public ScenarioDetail Add(int scenarioGroupID)
{
ScenarioDetail detail = new ScenarioDetail();
detail.Default(Context.UserName);
var scenarioGroup = Context.ScenarioGroups.Find(scenarioGroupID);
scenarioGroup.ScenarioDetails.Add(detail);
detail.ScenarioGroup = scenarioGroup;
detail.ScenarioGroupID = scenarioGroup.ScenarioGroupID;
detail.Name = "Scenario Name";
return detail;
}
public ScenarioUnit AddFirstUnit(ScenarioDetail scenarioDetail, IEnumerable<RiskFactorDimension> riskFactorDimensions)
{
ScenarioUnit unit = new ScenarioUnit();
unit.Default(Context.UserName);
scenarioDetail.ScenarioUnits.Add(unit);
unit.ScenarioDetail = scenarioDetail;
ScenarioPoint point;
for (int points=0; points < Math.Pow(2,riskFactorDimensions.Count()); points++)
{
point = AddPoint(scenarioDetail, riskFactorDimensions);
ScenarioUnitPoint scenarioUnitPoint = new ScenarioUnitPoint();
scenarioUnitPoint.Default(Context.UserName);
scenarioUnitPoint.ScenarioUnit = unit;
scenarioUnitPoint.ScenarioPoint = point;
unit.ScenarioUnitPoints.Add(scenarioUnitPoint);
}
if (scenarioDetail.Status == EntityStatus.Approved)
scenarioDetail.Modified(Context.UserName);
return unit;
}
public async Task <ScenarioViewInputs> getScenarioViewDetails(int scenarioid, string currentModel)
{
ScenarioViewInputs inputs = null;
try
{
ScenarioDetail scenario = new ScenarioDetail();
scenario = await _dbContext.ScenarioDetails.Where(x => x.ScenarioId == scenarioid && x.IsActive == true).FirstOrDefaultAsync();
if (scenario != null)
{
inputs = new ScenarioViewInputs();
inputs.ScenarioName = scenario.ScenarioName;
inputs.BaseScenarioId = (int)scenario.BaseScenarioId;
inputs.ScenarioRemarks = scenario.Comments;
inputs.IsEnergyBalance = scenario.IsEnergyBalanceIncluded;
inputs.scenarioMode = scenario.ScenarioMode;
string baseSecnarioName = "";
baseSecnarioName = _dbContext.ScenarioDetails.Where(x => x.ScenarioId == scenario.BaseScenarioId && x.IsActive == true).Select(x => x.ScenarioName).FirstOrDefault();
inputs.BaseScenarioName = baseSecnarioName;
List <ScenarioBases> scenarioBase = _dbContext.ScenarioDetails.Where(x => x.IsActive == true).AsEnumerable().Select((w, i) => new ScenarioBases
{
ScenarioId = w.ScenarioId,
ScenarioName = w.ScenarioName
}).ToList();
inputs.scenarioBase = scenarioBase;
List <ScenarioModels> scenarioModels = _dbContext.ModelDetails.AsEnumerable().Select((w, i) => new ScenarioModels
{
ModelId = w.ModelId,
ModelCode = w.ModelCode,
ModelName = w.ModelName
}).ToList();
inputs.scenarioModels = scenarioModels;
List <CommonHeader> scenarioSelectedModels = null;
scenarioSelectedModels = _dbContext.Database.SqlQuery <CommonHeader>("[E2MAS].[API_GetModelStatus] @SCENARIOID,@MODELCODE",
new SqlParameter {
ParameterName = "@SCENARIOID", SqlDbType = SqlDbType.Int, Direction = ParameterDirection.Input, Value = scenarioid
},
new SqlParameter {
ParameterName = "@MODELCODE", SqlDbType = SqlDbType.Char, Direction = ParameterDirection.Input, Value = currentModel
}).ToList();
inputs.scenarioSelectedModels = scenarioSelectedModels;
List <ScenarioCountries> scenarioCountries = await _dbContext.Database.SqlQuery <ScenarioCountries>("[E2MAS].[API_GetCountryList]").ToListAsync();
inputs.scenarioCountries = scenarioCountries;
List <CommonInputCountries> scenarioSelectedcountries = _dbContext.Database.SqlQuery <CommonInputCountries>("[E2MAS].[API_GetScenarioCountries] @SCENARIOID",
new SqlParameter {
ParameterName = "@SCENARIOID", SqlDbType = SqlDbType.Int, Direction = ParameterDirection.Input, Value = scenarioid
}).ToList();
inputs.scenarioSelectedcountries = scenarioSelectedcountries;
