/// <summary>
/// Method to add Securites only present in Benchmark_Holdings to result set
/// </summary>
/// <param name="result">Collection of PortfolioDetailsData containing data of Securities held by Portfolio</param>
/// <param name="onlyBenchmarkSecurities">Collection of GF_BENCHMARK_HOLDINGS, contains securities only held by Benchmark & not by Portfolio</param>
/// <returns>Collection of PortfolioDetailsData</returns>
public static List <PortfolioDetailsData> AddBenchmarkSecurities(List <PortfolioDetailsData> result, List <GreenField.DAL.GF_BENCHMARK_HOLDINGS> onlyBenchmarkSecurities, Boolean isFiltered, decimal?sumBenchmarkWeight)
{
if (onlyBenchmarkSecurities == null)
{
return(result);
}
if (onlyBenchmarkSecurities.Count == 0)
{
return(result);
}
if (result == null)
{
return(new List <PortfolioDetailsData>());
}
Debug.WriteLine(onlyBenchmarkSecurities.Count());
foreach (GreenField.DAL.GF_BENCHMARK_HOLDINGS item in onlyBenchmarkSecurities)
{
PortfolioDetailsData benchmarkResult = new PortfolioDetailsData();
benchmarkResult.AsecSecShortName = item.ASEC_SEC_SHORT_NAME;
benchmarkResult.IssueName = item.ISSUE_NAME;
benchmarkResult.Ticker = item.TICKER;
benchmarkResult.ProprietaryRegionCode = item.ASHEMM_PROP_REGION_CODE;
benchmarkResult.IsoCountryCode = item.ISO_COUNTRY_CODE;
benchmarkResult.SectorName = item.GICS_SECTOR_NAME;
benchmarkResult.IndustryName = item.GICS_INDUSTRY_NAME;
benchmarkResult.SubIndustryName = item.GICS_SUB_INDUSTRY_NAME;
benchmarkResult.MarketCapUSD = item.MARKET_CAP_IN_USD;
benchmarkResult.SecurityType = item.SECURITY_TYPE;
benchmarkResult.BalanceNominal = item.BALANCE_NOMINAL;
benchmarkResult.DirtyValuePC = item.DIRTY_VALUE_PC;
// benchmarkResult.BenchmarkWeight = item.BENCHMARK_WEIGHT;
benchmarkResult.AshEmmModelWeight = item.ASH_EMM_MODEL_WEIGHT;
benchmarkResult.Type = "BENCHMARK";
benchmarkResult.IssuerId = item.ISSUER_ID;
if (isFiltered)
{
if (sumBenchmarkWeight != 0)
{
//benchmarkResult.BenchmarkWeight = ((dimensionBenchmarkHoldingsData.
// Where(a => a.ASEC_SEC_SHORT_NAME == portfolioResult.AsecSecShortName).FirstOrDefault() == null) ? 0 : dimensionBenchmarkHoldingsData.
// Where(a => a.ASEC_SEC_SHORT_NAME == portfolioResult.AsecSecShortName).FirstOrDefault().BENCHMARK_WEIGHT) / sumBenchmarkWeight;
benchmarkResult.BenchmarkWeight = (item.BENCHMARK_WEIGHT == null?0:item.BENCHMARK_WEIGHT) * 100 / sumBenchmarkWeight;
}
else
{
benchmarkResult.BenchmarkWeight = 0;
}
}
else
{
//benchmarkResult.BenchmarkWeight = ((dimensionBenchmarkHoldingsData.
// Where(a => a.ASEC_SEC_SHORT_NAME == portfolioResult.AsecSecShortName).FirstOrDefault() == null) ? 0 : dimensionBenchmarkHoldingsData.
