public IEnumerable <String> ExtractCodes(
SecurityRepository securityRepository,
String portfolioId,
ManagingPst.PortfolioSecurityTargetRepository portfolioSecurityTargetRepository,
ISecurityIdToPortfolioIdResolver securityToPortfolioResolver
)
{
var traverser = new TargetsTraverser <Object>(
(whatever, target) => target, // we don't change targets
(whaterer, target) => whaterer // we don't change the state
);
var flatTargets = traverser.Traverse(
portfolioId,
portfolioSecurityTargetRepository,
new Object(),
new HashSet <String>(),
securityToPortfolioResolver
);
var results = flatTargets.GroupBy(x => securityRepository
.GetSecurity(x.SecurityId)
.AsCompanySecurity() // <---- at this level (very bottom) all securities have to be company securities (there must be no funds at this level)
.Country.IsoCode
).Select(x => x.Key).ToArray();
return(results);
}
public IEnumerable <BuPortfolioSecurityTargetInfo> Flatten(
String portfolioId,
Decimal target,
ManagingPst.PortfolioSecurityTargetRepository portfolioSecurityTargetRepository,
ISecurityIdToPortfolioIdResolver portfolioRepository
)
{
return(this.traverser.Traverse(
portfolioId,
portfolioSecurityTargetRepository,
new State {
ScaleFactor = target
},
new HashSet <String>(),
portfolioRepository
));
}
public IEnumerable <BuPortfolioSecurityTargetInfo> Traverse(
String portfolioId,
ManagingPst.PortfolioSecurityTargetRepository portfolioSecurityTargetRepository,
TState state,
HashSet <String> processedPortfolioIds,
ISecurityIdToPortfolioIdResolver portfolioRepository
)
{
// in order not to process the same portfolio infinitely many times we have to save it
processedPortfolioIds.Add(portfolioId);
// get only targets related to the portfolo in question
var targets = portfolioSecurityTargetRepository.GetTargets(portfolioId, true);
foreach (var target in targets)
{
var nestedPortfolioIdOpt = portfolioRepository.TryResolveToPortfolioId(target.SecurityId);
if (nestedPortfolioIdOpt == null)
{
var convertedTarget = this.targetFlattener(state, target);
yield return(convertedTarget);
}
else if (processedPortfolioIds.Contains(nestedPortfolioIdOpt))
{
throw new ApplicationException("Cannot unwrap portfolio/security composition for the overlay column due to getting into a infinite loop: portfolio \"" + nestedPortfolioIdOpt + "\" has already been processed.");
}
else
{
var nestedTargets = this.Traverse(
nestedPortfolioIdOpt,
portfolioSecurityTargetRepository,
stateDriller(state, target),
processedPortfolioIds,
portfolioRepository
);
foreach (var nestedTarget in nestedTargets)
{
yield return(nestedTarget);
}
}
}
}
public IEnumerable <String> ExtractCodes(
IEnumerable <String> portfolioIdList,
ManagingPst.PortfolioSecurityTargetRepository portfolioSecurityTargetRepository,
ISecurityIdToPortfolioIdResolver securityToPortfolioResolver,
SecurityRepository securityRepository)
{
var allIsoCodes = new List <String>();
foreach (var portfolioId in portfolioIdList)
{
var isoCodes = this.extractor.ExtractCodes(
securityRepository,
portfolioId,
portfolioSecurityTargetRepository,
securityToPortfolioResolver
);
allIsoCodes.AddRange(isoCodes);
}
var result = allIsoCodes.Distinct().ToArray();
return(result);
}
public IEnumerable <String> FindMissingCountries(
Taxonomy taxonomy,
IEnumerable <BenchmarkSumByIsoInfo> benchmarks,
IEnumerable <String> overlaySecurityIds,
ManagingPst.PortfolioSecurityTargetRepository portfolioSecurityTargetRepository,
ISecurityIdToPortfolioIdResolver securityToPortfolioResolver,
SecurityRepository securityRepository
)
{
var knownIsoCodes = this.taxonomyIsoCodeExtractor.ExtractCodes(taxonomy);
var whateverIsoCodesFromBenchmarks = this.benchmarkingIsoCodeExtractor.ExtractCodes(benchmarks);
var whateverIsoCodesFromOverlay = this.overlayIsoCodeExtractor.ExtractCodes(
overlaySecurityIds,
portfolioSecurityTargetRepository,
securityToPortfolioResolver,
securityRepository
);
var whateverIsoCodes = whateverIsoCodesFromBenchmarks.Union(whateverIsoCodesFromOverlay).ToArray();
var unknownIsoCodes = this.unknownIsoCodesDetector.FindUnknownCodes(knownIsoCodes, whateverIsoCodes);
return(unknownIsoCodes);
}