CommonInputYears years = _dbContext.Database.SqlQuery <CommonInputYears>("[E2MAS].[API_GetScenarioInputDetails] @SCENARIOID",
new SqlParameter {
ParameterName = "@SCENARIOID", SqlDbType = SqlDbType.Int, Direction = ParameterDirection.Input, Value = scenarioid
}).FirstOrDefault();
inputs.InputYears = years;
}
return(inputs);
}
catch (Exception ex)
{
throw ex;
}
}
void OnIntensityChanged(int intensityLevel, ScenarioDetail detail)
{
ClearParameters();
foreach (var parameter in detail.Parameters)
{
if (parameter is BoolParameter)
{
var boolParameter = parameter as BoolParameter;
var p = Instantiate(BoolParameterPrefab);
string parameterName = parameter.Name;
p.GetComponentInChildren <Text>().text = parameter.DisplayName;
p.transform.SetParent(parametersPanel);
var toggle = p.GetComponentInChildren <Toggle>();
toggle.onValueChanged.AddListener(
delegate(bool value) { boolParameters[parameterName] = value; }
);
toggle.isOn = boolParameter.IntensityDefault[intensityLevel];
boolParameters[parameterName] = boolParameter.IntensityDefault[intensityLevel];
}
else if (parameter is IntParameter)
{
var intParameter = parameter as IntParameter;
var p = Instantiate(IntParameterPrefab);
string parameterName = parameter.Name;
p.GetComponentInChildren <Text>().text = parameter.DisplayName;
p.transform.SetParent(parametersPanel);
var slider = p.GetComponentInChildren <Slider>();
slider.minValue = intParameter.Min;
slider.maxValue = intParameter.Max;
slider.onValueChanged.AddListener(
delegate(float value) { intParameters[parameterName] = (int)value; }
);
slider.value = intParameter.IntensityDefault[intensityLevel];
intParameters[parameterName] = intParameter.IntensityDefault[intensityLevel];
}
else if (parameter is FloatParameter)
{
var floatParameter = parameter as FloatParameter;
var p = Instantiate(FloatParameterPrefab);
string parameterName = parameter.Name;
p.GetComponentInChildren <Text>().text = parameter.DisplayName;
p.transform.SetParent(parametersPanel);
var slider = p.GetComponentInChildren <Slider>();
slider.minValue = floatParameter.Min;
slider.maxValue = floatParameter.Max;
slider.onValueChanged.AddListener(
delegate(float value) { floatParameters[parameterName] = value; }
);
slider.value = floatParameter.IntensityDefault[intensityLevel];
floatParameters[parameterName] = floatParameter.IntensityDefault[intensityLevel];
}
else if (parameter is ChoiceParameter)
{
var choiceParameter = parameter as ChoiceParameter;
var p = Instantiate(StringParameterPrefab);
string parameterName = parameter.Name;
p.GetComponentInChildren <Text>().text = parameter.DisplayName;
p.transform.SetParent(parametersPanel);
var dropdown = p.GetComponentInChildren <Dropdown>();
dropdown.ClearOptions();
dropdown.AddOptions(choiceParameter.Values);
dropdown.onValueChanged.AddListener(
delegate(int value) { choiceParameters[parameterName] = new Choice()
{
Text = dropdown.options[value].text, Index = value
}; }
);
choiceParameters[parameterName] = new Choice()
{
Text = dropdown.options[choiceParameter.IntensityDefault[intensityLevel]].text,
Index = choiceParameter.IntensityDefault[intensityLevel]
};
dropdown.value = choiceParameter.IntensityDefault[intensityLevel];
}
}
}
private void ExpireScenario(ScenarioDetail detail)
{
}
private ScenarioPoint AddPoint(ScenarioDetail scenarioDetail, IEnumerable<RiskFactorDimension> riskFactorDimensions)
{
ScenarioPoint scenarioPoint = new ScenarioPoint();
scenarioPoint.Default(Context.UserName);
scenarioDetail.ScenarioPoints.Add(scenarioPoint);
foreach (RiskFactorDimension dimension in riskFactorDimensions)
