public RootModel(
TargetingType targetingType,
BroadGlobalActivePortfolio portfolio,
TargetingTypeBasketBaseValueChangesetInfo latestTtbbvChangesetInfo,
TargetingTypeBasketPortfolioTargetChangesetInfo latestTtbptChangesetInfo,
BgaPortfolioSecurityFactorChangesetInfo latestPstoChangesetInfo,
BuPortfolioSecurityTargetChangesetInfo latestPstChangesetInfo,
GlobeModel globe,
CashModel cash,
Overlaying.RootModel factors,
IExpression <Decimal?> portfolioScaledGrandTotalExpression,
IExpression <Decimal?> trueExposureGrandTotal,
IExpression <Decimal?> trueActiveGrandTotal,
DateTime benchmarkDate,
Boolean isUserPermittedToSave
)
{
this.TargetingType = targetingType;
this.Portfolio = portfolio;
this.LatestTtbbvChangeset = latestTtbbvChangesetInfo;
this.LatestTtbptChangeset = latestTtbptChangesetInfo;
this.LatestPstoChangeset = latestPstoChangesetInfo;
this.LatestPstChangeset = latestPstChangesetInfo;
this.Globe = globe;
this.Cash = cash;
this.Factors = factors;
this.PortfolioScaledGrandTotal = portfolioScaledGrandTotalExpression;
this.TrueExposureGrandTotal = trueExposureGrandTotal;
this.TrueActiveGrandTotal = trueActiveGrandTotal;
this.BenchmarkDate = benchmarkDate;
this.IsUserPermittedToSave = isUserPermittedToSave;
}
protected IEnumerable <IValidationIssue> ValidateFactors(Overlaying.RootModel overlay)
{
return(overlay.Items.SelectMany(item =>
{
return base.ValidateScope(item.BottomUpPortfolio.Name, item.OverlayFactor.Validate());
}));
}
protected Overlaying.RootModel DeserializeOverlay(
JsonReader reader,
SecurityRepository securityRepository,
PortfolioRepository portfolioRepository
)
{
var items = reader.ReadArray(JsonNames.Items, delegate
{
return(this.DeserializeOverlayItem(
reader,
securityRepository,
portfolioRepository
));
});
var result = new Overlaying.RootModel(items);
return(result);
}
protected void SerializeOverlay(Overlaying.RootModel overlay, IJsonWriter writer, CalculationTicket ticket)
{
writer.WriteArray(overlay.Items, JsonNames.Items, item =>
{
writer.Write(delegate
{
#warning set up a special object for JSON property names in order not to confuse them with string values
writer.Write(JsonNames.Portfolio, delegate
{
this.portfolioSerializer.SerializeBottomUpPortfolio(item.BottomUpPortfolio, writer);
});
this.expressionWriter.SerializeOnceResolved(
item.OverlayFactor,
JsonNames.OverlayFactor,
writer,
ticket
);
});
});
}
protected void TraverseOverlay(Overlaying.RootModel model, List <IExpression> result)
{
model.Items.ForEach(item => result.Add(item.OverlayFactor));
}
