public void Add()
        {
            using (var ScenGenContext = new ScenarioGeneratorModel("UnitTestUser", Connection))
            {
                ScenGenContext.Database.Log = s => System.Diagnostics.Debug.WriteLine(s);

                var record = new RiskFactorDimension();
                var item = new RiskFactorDimensionDetail();
                record.RiskFactorDimensionDetails.Add(item);
                item.Name = "XXX";

                 var dimType = new RiskFactorDimType();
                dimType.Name = "XXX";
                item.RiskFactorDimType = dimType;

                ScenGenContext.RiskFactorDimensionDetails.Add(item);
                ScenGenContext.SaveChanges();

                var result = ScenGenContext.RiskFactorDimensions.Include("RiskFactorDimType").Include("RiskFactorDimensionDetail").Where(x => x.RiskFactorDimensionDetail.Name == "XXX").ToList();

                Assert.AreEqual(1, result.Count());
                Assert.IsNotNull(result[0].RiskFactorDimensionDetail);
                Assert.IsNotNull(result[0].RiskFactorDimensionDetail.RiskFactorDimType);
            }
        }
        public void Add()
        {
            using (var ScenGenContext = new ScenarioGeneratorModel(UserName, Connection))
            {
                ScenGenContext.Database.Log = s => System.Diagnostics.Debug.WriteLine(s);

                var item = new RiskFactorDimType();
                item.Name = "RiskFactorDimTypeXXX";

                ScenGenContext.RiskFactorDimTypes.Add(item);
                ScenGenContext.SaveChanges();

                Assert.AreEqual(ScenGenContext.RiskFactorDimTypes.Where(x => x.Name == "RiskFactorDimTypeXXX").Count(),1);
            }
        }
Exemple #3
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        internal static void Add(ScenarioGeneratorModel context)
        {
            DateTime now = context.AsOfDate;

            var parent = new TargetSystem() { Name = "CRE", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.TargetSystems.Add(parent);

            var item = new TargetSystem() { Name = "CRE (version 2)", StartTime = now.AddDays(-100), EndTime = now.AddDays(-50), CreatedAt = now.AddDays(-120), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", ModifiedAt = now.AddDays(-110), ModifiedBy = "C", Latest = false };
            context.TargetSystems.Add(item);

            var system = new TargetSystem() { Name = "Simra", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.TargetSystems.Add(system);

            context.SaveChanges();
        }
        public void TestSaveNewRiskFactorTypeGroup()
        {
            using (var context = new ScenarioGeneratorModel(UserName, Connection))
            {
                context.Database.Log = s => System.Diagnostics.Debug.WriteLine(s);
                string testName = "New Risk Factor Type Group";

                RiskFactorTypeGroup rftg = new RiskFactorTypeGroup();
                rftg.Default(UserName);
                context.RiskFactorTypeGroups.Add(rftg);
                rftg.Name = testName;

                context.SaveChanges();

                Assert.AreEqual(1, context.RiskFactorTypeGroups.Where(x => x.Name == testName).Count());
                Assert.AreEqual(DateTime.MinValue, rftg.StartTime);
                Assert.AreEqual(DateTime.MaxValue, rftg.EndTime);

            }
        }
        internal static void AddDimTypes(ScenarioGeneratorModel context)
        {
            DateTime now = context.AsOfDate;

            var item = new RiskFactorDimType() { Name = "Tenor", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-120), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", ModifiedAt = now.AddDays(-110), ModifiedBy = "C", Latest = true };
            context.RiskFactorDimTypes.Add(item);

            item = new RiskFactorDimType() { Name = "Rating", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-120), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", ModifiedAt = now.AddDays(-110), ModifiedBy = "C", Latest = true };
            context.RiskFactorDimTypes.Add(item);

            item = new RiskFactorDimType() { Name = "Seniority", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-120), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", ModifiedAt = now.AddDays(-110), ModifiedBy = "C", Latest = true };
            context.RiskFactorDimTypes.Add(item);

            item = new RiskFactorDimType() { Name = "Sector", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-120), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", ModifiedAt = now.AddDays(-110), ModifiedBy = "C", Latest = true };
            context.RiskFactorDimTypes.Add(item);