// Where(a => a.ASEC_SEC_SHORT_NAME == portfolioResult.AsecSecShortName).FirstOrDefault().BENCHMARK_WEIGHT);
benchmarkResult.BenchmarkWeight = (item.BENCHMARK_WEIGHT == null ? 0 : item.BENCHMARK_WEIGHT);
}
result.Add(benchmarkResult);
}
return(result);
}
/// <summary>
/// Getting the currently filtered/grouped items from the DataGrid
/// </summary>
private void SetGroupedData()
{
string methodNamespace = String.Format("{0}.{1}", GetType().FullName, System.Reflection.MethodInfo.GetCurrentMethod().Name);
Logging.LogBeginMethod(this.DataContextPortfolioDetails.Logger, methodNamespace);
try
{
RangeObservableCollection <PortfolioDetailsData> collection = new RangeObservableCollection <PortfolioDetailsData>();
foreach (PortfolioDetailsData item in dgPortfolioDetails.Items)
{
PortfolioDetailsData data = new PortfolioDetailsData();
data.ActivePosition = item.ActivePosition;
data.AsecSecShortName = item.AsecSecShortName;
data.AshEmmModelWeight = item.AshEmmModelWeight;
data.BalanceNominal = item.BalanceNominal;
data.BenchmarkWeight = item.BenchmarkWeight;
data.DirtyValuePC = item.DirtyValuePC;
data.IndustryName = item.IndustryName;
data.IsoCountryCode = item.IsoCountryCode;
data.IssueName = item.IssueName;
data.MarketCapUSD = item.MarketCapUSD;
data.PortfolioDirtyValuePC = item.PortfolioDirtyValuePC;
data.PortfolioWeight = item.PortfolioWeight;
data.ProprietaryRegionCode = item.ProprietaryRegionCode;
data.ReAshEmmModelWeight = item.ReAshEmmModelWeight;
data.ReBenchmarkWeight = item.ReBenchmarkWeight;
data.RePortfolioWeight = item.RePortfolioWeight;
data.SectorName = item.SectorName;
data.SecurityType = item.SecurityType;
data.SubIndustryName = item.SubIndustryName;
data.Ticker = item.Ticker;
data.MarketCap = item.MarketCap;
data.Upside = item.Upside;
data.ForwardPE = item.ForwardPE;
data.ForwardPBV = item.ForwardPBV;
data.ForwardEB_EBITDA = item.ForwardEB_EBITDA;
data.RevenueGrowthCurrentYear = item.RevenueGrowthCurrentYear;
data.RevenueGrowthNextYear = item.RevenueGrowthNextYear;
data.NetIncomeGrowthCurrentYear = item.NetIncomeGrowthCurrentYear;
data.NetIncomeGrowthNextYear = item.NetIncomeGrowthNextYear;
data.ROE = item.ROE;
data.NetDebtEquity = item.NetDebtEquity;
data.FreecashFlowMargin = item.FreecashFlowMargin;
collection.Add(data);
}
DataContextPortfolioDetails.GroupedFilteredPortfolioDetailsData = collection;
}
catch (Exception ex)
{
Prompt.ShowDialog("Message: " + ex.Message + "\nStackTrace: " + Logging.StackTraceToString(ex), "Exception", MessageBoxButton.OK);
Logging.LogException(this.DataContextPortfolioDetails.Logger, ex);
}
}
/// <summary>
