/// <summary>
/// To Calculate Sum of weights depending upon the value of MarketCapitalInUSD for Portfolio
/// </summary>
/// <param name="marketCapiltalizationData"></param>
/// <param name="prtRangeForUndefinedMktCap"></param>
/// <param name="prtRangeForMicroMktCap"></param>
/// <param name="prtRangeForSmallMktCap"></param>
/// <param name="prtRangeForMediumMktCap"></param>
/// <param name="prtRangeForLargeMktCap"></param>
/// <param name="prtRangeForMegaMktCap"></param>
/// <returns>_portfolioSumRange</returns>
public static List <MarketCapitalizationData> CalculateSumPortfolioRanges(List <MarketCapitalizationData> marketCapiltalizationData)
{
List <MarketCapitalizationData> portfolioSumRange = new List <MarketCapitalizationData>();
List <MarketCapitalizationData> mktCapRanges = new List <MarketCapitalizationData>();
MarketCapitalizationData mktCapData = new MarketCapitalizationData();
//Calculate total Market Value(DirtyValue_PC) for portfolio
decimal mktCapTotalDirtyValue = Convert.ToDecimal(marketCapiltalizationData.Sum(a => a.PortfolioDirtyValuePC));
//Getting the lower and upper limit's values for all the Ranges.
//These values are same for Portfolio and Benchmark. Hence, We are taking these values from Portfolio list not from Benchmark
mktCapRanges = GetRangeLimit();
mktCapData.LargeRange = mktCapRanges[0].LargeRange;
mktCapData.MediumRange = mktCapRanges[0].MediumRange;
mktCapData.SmallRange = mktCapRanges[0].SmallRange;
mktCapData.MicroRange = mktCapRanges[0].MicroRange;
mktCapData.UndefinedRange = mktCapRanges[0].UndefinedRange;
portfolioSumRange.Add(mktCapData);
//Calcualting sum for different ranges
foreach (MarketCapitalizationData mktCap in marketCapiltalizationData)
{
////if (!string.IsNullOrEmpty(mktCap.Portfolio_ID))
////{
if (mktCap.MarketCapitalInUSD > mktCapRanges[0].LargeRange)
{
portfolioSumRange[0].PortfolioSumMegaRange = portfolioSumRange[0].PortfolioSumMegaRange + (Convert.ToDecimal(mktCap.PortfolioDirtyValuePC / mktCapTotalDirtyValue) * 100);
}
else if (mktCap.MarketCapitalInUSD >= mktCapRanges[0].MediumRange && mktCap.MarketCapitalInUSD <= mktCapRanges[0].LargeRange)
{
portfolioSumRange[0].PortfolioSumLargeRange = portfolioSumRange[0].PortfolioSumLargeRange + (Convert.ToDecimal(mktCap.PortfolioDirtyValuePC / mktCapTotalDirtyValue) * 100);
}
else if (mktCap.MarketCapitalInUSD >= mktCapRanges[0].SmallRange && mktCap.MarketCapitalInUSD < mktCapRanges[0].MediumRange)
{
portfolioSumRange[0].PortfolioSumMediumRange = portfolioSumRange[0].PortfolioSumMediumRange + (Convert.ToDecimal(mktCap.PortfolioDirtyValuePC / mktCapTotalDirtyValue) * 100);
}
else if (mktCap.MarketCapitalInUSD >= mktCapRanges[0].MicroRange && mktCap.MarketCapitalInUSD < mktCapRanges[0].SmallRange)
{
portfolioSumRange[0].PortfolioSumSmallRange = portfolioSumRange[0].PortfolioSumSmallRange + (Convert.ToDecimal(mktCap.PortfolioDirtyValuePC / mktCapTotalDirtyValue) * 100);
}
else if (mktCap.MarketCapitalInUSD > mktCapRanges[0].UndefinedRange && mktCap.MarketCapitalInUSD < mktCapRanges[0].MicroRange)
{
portfolioSumRange[0].PortfolioSumMicroRange = portfolioSumRange[0].PortfolioSumMicroRange + (Convert.ToDecimal(mktCap.PortfolioDirtyValuePC / mktCapTotalDirtyValue) * 100);
}
else if (mktCap.MarketCapitalInUSD == mktCapRanges[0].UndefinedRange || mktCap.MarketCapitalInUSD == null)
