public IHttpActionResult CreateNewModel_Client(RebalanceCreationModel model)
{
Client client = edisRepo.GetClientSync(User.Identity.GetUserId(), DateTime.Now);
ClientGroup clientGroup = edisRepo.GetClientGroupSync(client.ClientGroupId, DateTime.Now);
if (model != null)
{
List <Domain.Portfolio.Rebalance.TemplateDetailsItemParameter> parameters = new List <Domain.Portfolio.Rebalance.TemplateDetailsItemParameter>();
foreach (var parameter in model.parameters)
{
parameters.Add(new Domain.Portfolio.Rebalance.TemplateDetailsItemParameter {
EquityId = parameter.parameterId,
ItemName = parameter.parameterName,
CurrentWeighting = (double)parameter.weighting,
ModelId = model.modelId,
identityMetaKey = parameter.identityMetaKey
});
}
;
Domain.Portfolio.Rebalance.RebalanceModel newModel = new Domain.Portfolio.Rebalance.RebalanceModel {
ModelId = model.modelId,
ClientId = User.Identity.GetUserId(),
ClientGroupId = clientGroup.Id,
ModelName = model.name,
ProfileId = (int)Enum.Parse(typeof(RebalanceModelProfile), model.profileId),
TemplateDetailsItemParameters = parameters
};
if (model.modelId != null)
{
edisRepo.UpdateRebalanceModel(newModel);
}
else
{
edisRepo.CreateRebalanceModel(newModel);
}
return(Ok());
//rebRepo.CreateNewModel(model, User.Identity.GetUserId());
}
return(BadRequest());
}
public RebalanceModel GetRebalanceModel(List <AssetBase> allAssets, Domain.Portfolio.Rebalance.RebalanceModel savedModel, ClientGroup clientGroup = null, Client client = null)
{
var weightings = allAssets.OfType <Equity>().Cast <AssetBase>().ToList().GetAssetWeightings();
var totalMarketValue = allAssets.GetTotalMarketValue();
List <TemplateDetailsItemParameter> parameters = new List <TemplateDetailsItemParameter>();
List <DiversificationDatas> diversificationDatas = new List <DiversificationDatas>();
List <RebalanceDataAnalysisModel> rebalanceDataAnalysisModel = new List <RebalanceDataAnalysisModel>();
BalanceSheetAgainstModel balanceSeetAgainsModel = new BalanceSheetAgainstModel()
{
data = new List <BalanceSheetAgainstModelData>()
};
RegionalComparisonModel regionalComparisonModel = new RegionalComparisonModel()
{
data = new List <RegionalComparisonData>()
};
SectorialComparisonModel sectorialComparisonModel = new SectorialComparisonModel()
{
data = new List <SectorialComparisonData>()
};
MonthlyCashflowComparison monthlyCashflowComparison = new MonthlyCashflowComparison()
{
data = new List <MonthlyCashflowComparisonData>()
};
List <TransactionCostData> transactionCostData = new List <TransactionCostData>();
foreach (var parameter in savedModel.TemplateDetailsItemParameters)
{
//DiversificationDatas
string[] metaKeys = parameter.identityMetaKey.Split('#');
List <Equity> equitiesForGroup = new List <Equity>();
if (metaKeys[0] == edisRepo.GetEnumDescription(RebalanceClassificationType.Sectors))
{
equitiesForGroup = edisRepo.GetAllEquitiesBySectorName(metaKeys[1]);
}
else if (metaKeys[0] == edisRepo.GetEnumDescription(RebalanceClassificationType.Countries))
{
equitiesForGroup = edisRepo.GetAllEquitiesByResearchStringValue(metaKeys[1]);
}
double currentWeighting = 0;
if (metaKeys.Length == 2)
{
currentWeighting = getCurrentWeightingForEquityGroup(equitiesForGroup, weightings);
//multiple equities
}
else
{
currentWeighting = getCurrentWeightingForEquity(parameter.EquityId, weightings);
//RebalanceDataAnalysisModel
List <Equity> currentEquities = null;
if (clientGroup != null)
{
currentEquities = edisRepo.GetEquityForGroupAccountSync(parameter.EquityId, clientGroup);
}
else
{
currentEquities = edisRepo.GetEquityForClientAccountSync(parameter.EquityId, client);
}
int numberOfUnit = 0;
double value = 0;
double totalCost = 0;
double rating = 0;
foreach (var currentEquity in currentEquities)
{
numberOfUnit += (int)currentEquity.TotalNumberOfUnits;
value += currentEquity.GetTotalMarketValue();