/// Add Data returned from View(GF_PORTFOLIO_LTHOLDINGS) to resultSet
/// </summary>
/// <param name="dimensionPortfolioLTHoldingsData">List of type GF_PORTFOLIO_LTHOLDINGS returned from GF_PORTFOLIO_LTHOLDINGS</param>
/// <param name="dimensionBenchmarkHoldingsData">List of type GF_BENCHMARK_HOLDINGS returned from GF_BENCHMARK_HOLDINGS</param>
/// <returns>List of PortfolioDetailsData</returns>
public static List <PortfolioDetailsData> AddPortfolioLTSecurities(List <GreenField.DAL.GF_PORTFOLIO_LTHOLDINGS> dimensionPortfolioLTHoldingsData, List <GreenField.DAL.GF_BENCHMARK_HOLDINGS> dimensionBenchmarkHoldingsData, Boolean isFiltered)
{
List <PortfolioDetailsData> result = new List <PortfolioDetailsData>();
if (dimensionPortfolioLTHoldingsData == null)
{
return(result);
}
if (dimensionPortfolioLTHoldingsData.Count == 0)
{
return(result);
}
if (dimensionBenchmarkHoldingsData == null)
{
return(result);
}
decimal?sumBenchmarkWeight = 0;
sumBenchmarkWeight = dimensionBenchmarkHoldingsData.Sum(a => a.BENCHMARK_WEIGHT);
foreach (GreenField.DAL.GF_PORTFOLIO_LTHOLDINGS item in dimensionPortfolioLTHoldingsData)
{
PortfolioDetailsData portfolioResult = new PortfolioDetailsData();
portfolioResult.AsecSecShortName = item.ASEC_SEC_SHORT_NAME;
portfolioResult.IssueName = item.ISSUE_NAME;
portfolioResult.Ticker = item.TICKER;
portfolioResult.PfcHoldingPortfolio = item.A_PFCHOLDINGS_PORLT;
portfolioResult.PortfolioId = item.PORTFOLIO_ID;
portfolioResult.PortfolioPath = item.PORPATH;
portfolioResult.ProprietaryRegionCode = item.ASHEMM_PROP_REGION_CODE;
portfolioResult.IsoCountryCode = item.ISO_COUNTRY_CODE;
portfolioResult.SectorName = item.GICS_SECTOR_NAME;
portfolioResult.IndustryName = item.GICS_INDUSTRY_NAME;
portfolioResult.SubIndustryName = item.GICS_SUB_INDUSTRY_NAME;
portfolioResult.MarketCapUSD = item.MARKET_CAP_IN_USD;
portfolioResult.SecurityType = item.SECURITY_TYPE;
portfolioResult.BalanceNominal = item.BALANCE_NOMINAL;
portfolioResult.DirtyValuePC = item.DIRTY_VALUE_PC;
if (isFiltered)
{
if (sumBenchmarkWeight != 0)
{
portfolioResult.BenchmarkWeight = ((dimensionBenchmarkHoldingsData.
Where(a => a.ISSUE_NAME == portfolioResult.IssueName).FirstOrDefault() == null) ? 0 : dimensionBenchmarkHoldingsData.
Where(a => a.ISSUE_NAME == portfolioResult.IssueName).FirstOrDefault().BENCHMARK_WEIGHT) * 100 / sumBenchmarkWeight;
}
else
{
portfolioResult.BenchmarkWeight = 0;
}
}
else
{
portfolioResult.BenchmarkWeight = ((dimensionBenchmarkHoldingsData.
Where(a => a.ISSUE_NAME == portfolioResult.IssueName).FirstOrDefault() == null) ? 0 : dimensionBenchmarkHoldingsData.
