protected List <LgdInputAssumptions_UnsecuredRecovery> GetLgdAssumptionsData()
{
//var qry = Queries.LGD_InputAssumptions_UnsecuredRecovery(this._eclId, this._eclType);
//var dt = DataAccess.i.GetData(qry);
var ldg_inputassumption = new List <LgdInputAssumptions_UnsecuredRecovery>();
var pdCali = new CalibrationInput_PD_CR_RD_Processor().GetPDRedefaultFactorCureRate(this._eclId, this._eclType);
var rcvCaliRate = new CalibrationInput_LGD_RecoveryRate_Processor().GetLGDRecoveryRateData(this._eclId, this._eclType);
//foreach (DataRow dr in dt.Rows)
var rcvCaliRate_ = 0.0;
for (int i = 0; i < 3; i++)
{
var _lgdAssumption = new LgdInputAssumptions_UnsecuredRecovery();
if (i == 0)
{
_lgdAssumption.Cure_Rate = pdCali[2];
rcvCaliRate_ = rcvCaliRate.Commercial_RecoveryRate;
_lgdAssumption.Segment_Product_Type = "Commercial";
}
else if (i == 1)
{
_lgdAssumption.Cure_Rate = pdCali[3];
rcvCaliRate_ = rcvCaliRate.Consumer_RecoveryRate;
_lgdAssumption.Segment_Product_Type = "Consumer";
}
else if (i == 2)
{
_lgdAssumption.Cure_Rate = pdCali[1];
rcvCaliRate_ = rcvCaliRate.Corporate_RecoveryRate;
_lgdAssumption.Segment_Product_Type = "Corporate";
}
else
{
rcvCaliRate_ = 0;
_lgdAssumption.Segment_Product_Type = "";
}
_lgdAssumption.Days_0 = rcvCaliRate_;
_lgdAssumption.Days_90 = rcvCaliRate_ - (rcvCaliRate_ * 0.25);
_lgdAssumption.Days_180 = _lgdAssumption.Days_90 - (rcvCaliRate_ * 0.25);
_lgdAssumption.Days_270 = _lgdAssumption.Days_180 - (rcvCaliRate_ * 0.25);
_lgdAssumption.Days_360 = _lgdAssumption.Days_270 - (rcvCaliRate_ * 0.25);
//_lgdAssumption.Days_90 = rcvCaliRate_ - (rcvCaliRate.Commercial_RecoveryRate * 0.25);
//_lgdAssumption.Days_180 = _lgdAssumption.Days_90 - (rcvCaliRate.Commercial_RecoveryRate * 0.25);
//_lgdAssumption.Days_270 = _lgdAssumption.Days_180 - (rcvCaliRate.Commercial_RecoveryRate * 0.25);
//_lgdAssumption.Days_360 = _lgdAssumption.Days_270 - (rcvCaliRate.Commercial_RecoveryRate * 0.25);
_lgdAssumption.Downturn_Days_0 = 1 - ((1 - rcvCaliRate_) * 0.92 + 0.08);
_lgdAssumption.Downturn_Days_90 = 1 - ((1 - _lgdAssumption.Days_90) * 0.92 + 0.08);
_lgdAssumption.Downturn_Days_180 = 1 - ((1 - _lgdAssumption.Days_180) * 0.92 + 0.08);
_lgdAssumption.Downturn_Days_270 = 1 - ((1 - _lgdAssumption.Days_270) * 0.92 + 0.08);
_lgdAssumption.Downturn_Days_360 = 1 - ((1 - _lgdAssumption.Days_360) * 0.92 + 0.08);
ldg_inputassumption.Add(_lgdAssumption);
}
var _ldg_inputassumption = new List <LgdInputAssumptions_UnsecuredRecovery>();
foreach (var itm in ldg_inputassumption)
{
itm.Segment_Product_Type = itm.Segment_Product_Type ?? "";
if (itm.Segment_Product_Type.ToLower().EndsWith("curerate"))
{
itm.Days_0 = 0;
var sub_itm = ldg_inputassumption.FirstOrDefault(o => o.Segment_Product_Type.ToLower().Contains(itm.Segment_Product_Type.ToLower().Replace("curerate", "timeIndefault")));
if (sub_itm != null)
{
itm.Days_0 = sub_itm.Days_0;
}
_ldg_inputassumption.Add(itm);
}
}
