public SessionData(
int idSession,
bool bIsPreTaxOnlyOperation,
AtCalculationSession acs,
List<PpaCalendar> calendarEntries,
IFeedback hLogger)
{
m_idSession = idSession;
m_gcFeedback = hLogger;
Utility.clearCalendarData();
m_pCalendar = Utility.m_calendar_data;
FillCalendar(calendarEntries);
m_pCalc = new CalcData();
m_pCalc.m_bPreTaxCalculationsOnly = bIsPreTaxOnlyOperation;
m_pCalc.m_calculation_id = idSession;
m_pCalc.m_calc_from_date = acs.AtCalcYearmonthStart;
m_pCalc.m_calc_to_date = acs.AtCalcYearmonthEnd;
m_pCalc.m_bDataFilled = FillData(acs);
Debug.IndentSize = 4;
Debug.AutoFlush = true;
g_hSessionData = this;
}
public bool CalculatePerformance(AtCalculationSession acsOutput)
{
if (!Calculator.CalculatePerformance(this, m_pCalc, m_gcFeedback)) return false;
// save calculation results to AtCalculationSession collections (m_acsOutput).
// DB saving is done outside the calculation engine.
// See DBAccess::ForwardResults()/sp_AT_SaveATReturnsData for next step: moving from AT_RETURNS to AT_RETURNS_YEARMONTH
SaveCalculationResults(acsOutput);
return true;
}
public int SaveSimulatedBenchPerformance(AtCalculationSession acsOutput)
{
return 0;
}
public int SaveReturnsData(AtCalculationSession acsOutput)
{
return 0;
}
public int SaveClientSimulatedBench(AtCalculationSession acsOutput)
{
return 0;
}
public void SaveCalculationResults(AtCalculationSession acsOutput)
{
int i;
// save to AtSimulatedBenchPerformance
i = SaveSimulatedBenchPerformance(acsOutput);
DETAIL_LOG(string.Format("Saved {0} rows to SimulatedBenchPerformance", i));
// save to AtClientSimulatedBench
i = SaveClientSimulatedBench(acsOutput);
DETAIL_LOG(string.Format("Saved {0} rows to ClientSimulatedBench", i));
// save to AtReturns
i = SaveReturnsData(acsOutput);
DETAIL_LOG(string.Format("Saved {0} rows to ReturnsData", i));
}
public bool FillData(AtCalculationSession acs)
{
m_pCalc.m_bDataFilled = false;
const int cSteps = 17;
int iStep = 1;
try
{
InitFixedIncomeModelList(acs.AtFiModelProxyCollection);
UpdateTableReadProgress("Fixed Income Models", iStep++, cSteps, (iStep*100)/cSteps);
InitFixedIncomeModelList(acs.AtFiModelProxyCollection);
UpdateTableReadProgress("Fixed Income Model Proxies", iStep++, cSteps, (iStep*100)/cSteps);
InitFixedIncomeProxies(acs.AtFiModelProxyCollection);
UpdateTableReadProgress("Client Information", iStep++, cSteps, (iStep*100)/cSteps);
FillClientGenericData(acs.AtClientGenericCollection);
acs.AtClientGenericCollection.Clear();
UpdateTableReadProgress("Fixed Income Account Information", iStep++, cSteps, (iStep*100)/cSteps);
FillTagTypes(acs.AtFiAccountCollection);
acs.AtFiAccountCollection.Clear();
UpdateTableReadProgress("Daily Bench Returns", iStep++, cSteps, (iStep*100)/cSteps);
FillBenchDailyReturns(acs.AtBenchDailyReturnsCollection);
acs.AtBenchDailyReturnsCollection.Clear();
UpdateTableReadProgress("Monthly Bench Returns", iStep++, cSteps, (iStep*100)/cSteps);
FillBenchMonthlyReturns(acs.AtBenchMonthlyReturnsCollection);
