public void Save(IEnumerable <GF_COMPOSITE_LTHOLDINGS> gfCompositeLtholdingss)
{
dumper.WriteLine("There are " + gfCompositeLtholdingss.Count() + " records to push.");
IEnumerable <DataTable> tables = SplitIntoBulks(gfCompositeLtholdingss, recordsPerBulk);
dumper.WriteLine("There are " + tables.Count() + " bulks, " + recordsPerBulk + " records each.");
int bulkNumber = 1;
foreach (DataTable table in tables)
{
PushOneBulk(bulkNumber, table, "dbo.GF_COMPOSITE_LTHOLDINGS");
dumper.WriteLine("Bulk " + bulkNumber + " has been pushed to database.");
bulkNumber++;
}
dumper.WriteLine(gfCompositeLtholdingss.Count() + " composite holdings have been pushed.");
}
public void PopulateCompositeLTHoldings()
{
try
{
var stopwatchPopulateCompositeLTHoldings = new Stopwatch();
stopwatchPopulateCompositeLTHoldings.Start();
_dumper.WriteLine("Started PopulateCompositeLTHoldings operation.");
_dumper.Write("GetComposites ... ");
var stopwatch = new Stopwatch();
stopwatch.Start();
List <GetComposites_Result> composites = GetComposites();
_dumper.WriteLine(string.Format("{0} Composites returned.", composites.Count()), stopwatch);
int COMPOSITE_LTHOLDINGS_ID = 1;
int indedx = 1;
foreach (GetComposites_Result composite in composites)
{
// Step 1 Retrieve the list of portfolios in the composite that are active (using the new COMPOSITE_MATRIX table).
_dumper.WriteLine("");
_dumper.WriteLine(string.Format("{0}. WORKING ON ON CompositeId:'{1}'", (indedx++),
composite.COMPOSITE_ID));
_dumper.Indent();
_dumper.Write("GetCompositePortfolios ... ");
stopwatch = new Stopwatch();
stopwatch.Start();
List <GetCompositePortfolios_Result> portfolios = GetCompositePortfolios(composite.COMPOSITE_ID);
_dumper.WriteLine(string.Format("{0} CompositePortfolios returned.", portfolios.Count()), stopwatch);
// Create a list of portfolio.PORTFOLIO_IDS
int portfolioIndex = 1;
_dumper.Write("Composite Portfolios: ");
var CompositePortfoliosIds = new List <string>();
foreach (GetCompositePortfolios_Result portfolio in portfolios)
{
CompositePortfoliosIds.Add(portfolio.PORTFOLIO);
_dumper.Write(string.Format("{0}.{1} ", portfolioIndex++, portfolio.PORTFOLIO));
}
_dumper.WriteLine("");
// Step 2 For portfolios returned in Step 1, retrieve all records from GF_PORTFOLIO_LTHOLDINGS.
stopwatch = new Stopwatch();
stopwatch.Start();
_dumper.Write(
"For portfolios returned, retrieve all records from GF_PORTFOLIO_LTHOLDINGS: count= ");
List <GF_PORTFOLIO_LTHOLDINGS> gfPortfolioLtholdings =
HoldingsEntity.GF_PORTFOLIO_LTHOLDINGS.ToList().Where(
record => CompositePortfoliosIds.Contains(record.PORTFOLIO_ID)).ToList();
_dumper.WriteLine(gfPortfolioLtholdings.Count().ToString(CultureInfo.InvariantCulture),
stopwatch);
// Step 3 Delete records when appropriate based on Look_Thru setting in COMPOSITE_MATRIX view. When Look_Thru <> 'Y', delete records returned from view where PORTFOLIO_ID <> A_PFCHOLDINGS_PORLT
var gfPortfolioLthondings_New = new List <GF_PORTFOLIO_LTHOLDINGS>();
if (composite.LOOK_THRU != true)
{
gfPortfolioLthondings_New.AddRange(
gfPortfolioLtholdings.Where(
Ltholdings =>
Ltholdings.PORTFOLIO_ID == Ltholdings.A_PFCHOLDINGS_PORLT));
}
else
{
gfPortfolioLthondings_New = gfPortfolioLtholdings;
}
_dumper.WriteLine(
string.Format(
"Removed where COMPOSITE_MATRIX.Look_Thru <> 'Y' and PORTFOLIO_ID <> A_PFCHOLDINGS_PORLT: new count= {0}",
gfPortfolioLthondings_New.Count().ToString(CultureInfo.InvariantCulture)));
// Step 4 Aggregate remaining records together by the ASEC_SEC_SHORT_NAME, and PORTFOLIO_DATE.
