public void TestMergeTwoValuationReports()
{
string valReportId1 = Guid.NewGuid().ToString();
ValuationReport valuationReport1 = CreateSwapValuationReport(valReportId1);
Assert.AreEqual(
valReportId1,
(((Trade)valuationReport1.tradeValuationItem[0].Items[0]).tradeHeader.partyTradeIdentifier[0].Items[0] as TradeId).Value
);
string valReportId2 = Guid.NewGuid().ToString();
ValuationReport valuationReport2 = CreateSwapValuationReport(valReportId2);
Assert.AreEqual(
valReportId2,
((valuationReport2.tradeValuationItem[0].Items[0] as Trade).tradeHeader.partyTradeIdentifier[0].Items[0] as TradeId).Value
);
Engine.Cache.SaveObject(valuationReport1, Engine.NameSpace + "." + valReportId1, null);
Engine.Cache.SaveObject(valuationReport2, Engine.NameSpace + "." + valReportId2, null);
var excelValuation = new Valuation();
string mergedReportId = excelValuation.Merge(Engine.Cache, Engine.NameSpace, valReportId1, valReportId2, null, null, null, null, null, null, null, null);
var mergedReport = Engine.Cache.LoadObject <ValuationReport>(Engine.NameSpace + "." + mergedReportId);
Assert.AreEqual(2, mergedReport.tradeValuationItem.Length);
Assert.AreNotEqual(mergedReport.header.messageId.Value, valReportId1);
Assert.AreNotEqual(mergedReport.header.messageId.Value, valReportId2);
Assert.AreEqual(
valReportId1,
((mergedReport.tradeValuationItem[0].Items[0] as Trade).tradeHeader.partyTradeIdentifier[0].Items[0] as TradeId).Value
);
Assert.AreEqual(
valReportId2,
((mergedReport.tradeValuationItem[1].Items[0] as Trade).tradeHeader.partyTradeIdentifier[0].Items[0] as TradeId).Value
);
}
public void GetInfoTwoSwaps()
{
string valReportId1 = Guid.NewGuid().ToString();
ValuationReport valuationReport1 = CreateSwapValuationReport(valReportId1);
string valReportId2 = Guid.NewGuid().ToString();
ValuationReport valuationReport2 = CreateSwapValuationReport(valReportId2);
Engine.Cache.SaveObject(valuationReport1, Engine.NameSpace + "." + valReportId1, null);
Engine.Cache.SaveObject(valuationReport2, Engine.NameSpace + "." + valReportId2, null);
var excelValuation = new Valuation();
string mergedReportId = excelValuation.Merge(Engine.Cache, Engine.NameSpace, valReportId1, valReportId2, null, null, null, null, null, null, null, null);
//var valuation = Engine.Cache.LoadObject<ValuationReport>(mergedReportId);
List <ValuationInfoRangeItem> valuationInfoRangeItems = excelValuation.GetInfo(Engine.Cache, Engine.NameSpace, mergedReportId);
object[,] range = ObjectToArrayOfPropertiesConverter.ConvertListToHorizontalArrayRange(valuationInfoRangeItems);
Debug.Print("GetInfo (two swaps)");
Debug.Print(ParameterFormatter.FormatObject(range));
Assert.AreEqual(3, valuationInfoRangeItems.Count);
Assert.AreEqual(mergedReportId, valuationInfoRangeItems[0].Id);
Assert.AreEqual("envelope", valuationInfoRangeItems[0].Description);
Assert.AreEqual(valReportId1, valuationInfoRangeItems[1].Id);
Assert.AreEqual("swap(fixed/float)", valuationInfoRangeItems[1].Description);
Assert.AreEqual(valReportId2, valuationInfoRangeItems[2].Id);
Assert.AreEqual("swap(fixed/float)", valuationInfoRangeItems[2].Description);
}