Example #1
0
 public PortfolioComponentView(IInstrument instrument, decimal modelAllocation, PortfolioComponentView parent)
     : this(parent)
 {
     PortfolioComponentType = PortfolioComponentType.Instrument;
     ComponentKey = instrument.Key;
     ComponentName = instrument.DisplayName;
     ModelAllocation = modelAllocation;
 }
Example #2
0
 public PortfolioComponentView(IModelVersion modelVersion, decimal modelAllocation, PortfolioComponentView parent)
     : this(parent)
 {
     PortfolioComponentType = PortfolioComponentType.Model;
     ComponentKey = modelVersion.Key;
     ComponentName = modelVersion.ParentModel.ModelName;
     ModelAllocation = modelAllocation;
 }
 private static IEnumerable<PortfolioComponentView> allDescendantInstruments(List<PortfolioComponentView> allComponents,
                                                                             PortfolioComponentView component)
 {
     if (component.PortfolioComponentType == PortfolioComponentType.Instrument ||
         component.PortfolioComponentType == PortfolioComponentType.Cash)
         return EnumerableExtensions.Singleton(component);
     else
         return allComponents.Where(c => c.Parent == component)
                             .Select(c => allDescendantInstruments(allComponents, c))
                             .Aggregate(Enumerable.Empty<PortfolioComponentView>(), Enumerable.Concat);
 }
Example #4
0
 private PortfolioComponentView(PortfolioComponentView parent)
 {
     Parent = parent;
 }
        private static IEnumerable<PortfolioComponentView> expandModelVersion(IDalSession session,
            IModelVersion modelVersion, decimal allocation, PortfolioComponentView parent)
        {
            PortfolioComponentView model = new PortfolioComponentView(modelVersion, allocation, parent);

            return modelVersion.ModelComponents
                               .OrderBy(mc => mc.ModelComponentType == ModelComponentType.Instrument ? 0 : 1)
                               .ThenBy(mc => mc.ComponentName)
                               //.Where(mc => mc.ModelComponentKey != 13258)
                               .Select(mc => expandModelComponent(session, mc, allocation * mc.Allocation, model))
                               .Aggregate(EnumerableExtensions.Singleton(model),
                                          Enumerable.Concat);
        }
        private static IEnumerable<PortfolioComponentView> expandModelComponent(IDalSession session,
            IModelComponent modelComponent, decimal allocation, PortfolioComponentView parent)
        {
            switch (modelComponent.ModelComponentType)
            {
                case ModelComponentType.Model:
                    return expandModelVersion(session, ModelMapper.GetModelVersion(session, modelComponent.ModelComponentKey),
                                                       allocation, parent);

                default:
                    //if (modelComponent.ModelComponentKey == 13257)
                    //    return EnumerableExtensions.Singleton(new PortfolioComponentView(
                    //               InstrumentMapper.GetTradeableInstrument(session, modelComponent.ModelComponentKey), 0.12m, parent));
                    //else
                    ITradeableInstrument instrument = InstrumentMapper.GetTradeableInstrument(session, modelComponent.ModelComponentKey);
                    if (instrument != null)
                        return EnumerableExtensions.Singleton(new PortfolioComponentView(instrument, allocation, parent));
                    else
                        return Enumerable.Empty<PortfolioComponentView>();
            }
        }