/// <summary>
/// Updates the Element Order in the list based on the drag drop parameters
/// </summary>
/// <param name="dataContext">List of MorningSnapshotData binded to the grid</param>
/// <param name="dragBenchmarkDetails">Preference details of the dragged Item</param>
/// <param name="dropBenchmarkDetails">Preference details of the next to drop location</param>
/// <param name="isDropLastOfSameGroup">True if the drop location is last within the drag item group</param>
private void UpdateParametersForSameGroupReordering(List <MarketSnapshotPerformanceData> dataContext,
MarketSnapshotPreference dragBenchmarkDetails, MarketSnapshotPreference dropBenchmarkDetails, bool isDropLastOfSameGroup)
{
//dropped at group end with the next group empty
if (dropBenchmarkDetails.EntityOrder == null)
{
dropBenchmarkDetails.EntityOrder = GetEntityCountInGroup(dataContext, dragBenchmarkDetails.GroupPreferenceID) + 1;
}
//dropped at group end within the same group
if (isDropLastOfSameGroup)
{
if (dragBenchmarkDetails.GroupPreferenceID != dropBenchmarkDetails.GroupPreferenceID)
{
dropBenchmarkDetails.EntityOrder = GetEntityCountInGroup(dataContext, dragBenchmarkDetails.GroupPreferenceID) + 1;
}
}
//check drop flow - top ot bottom or vice versa
bool isDropLocationExceedingDragLocation = dropBenchmarkDetails.EntityOrder > dragBenchmarkDetails.EntityOrder;
foreach (MarketSnapshotPerformanceData record in dataContext)
{
//no consideration of records in other groups
if (record.MarketSnapshotPreferenceInfo.GroupPreferenceID != dragBenchmarkDetails.GroupPreferenceID)
{
continue;
}
//check if the record is between drag and drop location
bool isRecordBetweenDragDropLocation = isDropLocationExceedingDragLocation
? record.MarketSnapshotPreferenceInfo.EntityOrder > dragBenchmarkDetails.EntityOrder &&
record.MarketSnapshotPreferenceInfo.EntityOrder < dropBenchmarkDetails.EntityOrder
: record.MarketSnapshotPreferenceInfo.EntityOrder < dragBenchmarkDetails.EntityOrder &&
record.MarketSnapshotPreferenceInfo.EntityOrder >= dropBenchmarkDetails.EntityOrder;
//shift record order between drag and drop location based on drop flow
if (isRecordBetweenDragDropLocation)
{
record.MarketSnapshotPreferenceInfo.EntityOrder = isDropLocationExceedingDragLocation
? record.MarketSnapshotPreferenceInfo.EntityOrder - 1
: record.MarketSnapshotPreferenceInfo.EntityOrder + 1;
continue;
}
//check if the record is the drag element
bool isRecordDragLocation = record.MarketSnapshotPreferenceInfo.EntityOrder == dragBenchmarkDetails.EntityOrder;
//change record order if the record element is the drag element
if (isRecordDragLocation)
{
record.MarketSnapshotPreferenceInfo.EntityOrder = isDropLocationExceedingDragLocation
? dropBenchmarkDetails.EntityOrder - 1
: dropBenchmarkDetails.EntityOrder;
}
}
}
/// <summary>
/// Method to update parameters for reordering inter group
/// </summary>
/// <param name="dataContext">List of MorningSnapshotData binded to the grid</param>
/// <param name="dragBenchmarkDetails">Preference details of the dragged Item</param>
/// <param name="dropBenchmarkDetails">Preference details of the next to drop location</param>
/// <param name="isDropLastOfOtherGroup">true if the drop is done at location last of drop location group</param>
private void UpdateParametersForDiffGroupReordering(List <MarketSnapshotPerformanceData> dataContext,