{
portfolioSumRange[0].PortfolioSumUndefinedRange = portfolioSumRange[0].PortfolioSumUndefinedRange + (Convert.ToDecimal(mktCap.PortfolioDirtyValuePC / mktCapTotalDirtyValue) * 100);
}
//}
}
return(portfolioSumRange);
}
/// <summary>
/// Get limit values for all ranges from web.config
/// </summary>
/// <returns>_rangeLimit</returns>
public static List <MarketCapitalizationData> GetRangeLimit()
{
List <MarketCapitalizationData> _rangeLimit = new List <MarketCapitalizationData>();
MarketCapitalizationData _mktCapData = new MarketCapitalizationData();
string[] _undefRanges = ConfigurationManager.AppSettings[GreenfieldConstants.UNDEFINED_RANGE].Split(',');
//Check if range value is null or blank then consider it as UndefinedRange
if (_undefRanges.Contains(ConfigurationManager.AppSettings[GreenfieldConstants.NULL_VAL]) || _undefRanges.Contains(ConfigurationManager.AppSettings[GreenfieldConstants.BLANK_VAL]) || _undefRanges.Contains(ConfigurationManager.AppSettings[GreenfieldConstants.DECIMAL_DEF_VAL]))
{
_mktCapData.UndefinedRange = 0;// Convert.ToDecimal(GreenfieldConstants.DECIMAL_DEF_VAL);
}
_mktCapData.LargeRange = Convert.ToDecimal(ConfigurationManager.AppSettings[GreenfieldConstants.LARGE_RANGE]);
_mktCapData.MediumRange = Convert.ToDecimal(ConfigurationManager.AppSettings[GreenfieldConstants.MEDIUM_RANGE]);
_mktCapData.SmallRange = Convert.ToDecimal(ConfigurationManager.AppSettings[GreenfieldConstants.SMALL_RANGE]);
_mktCapData.MicroRange = Convert.ToDecimal(ConfigurationManager.AppSettings[GreenfieldConstants.MICRO_RANGE]);
_rangeLimit.Add(_mktCapData);
return(_rangeLimit);
}
/// <summary>
/// To Calculate Sum of weights depending upon the value of MarketCapitalInUSD for Benchmark
/// </summary>
/// <param name="marketCapiltalizationData"></param>
/// <returns>_benchmarkSumRange</returns>
public static List <MarketCapitalizationData> CalculateSumBenchmarkRanges(List <MarketCapitalizationData> marketCapiltalizationData, String filterType, String filterValue, bool isExCashSecurity)
{
List <MarketCapitalizationData> benchmarkSumRange = new List <MarketCapitalizationData>();
List <MarketCapitalizationData> mktCapRanges = new List <MarketCapitalizationData>();
MarketCapitalizationData mktCap = new MarketCapitalizationData();
decimal mktCapTotalBenchmarkWt = 0;
//Calculate total Market Value(DirtyValue_PC) for portfolio
if ((filterType == null || filterType == "Show Everything") && isExCashSecurity != true)
{
mktCapTotalBenchmarkWt = Convert.ToDecimal(marketCapiltalizationData.Sum(a => a.BenchmarkWeight));
}
//Getting the lower and upper limit's values for all the Ranges
mktCapRanges = GetRangeLimit();
mktCap.LargeRange = mktCapRanges[0].LargeRange;
mktCap.MediumRange = mktCapRanges[0].MediumRange;
mktCap.SmallRange = mktCapRanges[0].SmallRange;
mktCap.MicroRange = mktCapRanges[0].MicroRange;
mktCap.UndefinedRange = mktCapRanges[0].UndefinedRange;
benchmarkSumRange.Add(mktCap);
//Calcualting sum for different ranges
foreach (MarketCapitalizationData mktCapData in marketCapiltalizationData)
{
//if (!string.IsNullOrEmpty(mktCap.Benchmark_ID))
//{
if (mktCapData.MarketCapitalInUSD > mktCapRanges[0].LargeRange)
{
if ((filterType == null || filterType == "Show Everything") && isExCashSecurity != true)