Log4Net.Log.Info($"Got ldg_inputassumption");
return(ldg_inputassumption);
}
public bool ProcessCalibrationRunTask()
{
try
{
var cali = Queries.CalibrationBehavioural();
var dt = DataAccess.i.GetData(cali);
if (dt.Rows.Count > 0)
{
var qry = "";
var caliId = Guid.NewGuid();
try
{
var affId = (long)dt.Rows[0]["AffiliateId"];
caliId = (Guid)dt.Rows[0]["Id"];
//qry = Queries.UpdateGuidTableServiceId("CalibrationRunEadBehaviouralTerms", this.serviceId, caliId);
//var resp = DataAccess.i.ExecuteQuery(qry);
//if (resp == 0)
//{
// Log4Net.Log.Info($"Another service has picked Behavioural Calibration with ID {caliId.ToString()}.");
// return true;
//}
qry = Queries.CalibrationRegisterUpdate(caliId.ToString(), 4, "Processing", "CalibrationRunEadBehaviouralTerms");
DataAccess.i.ExecuteQuery(qry);
var ead_bahavioural = new CalibrationInput_EAD_Behavioural_Terms_Processor();
ead_bahavioural.ProcessCalibration(caliId, affId);
qry = Queries.CalibrationRegisterUpdate(caliId.ToString(), 5, "Completed", "CalibrationRunEadBehaviouralTerms");
DataAccess.i.ExecuteQuery(qry);
}
catch (Exception ex)
{
Log4Net.Log.Info("At Calibration");
Log4Net.Log.Error(ex.ToString());
qry = Queries.CalibrationRegisterUpdate(caliId.ToString(), 10, ex.ToString(), "CalibrationRunEadBehaviouralTerms");
DataAccess.i.ExecuteQuery(qry);
}
}
else
{
Log4Net.Log.Info("No new Calibration found!");
}
cali = Queries.CalibrationCCF();
dt = DataAccess.i.GetData(cali);
if (dt.Rows.Count > 0)
{
var qry = "";
var caliId = Guid.NewGuid();
try
{
var affId = (long)dt.Rows[0]["AffiliateId"];
caliId = (Guid)dt.Rows[0]["Id"];
qry = Queries.UpdateGuidTableServiceId("CalibrationRunEadCcfSummary", this.serviceId, caliId);
var resp = DataAccess.i.ExecuteQuery(qry);
if (resp == 0)
{
Log4Net.Log.Info($"Another service has picked CCF Calibration with ID {caliId.ToString()}.");
return(true);
}
qry = Queries.CalibrationRegisterUpdate(caliId.ToString(), 4, "Processing", "CalibrationRunEadCcfSummary");
DataAccess.i.ExecuteQuery(qry);
var ead_ccf = new CalibrationInput_EAD_CCF_Summary_Processor();
ead_ccf.ProcessCalibration(caliId, affId);
qry = Queries.CalibrationRegisterUpdate(caliId.ToString(), 5, "Completed", "CalibrationRunEadCcfSummary");
DataAccess.i.ExecuteQuery(qry);
}
catch (Exception ex)
{
Log4Net.Log.Info("At Calibration");
Log4Net.Log.Error(ex.ToString());
qry = Queries.CalibrationRegisterUpdate(caliId.ToString(), 10, ex.ToString(), "CalibrationRunEadCcfSummary");
DataAccess.i.ExecuteQuery(qry);
}
}
cali = Queries.CalibrationHaircut();
dt = DataAccess.i.GetData(cali);
if (dt.Rows.Count > 0)
{
var qry = "";
var caliId = Guid.NewGuid();
try
{
var affId = (long)dt.Rows[0]["AffiliateId"];
caliId = (Guid)dt.Rows[0]["Id"];
qry = Queries.UpdateGuidTableServiceId("CalibrationRunLgdHairCut", this.serviceId, caliId);
var resp = DataAccess.i.ExecuteQuery(qry);
if (resp == 0)
{
Log4Net.Log.Info($"Another service has picked Haircut Calibration with ID {caliId.ToString()}.");