acs.AtBenchMonthlyReturnsCollection.Clear();
UpdateTableReadProgress("Model Daily Returns", iStep++, cSteps, (iStep*100)/cSteps);
FillModelDailyReturns(acs.AtModelDailyReturnsCollection);
acs.AtModelDailyReturnsCollection.Clear();
UpdateTableReadProgress("Model Monthly Returns", iStep++, cSteps, (iStep*100)/cSteps);
FillModelMonthlyReturns(acs.AtModelMonthlyReturnsCollection);
acs.AtModelMonthlyReturnsCollection.Clear();
UpdateTableReadProgress("Client Model Weights", iStep++, cSteps, (iStep*100)/cSteps);
FillClientModelWeights(acs.AtClientModelWeightsCollection);
acs.AtClientModelWeightsCollection.Clear();
UpdateTableReadProgress("Cash Rebalancing Dates", iStep++, cSteps, (iStep*100)/cSteps);
FillICFRFlags(acs.AtIcfrCollection);
acs.AtIcfrCollection.Clear();
UpdateTableReadProgress("Client Bench Allocations", iStep++, cSteps, (iStep*100)/cSteps);
FillClientBenchData(acs.AtClientBenchAllocationCollection);
acs.AtClientBenchAllocationCollection.Clear();
UpdateTableReadProgress("Client Simulated Bench Returns", iStep++, cSteps, (iStep*100)/cSteps);
FillSimulatedBenchData(acs.AtClientSimulatedBenchCollection);
acs.AtClientSimulatedBenchCollection.Clear();
UpdateTableReadProgress("Client Asset Flows", iStep++, cSteps, (iStep*100)/cSteps);
FillClientAssetFlows(acs.AtClientAssetFlowsCollection);
acs.AtClientAssetFlowsCollection.Clear();
UpdateTableReadProgress("Client Monthly Returns", iStep++, cSteps, (iStep*100)/cSteps);
FillClientMonthlyReturns(acs.AtClientMonthlyReturnsCollection);
acs.AtClientMonthlyReturnsCollection.Clear();
UpdateTableReadProgress("Client Tax Rates", iStep++, cSteps, (iStep*100)/cSteps);
FillClientTaxRates(acs.AtClientTaxratesCollection);
m_pCalc.setInitialMonthFlag();
UpdateTableReadProgress("Client Sleeve Performance Data for Fixed Income", iStep++, cSteps, (iStep*100)/cSteps);
AddFixedIncomeClientMonthlySleeveData(acs.AtSleeveClientMonthlyReturnsCollection);
acs.AtSleeveClientMonthlyReturnsCollection.Clear();
UpdateTableReadProgress("Client Sleeve Asset Flow Data for Fixed Income", iStep++, cSteps, (iStep*100)/cSteps);
AddFixedIncomeClientSleeveAssetFlowData(acs.AtSleeveClientAssetFlowsCollection);
acs.AtSleeveClientAssetFlowsCollection.Clear();
FixUpNonFixedIncomeRlzdGL();
// add non-fixed-income-account asset flows to all-asset-flows-list
FixUpNonFixedIncomeAssetFlows();
m_gcFeedback.LogProgress(
m_idSession,
LogType.LOG_TYPE_DATA_LOAD,
LogSeverity.LOG_SEVERITY_STATUS,
"Complete",
string.Empty,
string.Empty,
true);
m_pCalc.m_bDataFilled = true;
}
catch (Exception e)
{
var str = string.Format("Error occurred while loading in 'SessionData::FillData': {0}", e);
m_gcFeedback.LogProgress(
m_idSession,
LogType.LOG_TYPE_DATA_LOAD,
LogSeverity.LOG_SEVERITY_ERROR,
str, string.Empty, string.Empty, false);
m_pCalc.m_bDataFilled = false;
throw;
}
m_pCalc.m_client_data = m_pCalc.m_client_data
.Where(clients => clients.Value.m_bIsValid)
.ToDictionary(clients => clients.Key, clients => clients.Value);
return m_pCalc.m_bDataFilled;
}