MarketSnapshotPreference dragBenchmarkDetails, MarketSnapshotPreference dropBenchmarkDetails, bool isDropLastOfOtherGroup)
{
bool isDropLocationExceedingDragLocation = isDropLastOfOtherGroup
? dropBenchmarkDetails.GroupPreferenceID - 1 > dragBenchmarkDetails.GroupPreferenceID
: dropBenchmarkDetails.GroupPreferenceID > dragBenchmarkDetails.GroupPreferenceID;
//true if insertion is done after an element and false if it's done before the element
bool isDropPositionAfter = DragDropPosition.Value == DropPosition.After;
foreach (MarketSnapshotPerformanceData record in dataContext)
{
bool isDragGroupRecordShifted = record.MarketSnapshotPreferenceInfo.EntityOrder > dragBenchmarkDetails.EntityOrder &&
record.MarketSnapshotPreferenceInfo.GroupPreferenceID == dragBenchmarkDetails.GroupPreferenceID;
if (isDragGroupRecordShifted)
{
record.MarketSnapshotPreferenceInfo.EntityOrder--;
continue;
}
bool isDropGroupRecordShifted = record.MarketSnapshotPreferenceInfo.EntityOrder > dropBenchmarkDetails.EntityOrder &&
record.MarketSnapshotPreferenceInfo.GroupPreferenceID == dropBenchmarkDetails.GroupPreferenceID;
if (isDropGroupRecordShifted && !isDropLastOfOtherGroup)
{
record.MarketSnapshotPreferenceInfo.EntityOrder++;
continue;
}
bool isRecordDragLocation = record.MarketSnapshotPreferenceInfo.EntityOrder == dragBenchmarkDetails.EntityOrder &&
record.MarketSnapshotPreferenceInfo.GroupPreferenceID == dragBenchmarkDetails.GroupPreferenceID;
if (isRecordDragLocation)
{
record.MarketSnapshotPreferenceInfo.EntityOrder = isDropLastOfOtherGroup
? GetEntityCountInGroup(dataContext, GetLastGroupPreferenceId(dataContext, dropBenchmarkDetails.GroupPreferenceID)) + 1
: dropBenchmarkDetails.EntityOrder;
record.MarketSnapshotPreferenceInfo.GroupName = isDropLastOfOtherGroup
? GetLastGroupName(dataContext, dropBenchmarkDetails.GroupPreferenceID)
: dropBenchmarkDetails.GroupName;
record.MarketSnapshotPreferenceInfo.GroupPreferenceID = isDropLastOfOtherGroup
? GetLastGroupPreferenceId(dataContext, dropBenchmarkDetails.GroupPreferenceID)
: dropBenchmarkDetails.GroupPreferenceID;
continue;
}
bool isRecordDropLocation = record.MarketSnapshotPreferenceInfo.EntityOrder == dropBenchmarkDetails.EntityOrder &&
record.MarketSnapshotPreferenceInfo.GroupPreferenceID == dropBenchmarkDetails.GroupPreferenceID;
if (isRecordDropLocation && !isDropLastOfOtherGroup)
{
record.MarketSnapshotPreferenceInfo.EntityOrder++;
continue;
}
}
}
/// <summary>
/// OK button Click Event Handler
/// </summary>
/// <param name="sender">Sender</param>
/// <param name="e">RoutedEventArgs</param>
private void OKButton_Click(object sender, RoutedEventArgs e)
{
InsertedMarketSnapshotPreference = (this.DataContext as ChildViewModelInsertEntity).SelectedMarketSnapshotPreference;
InsertedMarketSnapshotPreference.GroupName = this.txtGroupName.Text;
if (groupNames != null)
{
if (groupNames.Contains(InsertedMarketSnapshotPreference.GroupName))
{
this.txtMessage.Text = "*Group name '" + InsertedMarketSnapshotPreference.GroupName
+ "' is already present in this snapshot. Please input a different group name";
this.txtMessage.Visibility = System.Windows.Visibility.Visible;
return;
}
}
this.DialogResult = true;
}
/// <summary>
/// Gets return value for a preference between two specific dates
/// </summary>
/// <param name="entity">dimension service instance</param>