{
ScenarioPointCoordinate coordinate = new ScenarioPointCoordinate();
coordinate.Default(Context.UserName);
scenarioPoint.ScenarioPointCoordinates.Add(coordinate);
coordinate.ScenarioPoint = scenarioPoint;
coordinate.RiskFactorDimension = dimension;
}
return scenarioPoint;
}
protected override void BeforeSave()
{
DateTime timestamp = DateTime.UtcNow;
//find all changed enities
var modifiedEntities = Context.ChangeTracker.Entries<ScenarioDetail>()
.Where(p => p.State == EntityState.Modified)
.Select(p => p.Entity);
foreach (ScenarioDetail detail in modifiedEntities)
{
//main entity, for which we keep versioning
Scenario mainEntity = detail.Scenario;
ICollection<ScenarioDetail> mainEntityDetails = mainEntity.ScenarioDetails;
if (detail.Status == EntityStatus.ExpiredInSession)
{
foreach (ScenarioDetail item in mainEntityDetails)
{
if (detail.ScenarioDetailID != item.ScenarioDetailID)
{
item.EndTime = detail.EndTime;
item.ModifiedBy = detail.ModifiedBy;
item.ModifiedAt = detail.ModifiedAt;
}
}
mainEntity.EndTime = detail.EndTime;
mainEntity.ModifiedBy = detail.ModifiedBy;
mainEntity.ModifiedAt = detail.ModifiedAt;
}
if (detail.Status == EntityStatus.ApprovedInSession)
{
//entity has been approved
//mark existing details as expired
foreach (ScenarioDetail item in mainEntityDetails)
{
if (detail.ScenarioDetailID != item.ScenarioDetailID)
{
item.Latest = false;
item.EndTime = detail.ApprovedAt.Value;
detail.StartTime = detail.ApprovedAt.Value;
}
}
//check if main entity is approved - if not copy details
if (mainEntity.Status != EntityStatus.Approved)
{
mainEntity.ApprovedAt = detail.ApprovedAt;
mainEntity.ApprovedBy = detail.ApprovedBy;
mainEntity.StartTime = detail.StartTime;
}
}
else if (detail.Status == EntityStatus.UnapprovedInSession)
{
//new version of the entity
//we are creating a copy of currently edited entity
//and add it back to context
ScenarioDetail copy = new ScenarioDetail();
mainEntity.ScenarioDetails.Add(copy);
//copy values from original
Context.Entry(copy).CurrentValues.SetValues(detail);
//reset auditing
copy.ResetCopy();
//revert the changes - done implicitly
Context.Entry(detail).State = EntityState.Unchanged;
//remove latest flag
detail.Latest = false;
}
}
}
public Scenario DeepCopy(Scenario scenario, string scenarioName = "")
{
Scenario copyScenario = new Scenario();
Context.Scenarios.Add(copyScenario);
//copy values from original and reset audit
Context.Entry(copyScenario).CurrentValues.SetValues(scenario);
copyScenario.Default(Context.UserName);
ScenarioDetail copyDetail = new ScenarioDetail();
Context.ScenarioDetails.Add(copyDetail);
Context.Entry(copyDetail).CurrentValues.SetValues(scenario.ScenarioDetail);
copyDetail.Default(Context.UserName);
copyDetail.Name = scenarioName;
copyScenario.ScenarioDetails.Add(copyDetail);
//copy locuses
foreach (ScenarioLocus locus in scenario.ScenarioDetail.ScenarioLocuses.ToList())
{
ScenarioLocus copyLocus = new ScenarioLocus();
Context.ScenarioLocuses.Add(copyLocus);
Context.Entry(copyLocus).CurrentValues.SetValues(locus);
copyLocus.Default(Context.UserName);
copyDetail.ScenarioLocuses.Add(copyLocus);
//copy locus dim items
foreach (ScenarioLocusDimItem dimItem in locus.ScenarioLocusDimItems.ToList())
{
ScenarioLocusDimItem copyDimItem = new ScenarioLocusDimItem();
Context.ScenarioLocusDimItems.Add(copyDimItem);
Context.Entry(copyDimItem).CurrentValues.SetValues(dimItem);
copyDimItem.Default(Context.UserName);
copyLocus.ScenarioLocusDimItems.Add(copyDimItem);
}
//copy locus dim groups
foreach (ScenarioLocusDimGroup dimGroup in locus.ScenarioLocusDimGroups.ToList())
