public OneDimVisualizationController(RiskFactorDimItemDetail[] items, RiskFactorDimension dim, List<ScenarioPointCoordinate> points)
{
list = new List<OneDimCoordinate>();
Array.Sort(items); // first coordinate
DimItems = items;
Points = new List<ScenarioPointCoordinate>(points);
Create();
}
public CurveConstituent AddRiskFactorDimItemDetail(RiskFactorDimItemDetail item, CurveDetail curve, RiskFactorDimension dimension)
{
var existingDim = curve.Curve.CurveDimensions.FirstOrDefault(x => x.RiskFactorDimensionID == dimension.RiskFactorDimensionID);
CurveConstituent persisted = null;
if (existingDim != null)
{
persisted = existingDim.CurveConstituents.Where(x => x.RiskFactorDimItemID == item.RiskFactorDimItemID
&& x.CurveDimension.RiskFactorDimensionID == dimension.RiskFactorDimensionID
&& x.CurveDimension.CurveID == curve.CurveID).FirstOrDefault();
}
if (persisted != null && Context.Entry(persisted).State == EntityState.Modified)
{
// remove any changes
Context.Entry(persisted).State = EntityState.Unchanged;
return persisted;
}
var detail = new CurveConstituent();
detail.Default(Context.UserName);
detail.CurveConstituentID = Context.CurveConstituents.Count() > 0 ? Context.CurveConstituents.Max(x => x.CurveConstituentID) + 1 : 1;
var dim = curve.Curve.CurveDimensions.FirstOrDefault(x => x.RiskFactorDimensionID == dimension.RiskFactorDimensionID);
if (dim == null)
{
var newDim = new CurveDimension();
newDim.Approve(Context.UserName);
newDim.CurveDimensionID = Context.CurveDimensions.Count() > 0 ? Context.CurveDimensions.Max(x => x.CurveDimensionID) + 1 : 1;
newDim.Default(Context.UserName);
newDim.RiskFactorDimensionID = dimension.RiskFactorDimensionID;
detail.CurveDimension = newDim;
newDim.Curve = curve.Curve;
curve.Curve.CurveDimensions.Add(newDim);
Context.CurveDimensions.Add(newDim);
}
else
{
detail.CurveDimension = dim;
}
detail.RiskFactorDimItem = item.RiskFactorDimItem;
Context.CurveConstituents.Add(detail);
return detail;
}
public RiskFactorDimItemDetail AddRiskFactorDimItem()
{
var record = new RiskFactorDimItem();
var detail = new RiskFactorDimItemDetail();
record.RiskFactorDimItemDetails.Add(detail);
detail.RiskFactorDimItem = record;
detail.Default(Context.UserName);
record.Default(Context.UserName);
detail.Name = "Risk Factor Dim Item";
if (Context.RiskFactorDimItemDetails.Local.Count() > 0)
{
detail.RiskFactorDimItemDetailID = Context.RiskFactorDimItemDetails.Local.Max(x => x.RiskFactorDimItemDetailID) + 1;
}
else
{
detail.RiskFactorDimItemDetailID = 1;
}
Context.RiskFactorDimItemDetails.Add(detail);
return detail;
}
protected override void BeforeSave()
{
DateTime timestamp = DateTime.UtcNow;
//find all changed enities
var modifiedEntities = Context.ChangeTracker.Entries<RiskFactorDimItemDetail>()
.Where(p => p.State == EntityState.Modified)
.Select(p => p.Entity);
foreach (RiskFactorDimItemDetail detail in modifiedEntities)
{
//main entity, for which we keep versioning
var mainEntity = detail.RiskFactorDimItem;
ICollection<RiskFactorDimItemDetail> mainEntityDetails = mainEntity.RiskFactorDimItemDetails;
if (detail.Status == EntityStatus.ExpiredInSession)
{
foreach (RiskFactorDimItemDetail item in mainEntityDetails)
{
if (detail.RiskFactorDimItemDetailID != item.RiskFactorDimItemDetailID)
{
item.EndTime = detail.EndTime;
item.ModifiedBy = detail.ModifiedBy;
item.ModifiedAt = detail.ModifiedAt;
}
}
mainEntity.EndTime = detail.EndTime;
mainEntity.ModifiedBy = detail.ModifiedBy;
mainEntity.ModifiedAt = detail.ModifiedAt;
}
if (detail.Status == EntityStatus.ApprovedInSession)
{
//entity has been approved
//mark existing details as expired
foreach (RiskFactorDimItemDetail item in mainEntityDetails)
{
if (detail.RiskFactorDimItemDetailID != item.RiskFactorDimItemDetailID)
{
item.Latest = false;
item.EndTime = (DateTime)detail.ApprovedAt;
detail.StartTime = (DateTime)detail.ApprovedAt;
}
}
//check if main entity is approved - if not copy details
