//returns false, if a move is not possible
public bool Move(RiskFactorTypeDetail detail, RiskFactorTypeGroup group)
{
RiskFactorTypeGroup checkParent = group;
detail.RiskFactorTypeGroup = group;
detail.RiskFactorTypeGroupID = group.RiskFactorTypeGroupID;
//reset the values - we have new version, which is unapproved
//it will be finalised during save
if (detail.Status == EntityStatus.Approved)
detail.Default(Context.UserName);
return true;
}
public RiskFactorTypeDetail Add()
{
// there is no hierarchy so parent can be safely ignored
RiskFactorTypeDetail detail = new RiskFactorTypeDetail();
detail.Default(Context.UserName);
RiskFactorType main = new RiskFactorType();
main.Default(Context.UserName);
if (Context.RiskFactorTypes.Local.Count() > 0)
main.RiskFactorTypeID = Context.RiskFactorTypes.Local.Max(x => x.RiskFactorTypeID) + 1;
else
main.RiskFactorTypeID = 1;
detail.RiskFactorType = main;
detail.RiskFactorTypeID = main.RiskFactorTypeID;
detail.Name = "Risk Factor Type Name";
Context.RiskFactorTypes.Add(main);
Context.RiskFactorTypeDetails.Add(detail);
return detail;
}
internal static void AddTypes(ScenarioGeneratorModel context)
{
DateTime now = context.AsOfDate;
RiskFactorType rft;
RiskFactorTypeDetail rftd;
rft = new RiskFactorType() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-80), ApprovedBy = "B", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "Credit Asset Swap Spread", StartTime = now.AddDays(-20), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-25), CreatedBy = "A", ApprovedAt = now.AddDays(-20), ApprovedBy = "B", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Spread").Where(x =>x.RiskFactorTypeGroupParent.Name == "Credit").First();
rft = new RiskFactorType() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-80), ApprovedBy = "B", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "Credit CDS Composites Spread", StartTime = now.AddDays(-20), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-25), CreatedBy = "A", ApprovedAt = now.AddDays(-20), ApprovedBy = "B", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Spread").Where(x => x.RiskFactorTypeGroupParent.Name == "Credit").First();
rft = new RiskFactorType() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-80), ApprovedBy = "B", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "Credit CDS Index Spread", StartTime = now.AddDays(-20), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-25), CreatedBy = "A", ApprovedAt = now.AddDays(-20), ApprovedBy = "B", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Spread").Where(x => x.RiskFactorTypeGroupParent.Name == "Credit").First();
rft = new RiskFactorType() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-80), ApprovedBy = "B", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "FX Rate", StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-40), CreatedBy = "A", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Rate").Where(x => x.RiskFactorTypeGroupParent.Name == "FX").First();
rft = new RiskFactorType() { StartTime = now.AddDays(-50), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-50), ApprovedBy = "B", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "FX Volatility", StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-40), CreatedBy = "A", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Volatility").Where(x => x.RiskFactorTypeGroupParent.Name == "FX").First();
rft = new RiskFactorType() { StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-40), CreatedBy = "A", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "IL Rate", StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-150), CreatedBy = "A", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Rate").Where(x => x.RiskFactorTypeGroupParent.Name == "IL").First();
rft = new RiskFactorType() { StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-40), CreatedBy = "A", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "IL Volatility", StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-150), CreatedBy = "A", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Volatility").Where(x => x.RiskFactorTypeGroupParent.Name == "IL").First();