/// <param name="preference">MarketSnapshotPreference object</param>
/// <param name="fromDate">start date</param>
/// <param name="toDate">end date</param>
/// <returns>security return value</returns>
private static Decimal?GetReturn(DimensionEntities entity, MarketSnapshotPreference preference, DateTime fromDate, DateTime toDate)
{
try
{
List <GreenField.DAL.GF_PRICING_BASEVIEW> datedRecords = entity.GF_PRICING_BASEVIEW
.Where(record => record.INSTRUMENT_ID == preference.EntityId &&
record.TYPE == preference.EntityType &&
record.ISSUE_NAME == preference.EntityName &&
record.FROMDATE >= fromDate &&
record.FROMDATE <= toDate)
.ToList();
Decimal result = -1;
foreach (GreenField.DAL.GF_PRICING_BASEVIEW record in datedRecords)
{
Decimal?returnValue = preference.EntityReturnType == "Price"
? (record.DAILY_PRICE_RETURN != null ? record.DAILY_PRICE_RETURN : 0)
: (record.DAILY_GROSS_RETURN != null ? record.DAILY_GROSS_RETURN : 0);
if (result == -1)
{
result = (1 + ((returnValue == null ? 0 : Convert.ToDecimal(returnValue)) / 100));
}
else
{
result = result * (1 + ((returnValue == null ? 0 : Convert.ToDecimal(returnValue)) / 100));
}
}
if (result == -1)
{
return(null);
}
return((result - 1) * 100);
}
catch (Exception)
{
throw;
}
}
/// <summary>
/// ReorderBehavior Reordering Event Handler - Adjusts Entity Order and GroupPreferenceId of entities after reordering
/// </summary>
/// <param name="sender">Sender</param>
/// <param name="e">ReorderingEventArgs</param>
private void ReorderBehavior_Reordering(object sender, ReorderingEventArgs e)
{
//if there are no dragged Items reordering is redundant
if (e.DraggedItems.Count().Equals(0))
{
return;
}
#region Get Dragged Element
//dragged Element
MarketSnapshotPerformanceData draggedElement = e.DraggedItems.FirstOrDefault() as MarketSnapshotPerformanceData;
//null Exception Handling
if (draggedElement == null)
{
return;
}
#endregion
#region Get Data Context
//collection of MorningSnapshotData binded to the grid
List <MarketSnapshotPerformanceData> dataContext = (e.SourceGrid.ItemsSource as ObservableCollection <MarketSnapshotPerformanceData>).ToList();
//null Exception Handling
if (dataContext == null)
{
return;
}
#endregion
#region Get Drag Drop Details
//drag drop Indexes
int dragIndex = dataContext.IndexOf(draggedElement);
int dropIndex = e.DropIndex;
//true if insertion is done after an element and False if it's done before the element
bool isDropPositionAfter = DragDropPosition.Value == DropPosition.After;
//check if the drop Index exceed the Count of List - item dropped after the last element
bool isDropIndexExceedingCount = dropIndex >= dataContext.Count;
#endregion
#region Drag Location Parameters
MarketSnapshotPreference dragBenchmarkDetails = new MarketSnapshotPreference()
{
EntityName = dataContext.ElementAt(dragIndex).MarketSnapshotPreferenceInfo.EntityName,
EntityReturnType = dataContext.ElementAt(dragIndex).MarketSnapshotPreferenceInfo.EntityReturnType,
EntityOrder = dataContext.ElementAt(dragIndex).MarketSnapshotPreferenceInfo.EntityOrder,
GroupName = dataContext.ElementAt(dragIndex).MarketSnapshotPreferenceInfo.GroupName,
GroupPreferenceID = dataContext.ElementAt(dragIndex).MarketSnapshotPreferenceInfo.GroupPreferenceID
};
#endregion
#region Drop Location Parameters
MarketSnapshotPreference dropBenchmarkDetails = new MarketSnapshotPreference()