totalCost += currentEquity.GetCost().Total;
switch (currentEquity.EquityType)
{
case EquityTypes.AustralianEquity:
rating += ((AustralianEquity)currentEquity).GetRating().TotalScore;
break;
case EquityTypes.InternationalEquity:
rating += ((InternationalEquity)currentEquity).GetRating().TotalScore;
break;
}
}
Equity selectedEquity = edisRepo.getEquityById(parameter.EquityId);
double reValue = currentWeighting * parameter.CurrentWeighting == 0 ? (double)(totalMarketValue * parameter.CurrentWeighting) : (double)(value / currentWeighting * parameter.CurrentWeighting);//(totalMarketValue * parameter.CurrentWeighting) == null ? 0 : (double)(totalMarketValue * parameter.CurrentWeighting);
int reUnit = reValue == 0 ? 0 : (int)(reValue / selectedEquity.LatestPrice);
double reProfitAndLoss = reValue - totalCost;
double differences = (reValue - value) / value;
var analysisGroup = rebalanceDataAnalysisModel.SingleOrDefault(a => a.groupName == metaKeys[1]);
if (analysisGroup == null)
{
analysisGroup = new RebalanceDataAnalysisModel {
groupName = metaKeys[1],
data = new List <RebalanceDataAnalysisData>(),
};
rebalanceDataAnalysisModel.Add(analysisGroup);
}
var index = rebalanceDataAnalysisModel.IndexOf(analysisGroup);
rebalanceDataAnalysisModel[index].data.Add(new RebalanceDataAnalysisData {
ticker = selectedEquity.Ticker,
name = selectedEquity.Name,
currentPrice = selectedEquity.LatestPrice,
currentExposure = new RebalanceDataAnalysisDataItem {
units = numberOfUnit,
value = value,
profitAndLoss = value - totalCost
},
rebalance = new RebalanceDataAnalysisDataItem {
value = reValue,
units = reUnit,
profitAndLoss = reProfitAndLoss
},
advantageousAndDisadvantageous = new RebalanceDataAnalysisAdvantageDisadvantage {
suitability = currentWeighting * rating,
differences = differences
//differenceToTarget = ?，
//target = ?
}
});
//BalanceSheetAgainstModel
var balanceSheet = balanceSeetAgainsModel.data.SingleOrDefault(a => a.groupName == metaKeys[1]);
if (balanceSheet == null)
{
balanceSheet = new BalanceSheetAgainstModelData {
groupName = metaKeys[1],
items = new List <BalanceSheetAgainstModelItem>()
};
balanceSeetAgainsModel.data.Add(balanceSheet);
}
var balanSheetIndex = balanceSeetAgainsModel.data.IndexOf(balanceSheet);
balanceSeetAgainsModel.data[balanSheetIndex].items.Add(new BalanceSheetAgainstModelItem {
current = value,
currentWeighting = currentWeighting,
proposed = reValue,
proposedWeighting = parameter.CurrentWeighting == null ? 0 : (double)parameter.CurrentWeighting,
difference = differences,
itemName = selectedEquity.Name
});
if (metaKeys[0] == edisRepo.GetEnumDescription(RebalanceClassificationType.Countries))
{
//RegionalComparisonModel
var regionModel = regionalComparisonModel.data.SingleOrDefault(a => a.groupName == metaKeys[1]);
if (regionModel == null)
{
regionModel = new RegionalComparisonData {
groupName = metaKeys[1],
items = new List <RegionalComparisonItem>()
};
regionalComparisonModel.data.Add(regionModel);
}
var regionModelIndex = regionalComparisonModel.data.IndexOf(regionModel);
regionalComparisonModel.data[regionModelIndex].items.Add(new RegionalComparisonItem {
current = value,
currentWeighting = currentWeighting,
proposed = reValue,
proposedWeighting = parameter.CurrentWeighting == null ? 0 : (double)parameter.CurrentWeighting,
difference = differences,
itemName = selectedEquity.Name
});
}
else if (metaKeys[0] == edisRepo.GetEnumDescription(RebalanceClassificationType.Sectors))
{
//SectoralComparisonModel
var sectorModel = sectorialComparisonModel.data.SingleOrDefault(a => a.groupName == metaKeys[1]);
if (sectorModel == null)
{
sectorModel = new SectorialComparisonData {
groupName = metaKeys[1],
items = new List <SectorialComparisonItem>()
};
sectorialComparisonModel.data.Add(sectorModel);
}
var sectorModelIndex = sectorialComparisonModel.data.IndexOf(sectorModel);