            item = new RiskFactorDimType() { Name = "Currency", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-120), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", ModifiedAt = now.AddDays(-110), ModifiedBy = "C", Latest = true };
            context.RiskFactorDimTypes.Add(item);

            item = new RiskFactorDimType() { Name = "IR Index", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-120), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", ModifiedAt = now.AddDays(-110), ModifiedBy = "C", Latest = true };
            context.RiskFactorDimTypes.Add(item);

            item = new RiskFactorDimType() { Name = "IL Index", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-120), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", ModifiedAt = now.AddDays(-110), ModifiedBy = "C", Latest = true };
            context.RiskFactorDimTypes.Add(item);

            item = new RiskFactorDimType() { Name = "CDS Index", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-120), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", ModifiedAt = now.AddDays(-110), ModifiedBy = "C", Latest = true };
            context.RiskFactorDimTypes.Add(item);

            item = new RiskFactorDimType() { Name = "Ticker", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-120), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", ModifiedAt = now.AddDays(-110), ModifiedBy = "C", Latest = true };
            context.RiskFactorDimTypes.Add(item);

            item = new RiskFactorDimType() { Name = "Country", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-120), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", ModifiedAt = now.AddDays(-110), ModifiedBy = "C", Latest = true };
            context.RiskFactorDimTypes.Add(item);

            item = new RiskFactorDimType() { Name = "Region", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-120), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", ModifiedAt = now.AddDays(-110), ModifiedBy = "C", Latest = true };
            context.RiskFactorDimTypes.Add(item);

            context.SaveChanges();
        }
        internal static void AddDimensions(ScenarioGeneratorModel context)
        {
            DateTime now = context.AsOfDate;

            var record = new RiskFactorDimension() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            var itemdimType = context.RiskFactorDimTypes.Where(x => x.Name == "Tenor").First();
            var item = new RiskFactorDimensionDetail() { Name = "Instrument Tenor", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            item.RiskFactorDimType = itemdimType;
            record.RiskFactorDimensionDetails.Add(item);
            context.RiskFactorDimensions.Add(record);

            record = new RiskFactorDimension() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            itemdimType = context.RiskFactorDimTypes.Where(x => x.Name == "Tenor").First();
            item = new RiskFactorDimensionDetail() { Name = "Underlying Tenor", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            item.RiskFactorDimType = itemdimType;
            record.RiskFactorDimensionDetails.Add(item);
            context.RiskFactorDimensions.Add(record);

            record = new RiskFactorDimension() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            itemdimType = context.RiskFactorDimTypes.Where(x => x.Name == "Country").First();
            item = new RiskFactorDimensionDetail() { Name = "Country of Risk", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            item.RiskFactorDimType = itemdimType;
            record.RiskFactorDimensionDetails.Add(item);
            context.RiskFactorDimensions.Add(record);

            record = new RiskFactorDimension() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            itemdimType = context.RiskFactorDimTypes.Where(x => x.Name == "Currency").First();
            item = new RiskFactorDimensionDetail() { Name = "Currency", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            item.RiskFactorDimType = itemdimType;
            record.RiskFactorDimensionDetails.Add(item);
            context.RiskFactorDimensions.Add(record);

            record = new RiskFactorDimension() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            itemdimType = context.RiskFactorDimTypes.Where(x => x.Name == "Currency").First();
            item = new RiskFactorDimensionDetail() { Name = "Underlying Currency", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            item.RiskFactorDimType = itemdimType;
            record.RiskFactorDimensionDetails.Add(item);
            context.RiskFactorDimensions.Add(record);

            record = new RiskFactorDimension() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            itemdimType = context.RiskFactorDimTypes.Where(x => x.Name == "Country").First();
            item = new RiskFactorDimensionDetail() { Name = "Country of Origin", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            item.RiskFactorDimType = itemdimType;
            record.RiskFactorDimensionDetails.Add(item);
            context.RiskFactorDimensions.Add(record);

            record = new RiskFactorDimension() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            itemdimType = context.RiskFactorDimTypes.Where(x => x.Name == "Region").First();
            item = new RiskFactorDimensionDetail() { Name = "Region of Risk", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            item.RiskFactorDimType = itemdimType;
            record.RiskFactorDimensionDetails.Add(item);
            context.RiskFactorDimensions.Add(record);

