public Computations CreateComputations(GlobeModel root, GlobeTraverser traverser)
{
var computations = new Computations();
computations.BaseActiveFormula = this.CreateBaseActiveFormula();
var portfolioAdjustmentTotal = computations.PortfolioAdjustmentTotal = root.PortfolioAdjustment;
var baseWherePortfoioAdjustmentSetTotal = computations.BaseWherePortfoioAdjustmentSetTotal = this.CreateBaseWherePortfoioAdjustmentSetTotal(traverser, root);
computations.BaseLessOverlayFormula = this.CreateBaseLessOverlayFormula(
this.CreateRescaledBaseFormula(
computations.BaseWherePortfoioAdjustmentSetTotal,
computations.PortfolioAdjustmentTotal
)
);
computations.CashBase = this.CreateBaseForCash(this.CreateBaseForCashFormula(root));
computations.CashRescaledBase = this.CreateRescaledBaseForCash(this.CreateRescaledBaseForCashFormula(computations.CashBase, baseWherePortfoioAdjustmentSetTotal, portfolioAdjustmentTotal));
computations.BaseLessOverlayPositiveTotal = this.CreateBaseLessOverlayPositiveTotalExpression(root, traverser, computations.BaseLessOverlayFormula, computations.CashRescaledBase);
computations.BaseLessOverlayTotal = this.CreateBaseLessOverlayTotalExpression(root, traverser, computations.BaseLessOverlayFormula, computations.CashRescaledBase);
computations.PortfolioScaledFormula = this.CreatePortfolioScaledFormula(computations.BaseLessOverlayFormula, computations.BaseLessOverlayPositiveTotal, computations.BaseLessOverlayTotal);
computations.CashPortfolioScaled = this.CreateScaledCash(this.CreateCashScaledFormula(computations.CashRescaledBase, computations.BaseLessOverlayPositiveTotal, computations.BaseLessOverlayTotal));
computations.TrueExposureFormula = this.CreateTrueExposureFormula();
computations.TrueActiveFormula = this.CreateTrueActiveFormula();
return(computations);
}
public BasketRegionModel CreateBasketRegionModel(
ManagingBaskets.RegionBasket basket,
IEnumerable <CountryModel> countries,
Computations computations,
EditableExpression baseExpression,
EditableExpression portfolioAdjustmentExpression
)
{
var result = new BasketRegionModel(
basket,
new SumExpression(
ValueNames.Benchmark,
countries.Select(x => x.Benchmark),
this.defaultValues.DefaultBenchmark,
this.commonParts.ValidateWhatever
),
baseExpression,
self => new ModelFormulaExpression <IModel, Decimal?>(
ValueNames.BaseActive,
self,
computations.BaseActiveFormula,
this.commonParts.NullableDecimalValueAdapter,
this.commonParts.ValidateWhatever
),
new SumExpression(
ValueNames.Overlay,
countries.Select(x => x.Overlay),
this.defaultValues.DefaultOverlay,
this.commonParts.ValidateWhatever
),
portfolioAdjustmentExpression,
self => new ModelFormulaExpression <IModel, Decimal?>(
ValueNames.PortfolioScaled,
self,
computations.PortfolioScaledFormula,
this.commonParts.NullableDecimalValueAdapter,
this.commonParts.ValidateWhatever
),
self => new ModelFormulaExpression <IModel, Decimal?>(
ValueNames.TrueExposure,
self,
computations.TrueExposureFormula,
this.commonParts.NullableDecimalValueAdapter,
this.commonParts.ValidateWhatever
),
self => new ModelFormulaExpression <IModel, Decimal?>(
ValueNames.TrueActive,
self,
computations.TrueActiveFormula,
this.commonParts.NullableDecimalValueAdapter,
this.commonParts.ValidateWhatever
),
countries
);
return(result);
}
public BasketCountryModel CreateBasketCountryModel(
ManagingBaskets.CountryBasket basket,
Computations computations,
EditableExpression baseExpression,
EditableExpression portfolioAdjustmentExpression
)
{
var result = new BasketCountryModel(
basket,
new UnchangableExpression <Decimal>(