return(true);
}
qry = Queries.CalibrationRegisterUpdate(caliId.ToString(), 4, "Processing", "CalibrationRunLgdHairCut");
DataAccess.i.ExecuteQuery(qry);
var lgd_haircut = new CalibrationInput_LGD_Haricut_Processor();
lgd_haircut.ProcessCalibration(caliId, affId);
qry = Queries.CalibrationRegisterUpdate(caliId.ToString(), 5, "Completed", "CalibrationRunLgdHairCut");
DataAccess.i.ExecuteQuery(qry);
}
catch (Exception ex)
{
Log4Net.Log.Error(ex.ToString());
qry = Queries.CalibrationRegisterUpdate(caliId.ToString(), 10, ex.ToString(), "CalibrationRunLgdHairCut");
DataAccess.i.ExecuteQuery(qry);
}
}
cali = Queries.CalibrationRecovery();
dt = DataAccess.i.GetData(cali);
if (dt.Rows.Count > 0)
{
var qry = "";
var caliId = Guid.NewGuid();
try
{
var affId = (long)dt.Rows[0]["AffiliateId"];
caliId = (Guid)dt.Rows[0]["Id"];
qry = Queries.UpdateGuidTableServiceId("CalibrationRunLgdRecoveryRate", this.serviceId, caliId);
var resp = DataAccess.i.ExecuteQuery(qry);
if (resp == 0)
{
Log4Net.Log.Info($"Another service has picked Recovery Rate Calibration with ID {caliId.ToString()}.");
return(true);
}
qry = Queries.CalibrationRegisterUpdate(caliId.ToString(), 4, "Processing", "CalibrationRunLgdRecoveryRate");
DataAccess.i.ExecuteQuery(qry);
var lgd_recoveryR = new CalibrationInput_LGD_RecoveryRate_Processor();
lgd_recoveryR.ProcessCalibration(caliId, affId);
qry = Queries.CalibrationRegisterUpdate(caliId.ToString(), 5, "Completed", "CalibrationRunLgdRecoveryRate");
DataAccess.i.ExecuteQuery(qry);
}
catch (Exception ex)
{
Log4Net.Log.Error(ex.ToString());
qry = Queries.CalibrationRegisterUpdate(caliId.ToString(), 10, ex.ToString(), "CalibrationRunLgdRecoveryRate");
DataAccess.i.ExecuteQuery(qry);
}
}
cali = Queries.CalibrationPD();
dt = DataAccess.i.GetData(cali);
if (dt.Rows.Count > 0)
{
var qry = "";
var caliId = Guid.NewGuid();
try
{
var affId = (long)dt.Rows[0]["AffiliateId"];
caliId = (Guid)dt.Rows[0]["Id"];
qry = Queries.UpdateGuidTableServiceId("CalibrationRunPdCrDrs", this.serviceId, caliId);
var resp = DataAccess.i.ExecuteQuery(qry);
if (resp == 0)
{
Log4Net.Log.Info($"Another service has picked PD CR DR Calibration with ID {caliId.ToString()}.");
return(true);
}
qry = Queries.CalibrationRegisterUpdate(caliId.ToString(), 4, "Processing", "CalibrationRunPdCrDrs");
DataAccess.i.ExecuteQuery(qry);
var pd_cr_dr = new CalibrationInput_PD_CR_RD_Processor();
pd_cr_dr.ProcessCalibration(caliId, affId);
qry = Queries.CalibrationRegisterUpdate(caliId.ToString(), 5, "Completed", "CalibrationRunPdCrDrs");
DataAccess.i.ExecuteQuery(qry);
}catch (Exception ex)
{
Log4Net.Log.Error(ex);
qry = Queries.CalibrationRegisterUpdate(caliId.ToString(), 10, ex.ToString(), "CalibrationRunPdCrDrs");
DataAccess.i.ExecuteQuery(qry);
}
}
}catch (Exception ex)
{
Log4Net.Log.Info("At Calibration");
Log4Net.Log.Error(ex.ToString());
var x = 0;
}
return(true);
}
