private void CreatePortfolioNavDates(ISession session, NavDate currentNavDate)
{
using (var transaction = session.BeginTransaction())
{
IList <Portfolio> portfolioList = portfolioRepository.GetPortfolioList(session);
logger.Log(LogLevel.Info, $"Portfolio count: {portfolioList.Count}");
IList <PortfolioNavDate> portfolioNavDateList = portfolioNavDateRepository.GetPortfolioNavDateListByNavDate(session, currentNavDate);
logger.Log(LogLevel.Info, $"Portfolio with NavDate {currentNavDate.Date} count: {portfolioNavDateList.Count}");
foreach (var portfolio in portfolioList)
{
if (portfolioNavDateList.Any(p => p.Portfolio.PortfolioId == portfolio.PortfolioId))
{
continue;
}
PortfolioNavDate portfolioNavDate = new PortfolioNavDate()
{
NavDate = currentNavDate,
Portfolio = portfolio,
CreateDate = DateTime.Now
};
portfolioNavDateRepository.SaveOrUpdate(session, portfolioNavDate);
logger.Log(LogLevel.Info, $"Created NavDate {currentNavDate.Date} for Portfolio {portfolio.PortfolioId}");
}
transaction.Commit();
}
}
public IList <PortfolioNavDateSecurityPrice> GetPortfolioNavDateSecurityPriceByNavDateSymbol(ISession session, DateTime navDate, string symbol)
{
PortfolioNavDate pnd = null;
Entities.PortfolioSecurity ps = null;
NavDate nd = null;
Security sd = null;
Portfolio pt = null;
return(session.QueryOver <PortfolioNavDateSecurityPrice>()
.Fetch(SelectMode.ChildFetch, p => p.PortfolioNavDate)
.Fetch(SelectMode.ChildFetch, p => p.PortfolioSecurity)
.JoinAlias(p => p.PortfolioNavDate, () => pnd).JoinAlias(() => pnd.NavDate, () => nd).JoinAlias(() => pnd.Portfolio, () => pt)
.JoinAlias(p => p.PortfolioSecurity, () => ps).JoinAlias(() => ps.Security, () => sd)
.Where(() => nd.Date == navDate.Date)
.And(() => sd.Symbol == symbol)
.List());
}
public IList <PortfolioNavDateSecurityPrice> GetPortfolioNavDateSecurityPriceListByPortfolioNavDate(ISession session, PortfolioNavDate portfolioNavDate)
{
return(session.QueryOver <PortfolioNavDateSecurityPrice>()
.Fetch(SelectMode.ChildFetch, p => p.PortfolioNavDate)
.Fetch(SelectMode.ChildFetch, p => p.PortfolioSecurity)
.Where(p => p.PortfolioNavDate.PortfolioNavDateId == portfolioNavDate.PortfolioNavDateId)
.List());
}