sectorialComparisonModel.data[sectorModelIndex].items.Add(new SectorialComparisonItem {
current = value,
currentWeighting = currentWeighting,
proposed = reValue,
proposedWeighting = parameter.CurrentWeighting == null ? 0 : (double)parameter.CurrentWeighting,
difference = differences,
itemName = selectedEquity.Name
});
}
//TransactionCostData
var transactionData = transactionCostData.SingleOrDefault(t => t.assetClass == metaKeys[1]);
if (transactionData == null)
{
transactionData = new TransactionCostData {
assetClass = metaKeys[1],
items = new List <TransactionCostDataItem>()
};
transactionCostData.Add(transactionData);
}
var transactionIndex = transactionCostData.IndexOf(transactionData);
transactionCostData[transactionIndex].items.Add(new TransactionCostDataItem {
buySell = reValue - value,
name = selectedEquity.Name,
profitLoss = reProfitAndLoss,
//transactionCost = ?,
netValue = reValue - value //- transactionCost
});
}
var sameGroup = diversificationDatas.FirstOrDefault(d => d.group == metaKeys[1]);
if (sameGroup != null)
{
sameGroup.modelWeighting += parameter.CurrentWeighting == null ? 0 : (double)parameter.CurrentWeighting;
sameGroup.portfolioWeighting += currentWeighting;
}
else
{
diversificationDatas.Add(new DiversificationDatas {
group = metaKeys[1],
modelWeighting = parameter.CurrentWeighting == null ? 0 : (double)parameter.CurrentWeighting,
portfolioWeighting = currentWeighting
});
}
//TemplateDetailsItemParameter
parameters.Add(new TemplateDetailsItemParameter {
id = parameter.EquityId,
itemName = parameter.ItemName,
identityMetaKey = parameter.identityMetaKey,
currentWeighting = parameter.CurrentWeighting == null ? 0 : (double)parameter.CurrentWeighting,
});
}
for (int i = 0; i < balanceSeetAgainsModel.data.Count; i++)
{
for (int j = 0; j < balanceSeetAgainsModel.data[i].items.Count; j++)
{
balanceSeetAgainsModel.data[i].current += balanceSeetAgainsModel.data[i].items[j].current;
balanceSeetAgainsModel.data[i].currentWeighting += balanceSeetAgainsModel.data[i].items[j].currentWeighting;
balanceSeetAgainsModel.data[i].proposed += balanceSeetAgainsModel.data[i].items[j].proposed;
balanceSeetAgainsModel.data[i].proposedWeighting += balanceSeetAgainsModel.data[i].items[j].proposedWeighting;
}
balanceSeetAgainsModel.data[i].difference = (balanceSeetAgainsModel.data[i].proposed - balanceSeetAgainsModel.data[i].current) / balanceSeetAgainsModel.data[i].current;
balanceSeetAgainsModel.current += balanceSeetAgainsModel.data[i].current;
balanceSeetAgainsModel.currentWeighting += balanceSeetAgainsModel.data[i].currentWeighting;
balanceSeetAgainsModel.proposed += balanceSeetAgainsModel.data[i].proposed;
balanceSeetAgainsModel.proposedWeighting += balanceSeetAgainsModel.data[i].proposedWeighting;
}
balanceSeetAgainsModel.difference = (balanceSeetAgainsModel.proposed - balanceSeetAgainsModel.current) / balanceSeetAgainsModel.current;
for (int i = 0; i < regionalComparisonModel.data.Count; i++)
{
for (int j = 0; j < regionalComparisonModel.data[i].items.Count; j++)
{
regionalComparisonModel.data[i].current += regionalComparisonModel.data[i].items[j].current;
regionalComparisonModel.data[i].currentWeighting += regionalComparisonModel.data[i].items[j].currentWeighting;
regionalComparisonModel.data[i].proposed += regionalComparisonModel.data[i].items[j].proposed;
regionalComparisonModel.data[i].proposedWeighting += regionalComparisonModel.data[i].items[j].proposedWeighting;
}
regionalComparisonModel.data[i].difference = (regionalComparisonModel.data[i].proposed - regionalComparisonModel.data[i].current) / regionalComparisonModel.data[i].current;
regionalComparisonModel.current += regionalComparisonModel.data[i].current;
regionalComparisonModel.currentWeighting += regionalComparisonModel.data[i].currentWeighting;