{
EntityName = isDropIndexExceedingCount ? null : dataContext.ElementAt(dropIndex).MarketSnapshotPreferenceInfo.EntityName,
EntityReturnType = isDropIndexExceedingCount ? null : dataContext.ElementAt(e.DropIndex).MarketSnapshotPreferenceInfo.EntityReturnType,
EntityOrder = isDropIndexExceedingCount
? dataContext.ElementAt(dropIndex - 1).MarketSnapshotPreferenceInfo.EntityOrder + 1
: dataContext.ElementAt(dropIndex).MarketSnapshotPreferenceInfo.EntityOrder,
GroupName = isDropIndexExceedingCount
? dataContext.ElementAt(dropIndex - 1).MarketSnapshotPreferenceInfo.GroupName
: dataContext.ElementAt(dropIndex).MarketSnapshotPreferenceInfo.GroupName,
GroupPreferenceID = isDropIndexExceedingCount
? dataContext.ElementAt(dropIndex - 1).MarketSnapshotPreferenceInfo.GroupPreferenceID
: dataContext.ElementAt(dropIndex).MarketSnapshotPreferenceInfo.GroupPreferenceID
};
#endregion
#region Managing discrepancies in drop location
//if drop location is after the last element of same or another group the behavior picks the next element nevertheless
bool isDragdropGroupSame = dragBenchmarkDetails.GroupPreferenceID == dropBenchmarkDetails.GroupPreferenceID;
bool isDropEntityMisread = dropBenchmarkDetails.EntityOrder == 1 && isDropPositionAfter;
bool isDropLastOfSameGroup = GetLastGroupPreferenceId(dataContext, dropBenchmarkDetails.GroupPreferenceID)
== dragBenchmarkDetails.GroupPreferenceID && isDropEntityMisread;
bool isDropLastOfOtherGroup = (!isDropLastOfSameGroup) && isDropEntityMisread;
#endregion
bool isDragWithinGroup = isDragdropGroupSame ? (!isDropLastOfOtherGroup) : isDropLastOfSameGroup;
if (isDragWithinGroup)
{
UpdateParametersForSameGroupReordering(dataContext, dragBenchmarkDetails, dropBenchmarkDetails, isDropLastOfSameGroup);
}
else
{
UpdateParametersForDiffGroupReordering(dataContext, dragBenchmarkDetails, dropBenchmarkDetails, isDropLastOfOtherGroup);
}
}
/// <summary>
/// Gets performance data for a specific snapshot preference where entity type is benchmark
/// </summary>
/// <param name="entity">Dimension service entity instance</param>
/// <param name="preference">MarketSnapshotPreference object</param>
/// <returns>MarketSnapshotPerformanceData</returns>
public static MarketSnapshotPerformanceData GetBenchmarkPerformanceData(DimensionEntities entity, MarketSnapshotPreference preference)
{
MarketSnapshotPerformanceData result = new MarketSnapshotPerformanceData();
try
{
List <GreenField.DAL.GF_PERF_DAILY_ATTRIBUTION> benchmarkRecords = entity.GF_PERF_DAILY_ATTRIBUTION
.Where(record => record.NODE_NAME == (preference.EntityNodeType == "Country" ? "Country" : "GICS Level 1") &&
record.AGG_LVL_1 == (preference.EntityNodeType == null ? "Undefined" : preference.EntityNodeValueCode) &&
record.AGG_LVL_1_LONG_NAME == (preference.EntityNodeType == null ? "-" : preference.EntityNodeValueName) &&
record.BM == preference.EntityId.ToUpper() &&
record.BMNAME == preference.EntityName &&
record.TO_DATE != null &&
record.POR_INCEPTION_DATE != null)
.OrderByDescending(record => record.TO_DATE).ToList();
GreenField.DAL.GF_PERF_DAILY_ATTRIBUTION lastRecord = benchmarkRecords.FirstOrDefault();
GreenField.DAL.GF_PERF_DAILY_ATTRIBUTION benchmarkRecord = lastRecord != null?GetMinInceptionDateRecord <GreenField.DAL.GF_PERF_DAILY_ATTRIBUTION>(benchmarkRecords
.Where(record => record.TO_DATE == lastRecord.TO_DATE).ToList()) : null;
