public PortfolioComponentView(IInstrument instrument, decimal modelAllocation, PortfolioComponentView parent)
: this(parent)
{
PortfolioComponentType = PortfolioComponentType.Instrument;
ComponentKey = instrument.Key;
ComponentName = instrument.DisplayName;
ModelAllocation = modelAllocation;
}
public PortfolioComponentView(IModelVersion modelVersion, decimal modelAllocation, PortfolioComponentView parent)
: this(parent)
{
PortfolioComponentType = PortfolioComponentType.Model;
ComponentKey = modelVersion.Key;
ComponentName = modelVersion.ParentModel.ModelName;
ModelAllocation = modelAllocation;
}
private static IEnumerable<PortfolioComponentView> allDescendantInstruments(List<PortfolioComponentView> allComponents,
PortfolioComponentView component)
{
if (component.PortfolioComponentType == PortfolioComponentType.Instrument ||
component.PortfolioComponentType == PortfolioComponentType.Cash)
return EnumerableExtensions.Singleton(component);
else
return allComponents.Where(c => c.Parent == component)
.Select(c => allDescendantInstruments(allComponents, c))
.Aggregate(Enumerable.Empty<PortfolioComponentView>(), Enumerable.Concat);
}
private PortfolioComponentView(PortfolioComponentView parent)
{
Parent = parent;
}
private static IEnumerable<PortfolioComponentView> expandModelVersion(IDalSession session,
IModelVersion modelVersion, decimal allocation, PortfolioComponentView parent)
{
PortfolioComponentView model = new PortfolioComponentView(modelVersion, allocation, parent);
return modelVersion.ModelComponents
.OrderBy(mc => mc.ModelComponentType == ModelComponentType.Instrument ? 0 : 1)
.ThenBy(mc => mc.ComponentName)
//.Where(mc => mc.ModelComponentKey != 13258)
.Select(mc => expandModelComponent(session, mc, allocation * mc.Allocation, model))
.Aggregate(EnumerableExtensions.Singleton(model),
Enumerable.Concat);
}
private static IEnumerable<PortfolioComponentView> expandModelComponent(IDalSession session,
IModelComponent modelComponent, decimal allocation, PortfolioComponentView parent)
{
switch (modelComponent.ModelComponentType)
{
case ModelComponentType.Model:
return expandModelVersion(session, ModelMapper.GetModelVersion(session, modelComponent.ModelComponentKey),
allocation, parent);
default:
//if (modelComponent.ModelComponentKey == 13257)
// return EnumerableExtensions.Singleton(new PortfolioComponentView(
// InstrumentMapper.GetTradeableInstrument(session, modelComponent.ModelComponentKey), 0.12m, parent));
//else
ITradeableInstrument instrument = InstrumentMapper.GetTradeableInstrument(session, modelComponent.ModelComponentKey);
if (instrument != null)
return EnumerableExtensions.Singleton(new PortfolioComponentView(instrument, allocation, parent));
else
return Enumerable.Empty<PortfolioComponentView>();
}
}
