private void CreatePortfolioNavDateSecurityPrices(ISession session, NavDate currentNavDate)
{
IList <PortfolioNavDate> portfolioNavDateList = portfolioNavDateRepository.GetPortfolioNavDateListByNavDate(session, currentNavDate);
foreach (var portfolioNavDate in portfolioNavDateList)
{
logger.Log(LogLevel.Info, $"[PortfolioNavDate: PortfolioId {portfolioNavDate.Portfolio.PortfolioId}, NavDate {portfolioNavDate.NavDate.Date}]: Creating PortfolioNavDateSecurityPrices");
IList <Entities.PortfolioSecurity> portfolioSecurityList = portfolioSecurityRepository.GetPortfolioSecurityList(session, portfolioNavDate.Portfolio);
logger.Log(LogLevel.Info, $"[PortfolioNavDate: PortfolioId {portfolioNavDate.Portfolio.PortfolioId}, NavDate {portfolioNavDate.NavDate.Date}]: {portfolioSecurityList.Count} PortfolioSecurity Count");
IList <PortfolioNavDateSecurityPrice> portfolioNavDateSecurityPriceList = portfolioNavDateSecurityPriceRepository.GetPortfolioNavDateSecurityPriceListByPortfolioNavDate(session, portfolioNavDate);
IDictionary <long, Entities.PortfolioSecurity> portfolioSecurityDictionary = portfolioSecurityList.ToDictionary(x => x.PortfolioSecurityId);
IDictionary <long, PortfolioNavDateSecurityPrice> portfolioNavDateSecurityPriceDictionary = portfolioNavDateSecurityPriceList.ToDictionary(x => x.PortfolioSecurity.PortfolioSecurityId);
IList <long> missingPortfolioSecurityList = portfolioSecurityDictionary.Keys.Except(portfolioNavDateSecurityPriceDictionary.Keys).ToList();
logger.Log(LogLevel.Info, $"[PortfolioNavDate: PortfolioId {portfolioNavDate.Portfolio.PortfolioId}, NavDate {portfolioNavDate.NavDate.Date}]: {portfolioNavDateSecurityPriceList.Count}/{portfolioSecurityList.Count} PortfolioSecurityPrices already been created");
logger.Log(LogLevel.Info, $"[PortfolioNavDate: PortfolioId {portfolioNavDate.Portfolio.PortfolioId}, NavDate {portfolioNavDate.NavDate.Date}]: {missingPortfolioSecurityList.Count} PortfolioSecurityPrices need to be created");
using (var transaction = session.BeginTransaction())
{
foreach (var portfolioSecurityId in missingPortfolioSecurityList)
{
Entities.PortfolioSecurity portfolioSecurity = portfolioSecurityDictionary[portfolioSecurityId];
PortfolioNavDateSecurityPrice portfolioNavDateSecurityPrice = new PortfolioNavDateSecurityPrice()
{
PortfolioNavDate = portfolioNavDate,
PortfolioSecurity = portfolioSecurity,
PriceStatus = PriceStatus.ToBeRequested,
CreateDate = DateTime.Now,
UpdateDate = DateTime.Now,
Currency = portfolioSecurity.Security.Currency
};
portfolioNavDateSecurityPriceRepository.SaveOrUpdate(session, portfolioNavDateSecurityPrice);
}
transaction.Commit();
logger.Log(LogLevel.Info, $"[PortfolioNavDate: PortfolioId {portfolioNavDate.Portfolio.PortfolioId}, NavDate {portfolioNavDate.NavDate.Date}]: {missingPortfolioSecurityList.Count} PortfolioSecurityPrices created");
}
}
}
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());
}