stopwatch = new Stopwatch();
stopwatch.Start();
var aggregateSecurities =
gfPortfolioLthondings_New.GroupBy(x => new { x.PORTFOLIO_DATE, x.ASEC_SEC_SHORT_NAME },
(key, group) =>
new
{
@group.First().GF_ID,
key.PORTFOLIO_DATE,
@group.First().PORPATH,
@group.First().PORTFOLIO_THEME_SUBGROUP_CODE,
@group.First().PORTFOLIO_CURRENCY,
@group.First().ISSUER_ID,
key.ASEC_SEC_SHORT_NAME,
@group.First().ISSUE_NAME,
@group.First().TICKER,
@group.First().SECURITYTHEMECODE,
@group.First().A_SEC_INSTR_TYPE,
@group.First().SECURITY_TYPE,
BALANCE_NOMINAL =
@group.Sum(x => x.BALANCE_NOMINAL),
@group.First().DIRTY_PRICE,
@group.First().TRADING_CURRENCY,
DIRTY_VALUE_PC = @group.Sum(x => x.DIRTY_VALUE_PC),
BENCHMARK_WEIGHT =
@group.Sum(x => x.BENCHMARK_WEIGHT),
ASH_EMM_MODEL_WEIGHT =
@group.Sum(x => x.ASH_EMM_MODEL_WEIGHT),
@group.First().MARKET_CAP_IN_USD,
@group.First().ASHEMM_PROP_REGION_CODE,
@group.First().ASHEMM_PROP_REGION_NAME,
@group.First().ISO_COUNTRY_CODE,
@group.First().COUNTRYNAME,
@group.First().GICS_SECTOR,
@group.First().GICS_SECTOR_NAME,
@group.First().GICS_INDUSTRY,
@group.First().GICS_INDUSTRY_NAME,
@group.First().GICS_SUB_INDUSTRY,
@group.First().GICS_SUB_INDUSTRY_NAME,
@group.First().LOOK_THRU_FUND
}).ToList();
_dumper.WriteLine(
string.Format("GF_PORTFOLIO_LTHOLDINGS: aggregated records = {0}", aggregateSecurities.Count()),
stopwatch);
List <GF_COMPOSITE_LTHOLDINGS> compositeLtholdings =
aggregateSecurities.Select(aggregateSecurity => new GF_COMPOSITE_LTHOLDINGS
{
GF_ID = COMPOSITE_LTHOLDINGS_ID++,
PORTFOLIO_DATE = aggregateSecurity.PORTFOLIO_DATE,
PORTFOLIO_ID = composite.COMPOSITE_ID,
A_PFCHOLDINGS_PORLT = composite.COMPOSITE_ID,
PORPATH = aggregateSecurity.PORPATH,
PORTFOLIO_THEME_SUBGROUP_CODE = aggregateSecurity.PORTFOLIO_THEME_SUBGROUP_CODE,
PORTFOLIO_CURRENCY = aggregateSecurity.PORTFOLIO_CURRENCY,
BENCHMARK_ID = composite.BENCHMARK_ID,
ISSUER_ID = aggregateSecurity.ISSUER_ID,
ASEC_SEC_SHORT_NAME = aggregateSecurity.ASEC_SEC_SHORT_NAME,
ISSUE_NAME = aggregateSecurity.ISSUE_NAME,
TICKER = aggregateSecurity.TICKER,
SECURITYTHEMECODE = aggregateSecurity.SECURITYTHEMECODE,
A_SEC_INSTR_TYPE = aggregateSecurity.A_SEC_INSTR_TYPE,
SECURITY_TYPE = aggregateSecurity.SECURITY_TYPE,
BALANCE_NOMINAL = aggregateSecurity.BALANCE_NOMINAL,
DIRTY_PRICE = aggregateSecurity.DIRTY_PRICE,
TRADING_CURRENCY = aggregateSecurity.TRADING_CURRENCY,
DIRTY_VALUE_PC = aggregateSecurity.DIRTY_VALUE_PC,
BENCHMARK_WEIGHT = aggregateSecurity.BENCHMARK_WEIGHT,
ASH_EMM_MODEL_WEIGHT = aggregateSecurity.ASH_EMM_MODEL_WEIGHT,
MARKET_CAP_IN_USD = aggregateSecurity.MARKET_CAP_IN_USD,
ASHEMM_PROP_REGION_CODE = aggregateSecurity.ASHEMM_PROP_REGION_CODE,
ASHEMM_PROP_REGION_NAME = aggregateSecurity.ASHEMM_PROP_REGION_NAME,
ISO_COUNTRY_CODE = aggregateSecurity.ISO_COUNTRY_CODE,
COUNTRYNAME = aggregateSecurity.COUNTRYNAME,
GICS_SECTOR = aggregateSecurity.GICS_SECTOR,
GICS_SECTOR_NAME = aggregateSecurity.GICS_SECTOR_NAME,
GICS_INDUSTRY = aggregateSecurity.GICS_INDUSTRY,
GICS_INDUSTRY_NAME = aggregateSecurity.GICS_INDUSTRY_NAME,
GICS_SUB_INDUSTRY = aggregateSecurity.GICS_SUB_INDUSTRY,
GICS_SUB_INDUSTRY_NAME = aggregateSecurity.GICS_SUB_INDUSTRY_NAME,
LOOK_THRU_FUND = aggregateSecurity.LOOK_THRU_FUND
}).ToList();
new CompositeLtHondings().Save(compositeLtholdings, _dumper);
//SaveCompositeLtHondings(compositeLtholdings);
_dumper.Unindent();
}
_dumper.WriteLine(string.Format("PopulateCompositeLTHoldings successfully completed."),
stopwatchPopulateCompositeLTHoldings);
//Console.ReadLine();
}
catch (Exception ex)
{
LogException(ex);
}
}