{
benchmarkSumRange[0].BenchmarkSumMegaRange = benchmarkSumRange[0].BenchmarkSumMegaRange + ((Convert.ToDecimal(mktCapData.BenchmarkWeight) / mktCapTotalBenchmarkWt) * 100);
}
else
{
benchmarkSumRange[0].BenchmarkSumMegaRange = benchmarkSumRange[0].BenchmarkSumMegaRange + (Convert.ToDecimal(mktCapData.BenchmarkWeight) * 100);
}
}
else if (mktCapData.MarketCapitalInUSD >= mktCapRanges[0].MediumRange && mktCapData.MarketCapitalInUSD <= mktCapRanges[0].LargeRange)
{
if ((filterType == null || filterType == "Show Everything") && isExCashSecurity != true)
{
benchmarkSumRange[0].BenchmarkSumLargeRange = benchmarkSumRange[0].BenchmarkSumLargeRange + ((Convert.ToDecimal(mktCapData.BenchmarkWeight) / mktCapTotalBenchmarkWt) * 100);
}
else
{
benchmarkSumRange[0].BenchmarkSumLargeRange = benchmarkSumRange[0].BenchmarkSumLargeRange + (Convert.ToDecimal(mktCapData.BenchmarkWeight) * 100);
}
}
else if (mktCapData.MarketCapitalInUSD >= mktCapRanges[0].SmallRange && mktCapData.MarketCapitalInUSD < mktCapRanges[0].MediumRange)
{
if ((filterType == null || filterType == "Show Everything") && isExCashSecurity != true)
{
benchmarkSumRange[0].BenchmarkSumMediumRange = benchmarkSumRange[0].BenchmarkSumMediumRange + ((Convert.ToDecimal(mktCapData.BenchmarkWeight) / mktCapTotalBenchmarkWt) * 100);
}
else
{
benchmarkSumRange[0].BenchmarkSumMediumRange = benchmarkSumRange[0].BenchmarkSumMediumRange + (Convert.ToDecimal(mktCapData.BenchmarkWeight) * 100);// / mktCapTotalBenchmarkWt);
}
}
else if (mktCapData.MarketCapitalInUSD >= mktCapRanges[0].MicroRange && mktCapData.MarketCapitalInUSD < mktCapRanges[0].SmallRange)
{
if ((filterType == null || filterType == "Show Everything") && isExCashSecurity != true)
{
benchmarkSumRange[0].BenchmarkSumSmallRange = benchmarkSumRange[0].BenchmarkSumSmallRange + ((Convert.ToDecimal(mktCapData.BenchmarkWeight) / mktCapTotalBenchmarkWt) * 100);
}
else
{
benchmarkSumRange[0].BenchmarkSumSmallRange = benchmarkSumRange[0].BenchmarkSumSmallRange + (Convert.ToDecimal(mktCapData.BenchmarkWeight) * 100);// mktCapTotalBenchmarkWt);
}
}
else if (mktCapData.MarketCapitalInUSD > mktCapRanges[0].UndefinedRange && mktCapData.MarketCapitalInUSD < mktCapRanges[0].MicroRange)
{
if ((filterType == null || filterType == "Show Everything") && isExCashSecurity != true)
{
benchmarkSumRange[0].BenchmarkSumMicroRange = benchmarkSumRange[0].BenchmarkSumMicroRange + ((Convert.ToDecimal(mktCapData.BenchmarkWeight) / mktCapTotalBenchmarkWt) * 100);
}
else
{
benchmarkSumRange[0].BenchmarkSumMicroRange = benchmarkSumRange[0].BenchmarkSumMicroRange + (Convert.ToDecimal(mktCapData.BenchmarkWeight) * 100); // / mktCapTotalBenchmarkWt);
}
}
else if (mktCapData.MarketCapitalInUSD == mktCapRanges[0].UndefinedRange || mktCap.MarketCapitalInUSD == null)
{
if ((filterType == null || filterType == "Show Everything") && isExCashSecurity != true)
{
benchmarkSumRange[0].BenchmarkSumUndefinedRange = benchmarkSumRange[0].BenchmarkSumUndefinedRange + ((Convert.ToDecimal(mktCapData.BenchmarkWeight) / mktCapTotalBenchmarkWt) * 100);
}
else
{
benchmarkSumRange[0].BenchmarkSumUndefinedRange = benchmarkSumRange[0].BenchmarkSumUndefinedRange + (Convert.ToDecimal(mktCapData.BenchmarkWeight) * 100);// / mktCapTotalBenchmarkWt);
}
}
}
return(benchmarkSumRange);
}