rft = new RiskFactorType() { StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-40), CreatedBy = "A", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "IR Volatility", StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-150), CreatedBy = "A", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Volatility").Where(x => x.RiskFactorTypeGroupParent.Name == "IR").First();
rft = new RiskFactorType() { StartTime = now.AddDays(-80), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "IR LIBOR Spread (v1)", StartTime = now.AddDays(-100), EndTime = now.AddDays(-50), CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = false };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Spread").Where(x => x.RiskFactorTypeGroupParent.Name == "IR").First();
rftd = new RiskFactorTypeDetail() { Name = "IR LIBOR Spread (v2)", StartTime = now.AddDays(-50), EndTime = now.AddDays(-10), CreatedAt = now.AddDays(-90), CreatedBy = "A", ApprovedAt = now.AddDays(-50), ApprovedBy = "B", Latest = false };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Spread").Where(x => x.RiskFactorTypeGroupParent.Name == "IR").First();
rftd = new RiskFactorTypeDetail() { Name = "IR LIBOR Spread (v3)", StartTime = now.AddDays(-10), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-40), CreatedBy = "A", ApprovedAt = now.AddDays(-10), ApprovedBy = "B", Latest = false };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Rate").Where(x => x.RiskFactorTypeGroupParent.Name == "IR").First();
rftd = new RiskFactorTypeDetail() { Name = "IR LIBOR Spread", StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-30), CreatedBy = "A", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Spread").Where(x => x.RiskFactorTypeGroupParent.Name == "IR").First();
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);
}
}
protected override void BeforeSave()
{
DateTime timestamp = DateTime.UtcNow;
//find all changed enities
var modifiedEntities = Context.ChangeTracker.Entries<RiskFactorTypeDetail>()
.Where(p => p.State == EntityState.Modified)
.Select(p => p.Entity);
foreach (RiskFactorTypeDetail detail in modifiedEntities)
{
//main entity, for which we keep versioning
RiskFactorType mainEntity = detail.RiskFactorType;
ICollection<RiskFactorTypeDetail> mainEntityDetails = mainEntity.RiskFactorTypeDetails;
if (detail.Status == EntityStatus.ExpiredInSession)
{
foreach (RiskFactorTypeDetail item in mainEntityDetails)
{
if (detail.RiskFactorTypeDetailID != item.RiskFactorTypeDetailID)
{
item.EndTime = detail.EndTime;
item.ModifiedBy = detail.ModifiedBy;
item.ModifiedAt = detail.ModifiedAt;
}
}
mainEntity.EndTime = detail.EndTime;
mainEntity.ModifiedBy = detail.ModifiedBy;
mainEntity.ModifiedAt = detail.ModifiedAt;
}
if (detail.Status == EntityStatus.ApprovedInSession)
{
//entity has been approved
//mark existing details as expired
foreach (RiskFactorTypeDetail item in mainEntityDetails)
{
if (detail.RiskFactorTypeDetailID != item.RiskFactorTypeDetailID)
{
item.Latest = false;
item.EndTime = (DateTime)detail.ApprovedAt;
detail.StartTime = (DateTime)detail.ApprovedAt;
}
}
//check if main entity is approved - if not copy details
if (mainEntity.Status != EntityStatus.Approved)
{
mainEntity.ApprovedAt = detail.ApprovedAt;
mainEntity.ApprovedBy = detail.ApprovedBy;
mainEntity.StartTime = detail.StartTime;
}
// approve all consituents
foreach (var dim in mainEntity.RiskFactorTypeDimensions)
{
if (dim.Status != EntityStatus.Unapproved || dim.Status != EntityStatus.UnapprovedInSession)
{
dim.ApprovedAt = detail.ApprovedAt;
dim.ApprovedBy = detail.ApprovedBy;
dim.StartTime = detail.StartTime;
}
}
}
else if (detail.Status == EntityStatus.UnapprovedInSession)
{
//new version of the entity
//we are creating a copy of currently edited entity
//and add it back to context
RiskFactorTypeDetail copy = new RiskFactorTypeDetail();
mainEntity.RiskFactorTypeDetails.Add(copy);
//copy values from original
Context.Entry(copy).CurrentValues.SetValues(detail);
//reset auditing
copy.ResetCopy();
//revert the changes - done implicitly
Context.Entry(detail).State = EntityState.Unchanged;
//remove latest flag
detail.Latest = false;
}
}
}