{
ScenarioLocusDimGroup copyDimGroup = new ScenarioLocusDimGroup();
Context.ScenarioLocusDimGroups.Add(copyDimGroup);
Context.Entry(copyDimGroup).CurrentValues.SetValues(dimGroup);
copyDimGroup.Default(Context.UserName);
copyLocus.ScenarioLocusDimGroups.Add(copyDimGroup);
}
}
//copy points
foreach (ScenarioPoint point in scenario.ScenarioDetail.ScenarioPoints.ToList())
{
ScenarioPoint copyPoint = new ScenarioPoint();
Context.ScenarioPoints.Add(copyPoint);
Context.Entry(copyPoint).CurrentValues.SetValues(point);
copyPoint.Default(Context.UserName);
copyDetail.ScenarioPoints.Add(copyPoint);
//copy coordinates
foreach (ScenarioPointCoordinate coordinate in point.ScenarioPointCoordinates.ToList())
{
ScenarioPointCoordinate copyCoordinate = new ScenarioPointCoordinate();
Context.ScenarioPointCoordinates.Add(copyCoordinate);
Context.Entry(copyCoordinate).CurrentValues.SetValues(coordinate);
copyCoordinate.Default(Context.UserName);
copyPoint.ScenarioPointCoordinates.Add(copyCoordinate);
}
}
//copy untis
foreach (ScenarioUnit unit in scenario.ScenarioDetail.ScenarioUnits.ToList())
{
ScenarioUnit copyUnit = new ScenarioUnit();
Context.ScenarioUnits.Add(copyUnit);
Context.Entry(copyUnit).CurrentValues.SetValues(unit);
copyUnit.Default(Context.UserName);
copyDetail.ScenarioUnits.Add(copyUnit);
//copy coordinates
foreach (ScenarioUnitPoint unitPoint in unit.ScenarioUnitPoints.ToList())
{
ScenarioUnitPoint copyUnitPoint = new ScenarioUnitPoint();
Context.ScenarioUnitPoints.Add(copyUnitPoint);
Context.Entry(copyUnitPoint).CurrentValues.SetValues(unitPoint);
copyUnitPoint.Default(Context.UserName);
copyUnit.ScenarioUnitPoints.Add(copyUnitPoint);
}
}
return copyScenario;
}
public ScenarioLocus AddLocus(ScenarioDetail scenarioDetail)
{
ScenarioLocus locus = new ScenarioLocus();
locus.Default(Context.UserName);
if (Context.ScenarioLocuses.Count() > 0)
locus.ScenarioLocusID = Context.ScenarioLocuses.Max(x => x.ScenarioLocusID) + 1;
else
locus.ScenarioLocusID = 1;
scenarioDetail.ScenarioLocuses.Add(locus);
if (scenarioDetail.Status == EntityStatus.Approved)
scenarioDetail.Modified(Context.UserName);
return locus;
}
public ScenarioModel GetScenarioModel(ScenarioDetail detail)
{
return new ScenarioModel() { Name = detail.Name, ParentID = detail.ScenarioGroupID, ID = detail.ScenarioID * -1, IsScenario = true };
}
internal static void AddScenarios(ScenarioGeneratorModel context)
{
DateTime now = context.AsOfDate;
ScenarioGroup sg1 = context.ScenarioGroupDetails.Where(x => x.Name == "Cyprus Contagion").First().ScenarioGroup;
ScenarioGroup sg2 = context.ScenarioGroupDetails.Where(x => x.Name == "Double Dip Recession").First().ScenarioGroup;
ScenarioGroup sg3 = context.ScenarioGroupDetails.Where(x => x.Name == "Eurozone Crisis").First().ScenarioGroup;
RiskFactorType rft1 = context.RiskFactorTypeDetails.Where(x => x.Name == "IR Volatility").First().RiskFactorType;
RiskFactorType rft2 = context.RiskFactorTypeDetails.Where(x => x.Name == "FX Rate").First().RiskFactorType;
RiskFactorType rft3 = context.RiskFactorTypeDetails.Where(x => x.Name == "FX Volatility").First().RiskFactorType;
ScenarioDetail scd;
Scenario sc = new Scenario() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B" };
context.Scenarios.Add(sc);
scd = new ScenarioDetail() { Name = "Scenario IR Rate (v1)", StartTime = now.AddDays(-80), EndTime = now.AddDays(-50), CreatedAt = now.AddDays(-120), CreatedBy = "A", ApprovedAt = now.AddDays(-80), ApprovedBy = "B", ModifiedAt = now.AddDays(-110), ModifiedBy = "C", ScenarioGroup = sg1, RiskFactorType = rft2, Latest = false };
