public SessionData(
int idSession,
bool bIsPreTaxOnlyOperation,
AtCalculationSession acs,
List<PpaCalendar> calendarEntries,
IFeedback hLogger)
{
m_idSession = idSession;
m_gcFeedback = hLogger;
Utility.clearCalendarData();
m_pCalendar = Utility.m_calendar_data;
FillCalendar(calendarEntries);
m_pCalc = new CalcData();
m_pCalc.m_bPreTaxCalculationsOnly = bIsPreTaxOnlyOperation;
m_pCalc.m_calculation_id = idSession;
m_pCalc.m_calc_from_date = acs.AtCalcYearmonthStart;
m_pCalc.m_calc_to_date = acs.AtCalcYearmonthEnd;
m_pCalc.m_bDataFilled = FillData(acs);
Debug.IndentSize = 4;
Debug.AutoFlush = true;
g_hSessionData = this;
}
public bool calculateCoreAccountPerformance(CalcData pCalc)
{
m_calculation_id = pCalc.m_calculation_id;
var iLoop = 0;
foreach (var client in pCalc.m_client_data.Where(a => a.Value.m_bIsValid && !a.Value.m_client_generic_data.m_is_isam_account))
{
var pClient = client.Value;
updateProgressStatus(((++iLoop) * 90) / pCalc.m_client_data.Count, pCalc.m_calculation_id);
try
{
var clientInvalidator = new ClientInvalidator(pClient);
foreach (var clientModelBench in pClient.m_client_model_bench)
{
if (clientModelBench.Key >= pCalc.m_calc_from_date &&
clientModelBench.Key <= pCalc.m_calc_to_date)
{
var message = string.Format("Calculating performance for the account: ID = {0} Yearmonth = {1}", client.Key, clientModelBench.Key);
m_logMessages.createLogRecord(
pCalc.m_calculation_id,
LogType.LOG_TYPE_CORE_ACCOUNT_CALCULATIONS,
LogSeverity.LOG_SEVERITY_STATUS,
message);
if (clientModelBench.Value.m_is_partial_month)
{
getBenchmarkDataForPartialMonths(cmbaIterator, theClientIterator, pCalcData);
//prepare daily returns
prepareBenchDailyReturnsForPartialMonths(cmbaIterator, theClientIterator, pCalcData);
//calculate turnover
getTurnoverForPartialMonths(cmbaIterator, theClientIterator, pCalcData);
}
else
{
getBenchmarkDataForFullMonths(clientModelBench.Key, clientModelBench.Value, pCalc);
}
}
else
{
clientInvalidator.Release();
}
}
clientInvalidator.Release();
}
catch (Exception exc)
{
var clientId = client.Key;
var description = exc.ToString();
var details = "calculateCoreAccountPerformance";
var shortName = pClient.m_client_generic_data.m_sShortname;
m_logMessages.LogFailedAccount(m_calculation_id, LogType.LOG_TYPE_CORE_ACCOUNT_CALCULATIONS, description, details, clientId, shortName, exc);
}
}
}
public static bool CalculatePerformance(
SessionData session,
CalcData pCalc,
IFeedback feedback)
{
var bComplete = false;
//calculate the drift weights
var objDriftCalculator = new DriftCalculator(feedback);
if (objDriftCalculator.calculateDriftWeights(pCalc))
{
var objCoreAccountsPerformance = new CoreAccountsPerformance(feedback);
if (objCoreAccountsPerformance.calculateCoreAccountPerformance(pCalc))
{
FixedIncome.PrepareFixedIncomeBenchPerformance(session);
var objSimulatedBenchmark = new SimulatedBenchmark(feedback);
if (objSimulatedBenchmark.calculateSimulatedBenchMarkData(session, pCalc))
{
// Do after-tax calculations if needed
if (!(pCalc.m_bPreTaxCalculationsOnly))
{
var objATReturns = new Returns(feedback);
bComplete = objATReturns.calculateATReturns(pCalc);
}
else
{
bComplete = true;
}
FixedIncome.PrepareFixedIncomeMonthReturns(session);
}
}
}
return bComplete;
}
private string createDataXML(CalcData pCalcData)
{
return string.Empty;
}
public bool calculateATReturns(CalcData pCalc)
{
return true;
}
private bool calculateAFEndMV2(
CLIENT_FLOW_YEAR_MONTH_ASSET_FLOWS cfymafIterator,
CLIENT_MODEL_BENCH_ALLOCATION cmbaIterator, CalcData pCalcData,
CLIENT_DATA theClientIterator)
{
return true;
}
public bool calculateSimulatedBenchMarkData(SessionData session, CalcData pCalc)
{
return true;
}
private void prepareBenchDailyReturnsForPartialMonths(
CLIENT_MODEL_BENCH_ALLOCATION cmbaIterator,
CLIENT_DATA theClientIterator,
CalcData pCalcData)
{
}
private bool getTurnoverForPartialMonths(
CLIENT_MODEL_BENCH_ALLOCATION cmbaIterator,
CLIENT_DATA theClientIterator,
CalcData pCalcData)
{
return false;
}
private void getBenchmarkDataForFullMonths(
int yearMonth,
ClientModelBench clientModelBench,
CalcData pCalcData)
{
foreach (var benchAllocation in clientModelBench.m_client_bench)
{
if (!pCalcData.m_perf_data.m_bench_data.ContainsKey(benchAllocation.m_bench_id)) continue;
var benchMark = pCalcData.m_perf_data.m_bench_data[benchAllocation.m_bench_id];
if (!benchMark.m_bench_monthly_returns.ContainsKey(yearMonth)) continue;
var benchMonthlyReturns = benchMark.m_bench_monthly_returns[yearMonth];
clientModelBench.m_totReturn = benchMonthlyReturns.m_total_return;
clientModelBench.m_totPriceReturn = benchMonthlyReturns.m_price_return;
clientModelBench.m_totTurnOver = benchMonthlyReturns.m_turnover;
clientModelBench.m_totDivReturn = benchMonthlyReturns.m_dividend_return;
}
}
public static void DumpAllAssetFlows(CalcData pCalcData)
{
}
public static void CollateFixedIncomeFlows(CalcData pCalc)
{
}