            record = new RiskFactorDimension() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            itemdimType = context.RiskFactorDimTypes.Where(x => x.Name == "Rating").First();
            item = new RiskFactorDimensionDetail() { Name = "Obligor Rating", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            item.RiskFactorDimType = itemdimType;
            record.RiskFactorDimensionDetails.Add(item);
            context.RiskFactorDimensions.Add(record);

            record = new RiskFactorDimension() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            itemdimType = context.RiskFactorDimTypes.Where(x => x.Name == "Sector").First();
            item = new RiskFactorDimensionDetail() { Name = "Instrument Sector", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            item.RiskFactorDimType = itemdimType;
            record.RiskFactorDimensionDetails.Add(item);
            context.RiskFactorDimensions.Add(record);

            record = new RiskFactorDimension() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            itemdimType = context.RiskFactorDimTypes.Where(x => x.Name == "Sector").First();
            item = new RiskFactorDimensionDetail() { Name = "Underlying Sector", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            item.RiskFactorDimType = itemdimType;
            record.RiskFactorDimensionDetails.Add(item);
            context.RiskFactorDimensions.Add(record);

            context.SaveChanges();
        }
        public void TestSaveRiskFactorType()
        {
            string name = "Risk Factor Test Name";
            RiskFactorType main;
            RiskFactorTypeDetail detail;
            RiskFactorTypeGroup group;

            using (var context = new ScenarioGeneratorModel(UserName, Connection))
            {
                context.Database.Log = s => System.Diagnostics.Debug.WriteLine(s);

                group = context.RiskFactorTypeGroups.Find(2);

                main = new RiskFactorType();
                main.Default(UserName);
                context.RiskFactorTypes.Add(main);
                detail = new RiskFactorTypeDetail();
                detail.Default(UserName);
                main.RiskFactorTypeDetails.Add(detail);
                detail.Name = name;
                detail.RiskFactorTypeGroupID = group.RiskFactorTypeGroupID;

                context.SaveChanges();
            }

            using (var context = new ScenarioGeneratorModel(UserName, Connection))
            {
                context.Database.Log = s => System.Diagnostics.Debug.WriteLine(s);

                detail = context.RiskFactorTypeDetails.Where(a => a.Name == name).FirstOrDefault();
                Assert.AreEqual(name, detail.Name);
                Assert.AreEqual(true, detail.Latest);
                Assert.AreEqual(DateTime.MinValue, detail.StartTime);
                Assert.AreEqual(DateTime.MaxValue, detail.EndTime);
                Assert.AreEqual(EntityStatus.Unapproved, detail.Status);

                main = detail.RiskFactorType;
                Assert.AreEqual(true, main.Latest);
                Assert.AreEqual(DateTime.MinValue, main.StartTime);
                Assert.AreEqual(DateTime.MaxValue, main.EndTime);
                Assert.AreEqual(DateTime.MaxValue, main.EndTime);
                Assert.AreEqual(EntityStatus.Unapproved, main.Status);

            }
        }
Exemple #8
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        internal static void AddDimItemGroups(ScenarioGeneratorModel context)
        {
            DateTime now = context.AsOfDate;

            RiskFactorDimItemGroup group = new RiskFactorDimItemGroup() { Name="Short Term Tenors", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            RiskFactorDimType type = context.RiskFactorDimTypes.Where(x => x.Name == "Tenor").First();
            group.RiskFactorDimType = type;
            context.RiskFactorDimItemGroups.Add(group);

            group = new RiskFactorDimItemGroup() { Name = "Long Term Tenors", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            type = context.RiskFactorDimTypes.Where(x => x.Name == "Tenor").First();
            group.RiskFactorDimType = type;
            context.RiskFactorDimItemGroups.Add(group);

            group = new RiskFactorDimItemGroup() { Name = "Asian Currencies", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            type = context.RiskFactorDimTypes.Where(x => x.Name == "Currency").First();
            group.RiskFactorDimType = type;
            context.RiskFactorDimItemGroups.Add(group);

            group = new RiskFactorDimItemGroup() { Name = "European Countries", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            type = context.RiskFactorDimTypes.Where(x => x.Name == "Country").First();
            group.RiskFactorDimType = type;
            context.RiskFactorDimItemGroups.Add(group);