result.DateToDateReturn = benchmarkRecord != null ? (preference.EntityNodeType == null
? benchmarkRecord.BM1_TOP_RC_TWR_1D * Convert.ToDecimal(100) : benchmarkRecord.BM1_RC_TWR_1D * Convert.ToDecimal(100)) : null;
result.WeekToDateReturn = benchmarkRecord != null ? (preference.EntityNodeType == null
? benchmarkRecord.BM1_TOP_RC_TWR_1W * Convert.ToDecimal(100) : benchmarkRecord.BM1_RC_TWR_1W * Convert.ToDecimal(100)) : null;
result.MonthToDateReturn = benchmarkRecord != null ? (preference.EntityNodeType == null
? benchmarkRecord.BM1_TOP_RC_TWR_MTD * Convert.ToDecimal(100) : benchmarkRecord.BM1_RC_TWR_MTD * Convert.ToDecimal(100)) : null;
result.QuarterToDateReturn = benchmarkRecord != null ? (preference.EntityNodeType == null
? benchmarkRecord.BM1_TOP_RC_TWR_QTD * Convert.ToDecimal(100) : benchmarkRecord.BM1_RC_TWR_QTD * Convert.ToDecimal(100)) : null;
result.YearToDateReturn = benchmarkRecord != null ? (preference.EntityNodeType == null
? benchmarkRecord.BM1_TOP_RC_TWR_YTD * Convert.ToDecimal(100) : benchmarkRecord.BM1_RC_TWR_YTD * Convert.ToDecimal(100)) : null;
if (preference.EntityNodeType == null)
{
GreenField.DAL.GF_PERF_TOPLEVELYEAR benchmarkLastYearRecord = GetMinInceptionDateRecord <GreenField.DAL.GF_PERF_TOPLEVELYEAR>(entity.GF_PERF_TOPLEVELYEAR
.Where(g => g.CURRENCY.ToUpper() == "USD" &&
g.RETURN_TYPE.ToUpper() == "NET" &&
g.TO_DATE == "31/12/" + (DateTime.Today.Year - 1).ToString() &&
g.BM1ID.ToUpper() == preference.EntityId.ToUpper() &&
g.BM1NAME.ToUpper() == preference.EntityName.ToUpper() &&
g.POR_INCEPTION_DATE != null)
.ToList());
result.LastYearReturn = preference.EntityNodeType == null ? (benchmarkLastYearRecord != null
? benchmarkLastYearRecord.BM1_RC_TWR_YTD * Convert.ToDecimal(100) : null) : null;
GreenField.DAL.GF_PERF_TOPLEVELYEAR benchmarkSecondLastYearRecord = GetMinInceptionDateRecord <GreenField.DAL.GF_PERF_TOPLEVELYEAR>(entity.GF_PERF_TOPLEVELYEAR
.Where(g => g.CURRENCY.ToUpper() == "USD" &&
g.RETURN_TYPE.ToUpper() == "NET" &&
g.TO_DATE == "31/12/" + (DateTime.Today.Year - 2).ToString() &&
g.BM1ID.ToUpper() == preference.EntityId.ToUpper() &&
g.BM1NAME.ToUpper() == preference.EntityName.ToUpper() &&
g.POR_INCEPTION_DATE != null)
.ToList());
result.SecondLastYearReturn = preference.EntityNodeType == null ? (benchmarkSecondLastYearRecord != null
? benchmarkSecondLastYearRecord.BM1_RC_TWR_YTD * Convert.ToDecimal(100) : null) : null;
GreenField.DAL.GF_PERF_TOPLEVELYEAR benchmarkThirdLastYearRecord = GetMinInceptionDateRecord <GreenField.DAL.GF_PERF_TOPLEVELYEAR>(entity.GF_PERF_TOPLEVELYEAR
.Where(g => g.CURRENCY.ToUpper() == "USD" &&
g.RETURN_TYPE.ToUpper() == "NET" &&
g.TO_DATE == "31/12/" + (DateTime.Today.Year - 3).ToString() &&
g.BM1ID.ToUpper() == preference.EntityId.ToUpper() &&
g.BM1NAME.ToUpper() == preference.EntityName.ToUpper() &&
g.POR_INCEPTION_DATE != null)
.ToList());
result.ThirdLastYearReturn = preference.EntityNodeType == null ? (benchmarkThirdLastYearRecord != null
? benchmarkThirdLastYearRecord.BM1_RC_TWR_YTD * Convert.ToDecimal(100) : null) : null;
}
}
catch (Exception)
{
throw;
}
return(result);
}
/// <summary>
/// Gets performance data for a specific snapshot preference where entity type is security, index or commodity
/// </summary>
/// <param name="entity">Dimension service entity instance</param>
