'G3', 'G4', 'G5') )
#ax.legend( (rects1[0], rects2[0]), ('Men', 'Women') )
#def autolabel(rects):
# # attach some text labels
# for rect in rects:
# height = rect.get_height()
# ax.text(rect.get_x()+rect.get_width()/2., 1.05*height, '%d'%int(height),
# ha='center', va='bottom')
#autolabel(rects1)
#autolabel(rects2)
'''