sc.ScenarioDetails.Add(scd);
scd = new ScenarioDetail() { Name = "Scenario IR Rate (v2)", StartTime = now.AddDays(-50), EndTime = now.AddDays(-20), CreatedAt = now.AddDays(-75), CreatedBy = "A", ApprovedAt = now.AddDays(-50), ApprovedBy = "B", ModifiedAt = now.AddDays(-60), ModifiedBy = "C", ScenarioGroup = sg1, RiskFactorType = rft2, Latest = false };
sc.ScenarioDetails.Add(scd);
scd = new ScenarioDetail() { Name = "Scenario IR Rate (v3)", StartTime = now.AddDays(-20), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-30), CreatedBy = "A", ApprovedAt = now.AddDays(-20), ApprovedBy = "B", ModifiedAt = now.AddDays(-35), ModifiedBy = "C", ScenarioGroup = sg1, RiskFactorType = rft2, Latest = false };
sc.ScenarioDetails.Add(scd);
scd = new ScenarioDetail() { Name = "Scenario IR Rate", StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-10), CreatedBy = "A", ModifiedAt = now.AddDays(-5), ModifiedBy = "C", ScenarioGroup = sg1, RiskFactorType = rft2, Latest = true };
sc.ScenarioDetails.Add(scd);
Scenario sc2 = new Scenario() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-50), ApprovedBy = "B", BaseScenario = sc };
context.Scenarios.Add(sc2);
scd = new ScenarioDetail() { Name = "Scenario IR Volatility (v1)", StartTime = now.AddDays(-50), EndTime = now.AddDays(-25), CreatedAt = now.AddDays(-30), CreatedBy = "A", ApprovedAt = now.AddDays(-50), ApprovedBy = "B", ModifiedAt = now.AddDays(-550), ModifiedBy = "C", ScenarioGroup = sg2, RiskFactorType = rft1, Latest = false };
sc2.ScenarioDetails.Add(scd);
scd = new ScenarioDetail() { Name = "Scenario IR Volatility (v2)", StartTime = now.AddDays(-25), EndTime = now.AddDays(-10), CreatedAt = now.AddDays(-38), CreatedBy = "A", ApprovedAt = now.AddDays(-25), ApprovedBy = "B", ModifiedAt = now.AddDays(-30), ModifiedBy = "C", ScenarioGroup = sg2, RiskFactorType = rft1, Latest = false };
sc2.ScenarioDetails.Add(scd);
scd = new ScenarioDetail() { Name = "Scenario IR Volatility (v3)", StartTime = now.AddDays(-10), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-15), CreatedBy = "A", ApprovedAt = now.AddDays(-10), ApprovedBy = "B", ModifiedAt = now.AddDays(-17), ModifiedBy = "C", ScenarioGroup = sg2, RiskFactorType = rft1, Latest = false };
sc2.ScenarioDetails.Add(scd);
scd = new ScenarioDetail() { Name = "Scenario IR Volatility", StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-5), CreatedBy = "A", ModifiedAt = now.AddDays(-3), ModifiedBy = "C", ScenarioGroup = sg3, RiskFactorType = rft1, Latest = true };
sc2.ScenarioDetails.Add(scd);
Scenario sc3 = new Scenario() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-80), CreatedBy = "A", ApprovedAt = now.AddDays(-50), ApprovedBy = "B"};
context.Scenarios.Add(sc3);
scd = new ScenarioDetail() { Name = "IR Bond Swap Spread", StartTime = now.AddDays(-50), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-80), CreatedBy = "A", ApprovedAt = now.AddDays(-50), ApprovedBy = "B", ScenarioGroup = sg3, RiskFactorType = rft1, Latest = true };
sc3.ScenarioDetails.Add(scd);
scd.Scenario = sc3;
Scenario sc4 = new Scenario() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-80), CreatedBy = "A", ApprovedAt = now.AddDays(-50), ApprovedBy = "B" };
context.Scenarios.Add(sc4);
scd = new ScenarioDetail() { Name = "FX Volatility", StartTime = now.AddDays(-50), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-80), CreatedBy = "A", ApprovedAt = now.AddDays(-50), ApprovedBy = "B", ScenarioGroup = sg3, RiskFactorType = rft3, Latest = true };
sc4.ScenarioDetails.Add(scd);
scd.Scenario = sc4;
context.SaveChanges();
}