Where(a => a.ISSUE_NAME == portfolioResult.IssueName).FirstOrDefault().BENCHMARK_WEIGHT);
}
portfolioResult.AshEmmModelWeight = item.ASH_EMM_MODEL_WEIGHT;
portfolioResult.IssuerId = item.ISSUER_ID;
result.Add(portfolioResult);
}
return(result);
}
private List <PortfolioDetailsData> GetGroupedPortfolios(string portfolioId, List <PortfolioDetailsData> list)
{
var result = new List <PortfolioDetailsData>();
var query = from d in list
group d by d.AsecSecShortName into grp
select grp;
var groups = query.ToList();
foreach (var group in groups)
{
var main = group.Where(x => x.PortfolioPath == portfolioId).FirstOrDefault();
if (main == null || group.Count() == 1)
{
result.AddRange(group.AsEnumerable());
}
else
{
decimal?sumBenchmarkWeight = sumBenchmarkWeightWhenGrouped(group);
var holding = new PortfolioDetailsData
{
A_Sec_Instr_Type = group.First().A_Sec_Instr_Type,
ActivePosition = group.Sum(x => x.RePortfolioWeight ?? 0.0m) - sumBenchmarkWeight,
AsecSecShortName = group.Key,
AshEmmModelWeight = group.Sum(x => x.AshEmmModelWeight ?? 0.0m),
BalanceNominal = group.Sum(x => x.BalanceNominal ?? 0.0m),
BenchmarkWeight = group.Sum(x => x.BenchmarkWeight), //main.BenchmarkWeight,
DirtyValuePC = group.Sum(x => x.DirtyValuePC ?? 0.0m),
ForwardEB_EBITDA = main.ForwardEB_EBITDA,
ForwardPE = main.ForwardPE,
ForwardPBV = main.ForwardPBV,
FreecashFlowMargin = main.FreecashFlowMargin,
FromDate = main.FromDate,
IndustryName = main.IndustryName,
IsoCountryCode = main.IsoCountryCode,
IssueName = main.IssueName,
IssuerId = main.IssuerId,
MarketCap = main.MarketCap,
MarketCapUSD = main.MarketCapUSD,
NetDebtEquity = main.NetDebtEquity,
NetIncomeGrowthCurrentYear = main.NetIncomeGrowthCurrentYear,
NetIncomeGrowthNextYear = main.NetIncomeGrowthNextYear,
PfcHoldingPortfolio = String.Join(", ", group.Select(x => x.PfcHoldingPortfolio).ToArray()),
PortfolioDirtyValuePC = group.Sum(x => x.PortfolioDirtyValuePC),
PortfolioPath = null,
PortfolioWeight = group.Sum(x => x.PortfolioWeight ?? 0.0m),
ProprietaryRegionCode = main.ProprietaryRegionCode,
ReAshEmmModelWeight = group.Sum(x => x.ReAshEmmModelWeight ?? 0.0m),
RePortfolioWeight = group.Sum(x => x.RePortfolioWeight ?? 0.0m),
ReBenchmarkWeight = sumBenchmarkWeight, //main.ReBenchmarkWeight,sum benchmark weight,
RevenueGrowthCurrentYear = main.RevenueGrowthCurrentYear,
RevenueGrowthNextYear = main.RevenueGrowthNextYear,
ROE = main.ROE,
SectorName = main.SectorName,
SecurityId = main.SecurityId,
SecurityThemeCode = main.SecurityThemeCode,
SecurityType = main.SecurityType,
SubIndustryName = main.SubIndustryName,
Ticker = main.Ticker,
TradingCurrency = main.TradingCurrency,
Type = main.Type,
Upside = main.Upside,
IsExpanded = true,
Children = group.ToList()
};
result.Add(holding);
}
}
return(result);
}
private List <PortfolioDetailsData> GetGroupedPortfoliosByIssuer(string portfolioId, List <PortfolioDetailsData> list)
{
var result = new List <PortfolioDetailsData>();
var query = from d in list
group d by d.IssuerName into grp
select grp;
var groups = query.ToList();
foreach (var group in groups)
{
if (group.Key == "Petroleo Brasileiro SA")
{
Console.WriteLine("Hello");
}
var main = group.Where(x => x.PortfolioPath == portfolioId).FirstOrDefault();
if (main == null || group.Count() == 1)
{
result.AddRange(group.AsEnumerable());
