public BasketSecurityPortfolioTargetRepository CreateRepository(IDataManager manager)
{
var targets = manager.GetBasketProtfolioSecurityTargets();
var result = new BasketSecurityPortfolioTargetRepository(targets);
return(result);
}
public BasketSecurityPortfolioTargetRepository CreateRepository(
IEnumerable <BasketPortfolioSecurityTargetInfo> targetInfos
)
{
var result = new BasketSecurityPortfolioTargetRepository(targetInfos);
return(result);
}
public SecurityModel CreateSecurity(
TargetingTypeGroup targetingTypeGroup,
IBasket basket,
ISecurity security,
IEnumerable <BroadGlobalActivePortfolio> bgaPortfolios,
TargetingTypeGroupBasketSecurityBaseValueRepository ttgbsbvRepository,
BasketSecurityPortfolioTargetRepository bsptRepository,
PortfolioRepository portfolioRepository
)
{
var portfolioTargets = new List <PortfolioTargetModel>();
var targetsOfSecurity = bsptRepository.GetTargets(basket, security);
var targetsByPortfolio = targetsOfSecurity.ToDictionary(x => x.PortfolioId);
foreach (var bgaPortfolio in bgaPortfolios)
{
var portfolioTargetExpression = this.modelBuilder.CreatePortfolioTargetExpression(bgaPortfolio.Name);
var portfolioModel = new PortfolioTargetModel(bgaPortfolio, portfolioTargetExpression);
BasketPortfolioSecurityTargetInfo target;
if (targetsByPortfolio.TryGetValue(bgaPortfolio.Id, out target))
{
// there is a target for the given portfolio
portfolioModel.Target.InitialValue = target.Target;
}
portfolioTargets.Add(portfolioModel);
}
var baseExpression = this.modelBuilder.CreateBaseExpression();
var baseInfoOpt = ttgbsbvRepository.TryGetBaseValue(targetingTypeGroup, basket, security);
if (baseInfoOpt != null)
{
// there is a base value for this security already defined
baseExpression.InitialValue = baseInfoOpt.BaseValue;
}
else
{
// it will have a default base value which is null)
}
var benchmarkExpression = this.modelBuilder.CreateBenchmarkExpression();
var baseActiveExpression = this.modelBuilder.CreateBaseActiveExpression(baseExpression, benchmarkExpression);
var securityModel = new SecurityModel(
security,
baseExpression,
benchmarkExpression,
portfolioTargets,
baseActiveExpression
);
return(securityModel);
}
public CoreModel GetCoreModel(
TargetingTypeGroup targetingTypeGroup,
IBasket basket,
SecurityRepository securityRepository,
TargetingTypeGroupBasketSecurityBaseValueRepository ttgbsbvRepository,
BasketSecurityPortfolioTargetRepository bpstRepository,
PortfolioRepository portfolioRepository
)
{
var bgaPortfolios = targetingTypeGroup.GetBgaPortfolios();
// both base values and target values can contribute to the list of securities
var securityIds = ttgbsbvRepository
.GetBaseValues(targetingTypeGroup, basket).Select(x => x.SecurityId)
.Union(bpstRepository.GetTargets(basket).Select(x => x.SecurityId));
var securityModels = new List <SecurityModel>();
foreach (var securityId in securityIds)
{
var security = securityRepository.GetSecurity(securityId);
var securityModel = this.CreateSecurity(
targetingTypeGroup,
basket,
security,
bgaPortfolios,
ttgbsbvRepository,
bpstRepository,
portfolioRepository
);
securityModels.Add(securityModel);
}
var portfolios = bgaPortfolios.Select(portfolio => {
return(new PortfolioModel(
portfolio,
this.modelBuilder.CreatePortfolioTargetTotalExpression(portfolio, securityModels)
));
}
).ToArray();
var baseTotalExpression = this.modelBuilder.CreateBaseTotalExpression(securityModels);
var benchmarkTotalExpression = this.modelBuilder.CreateBenchmarkTotalExpression(securityModels);
var baseActiveTotalExpression = this.modelBuilder.CreateBaseActiveTotalExpression(securityModels);
var core = new CoreModel(
targetingTypeGroup,
basket,
portfolios,
securityModels,
baseTotalExpression,
benchmarkTotalExpression,
baseActiveTotalExpression
);
return(core);
}