regionalComparisonModel.proposed += regionalComparisonModel.data[i].proposed;
regionalComparisonModel.proposedWeighting += regionalComparisonModel.data[i].proposedWeighting;
}
for (int i = 0; i < sectorialComparisonModel.data.Count; i++)
{
for (int j = 0; j < sectorialComparisonModel.data[i].items.Count; j++)
{
sectorialComparisonModel.data[i].current += sectorialComparisonModel.data[i].items[j].current;
sectorialComparisonModel.data[i].currentWeighting += sectorialComparisonModel.data[i].items[j].currentWeighting;
sectorialComparisonModel.data[i].proposed += sectorialComparisonModel.data[i].items[j].proposed;
sectorialComparisonModel.data[i].proposedWeighting += sectorialComparisonModel.data[i].items[j].proposedWeighting;
}
sectorialComparisonModel.data[i].difference = (sectorialComparisonModel.data[i].proposed - sectorialComparisonModel.data[i].current) / sectorialComparisonModel.data[i].current;
sectorialComparisonModel.current += sectorialComparisonModel.data[i].current;
sectorialComparisonModel.currentWeighting += sectorialComparisonModel.data[i].currentWeighting;
sectorialComparisonModel.proposed += sectorialComparisonModel.data[i].proposed;
sectorialComparisonModel.proposedWeighting += sectorialComparisonModel.data[i].proposedWeighting;
}
for (int i = 0; i < transactionCostData.Count; i++)
{
for (int j = 0; j < transactionCostData[i].items.Count; j++)
{
transactionCostData[i].buySell += transactionCostData[i].items[j].buySell;
transactionCostData[i].profitLoss += transactionCostData[i].items[j].profitLoss;
transactionCostData[i].transactionCost += transactionCostData[i].items[j].transactionCost;
transactionCostData[i].netValue += transactionCostData[i].items[j].netValue;
transactionCostData[i].extraDividend += transactionCostData[i].items[j].extraDividend;
transactionCostData[i].extraMER += transactionCostData[i].items[j].extraMER;
}
//transactionCostData[i].netValue += (transactionCostData[i].buySell + transactionCostData[i].transactionCost);
}
return(new RebalanceModel {
modelId = savedModel.ModelId,
profile = new ModelProfile {
profileId = savedModel.ProfileId.ToString(), profileName = edisRepo.GetEnumDescription((RebalanceModelProfile)savedModel.ProfileId)
},
modelName = savedModel.ModelName,
itemParameters = parameters,
diversificationData = diversificationDatas,
rebalancedDataAnalysis = rebalanceDataAnalysisModel,
balanceSheet = balanceSeetAgainsModel,
sectorialData = sectorialComparisonModel,
regionalData = regionalComparisonModel,
transactionCost = transactionCostData
});
}
public IHttpActionResult CreateNewModel_Client(RebalanceCreationModel model) {
Client client = edisRepo.GetClientSync(User.Identity.GetUserId(), DateTime.Now);
ClientGroup clientGroup = edisRepo.GetClientGroupSync(client.ClientGroupId, DateTime.Now);
if (model != null) {
List<Domain.Portfolio.Rebalance.TemplateDetailsItemParameter> parameters = new List<Domain.Portfolio.Rebalance.TemplateDetailsItemParameter>();
foreach (var parameter in model.parameters) {
parameters.Add(new Domain.Portfolio.Rebalance.TemplateDetailsItemParameter {
EquityId = parameter.parameterId,
ItemName = parameter.parameterName,
CurrentWeighting = (double)parameter.weighting,
ModelId = model.modelId,
identityMetaKey = parameter.identityMetaKey
});
};
Domain.Portfolio.Rebalance.RebalanceModel newModel = new Domain.Portfolio.Rebalance.RebalanceModel {
ModelId = model.modelId,
ClientId = User.Identity.GetUserId(),
ClientGroupId = clientGroup.Id,
ModelName = model.name,
ProfileId = (int)Enum.Parse(typeof(RebalanceModelProfile), model.profileId),
TemplateDetailsItemParameters = parameters
};
if (model.modelId != null) {
edisRepo.UpdateRebalanceModel(newModel);
} else {
edisRepo.CreateRebalanceModel(newModel);
}
return Ok();
//rebRepo.CreateNewModel(model, User.Identity.GetUserId());
}
return BadRequest();
}