ValueNames.Benchmark,
this.defaultValues.DefaultBenchmark,
this.commonParts.DecimalValueAdapter,
this.commonParts.ValidateWhatever
),
baseExpression,
self => new ModelFormulaExpression <IModel, Decimal?>(
ValueNames.BaseActive,
self,
computations.BaseActiveFormula,
this.commonParts.NullableDecimalValueAdapter,
this.commonParts.ValidateWhatever
),
new UnchangableExpression <Decimal>(
ValueNames.Overlay,
this.defaultValues.DefaultOverlay,
this.commonParts.DecimalValueAdapter,
this.commonParts.ValidateWhatever
),
portfolioAdjustmentExpression,
self => new ModelFormulaExpression <IModel, Decimal?>(
ValueNames.PortfolioScaled,
self,
computations.PortfolioScaledFormula,
this.commonParts.NullableDecimalValueAdapter,
this.commonParts.ValidateWhatever
),
self => new ModelFormulaExpression <IModel, Decimal?>(
ValueNames.TrueExposure,
self,
computations.TrueExposureFormula,
this.commonParts.NullableDecimalValueAdapter,
this.commonParts.ValidateWhatever
),
self => new ModelFormulaExpression <IModel, Decimal?>(
ValueNames.TrueActive,
self,
computations.TrueActiveFormula,
this.commonParts.NullableDecimalValueAdapter,
this.commonParts.ValidateWhatever
),
this.commonParts
);
return(result);
}
protected void RegisterMissingCountriesIfAny(ManagingBpt.RootModel result, Computations computations, CountryRepository countryRepository, TargetingType targetingType, SecurityRepository securityRepository, PortfolioRepository portfolioRepository, ManagingPst.PortfolioSecurityTargetRepository portfolioSecurityTargetRepository, IEnumerable <BenchmarkSumByIsoInfo> benchmarks)
{
// figuring out missing ISO country codes (if any) from benchmarks and overlays
var missingCountriesIsoCodes = this.countriesDetector.FindMissingCountries(
targetingType.Taxonomy,
benchmarks,
result.Factors.Items.Where(x => x.OverlayFactor.EditedValue.HasValue).Select(x => x.BottomUpPortfolio.Name),
portfolioSecurityTargetRepository,
portfolioRepository,
securityRepository
);
if (missingCountriesIsoCodes.Any())
{
List <string> clearedMissingCountriesIsoCode;
var traverser = new GlobeTraverser();
var otherModel = traverser.TraverseGlobe(result.Globe).Where(m => m.TryAsOther() != null).FirstOrDefault();
if (otherModel != null)
{
clearedMissingCountriesIsoCode = new List <string>();
var codesInModel = otherModel.TryAsOther().UnsavedBasketCountries.Select(b => b.Country.IsoCode).Union(otherModel.TryAsOther().BasketCountries.Select(b => b.Basket.Country.IsoCode));
clearedMissingCountriesIsoCode.AddRange(codesInModel.Except(missingCountriesIsoCodes));
}
else
{
clearedMissingCountriesIsoCode = new List <string>(missingCountriesIsoCodes);
}
if (clearedMissingCountriesIsoCode.Any())
{
// there are some missing ISO country codes
// we need to resolve them to countries
// and put these countries to the taxonomy
var missingCountries = clearedMissingCountriesIsoCode.Select(x => countryRepository.GetCountry(x));
this.RegisterMissingCountries(result, missingCountries, computations);
}
}
}
public CashModel CreateCash(Computations computations)
{
var result = new CashModel(
computations.CashBase,
computations.CashPortfolioScaled,
/*
* Add a Cash amount to the True Exposure column.
* a. Formula: True Exposure Cash = Portfolio Scaled Cash
* b. Include Cash Amount in the Total row of the True Exposure column.
*/
computations.CashPortfolioScaled,
/*
* Add a Cash amount to the True Active column.
* a. Formula: True Active Cash = Portfolio Scaled Cash – Benchmark Cash (Benchmark Cash should = 0).
* b. Include Cash Amount in the Total row of the True Exposure column.