if (mainEntity.Status != EntityStatus.Approved)
{
mainEntity.ApprovedAt = detail.ApprovedAt;
mainEntity.ApprovedBy = detail.ApprovedBy;
mainEntity.StartTime = detail.StartTime;
}
}
else if (detail.Status == EntityStatus.UnapprovedInSession)
{
//new version of the entity
//we are creating a copy of currently edited entity
//and add it back to context
var copy = new RiskFactorDimItemDetail();
mainEntity.RiskFactorDimItemDetails.Add(copy);
//copy values from original
Context.Entry(copy).CurrentValues.SetValues(detail);
//reset auditing
copy.ResetCopy();
//revert the changes - done implicitly
Context.Entry(detail).State = EntityState.Unchanged;
//remove latest flag
detail.Latest = false;
}
}
}
public void RemoveRiskFactorDimItemDetail(RiskFactorDimItemDetail item, CurveDetail curve, RiskFactorDimension dimension)
{
var dim = curve.Curve.CurveDimensions.FirstOrDefault(x => x.RiskFactorDimensionID == dimension.RiskFactorDimensionID);
if (dim != null)
{
var curveConst = dim.CurveConstituents.FirstOrDefault(x => x.RiskFactorDimItem == item.RiskFactorDimItem);
if (curveConst != null)
{
if (Context.Entry(curveConst).State == EntityState.Added)
{
// safely remove item is not persisted
Context.CurveConstituents.Remove(curveConst);
}
else
{
curveConst.Expire(Context.UserName);
curveConst.Latest = false;
}
}
if (dim.CurveConstituents.Where(x => x.Status != EntityStatus.ExpiredInSession).Count() == 0)
{
dim.IsSelected = false;
}
}
}
public TwoDimVisualizationController(RiskFactorDimItemDetail[] dimMajorItems, RiskFactorDimension majorDim, RiskFactorDimItemDetail[] dimMinorItems, RiskFactorDimension minorDim, List<ScenarioPointCoordinate> points)
{
array2D = new TwoDimCoordinate[dimMajorItems.Length, dimMinorItems.Length];
Array.Sort(dimMajorItems); // first coordinate
Array.Sort(dimMinorItems); // second coordinate
DimMajorItems = dimMajorItems;
DimMinorItems = dimMinorItems;
Points = new List<ScenarioPointCoordinate>( points);
Create();
}
internal static void AddDimItems(ScenarioGeneratorModel context)
{
DateTime now = context.AsOfDate;
var riskFactorDimType = context.RiskFactorDimTypes.Where(x => x.Name == "Tenor").First();
var main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
var detail = new RiskFactorDimItemDetail() { Name = "1D", Ordinal = 1, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "2D", Ordinal=2, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "3D", Ordinal = 3, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "4D", Ordinal = 4, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "5D", Ordinal = 5, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "1W", Ordinal = 7, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
riskFactorDimType = context.RiskFactorDimTypes.Where(x => x.Name == "Currency").First();
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "EUR", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "GBP", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "USD", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "AUD", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "JPY", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "HKD", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "TWD", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "PLN", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
riskFactorDimType = context.RiskFactorDimTypes.Where(x => x.Name == "Country").First();
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "France", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "Germany", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "Italy", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "Spain", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorDimItems.Add(main);
detail = new RiskFactorDimItemDetail() { Name = "Portugal", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
main.RiskFactorDimItemDetails.Add(detail);
context.SaveChanges();
}
