private void CreatePortfolioNavDateSecurityPrices(ISession session, NavDate currentNavDate)
{
IList <PortfolioNavDate> portfolioNavDateList = portfolioNavDateRepository.GetPortfolioNavDateListByNavDate(session, currentNavDate);
foreach (var portfolioNavDate in portfolioNavDateList)
{
logger.Log(LogLevel.Info, $"[PortfolioNavDate: PortfolioId {portfolioNavDate.Portfolio.PortfolioId}, NavDate {portfolioNavDate.NavDate.Date}]: Creating PortfolioNavDateSecurityPrices");
IList <Entities.PortfolioSecurity> portfolioSecurityList = portfolioSecurityRepository.GetPortfolioSecurityList(session, portfolioNavDate.Portfolio);
logger.Log(LogLevel.Info, $"[PortfolioNavDate: PortfolioId {portfolioNavDate.Portfolio.PortfolioId}, NavDate {portfolioNavDate.NavDate.Date}]: {portfolioSecurityList.Count} PortfolioSecurity Count");
IList <PortfolioNavDateSecurityPrice> portfolioNavDateSecurityPriceList = portfolioNavDateSecurityPriceRepository.GetPortfolioNavDateSecurityPriceListByPortfolioNavDate(session, portfolioNavDate);
IDictionary <long, Entities.PortfolioSecurity> portfolioSecurityDictionary = portfolioSecurityList.ToDictionary(x => x.PortfolioSecurityId);
IDictionary <long, PortfolioNavDateSecurityPrice> portfolioNavDateSecurityPriceDictionary = portfolioNavDateSecurityPriceList.ToDictionary(x => x.PortfolioSecurity.PortfolioSecurityId);
IList <long> missingPortfolioSecurityList = portfolioSecurityDictionary.Keys.Except(portfolioNavDateSecurityPriceDictionary.Keys).ToList();
logger.Log(LogLevel.Info, $"[PortfolioNavDate: PortfolioId {portfolioNavDate.Portfolio.PortfolioId}, NavDate {portfolioNavDate.NavDate.Date}]: {portfolioNavDateSecurityPriceList.Count}/{portfolioSecurityList.Count} PortfolioSecurityPrices already been created");
logger.Log(LogLevel.Info, $"[PortfolioNavDate: PortfolioId {portfolioNavDate.Portfolio.PortfolioId}, NavDate {portfolioNavDate.NavDate.Date}]: {missingPortfolioSecurityList.Count} PortfolioSecurityPrices need to be created");
using (var transaction = session.BeginTransaction())
{
foreach (var portfolioSecurityId in missingPortfolioSecurityList)
{
Entities.PortfolioSecurity portfolioSecurity = portfolioSecurityDictionary[portfolioSecurityId];
PortfolioNavDateSecurityPrice portfolioNavDateSecurityPrice = new PortfolioNavDateSecurityPrice()
{
PortfolioNavDate = portfolioNavDate,
PortfolioSecurity = portfolioSecurity,
PriceStatus = PriceStatus.ToBeRequested,
CreateDate = DateTime.Now,
UpdateDate = DateTime.Now,
Currency = portfolioSecurity.Security.Currency
};
portfolioNavDateSecurityPriceRepository.SaveOrUpdate(session, portfolioNavDateSecurityPrice);
}
transaction.Commit();
logger.Log(LogLevel.Info, $"[PortfolioNavDate: PortfolioId {portfolioNavDate.Portfolio.PortfolioId}, NavDate {portfolioNavDate.NavDate.Date}]: {missingPortfolioSecurityList.Count} PortfolioSecurityPrices created");
}
}
}
private void SendSecurityPriceRequest(IModel channel, ISession session, PortfolioNavDateSecurityPrice portfolioNavDateSecurityPrice)
{
var securityPriceRequest = new SecurityPriceRequest()
{
Symbol = portfolioNavDateSecurityPrice.PortfolioSecurity.Security.Symbol,
NavDate = portfolioNavDateSecurityPrice.PortfolioNavDate.NavDate.Date,
MessageId = Guid.NewGuid().ToString()
};
channel.PublishMessageOnQueue(securityPriceRequest, Queues.SecurityPriceRequestQueue);
logger.Log(LogLevel.Info, $"SecurityPriceRequest has been sent: Symbol {securityPriceRequest.Symbol}, NavDate {securityPriceRequest.NavDate.Date}, MessageId {securityPriceRequest.MessageId}");
portfolioNavDateSecurityPrice.PriceStatus = PriceStatus.Requested;
portfolioNavDateSecurityPrice.UpdateDate = DateTime.Now;
portfolioNavDateSecurityPriceRepository.SaveOrUpdate(session, portfolioNavDateSecurityPrice);
}