}
else
{
if (group.Count() > 1 && group.Key == null)
{
foreach (var nullissuergrp in group)
{
result.Add(nullissuergrp);
}
}
else
{
decimal?sumBenchmarkWeight = sumBenchmarkWeightWhenGrouped(group);
var holding = new PortfolioDetailsData
{
A_Sec_Instr_Type = group.First().A_Sec_Instr_Type,
ActivePosition = group.Sum(x => x.RePortfolioWeight ?? 0.0m) - sumBenchmarkWeight,
AsecSecShortName = null, //group.Key -do not display anything in the grouped line
AshEmmModelWeight = group.Sum(x => x.AshEmmModelWeight ?? 0.0m),
BalanceNominal = group.Where(x => x.SecurityId == x.Issuer_Proxy).Select(x => x.BalanceNominal).FirstOrDefault(), //display values from issuer_proxy securities
BenchmarkWeight = group.Sum(x => x.BenchmarkWeight), //main.BenchmarkWeight, sum benchmark weight
DirtyValuePC = group.Sum(x => x.DirtyValuePC ?? 0.0m),
ForwardEB_EBITDA = group.Where(x => x.SecurityId == x.Issuer_Proxy).Select(x => x.ForwardEB_EBITDA).FirstOrDefault(), //display values from issuer_proxy securities
ForwardPE = group.Where(x => x.SecurityId == x.Issuer_Proxy).Select(x => x.ForwardPE).FirstOrDefault(), //display values from issuer_proxy securities
ForwardPBV = group.Where(x => x.SecurityId == x.Issuer_Proxy).Select(x => x.ForwardPBV).FirstOrDefault(), //display values from issuer_proxy securities
FreecashFlowMargin = group.Where(x => x.SecurityId == x.Issuer_Proxy).Select(x => x.FreecashFlowMargin).FirstOrDefault(), //display values from issuer_proxy securities
FromDate = main.FromDate,
IndustryName = main.IndustryName,
IsoCountryCode = main.IsoCountryCode,
IssueName = main.IssuerName,//group.Key.ToUpper(), //main.IssueName - display issuer name in the grouped line
IssuerId = main.IssuerId,
MarketCap = main.MarketCap,
MarketCapUSD = main.MarketCapUSD,
NetDebtEquity = group.Where(x => x.SecurityId == x.Issuer_Proxy).Select(x => x.NetDebtEquity).FirstOrDefault(), //display values from issuer_proxy securities
NetIncomeGrowthCurrentYear = main.NetIncomeGrowthCurrentYear,
NetIncomeGrowthNextYear = main.NetIncomeGrowthNextYear,
PfcHoldingPortfolio = String.Join(", ", group.Select(x => x.PfcHoldingPortfolio).ToArray()),
PortfolioDirtyValuePC = group.Sum(x => x.PortfolioDirtyValuePC),
PortfolioPath = null,
PortfolioWeight = group.Sum(x => x.PortfolioWeight ?? 0.0m),
ProprietaryRegionCode = main.ProprietaryRegionCode,
ReAshEmmModelWeight = group.Sum(x => x.ReAshEmmModelWeight ?? 0.0m),
RePortfolioWeight = group.Sum(x => x.RePortfolioWeight ?? 0.0m),
ReBenchmarkWeight = sumBenchmarkWeight, //main.ReBenchmarkWeight,sum benchmark weight
RevenueGrowthCurrentYear = main.RevenueGrowthCurrentYear,
RevenueGrowthNextYear = main.RevenueGrowthNextYear,
ROE = group.Where(x => x.SecurityId == x.Issuer_Proxy).Select(x => x.ROE).FirstOrDefault(), //display values from issuer_proxy securities
SectorName = main.SectorName,
SecurityId = main.SecurityId,
SecurityThemeCode = main.SecurityThemeCode,
SecurityType = main.SecurityType,
SubIndustryName = main.SubIndustryName,
Ticker = group.Where(x => x.SecurityId == x.Issuer_Proxy).Select(x => x.Ticker).FirstOrDefault(), //display values from issuer_proxy securities
TradingCurrency = main.TradingCurrency,
Type = main.Type,
Upside = main.Upside,
IsExpanded = true,
Children = group.ToList()
};
result.Add(holding);
}
}
}
return(result);
}