            context.SaveChanges();
        }
Exemple #9
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        internal static void AddDimItemGroupMembers(ScenarioGeneratorModel context)
        {
            DateTime now = context.AsOfDate;
            RiskFactorDimItemGroup group;
            RiskFactorDimItemGroupMember member;

            group = context.RiskFactorDimItemGroups.Where(g => g.Name == "European Countries").First();

            member = new RiskFactorDimItemGroupMember() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            member.RiskFactorDimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "Spain").First().RiskFactorDimItem;
            group.RiskFactorDimItemGroupMembers.Add(member);

            member = new RiskFactorDimItemGroupMember() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            member.RiskFactorDimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "Italy").First().RiskFactorDimItem;
            group.RiskFactorDimItemGroupMembers.Add(member);

            member = new RiskFactorDimItemGroupMember() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            member.RiskFactorDimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "Germany").First().RiskFactorDimItem;
            group.RiskFactorDimItemGroupMembers.Add(member);

            group = context.RiskFactorDimItemGroups.Where(g => g.Name == "Short Term Tenors").First();

            member = new RiskFactorDimItemGroupMember() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            member.RiskFactorDimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "1D").First().RiskFactorDimItem;
            group.RiskFactorDimItemGroupMembers.Add(member);

            member = new RiskFactorDimItemGroupMember() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            member.RiskFactorDimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "2D").First().RiskFactorDimItem;
            group.RiskFactorDimItemGroupMembers.Add(member);

            member = new RiskFactorDimItemGroupMember() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            member.RiskFactorDimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "3D").First().RiskFactorDimItem;
            group.RiskFactorDimItemGroupMembers.Add(member);

            member = new RiskFactorDimItemGroupMember() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            member.RiskFactorDimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "4D").First().RiskFactorDimItem;
            group.RiskFactorDimItemGroupMembers.Add(member);

            member = new RiskFactorDimItemGroupMember() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            member.RiskFactorDimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "5D").First().RiskFactorDimItem;
            group.RiskFactorDimItemGroupMembers.Add(member);

            member = new RiskFactorDimItemGroupMember() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            member.RiskFactorDimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "1W").First().RiskFactorDimItem;
            group.RiskFactorDimItemGroupMembers.Add(member);

            group = context.RiskFactorDimItemGroups.Where(g => g.Name == "Asian Currencies").First();

            member = new RiskFactorDimItemGroupMember() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            member.RiskFactorDimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "JPY").First().RiskFactorDimItem;
            group.RiskFactorDimItemGroupMembers.Add(member);

            member = new RiskFactorDimItemGroupMember() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            member.RiskFactorDimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "HKD").First().RiskFactorDimItem;
            group.RiskFactorDimItemGroupMembers.Add(member);

            member = new RiskFactorDimItemGroupMember() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "A", Latest = true };
            member.RiskFactorDimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "TWD").First().RiskFactorDimItem;
            group.RiskFactorDimItemGroupMembers.Add(member);

            context.SaveChanges();
        }
Exemple #10
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        internal static void AddDimItems(ScenarioGeneratorModel context)
        {
            DateTime now = context.AsOfDate;
            var riskFactorDimType = context.RiskFactorDimTypes.Where(x => x.Name == "Tenor").First();

            var main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            var detail = new RiskFactorDimItemDetail() { Name = "1D", Ordinal = 1,  StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now, CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "2D", Ordinal=2, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "3D", Ordinal = 3, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "4D", Ordinal = 4, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "5D", Ordinal = 5, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "1W", Ordinal = 7, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            riskFactorDimType = context.RiskFactorDimTypes.Where(x => x.Name == "Currency").First();
            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "EUR", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "GBP", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "USD", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "AUD", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "JPY", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "HKD", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "TWD", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "PLN", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            riskFactorDimType = context.RiskFactorDimTypes.Where(x => x.Name == "Country").First();

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "France", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "Germany", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "Italy", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() { Name = "Spain", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            main = new RiskFactorDimItem() { RiskFactorDimType = riskFactorDimType, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            context.RiskFactorDimItems.Add(main);
            detail = new RiskFactorDimItemDetail() {  Name = "Portugal", StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
            main.RiskFactorDimItemDetails.Add(detail);

            context.SaveChanges();
        }