/// <param name="preference">MarketSnapshotPreference object</param>
/// <returns>MarketSnapshotPerformanceData</returns>
public static MarketSnapshotPerformanceData GetSecurityCommodityIndexPerformanceData(DimensionEntities entity, MarketSnapshotPreference preference)
{
MarketSnapshotPerformanceData result = new MarketSnapshotPerformanceData();
try
{
DateTime TrackDate = DateTime.Today;
GreenField.DAL.GF_PRICING_BASEVIEW lastDateToDateRecord = entity.GF_PRICING_BASEVIEW
.Where(record => record.INSTRUMENT_ID == preference.EntityId &&
record.TYPE == preference.EntityType &&
record.ISSUE_NAME == preference.EntityName &&
record.FROMDATE != null)
.OrderByDescending(record => record.FROMDATE)
.Take(1).FirstOrDefault();
if (lastDateToDateRecord == null)
{
return(result);
}
GreenField.DAL.GF_PRICING_BASEVIEW firstRecord = entity.GF_PRICING_BASEVIEW
.Where(record => record.INSTRUMENT_ID == preference.EntityId &&
record.TYPE == preference.EntityType &&
record.ISSUE_NAME == preference.EntityName &&
record.FROMDATE != null)
.OrderBy(record => record.FROMDATE)
.Take(1).FirstOrDefault();
DateTime firstRecordDateTime = DateTime.Today.AddYears(-5);
if (firstRecord != null)
{
firstRecordDateTime = Convert.ToDateTime(firstRecord.FROMDATE);
}
DateTime lastBusinessDateTime = TrackDate = Convert.ToDateTime(lastDateToDateRecord.FROMDATE);
result.DateToDateReturn = lastDateToDateRecord != null ? (preference.EntityReturnType == "Price"
? lastDateToDateRecord.DAILY_PRICE_RETURN != null ? lastDateToDateRecord.DAILY_PRICE_RETURN : 0
: lastDateToDateRecord.DAILY_GROSS_RETURN != null ? lastDateToDateRecord.DAILY_GROSS_RETURN : 0) : null;
result.WeekToDateReturn = GetReturn(entity, preference, lastBusinessDateTime.AddDays(-6) > firstRecordDateTime
? lastBusinessDateTime.AddDays(-6) : firstRecordDateTime, lastBusinessDateTime);
result.MonthToDateReturn = GetReturn(entity, preference, new DateTime(DateTime.Today.Year, DateTime.Today.Month, 1) > firstRecordDateTime
? new DateTime(DateTime.Today.Year, DateTime.Today.Month, 1) : firstRecordDateTime, lastBusinessDateTime);
result.QuarterToDateReturn = GetReturn(entity, preference
, new DateTime(DateTime.Today.Year, (DateTime.Today.Month - ((DateTime.Today.Month - 1) % 3)), 1) > firstRecordDateTime
? new DateTime(DateTime.Today.Year, (DateTime.Today.Month - ((DateTime.Today.Month - 1) % 3)), 1) : firstRecordDateTime, lastBusinessDateTime);
result.YearToDateReturn = GetReturn(entity, preference, new DateTime(DateTime.Today.Year, 1, 1) > firstRecordDateTime
? new DateTime(DateTime.Today.Year, 1, 1) : firstRecordDateTime, lastBusinessDateTime);
result.LastYearReturn = GetReturn(entity, preference, new DateTime(DateTime.Today.Year - 1, 1, 1) > firstRecordDateTime
? new DateTime(DateTime.Today.Year - 1, 1, 1) : firstRecordDateTime, new DateTime(DateTime.Today.Year - 1, 12, 31));
result.SecondLastYearReturn = GetReturn(entity, preference, new DateTime(DateTime.Today.Year - 2, 1, 1) > firstRecordDateTime
? new DateTime(DateTime.Today.Year - 2, 1, 1) : firstRecordDateTime, new DateTime(DateTime.Today.Year - 2, 12, 31));
result.ThirdLastYearReturn = GetReturn(entity, preference, new DateTime(DateTime.Today.Year - 3, 1, 1) > firstRecordDateTime
? new DateTime(DateTime.Today.Year - 3, 1, 1) : firstRecordDateTime, new DateTime(DateTime.Today.Year - 3, 12, 31));
}
catch (Exception)
{
throw;
}
return(result);
}