*/
computations.CashPortfolioScaled
);
return(result);
}
protected IRegionModelResident DeserializeRegionModelResidentOnceResolved(BasketRepository basketRepository, JsonReader reader, Computations computations)
{
IRegionModelResident result;
var discriminator = reader.ReadAsString(JsonNames.Discriminator);
if (discriminator == JsonNames.BasketRegion)
{
result = this.DeserializeBasketRegionModel(basketRepository, reader, computations);
}
else if (discriminator == JsonNames.BasketCountry)
{
result = this.DeserializeBasketCountryModel(basketRepository, reader, computations);
}
else if (discriminator == JsonNames.Region)
{
result = this.DeserializeRegionModel(basketRepository, reader, computations);
}
else
{
throw new ApplicationException("Unexpected discriminator \"" + discriminator + "\".");
}
return(result);
}
protected IGlobeResident DeserializeBreakdownResidentModelOnceResolver(BasketRepository basketRepository, JsonReader reader, Computations computations)
{
IGlobeResident resident;
var discriminator = reader.ReadAsString(JsonNames.Discriminator);
if (discriminator == JsonNames.BasketRegion)
{
resident = this.DeserializeBasketRegionModel(basketRepository, reader, computations);
}
else if (discriminator == JsonNames.Region)
{
resident = this.DeserializeRegionModel(basketRepository, reader, computations);
}
else if (discriminator == JsonNames.Other)
{
resident = this.DeserializeOtherModel(basketRepository, reader, computations);
}
else
{
throw new ApplicationException("Unexpected discriminator \"" + discriminator + "\".");
}
return(resident);
}
protected OtherModel DeserializeOtherModel(BasketRepository basketRepository, JsonReader reader, Computations computations)
{
var basketCountries = new List <BasketCountryModel>();
var unsavedBasketCountries = new List <UnsavedBasketCountryModel>();
reader.ReadArray(JsonNames.BasketCountries, delegate
{
reader.ReadAsString(JsonNames.Discriminator);
var basketCountry = this.DeserializeBasketCountryModel(basketRepository, reader, computations);
basketCountries.Add(basketCountry);
});
reader.ReadArray(JsonNames.UnsavedBasketCountries, delegate
{
reader.ReadAsString(JsonNames.Discriminator);
var unsavedBasketCountry = this.DeserializeUnsavedBasketCountryModel(reader, computations);
unsavedBasketCountries.Add(unsavedBasketCountry);
});
var result = this.modelBuilder.CreateOtherModel(
basketCountries,
unsavedBasketCountries
);
return(result);
}
protected RegionModel DeserializeRegionModel(BasketRepository basketRepository, JsonReader reader, Computations computations)
{
var name = reader.ReadAsString("name");
var residents = new List <IRegionModelResident>();
reader.ReadArray(JsonNames.Residents, delegate
{
var resident = this.DeserializeRegionModelResidentOnceResolved(basketRepository, reader, computations);
residents.Add(resident);
});
var result = this.modelBuilder.CreateRegionModel(
name,
computations.BaseActiveFormula,
residents
);
return(result);
}
protected UnsavedBasketCountryModel DeserializeUnsavedBasketCountryModel(JsonReader reader, Computations computations)
{
//var basketId = reader.ReadAsInt32(JsonNames.BasketId);
var country = reader.Read(JsonNames.Country, delegate
{
return(this.DeserializeCountry(reader));
});
//var basket = basketRepository.GetBasket(basketId).AsCountryBasket();
var result = this.modelBuilder.CreateUnsavedBasketModel(
country,
computations,
this.modelBuilder.CreateBaseExpression(),
this.modelBuilder.CreatePortfolioAdjustmentExpression()
);
reader.Read(JsonNames.Benchmark, delegate
{
this.expressionDeserializer.PopulateUnchangeableExpression(reader, result.Benchmark);
});
reader.Read(JsonNames.Base, delegate
{
this.expressionDeserializer.PopulateEditableExpression(reader, result.Base);
});
reader.Read(JsonNames.Overlay, delegate
{
this.expressionDeserializer.PopulateUnchangeableExpression(reader, result.Overlay);
});
reader.Read(JsonNames.PortfolioAdjustment, delegate
{
this.expressionDeserializer.PopulateEditableExpression(reader, result.PortfolioAdjustment);
});
return(result);
}
protected BasketRegionModel DeserializeBasketRegionModel(BasketRepository basketRepository, JsonReader reader, Computations computations)
{
var basketId = reader.ReadAsInt32(JsonNames.BasketId);
var basket = basketRepository.GetBasket(basketId).AsRegionBasket();
var baseExpression = this.modelBuilder.CreateBaseExpression();
reader.Read(JsonNames.Base, delegate
{
this.expressionDeserializer.PopulateEditableExpression(reader, baseExpression);
});
var portfolioAdjustmentExpression = this.modelBuilder.CreatePortfolioAdjustmentExpression();
reader.Read(JsonNames.PortfolioAdjustment, delegate
{
this.expressionDeserializer.PopulateEditableExpression(reader, portfolioAdjustmentExpression);
});
var countries = reader.ReadArray(JsonNames.Countries, delegate
{
return(this.DeserializeCountryModel(reader));
});
var result = this.modelBuilder.CreateBasketRegionModel(
basket,
countries,
computations,
baseExpression,
portfolioAdjustmentExpression
);
return(result);
}
public void RegisterMissingCountries(RootModel root, IEnumerable <Country> missingCountries, Computations computations)
{
if (!missingCountries.Any())
{
return; // hey! there's nothing to do
}
var other = this.ClaimOtherModel(root);
foreach (var country in missingCountries)
{
var baseExpression = this.modelBuilder.CreateBaseExpression();
var portfolioAdjustmentExpression = this.modelBuilder.CreatePortfolioAdjustmentExpression();
var unsavedBasketCountry = this.modelBuilder.CreateUnsavedBasketModel(
country,
computations,
baseExpression,
portfolioAdjustmentExpression
);
other.UnsavedBasketCountries.Add(unsavedBasketCountry);
}
}
