public async Task Handle(IEventWrapper <ICurveCalculated> wrapper, CancellationToken cancellationToken)
{
var @event = wrapper.Content;
var asOfDate = @event.AsOfDate;
var recipe = (await _recipeRepository.Single(x => x.Id == @event.CurveRecipeId)) ?? new RecipeDto
{
Id = @event.CurveRecipeId.NonEmpty(),
Name = "unknown"
};
var dto = await _dtoRepository.Single(x => x.AsOfDate == asOfDate);
if (dto == null)
{
dto = new Dto
{
Id = NonEmpty.Guid(),
AsOfDate = asOfDate,
Recipes = new RecipeDto[] { recipe }
};
await _dtoRepository.Insert(dto);
}
else
{
var recipes = dto.Recipes.ToList();
recipes.Add(recipe);
dto.Recipes = recipes;
await _dtoRepository.Update(dto);
}
}
public void UT_MarketCurve_AddCurvePoint_happy_flow()
{
var id = Guid.NewGuid();
var tenor = Tenor.FRA10x16;
var instrument = new Instrument(NonEmpty.Guid(), Vendor.Bloomberg);
var dateLag = new DateLag(-1);
var priceType = PriceType.BIDPRICE;
var isMandatory = false;
Given(MarketCurveCreated(Country.GB, CurveType.ECB))
.When(c => c.AddCurvePoint(tenor, instrument, dateLag, priceType, isMandatory))
.Then(CurvePointAdded(tenor, instrument.Id, dateLag.Value, isMandatory, priceType));
}
public async Task Handle(IEventWrapper <ICurveCalculated> @event, CancellationToken cancellationToken)
{
var asOfDate = @event.Content.AsOfDate;
var existingDto = await _readModelRepository.Single(x => x.AsOfDate == asOfDate);
if (existingDto != null)
{
var dto = new Dto
{
Id = NonEmpty.Guid(),
AsOfDate = asOfDate
};
await _readModelRepository.Insert(dto);
}
}
public async Task Handle(IEventWrapper <ICurveCalculated> wrapper, CancellationToken cancellationToken)
{
var @event = wrapper.Content;
var recipe = (CurveRecipe?)await _db.FindAsync <CurveRecipe>(@event.CurveRecipeId);
_db.Add(new Dto
{
Id = wrapper.AggregateId,
AsAtDate = wrapper.Timestamp.ToDateTimeUtc(),
AsOfDate = @event.AsOfDate,
CurveRecipeId = @event.CurveRecipeId.NonEmpty(),
CurveRecipeName = recipe?.Name,
Points = @event.Points.Select(p => new Point
{
Id = NonEmpty.Guid(),
Currency = p.Currency,
Maturity = p.Maturity,
Value = p.Value
}).ToImmutableArray()
});
}